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COVID‐19 and food prices in sub‐Saharan Africa. (2021). Isshaq, Zangina ; Frimpong, Siaw ; Agyei, Samuel Kwaku ; Asiamah, Oliver ; Adam, Anokye Mohammed ; Bossman, Ahmed.
In: African Development Review.
RePEc:bla:afrdev:v:33:y:2021:i:s1:p:s102-s113.

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  13. The double whammy of COVID-19 and oil price collapse: Spillover effects on inflation and exchange rates. (2022). Ayad, Hicham ; Djedaiet, Aissa.
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  23. Economic policy uncertainty and the volatility connectedness between oil shocks and metal market: An extension. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Khan, Muhammad A.
    In: International Economics.
    RePEc:eee:inteco:v:167:y:2021:i:c:p:136-150.

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  24. Oil price shocks and the return and volatility spillover between industrial and precious metals. (2021). Umar, Zaghum ; Jareño, Francisco ; Jareo, Francisco ; Escribano, Ana.
    In: Energy Economics.
    RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001961.

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  25. The good, the bad and the ugly relation between oil and commodities: An analysis of asymmetric volatility connectedness and portfolio implications. (2021). Kang, Sang Hoon ; Guhathakurta, Kousik ; Maitra, Debasish.
    In: Energy Economics.
    RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304011.

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  26. Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China. (2021). Huo, Rui ; Ahmed, Abdullahi D.
    In: Energy Economics.
    RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988320300803.

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  27. Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets. (2021). Lau, Chi Keung ; Gözgör, Giray ; Gozgor, Giray ; Marco, Chi Keung ; Xu, Bing ; Semeyutin, Artur.
    In: Energy Economics.
    RePEc:eee:eneeco:v:104:y:2021:i:c:s014098832100517x.

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  28. COVID‐19 and food prices in sub‐Saharan Africa. (2021). Isshaq, Zangina ; Frimpong, Siaw ; Agyei, Samuel Kwaku ; Asiamah, Oliver ; Adam, Anokye Mohammed ; Bossman, Ahmed.
    In: African Development Review.
    RePEc:bla:afrdev:v:33:y:2021:i:s1:p:s102-s113.

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  29. Price Volatility, the Maturity Effect, and Global Oil Prices: Evidence from Chinese Commodity Futures Markets. (2020). Gao, Jin ; Chen, Jihui.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:44:y:2020:i:4:d:10.1007_s12197-019-09497-1.

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  30. Volatility of International Commodity Prices in Times of Covid-19: Effects of Oil Supply and Global Demand Shocks. (2020). Asongu, Simplice ; Nnanna, Joseph ; Ezeaku, Hillary.
    In: MPRA Paper.
    RePEc:pra:mprapa:107544.

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  31. When Does Earnings Management Matter? Evidence across the Corporate Life Cycle for Non-Financial Chinese Listed Companies. (2020). Panait, Mirela ; Khan, Muhammad Kaleem ; Akbar, Minhas ; Voica, Marian Catalin ; Hussain, Ammar.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:12:p:313-:d:458553.

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  32. Volatility of International Commodity Prices in Times of Covid-19: Effects of Oil Supply and Global Demand Shocks. (2020). Asongu, Simplice ; Nnanna, Joseph ; Ezeaku, Hillary C.
    In: Working Papers.
    RePEc:exs:wpaper:20/101.

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  33. Dependency, centrality and dynamic networks for international commodity futures prices. (2020). Zhang, Dayong ; Ji, Qiang ; Zhao, Wan-Li ; Wu, Fei.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:67:y:2020:i:c:p:118-132.

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  34. The hedging effectiveness of industrial metals against different oil shocks: Evidence from the four newly developed oil shocks datasets. (2020). Oliyide, Johnson ; Adekoya, Oluwasegun.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308631.

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  35. Dynamic volatility spillovers among bulk mineral commodities: A network method. (2020). Gao, Xiangyun ; An, Sufang ; Liu, Siyao ; Sun, Qingru ; Jia, Nanfei.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719309419.

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  36. Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks. (2020). Salisu, Afees ; Adediran, Idris.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719309377.

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  37. The financialization of Chinese commodity markets. (2020). Yang, Baochen ; Su, Yunpeng ; Pu, Yingjian.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319307512.

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  38. Risk spillover effects from global crude oil market to China’s commodity sectors. (2020). Jiang, Yonghong ; Meng, Juan ; Nie, HE ; Mo, Bin.
    In: Energy.
    RePEc:eee:energy:v:202:y:2020:i:c:s0360544220303157.

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  39. Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications. (2020). Dash, Saumya Ranjan ; Guhathakurta, Kousik ; Maitra, Debasish.
    In: Energy Economics.
    RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303615.

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  40. Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches. (2020). Jiang, Yonghong ; Feng, Qidi ; Nie, HE ; Mo, Bin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300589.

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  41. Volatility of International Commodity Prices in Times of Covid-19: Effects of Oil Supply and Global Demand Shocks. (2020). Asongu, Simplice ; Nnanna, Joseph ; Ezeaku, Hillary C.
    In: Working Papers of the African Governance and Development Institute..
    RePEc:agd:wpaper:20/101.

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  42. Volatility of International Commodity Prices in Times of Covid-19: Effects of Oil Supply and Global Demand Shocks. (2020). Asongu, Simplice ; Nnanna, Joseph ; Ezeaku, Hillary C.
    In: Research Africa Network Working Papers.
    RePEc:abh:wpaper:20/101.

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  43. The Impact of Slumping Oil Price on the Situation of Tanker Shipping along the Maritime Silk Road. (2019). Ri, Yoo ; Xie, Yanxin ; Yang, Tengfei ; Mou, Naixia ; Zhang, Hengcai.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:17:p:4796-:d:263503.

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  44. Modeling the Relationship between Crude Oil and Agricultural Commodity Prices. (2019). Vu, Tan ; Vo, Duc.
    In: Energies.
    RePEc:gam:jeners:v:12:y:2019:i:7:p:1344-:d:220919.

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  45. Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach. (2019). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Kang, Sang Hoon ; Hernandez, Jose Areola.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:588-601.

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  46. The time-varying linkages between global oil market and Chinas commodity sectors: Evidence from DCC-GJR-GARCH analyses. (2019). Jiang, Yonghong ; Nie, HE ; Mo, Bin.
    In: Energy.
    RePEc:eee:energy:v:166:y:2019:i:c:p:577-586.

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  47. Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1. (2019). Yoon, Seong-Min ; Tiwari, Aviral ; Albulescu, Claudiu ; Kang, Sang Hoon.
    In: Energy Economics.
    RePEc:eee:eneeco:v:84:y:2019:i:c:s014098831930338x.

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  48. On the relation between global food and crude oil prices: An empirical investigation in a nonlinear framework. (2019). Cao, Yan ; Cheng, Sheng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:81:y:2019:i:c:p:422-432.

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  49. In search of attention in agricultural commodity markets. (2019). Rajcaniova, Miroslava ; Pokrivcak, Jan ; Ciaian, Pavel ; Mieka, Toma ; Rajaniova, Miroslava ; Pokrivak, Jan.
    In: Economics Letters.
    RePEc:eee:ecolet:v:184:y:2019:i:c:s0165176519303337.

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  50. Correlation dynamics of crude oil with agricultural commodities: A comparison between energy and food crops. (2019). Mitra, Subrata K ; Pal, Debdatta.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:82:y:2019:i:c:p:453-466.

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  51. Modelling the Relationship between Crude Oil and Agricultural Commodity Prices. (2018). Vu, Tan ; Vo, Duc.
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:115608.

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  52. Precious metal returns and oil shocks: A time varying connectedness approach. (2018). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Ur, Mobeen ; Hedstrom, Axel.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:58:y:2018:i:c:p:77-89.

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  53. Which information matters to market risk spreading in Brazil? Volatility transmission modelling using MGARCH-BEKK, DCC, t-Copulas. (2018). Besarria, Cássio ; Maia, Sinezio F ; de Oliveira, Felipe A ; de Jesus, Diego P ; Da, Cassio.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:45:y:2018:i:c:p:83-100.

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  54. Does Agricultural Commodity Price Co-move with Oil Price in the Time-Frequency Space? Evidence from the Republic of Korea. (2018). Meng, Xiangcai.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2018-04-16.

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  55. Which information matters to Market risk spreading in Brazil? Volatility transmission modeling using MGARH-BEKK, DCC, t-COPULAS. (2017). Maia, Sinezio Fernandes ; de Oliveira, Felipe ; de Jesus, Diego Pita.
    In: EcoMod2017.
    RePEc:ekd:010027:10378.

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  56. The synchronized and exceptional price performance of oil and gold: Explanations and prospects. (2017). Aguilera, Roberto F ; Radetzki, Marian.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:54:y:2017:i:c:p:81-87.

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  57. Noncausality and the commodity currency hypothesis. (2017). Nyberg, Henri ; Lof, Matthijs.
    In: Energy Economics.
    RePEc:eee:eneeco:v:65:y:2017:i:c:p:424-433.

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  58. Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis. (2017). Mitra, Subrata K ; Pal, Debdatta.
    In: Energy Economics.
    RePEc:eee:eneeco:v:62:y:2017:i:c:p:230-239.

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  59. MACROECONOMIC IMPACTS OF OIL PRICE SHOCKS: AN EMPIRICAL ANALYSIS BASED ON THE SVAR MODELS. (2017). Zerrin, Kilicarslan ; Yasemin, Dumrul.
    In: Revista Economica.
    RePEc:blg:reveco:v:69:y:2017:i:5:p:55-72.

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