1. Forecasting the Asian stock market volatility: Evidence from WTI and INE oil futures. (2024). Ghani, Maria ; Ma, Feng ; Huang, Dengshi.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1496-1512.

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2. On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2024). Noda, Akihiko ; Moriya, Koichiro.
   In: Papers.
   RePEc:arx:papers:2305.05998.

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3. Insights of energy and its trade networking impacts on sustainable economic development. (2023). Tang, Yong ; Ashfaq, Saleha ; Maqbool, Rashid.
   In: Energy.
   RePEc:eee:energy:v:265:y:2023:i:c:s0360544222032054.

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4. Exploring the dynamics of the equity–commodity nexus: A study of base metal futures. (2022). Padhi, Puja ; Saishree, Ipsita.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:42:y:2022:i:8:p:1573-1596.

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5. Dependence between renewable energy related critical metal futures and producer equity markets across varying market conditions. (2022). Uddin, Gazi ; Junttila, Juha ; Kits, Ilya ; Borg, Elin.
   In: Renewable Energy.
   RePEc:eee:renene:v:190:y:2022:i:c:p:879-892.

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6. Examining the efficiency and herding behavior of commodity markets using multifractal detrended fluctuation analysis. Empirical evidence from energy, agriculture, and metal markets. (2022). Yao, Hongxing ; Naveed, Hafiz Muhammad ; Memon, Bilal Ahmed.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001635.

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7. Do economic statistics contain information to predict stock indexes futures prices and returns? Evidence from Asian equity futures markets. (2021). Phooi, Jacinta Chan ; Yi, Ham.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:57:y:2021:i:3:d:10.1007_s11156-021-00969-2.

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8. Is gold favourable than bitcoin during the COVID-19 outbreak? Comparative analysis through wavelet approach. (2021). Shehzad, Khurram ; Kuşkaya, Sevda ; koçak, emrah ; Bilgili, Faik ; Kuskaya, Sevda ; Kocak, Emrah ; Zaman, Umer.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:73:y:2021:i:c:s030142072100177x.

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9. Contagion in Futures Metal Markets during the Recent Global Financial Crisis: Evidence from Gold, Silver, Copper, Zinc and Aluminium. (2020). Tsiaras, Konstantinos.
   In: SPOUDAI Journal of Economics and Business.
   RePEc:spd:journl:v:70:y:2020:i:3-4:p:42-55.

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10. Determinants of the Commodity Futures Market Performance: An Indian Perspective. (2020). Shankar, Rishika ; Dubey, Priti.
    In: South Asia Economic Journal.
    RePEc:sae:soueco:v:21:y:2020:i:2:p:239-257.

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11. An empirical analysis of the Co-movement of Crude, Gold, Rupee-Dollar Exchange rate and Nifty 50 Stock Index during Sub-prime and Coronavirus crisis periods. (2020). Paliwal, Riya ; Shahani, Rakesh.
    In: MPRA Paper.
    RePEc:pra:mprapa:103568.

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12. Risk appetite and oil prices. (2020). Idilbi-Bayaa, Yasmeen ; Qadan, Mahmoud.
    In: Energy Economics.
    RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303901.

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13. Fancy Bitcoin and conventional financial assets: Measuring market integration based on connectedness networks. (2020). Shen, Yifan ; Zeng, Ting ; Yang, Mengying.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:90:y:2020:i:c:p:209-220.

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14. Comovement of dairy product futures and firm value: returns and volatility. (2020). Leung, Henry ; Furfaro, Frank.
    In: Australian Journal of Agricultural and Resource Economics.
    RePEc:bla:ajarec:v:64:y:2020:i:3:p:632-654.

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15. Comovement of dairy product futures and firm value: returns and volatility. (2020). Leung, Henry ; Furfaro, Frank.
    In: Australian Journal of Agricultural and Resource Economics.
    RePEc:ags:aareaj:338504.

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16. Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification. (2019). Czudaj, Robert ; Beckmann, Joscha ; Thi-Hong-Van Hoang, ; Berger, Theo.
    In: Empirical Economics.
    RePEc:spr:empeco:v:56:y:2019:i:3:d:10.1007_s00181-017-1381-8.

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17. The Impact of Macroeconomic News on Chinese Futures. (2019). Liu, Ruobing ; Yang, Jianhui ; Ruan, Chuan-Yang.
    In: IJFS.
    RePEc:gam:jijfss:v:7:y:2019:i:4:p:63-:d:279197.

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18. Directional spillover effects between ASEAN and world stock markets. (2019). Yoon, Seong-Min ; Uddin, Gazi ; Troster, Victor ; Kang, Sang Hoon.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:52-53:y:2019:i::s1042444x19300751.

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19. Shock transmission and volatility spillover in stock and commodity markets: evidence from advanced and emerging markets. (2018). coskun, yener ; Cokun, Yener ; Yelkenci, Tezer ; Vardar, Gulin.
    In: Eurasian Economic Review.
    RePEc:spr:eurase:v:8:y:2018:i:2:d:10.1007_s40822-018-0095-3.

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20. Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities. (2018). Roubaud, David ; Ji, Qiang ; Bouri, Elie.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:57:y:2018:i:c:p:1-12.

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21. Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model. (2018). Lau, Chi Keung ; GUPTA, RANGAN ; Bouri, Elie ; Hosseini, Seyed Mehdi ; Marco, Chi Keung.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:34:y:2018:i:c:p:124-142.

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22. The macroeconomic determinants of commodity futures volatility: Evidence from Chinese and Indian markets. (2018). Gupta, Rakesh ; Singh, Tarlok ; Mo, DI ; Li, Bin.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:70:y:2018:i:c:p:543-560.

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23. Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication. (2017). Czudaj, Robert ; Beckmann, Joscha ; Berger, Theo.
    In: Chemnitz Economic Papers.
    RePEc:tch:wpaper:cep012.

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24. Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model. (2017). Lau, Chi Keung ; GUPTA, RANGAN ; Bouri, Elie ; Hosseini, Seyed Mehdi ; Marco, Chi Keung.
    In: Working Papers.
    RePEc:pre:wpaper:201704.

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25. Commodity Prices, Exchange Rates and Investment on Firms Value Mediated by Business Risk: A Case from Indonesian Stock Exchange. (2017). Risman, Asep ; Salim, Ubud ; Sumiati, Sumiati ; Indrawati, Nur Khusniyah.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xx:y:2017:i:3a:p:511-524.

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26. Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices. (2017). Roubaud, David ; Bouri, Elie ; Jammazi, Rania ; Assaf, Ata.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:23:y:2017:i:c:p:23-30.

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27. Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets. (2017). Yoon, Seong-Min ; Kang, Sang Hoon ; McIver, Ron.
    In: Energy Economics.
    RePEc:eee:eneeco:v:62:y:2017:i:c:p:19-32.

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28. The long and short of commodity tails and their relationship to Asian equity markets. (2017). Vo, Duc ; Powell, Robert ; Pham, Thach ; Singh, Abhay K.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:52:y:2017:i:c:p:32-44.

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29. Steel scrap and equity market in Japan. (2016). Chung, Richard ; Todorova, Neda ; Li, Bin ; Omura, Akihiro.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:47:y:2016:i:c:p:115-124.

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30. Exogenous shocks and the spillover effects between uncertainty and oil price. (2016). Yin, Libo ; Li, Lei ; Zhou, Yimin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:54:y:2016:i:c:p:224-234.

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31. Volatility spillovers from international commodity markets to the Australian equity market. (2015). Soucek, Michael ; Roca, Eduardo ; Todorova, Neda.
    In: Discussion Papers in Finance.
    RePEc:gri:fpaper:finance:201505.

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32. Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange. (2015). Zhenzhen, Zhu ; Wong, Wing-Keung ; HOANG, Thi Hong Van ; Zhu, Zhenzhen.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:50:y:2015:i:c:p:200-211.

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33. Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory. (2014). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Chkili, Walid.
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    RePEc:ipg:wpaper:2014-389.

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34. Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory. (2014). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Chkili, Walid.
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35. Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory. (2014). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Chkili, Walid.
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    RePEc:eee:eneeco:v:41:y:2014:i:c:p:1-18.

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36. Realized volatility transmission: The role of jumps and leverage effects. (2014). Soucek, Michael ; Todorova, Neda ; Souek, Michael .
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    RePEc:eee:ecolet:v:122:y:2014:i:2:p:111-115.

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37. Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach. (2013). Soucek, Michael ; Todorova, Neda ; Souek, Michael .
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:586-597.

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

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2. The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices. (2021). Li, Wanyang ; Tian, Meiyu ; Wen, Fenghua.
   In: The North American Journal of Economics and Finance.
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3. Forecasting oil price realized volatility: A new approach. (2016). Filis, George ; Degiannakis, Stavros.
   In: MPRA Paper.
   RePEc:pra:mprapa:69105.

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4. Return dynamics and volatility spillovers between FOREX and MENA stock markets: what to remember for portfolio choice?. (2015). mongi, arfaoui ; Ben Rejeb, Aymen ; Arfaoui, Mongi.
   In: MPRA Paper.
   RePEc:pra:mprapa:61520.

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5. Financial market interdependencies: a quantile regression analysis of volatility spillover. (2014). mongi, arfaoui ; Ben Rejeb, Aymen ; Arfaoui, Mongi.
   In: MPRA Paper.
   RePEc:pra:mprapa:61516.

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6. Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence. (2014). Filis, George ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
   In: MPRA Paper.
   RePEc:pra:mprapa:59760.

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7. Does oil price uncertainty transmit to the Thai stock market?. (2014). Jiranyakul, Komain.
   In: MPRA Paper.
   RePEc:pra:mprapa:57395.

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8. Does oil price uncertainty transmit to the Thai stock market?. (2014). Jiranyakul, Komain.
   In: MPRA Paper.
   RePEc:pra:mprapa:57350.

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9. Does oil price uncertainty transmit to the Thai stock market?. (2014). Jiranyakul, Komain.
   In: MPRA Paper.
   RePEc:pra:mprapa:57262.

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10. Does oil price uncertainty transmit to the Thai stock market?. (2014). Jiranyakul, Komain.
    In: MPRA Paper.
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11. An international analysis of REITs and stock portfolio management based on dynamic conditional correlation models. (2014). Lee, Yen-Hsien.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:28:y:2014:i:2:p:165-180.

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12. Financial Linkages between U.S. Sector Credit Default Swaps Markets. (2014). Hammoudeh, Shawkat ; Arouri, Mohamed ; Jawadi, Fredj.
    In: Working Papers.
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13. Instabilities in the relationships and hedging strategies between crude oil and US stock markets: do long memory and asymmetry matter?. (2014). Aloui, Chaker.
    In: Working Papers.
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14. Testing for asymmetric causality from U.S. equity returns to commodity futures returns. (2014). Uddin, Gazi Salah.
    In: Working Papers.
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15. Gauging the nonstationarity and asymmetries in the oil-stock price links: a multivariate analysis. (2014). GUESMI, Khaled ; Boubaker, Heni.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-442.

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16. Diversification benefits and strategic portfolio allocation across asset classes: The case of the US markets. (2014). Nguyen, Duc Khuong ; AROURI, Mohamed ; Pukthuanthong, Kuntara.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-294.

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17. Understanding return and volatility spillovers among major agricultural commodities. (2014). Nguyen, Duc Khuong ; Lahiani, Amine ; Vo, Thierry .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-243.

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18. On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVPVAR models with stochastic volatility. (2014). Teulon, Frédéric ; JEBABLI, Ikram ; AROURI, Mohamed.
    In: Working Papers.
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19. Dynamic spillovers among major energy and cereal commodity prices. (2014). Yoon, Seong-Min ; Nguyen, Duc Khuong ; Mensi, walid ; Hammoudeh, Shawkat.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-160.

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20. Commodity Price Correlation and Time varying Hedge Ratios. (2014). Guesmi, Khaled ; Lahiani, Amine.
    In: Working Papers.
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21. World gold prices and stock returns in China: insights for hedging and diversification strategies. (2014). Nguyen, Duc Khuong ; Lahiani, Amine ; AROURI, Mohamed ; Mohamed EL HEDI AROURI, .
    In: Working Papers.
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22. Evaluation of the profitability of companies financed by venture capital (CVC) listed on the French market. (2014). Khalfallah, Moez ; Moschetto, Bruno-Laurent.
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23. Responses of international stock markets to oil price surges: a regimeswitching perspective. (2014). .
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24. Effectiveness of Portfolio Diversification and the Dynamic Relationship between Stock and Currency Markets in the Emerging Eastern European and Russian Markets. (2014). Lee, Yen-Hsien ; SU, Wei-Fan ; Fang, Hao.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:64:y:2014:i:4:p:296-311.

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25. Wavelet-based evidence of the impact of oil prices on stock returns. (2014). Reboredo, Juan ; Rivera-Castro, Miguel A..
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:29:y:2014:i:c:p:145-176.

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26. On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVP-VAR models with stochastic volatility. (2014). Teulon, Frédéric ; JEBABLI, Ikram ; AROURI, Mohamed.
    In: Energy Economics.
    RePEc:eee:eneeco:v:45:y:2014:i:c:p:66-98.

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27. Wavelet dynamics for oil-stock world interactions. (2014). Madaleno, Mara ; Pinho, Carlos.
    In: Energy Economics.
    RePEc:eee:eneeco:v:45:y:2014:i:c:p:120-133.

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28. Dynamic spillovers among major energy and cereal commodity prices. (2014). Yoon, Seong-Min ; Nguyen, Duc Khuong ; Mensi, walid ; Hammoudeh, Shawkat.
    In: Energy Economics.
    RePEc:eee:eneeco:v:43:y:2014:i:c:p:225-243.

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29. Modeling volatility and conditional correlations between socially responsible investments, gold and oil. (2014). Sadorsky, Perry.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:38:y:2014:i:c:p:609-618.

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30. Volatility spillovers between the oil market and the European Union carbon emission market. (2014). Reboredo, Juan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:36:y:2014:i:c:p:229-234.

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31. The Effects of Oil Price Shocks on Stock Market Volatility: Evidence from European Data. (2014). Filis, George ; Degiannakis, Stavros ; Stavros Degiannakis, George Filis,, ; Kizys, Renatas.
    In: The Energy Journal.
    RePEc:aen:journl:ej35-1-03.

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32. Measuring Persistence in Volatility Spillovers. (2013). Weber, Enzo ; Conrad, Christian.
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33. Volatility Spillovers Between Oil Prices and Stock Returns: A Focus on Frontier Markets. (2013). Gomes, Mathieu ; Chaibi, Anissa.
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34. Volatility Spillovers Between Oil Prices and Stock Returns: A Focus on Frontier Markets. (2013). Chaibi, Anissa ; Gomes, Mathieu.
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35. World gold prices and stock returns in China: insights for hedging and diversification strategies. (2013). Nguyen, Duc Khuong ; Lahiani, Amine ; AROURI, Mohamed ; Mohamed EL HEDI AROURI, .
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36. On the relationship between world oil prices and GCC stock markets. (2013). Nguyen, Duc Khuong ; AROURI, Mohamed ; Mohamed EL HEDI AROURI, ; Jouini, Jamel.
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37. On the short- and long-run efficiency of energy and precious metal markets. (2013). Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat ; AROURI, Mohamed ; Mohamed EL HEDI AROURI, .
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38. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals. (2013). Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat ; AROURI, Mohamed ; Mohamed EL HEDI AROURI, .
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39. Return and volatility interaction between oil prices and stock markets in Saudi Arabia. (2013). JOUINI, Jamel.
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40. Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach. (2013). Soucek, Michael ; Todorova, Neda ; Souek, Michael .
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41. A time-varying copula approach to oil and stock market dependence: The case of transition economies. (2013). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Aloui, Riadh.
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42. Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate. (2013). Salisu, Afees ; Mobolaji, Hakeem .
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43. Does crude oil price play an important role in explaining stock return behavior?. (2013). Yu, Shih-Ti ; Chang, Kuang-Liang.
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44. The relationship between Asian equity and commodity futures markets. (2013). Thuraisamy, Kannan ; Sharma, Susan ; Ali Ahmed, Huson ; Ali Ahmed, Huson Joher, .
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45. Oil price shocks and stock market volatility: evidence from European data. (2013). Filis, George ; Degiannakis, Stavros ; Kizys, Renatas.
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46. Measuring Persistence in Volatility Spillovers. (2013). Weber, Enzo ; Conrad, Christian.
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47. Measuring Persistence in Volatility Spillovers. (2013). Weber, Enzo ; Conrad, Christian.
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48. Liquidity and crude oil prices: China’s influence over 1996-2011. (2012). Vespignani, Joaquin ; Ratti, Ronald.
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49. Price and Volatility Spillover between Livestock and Related Commodity Markets. (2012). Schroeder, Ted ; Pozo, Veronica F..
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50. Do Oil Prices Affect Kuwait Sectoral Stock Prices? Non-Linear Cointegration Evidence. (2003). Kisswani, Khalid ; Elian, Mohammad I.
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