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   RePEc:pre:wpaper:201954.

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2. Price volatility and risk management: The case of rice in the EU. (2019). Banterle, Alessandro ; Vandone, Daniela.
   In: Economia agro-alimentare.
   RePEc:fan:ecaqec:v:html10.3280/ecag2019-002005.

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3. The relationship between fuel and food prices: Methods, outcomes, and lessons for commodity price risk management. (2019). Krištoufek, Ladislav ; Janda, Karel ; Kristoufek, Ladislav.
   In: CAMA Working Papers.
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4. Risk appetite and the prices of precious metals. (2019). Qadan, Mahmoud.
   In: Resources Policy.
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5. Nonlinear effects of financial factors on fluctuations in nonferrous metals prices: A Markov-switching VAR analysis. (2019). Zhu, Xuehong ; Zhong, Meirui ; Chen, Jinyu.
   In: Resources Policy.
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6. The role of trading volume, open interest and trader positions on volatility transmission between spot and futures markets. (2019). Soytas, Ugur ; Ugurlu-Yildirim, Ecenur ; Ordu-Akkaya, Beyza Mina.
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7. Non-linear relationship between real commodity price volatility and real effective exchange rate: The case of commodity-exporting countries. (2019). Guillaumin, Cyriac ; Boubakri, Salem ; Silanine, Alexandre.
   In: Journal of Macroeconomics.
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8. Measuring the increasing connectedness of Chinese assets with global assets: using a variance decompositions method. (2019). Ye, Xiangting ; Sun, Wencong ; Fang, Libing ; Yu, Honghai.
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9. Bidirectional spillover effect between Russian stock index and the selected commodities. (2018). Živkov, Dejan ; Momilovi, Mirela ; Njegi, Jovan.
   In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics.
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10. Modeling and forecasting commodity market volatility with long-term economic and financial variables. (2018). Walther, Thomas ; Nguyen, Duc Khuong.
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11. Structural Volatility Impulse Response Function and Asymptotic Inference. (2018). Liu, Xiaochun.
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12. The Impact of Uncertainty Shocks on the Volatility of Commodity Prices.. (2018). Bakas, Dimitrios ; Triantafyllou, Athanasios.
    In: NBS Discussion Papers in Economics.
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13. Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach. (2018). Yin, Libo ; Ma, Xiyuan.
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14. Is food financialized? Yes, but only when liquidity is abundant. (2018). Soytas, Ugur ; Oran, Adil ; Ordu, Beyza Mina.
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15. Performance ranking (dis)similarities in commodity markets. (2018). Zhang, Hanxiong ; Vortelinos, Dimitrios I ; Auer, Benjamin R.
    In: Global Finance Journal.
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16. Future directions in international financial integration research - A crowdsourced perspective. (2018). Zaghini, Andrea ; Yarovaya, Larisa ; Urquhart, Andrew ; Piljak, Vanja ; lucey, brian ; Loncarski, Igor ; Lindblad, Annika ; Larkin, Charles ; Kearney, Fearghal ; Fernandez, Viviana ; Brzeszczynski, Janusz ; Goodell, John W ; Vu, Anh N ; Helbing, Pia ; Lonarski, Igor ; Sheng, Xin ; Carchano, Oscar ; McGroarty, Frank ; Dimic, Nebojsa ; Gonzalez-Urteaga, Ana ; Marin, Matej ; Gogolin, Fabian ; Wolfe, Simon ; Sevic, Aleksandar ; Ohagan-Luff, Martha ; Laing, Elaine ; Vigne, Samuel A ; Barbopoulos, Leonidas ; Stafylas, Dimitrios ; Versteeg, Roald ; Ballester, Laura ; Neville, Conor ; Ichev, Riste ; McGee, Richard J ; Ly, Kim Cuong.
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17. Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis. (2018). lucey, brian ; Kearney, Fearghal ; Peat, Maurice ; Gogolin, Fabian ; Vigne, Samuel A.
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18. High-yield bond and energy markets. (2018). Soytas, Ugur ; Nazlioglu, Saban ; Gormus, Alper.
    In: Energy Economics.
    RePEc:eee:eneeco:v:69:y:2018:i:c:p:101-110.

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19. Which is the safe haven for emerging stock markets, gold or the US dollar?. (2018). Wen, Xiaoqian ; Cheng, Hua.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:35:y:2018:i:c:p:69-90.

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20. Equities and Commodities Comovements: Evidence from Emerging Markets. (2018). Ivelina, Pavlova ; Boyrie, DE.
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    RePEc:bpj:glecon:v:18:y:2018:i:3:p:14:n:1.

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21. Predictability of structural co-movement in commodity prices: the role of technical indicators. (2017). Yin, Libo ; Su, Zhi ; Yang, Qingyuan.
    In: Quantitative Finance.
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22. The Impact of Uncertainty Shocks on the Volatility of Commodity Prices. (2017). Bakas, Dimitrios ; Triantafyllou, Athanasios.
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23. Shocks propagation across the futures term structure : evidence from crude oil prices. (2017). Robe, Michel ; Lautier, Delphine ; Raynaud, Franck.
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    RePEc:hal:journl:hal-01781765.

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24. A Cointegrated Regime-Switching Model Approach with Jumps Applied to Natural Gas Futures Prices. (2017). Zagst, Rudi ; Leonhardt, Daniel ; Ware, Antony.
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25. News surprises and volatility spillover among agricultural commodities: The case of corn, wheat, soybean and soybean oil. (2017). Bassil, Charbel ; Nehme, Tamara ; Hamadi, Hassan.
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26. Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices. (2017). Roubaud, David ; Bouri, Elie ; Biswal, P C ; Jain, Anshul.
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27. Dynamic correlations between BRIC and U.S. stock markets: The asymmetric impact of volatility expectations in oil, gold and financial markets. (2017). Soytas, Ugur ; Sarı, Ramazan ; Sari, Ramazan ; Kocaarslan, Baris ; Gormus, Alper.
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28. Commodity market volatility in the presence of U.S. and Chinese macroeconomic news. (2017). Smales, Lee.
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29. Modeling the multivariate dynamic dependence structure of commodity futures portfolios. (2017). Füss, Roland ; Erik, Tom ; Fuss, Roland ; Aepli, Matthias D ; Paraschiv, Florentina.
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30. Black swan events and safe havens: The role of gold in globally integrated emerging markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri.
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31. Are correlations constant? Empirical and theoretical results on popular correlation models in finance. (2017). Füss, Roland ; Adams, Zeno ; Gluck, Thorsten ; Fuss, Roland.
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32. Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations?. (2017). Molnár, Peter ; Lyócsa, Štefan ; Lyocsa, Tefan ; Molnar, Peter ; Todorova, Neda.
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33. “De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets. (2017). Zhang, Yue-Jun ; Guesmi, Khaled ; Chevallier, Julien.
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34. Modeling and predicting oil VIX: Internet search volume versus traditional mariables. (2017). Reyes, T ; Campos, I ; Cortazar, G.
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35. The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes. (2017). Tiwari, Aviral ; Roubaud, David ; Mensi, walid ; Bouri, Elie ; Al-Yahyaee, Khamis.
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36. Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis. (2017). Mitra, Subrata K ; Pal, Debdatta.
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37. Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets. (2017). Uddin, Gazi ; SANDOVAL JUNIOR, LEONIDAS ; Nguyen, Duc Khuong ; Bekiros, Stelios.
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38. A panel stationarity test with gradual structural shifts: Re-investigate the international commodity price shocks. (2017). Nazlioglu, Saban ; Karul, Cagin.
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39. Oil and stock markets before and after financial crises : a local Gaussian correlation approach. (2017). Panagiotidis, Theodore ; Bampinas, Georgios.
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40. Examining the Common Dynamics of Commodity Futures Prices. (2017). Gross, Christian.
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41. Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2017). Sévi, Benoît ; Chevallier, Julien ; Derek, Julien Chevallier ; Sevi, Benoit.
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42. Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri.
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43. Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets. (2016). Uddin, Gazi ; SANDOVAL JUNIOR, LEONIDAS ; Nguyen, Duc Khuong ; Bekiros, Stelios.
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44. Comovement and the financialization of commodities. (2016). Taschini, Luca ; Bonato, Matteo.
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45. Increasing Trends in the Excess Comovement of Commodity Prices. (2016). Okimoto, Tatsuyoshi ; Ohashi, Kazuhiko.
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46. Stock markets’ bubbles burst and volatility spillovers in agricultural commodity markets. (2016). Peri, Massimo ; Baldi, Lucia ; Vandone, Daniela.
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47. A time-varying copula approach for modelling dependency: New evidence from commodity and stock markets. (2016). Charfeddine, Lanouar ; Benlagha, Noureddine.
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48. Increasing trends in the excess comovement of commodity prices. (2016). Okimoto, Tatsuyoshi ; Ohashi, Kazuhiko.
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49. Financial Markets and Agricultural Commodities: Volatility Impulse Response Analysis. (2016). Peri, Massimo ; Baldi, Lucia ; Vandone, Daniela.
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50. Comovements and Volatility Spillover in Commodity Markets. (2016). Wu, Ximing ; Chen, Sihong.
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