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Multiscale interdependence between the major agricultural commodities. (2019). Peanac, Marko ; Njegi, Jovan ; Ivkov, Dejan.
In: Agricultural Economics.
RePEc:caa:jnlage:v:65:y:2019:i:2:id:147-2018-agricecon.

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  1. Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:43:y:2024:i:6:p:2088-2125.

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  2. Dynamic connectedness between energy and agricultural commodities: insights from the COVID-19 pandemic and Russia–Ukraine conflict. (2024). Abdelmalek, Wafa ; Benlagha, Noureddine.
    In: Eurasian Economic Review.
    RePEc:spr:eurase:v:14:y:2024:i:3:d:10.1007_s40822-024-00279-7.

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  3. Vulnerability of the Agricultural Commodity Markets in Ghana to Global Oil Price Fluctuations: An Empirical Analysis. (2024). Sebu, Joshua ; Iledare, Omowumi ; Oteng, Clement.
    In: SAGE Open.
    RePEc:sae:sagope:v:14:y:2024:i:1:p:21582440231219121.

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  4. Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices. (2024). Pierdzioch, Christian ; GUPTA, RANGAN.
    In: Mathematics.
    RePEc:gam:jmathe:v:12:y:2024:i:18:p:2952-:d:1483479.

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  5. Financial stress and realized volatility: The case of agricultural commodities. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002356.

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  6. A systematic review on price volatility in agriculture. (2024). Canavari, Maurizio ; Huffaker, Ray ; Vitali, Giuliano ; Mustafa, Zeeshan.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:38:y:2024:i:1:p:268-294.

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  7. The butterfly effect in the price of agricultural products: A multidimensional spatial-temporal association mining. (2021). Luo, Yunzhong ; Guo, Yan ; Hu, Xiaonan ; Tang, Wei ; Xu, Hongxiang ; Liu, Deyu ; Wang, Zepeng.
    In: Agricultural Economics.
    RePEc:caa:jnlage:v:67:y:2021:i:11:id:128-2021-agricecon.

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References

References cited by this document

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  2. Baldi L., Peri M., Vandone D. (2016): Stock markets' bubbles burst and volatility spillovers in agricultural commodity markets. Research in International Business and Finance, 38: 277-285.
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  3. Barunik J., Vacha L. (2013): Contagion among Central and Eastern European Stock Markets during the Financial Crisis. Finance a úvěr - Czech Journal of Economics and Finance, 63: 443-453.

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  1. Correlation structure analysis of the global agricultural futures market. (2023). Zhou, Wei-Xing ; Dai, Yun-Shi ; Zheng, Qing-Huan ; Anh, Ngoc Quang.
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  2. Correlation structure analysis of the global agricultural futures market. (2022). Zhou, Wei-Xing ; Dai, Yun-Shi ; Zheng, Qing-Huan ; Anh, Ngoc Quang.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000654.

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  3. Dependence dynamics of stock markets during COVID-19. (2022). Shahzad, Syed Jawad Hussain ; Vo, Xuan Vinh ; Hussain, Syed Jawad ; Ahmad, Nasir ; Ur, Mobeen.
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  4. Assessing the multiscale “meteor shower” effect from oil to the central and eastern European stock indices. (2021). Živkov, Dejan ; Balaban, Suzana ; Peanac, Marko.
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  5. Covid-19 and the Technology Bubble 2.0: Evidence from DCC-MGARCH and Wavelet Approaches. (2021). Karata, Cengiz ; Zdurak, Caner.
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  6. Inflation Uncertainty and Output Growth - Evidence from the Asia-Pacific Countries Based on the Multiscale Bayesian Quantile Inference. (2020). Živkov, Dejan ; Loncar, Sanja ; Gajic-Glamoclija, Marina ; Kovacevic, Jelena.
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  7. Multiscale Volatility Transmission and Portfolio Construction Between the Baltic Stock Markets. (2019). Živkov, Dejan ; Manic, Slavica ; Urakovic, Jasmina.
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  8. What Wavelet-Based Quantiles Can Suggest about the Stocks-Bond Interaction in the Emerging East Asian Economies?. (2019). Živkov, Dejan ; Stankovic, Milica ; Njegic, Jovan.
    In: Czech Journal of Economics and Finance (Finance a uver).
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  9. The role of emerging economies in the global price formation process of commodities: Evidence from Brazilian and U.S. coffee markets. (2019). Gross, Christian ; Souza, Waldemar ; Bohl, Martin T.
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  10. Multiscale interdependence between the major agricultural commodities. (2019). Peanac, Marko ; Njegi, Jovan ; Ivkov, Dejan.
    In: Agricultural Economics.
    RePEc:caa:jnlage:v:65:y:2019:i:2:id:147-2018-agricecon.

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  11. Co-movements of Lithuanian and Central European Stock Markets Across Different Time Horizons: A Wavelet Approach. (2018). Arvydas, Kregd ; Karolina, Kionait.
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