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21. Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin.
    In: International Review of Financial Analysis.
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22. Connectedness in implied higher-order moments of precious metals and energy markets. (2023). Xu, Yahua ; Lei, Xiaojie ; Zhang, Hongwei ; Bouri, Elie.
    In: Energy.
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23. Asymmetric effects of market uncertainties on agricultural commodities. (2023). Teplova, Tamara ; Gubareva, Mariya ; Bossman, Ahmed.
    In: Energy Economics.
    RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005789.

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24. Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event. (2023). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Oxley, Les ; Lang, Chunlin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003274.

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25. Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Evidence from a quantile-based analysis. (2023). Yin, Zhujia ; Dai, Zhifeng ; Zhang, Xiaotong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000099.

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26. Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Tiwari, Aviral ; Roudari, Soheil ; Asadi, Mehrad ; Roubaud, David.
    In: Energy Economics.
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27. Dynamic interaction of risk–return trade-offs between oil market and China’s stock market: An analysis from the risk preferences perspective. (2023). Yin, Zhujia ; He, Zhifang ; Yang, Xin ; Chen, Jiaqi ; Sun, Hao.
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28. Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic. (2023). Yoon, Seong-Min ; Vo, Xuan Vinh ; Hanif, Waqas ; Mensi, Walid ; Choi, Ki-Hong.
    In: The North American Journal of Economics and Finance.
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29. Financial Speculation Impact on Agricultural and Other Commodity Return Volatility: Implications for Sustainable Development and Food Security. (2022). Vaznonis, Bernardas ; Staugaitis, Algirdas Justinas.
    In: Agriculture.
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30. Return and volatility linkages between international energy markets and Chinese commodity market. (2022). Shang, Zezhong ; Li, Jianfeng ; Sun, Guanglin.
    In: Technological Forecasting and Social Change.
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31. Does the SDR stabilize investing in commodities?. (2022). Xu, Yang ; Han, Liyan ; Jin, Jiayu.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:81:y:2022:i:c:p:160-172.

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32. Volatility spillovers between fine wine and major global markets during COVID-19: A portfolio hedging strategy for investors. (2022). Papathanasiou, Spyros ; Kampouris, Elias ; Koutsokostas, Drosos ; Samitas, Aristeidis.
    In: International Review of Economics & Finance.
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33. On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis. (2022). Ahmed, Walid.
    In: The Quarterly Review of Economics and Finance.
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34. COVID-19 and China commodity price jump behavior: An information spillover and wavelet coherency analysis. (2022). Dai, Xingyu ; Wang, Qunwei ; Li, Matthew C ; Xiao, Ling.
    In: Resources Policy.
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35. Interdependence structure of global commodity classes and African equity markets: A vector wavelet coherence analysis. (2022). Agyei, Samuel Kwaku ; Bossman, Ahmed.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004822.

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36. Spillovers and diversification benefits between oil futures and ASEAN stock markets. (2022). Vo, Xuan Vinh ; Mensi, Walid ; Ur, Mobeen.
    In: Resources Policy.
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37. Volatility spillovers between Turkish energy stocks and fossil fuel energy commodities based on time and frequency domain approaches. (2022). Taspinar, Nigar ; Coskun, Merve.
    In: Resources Policy.
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38. Return and volatility connectedness among commodity markets during major crises periods: Static and dynamic analyses with asymmetries. (2022). Awodumi, Olabanji ; Adeleke, Musefiu A ; Adewuyi, Adeolu O.
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39. Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network. (2022). Adekoya, Oluwasegun ; Rashidi, Muhammad Mahdi ; Doudkanlou, Mohammad Ghasemi ; Asl, Mahdi Ghaemi ; Dolatabadi, Ali.
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40. The Impact of the Infectious diseases and Commodity on Stock Markets. (2022). Liu, Wenhua ; Chen, Lin ; Min, Feng ; Wen, Fenghua.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322001441.

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41. How do dynamic jumps in global crude oil prices impact Chinas industrial sector?. (2022). Mou, Xinjie ; Ye, Shuping ; Zhang, Chuanguo.
    In: Energy.
    RePEc:eee:energy:v:249:y:2022:i:c:s0360544222005084.

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42. Is the oil price a barometer of Chinas automobile market? From a wavelet-based quantile-on-quantile regression perspective. (2022). Xiao, Yidong ; Liu, LU ; Wang, Kai-Hua ; Su, Chi-Wei.
    In: Energy.
    RePEc:eee:energy:v:240:y:2022:i:c:s036054422102750x.

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43. Risk spillovers and time-varying links between international oil and China’s commodity futures markets: Fresh evidence from the higher-order moments. (2022). Maghyereh, Aktham ; Goh, Mark ; Cui, Jinxin ; Zou, Huiwen.
    In: Energy.
    RePEc:eee:energy:v:238:y:2022:i:pb:s036054422101999x.

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44. Risk-adjusted investment performance of green and black portfolios and impact of toxic divestments in emerging markets. (2022). Nguyen, Pascal ; Rahat, Birjees.
    In: Energy Economics.
    RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005527.

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45. Financial stress and crude oil implied volatility: New evidence from continuous wavelet transformation framework. (2022). Basu, Sankarshan ; Das, Debojyoti ; Maitra, Debasish ; Dutta, Anupam.
    In: Energy Economics.
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46. Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH copula quantile regression-based CoVaR model. (2022). Yoon, Seong-Min ; Alshater, Muneer ; Tian, Maoxi.
    In: Energy Economics.
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47. The growth of oil futures in China: Evidence of market maturity through global crises. (2022). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Oxley, Les.
    In: Energy Economics.
    RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003863.

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48. Time-frequency connectedness and cross-quantile dependence between crude oil, Chinese commodity market, stock market and investor sentiment. (2022). Dai, Zhifeng ; Zhang, Xinhua ; Zhu, Junxin.
    In: Energy Economics.
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49. Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness. (2022). Tiwari, Aviral ; Asadi, Mehrad ; Roubaud, David.
    In: Energy Economics.
    RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001372.

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50. Chinas energy stock market jumps: To what extent does the COVID-19 pandemic play a part?. (2022). Tong, Yuan ; Dai, Xingyu ; Bi, Xiaoyi ; Wang, Qunwei.
    In: Energy Economics.
    RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001153.

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51. Impact persistence of stock market risks in commodity markets: Evidence from China. (2021). Lu, Zheng ; Xiong, Xihan ; Cui, Tianxiang ; Ding, Shusheng ; Chen, Fan ; Yuan, Zhipan.
    In: PLOS ONE.
    RePEc:plo:pone00:0259308.

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52. Time and frequency dynamics of connectedness and hedging performance in global stock markets: Bitcoin versus conventional hedges. (2021). Guo, Yaoqi ; Wang, Peijin ; Zhang, Hongwei ; Yang, Cai.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001008.

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53. Network diffusion of international oil volatility risk in Chinas stock market: Quantile interconnectedness modelling and shock decomposition analysis. (2021). Xia, Xiao-Hua ; Li, Ziruo ; Huang, Jionghao.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:76:y:2021:i:c:p:1-39.

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54. Volatility linkages between stock and commodity markets revisited: Industry perspective and portfolio implications. (2021). Wang, Yudong ; Wen, Danyan.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003834.

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55. Price and volatility spillovers between global equity, gold, and energy markets prior to and during the COVID-19 pandemic. (2021). Elgammal, Mohammed ; Ahmed, Walid ; Alshami, Abdullah.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003433.

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56. The effects of commodity financialization on commodity market volatility. (2021). Cui, Tianxiang ; Ding, Shusheng ; Du, Min ; Zheng, Dandan.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002312.

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57. Linkages between the international crude oil market and the Chinese stock market: A BEKK-GARCH-AFD approach. (2021). Qian, Tao ; Liu, Ranran ; Xie, Qiwei.
    In: Energy Economics.
    RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003704.

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