This document has not been cited yet.

1. Ahmed, R. Commodity currencies and causality: Some high-frequency evidence. 2020 Economics Letters. 189 1-8

2. Antonakakis, N. ; Kizys, R. Dynamic spillovers between commodity and currency markets. 2015 International Review of Financial Analysis. 41 303-319

3. Balke, N.S. ; Ma, J. ; Wohar, M.E. The contribution of economic fundamentals to movements in exchange rates. 2013 Journal of International Economics. 90 1-16

4. Barberis, N. Investing for the long run when returns are predictable. 2000 The Journal of Finance. 55 225-264

5. Batten, J.A. ; Ciner, C. ; Lucey, B.M. The macroeconomic determinants of volatility in precious metals markets. 2010 Resources Policy. 35 65-71

6. Beckmann, J. ; Czudaj, R. Non-linearities in the relationship of agricultural futures prices. 2014 European Review of Agricultural Economics. 41 1-23

7. Belasen, A.R. ; Demirer, R. Commodity-currencies or currency-commodities: Evidence from causality tests. 2019 Resources Policy. 60 162-168
   Paper not yet in RePEc: Add citation now
   
8. Bhaskaran, M. Economic overview of Southeast Asia. 2020 Southeast Asian Affairs. 19-42
   Paper not yet in RePEc: Add citation now
   

9. Bodart, V. ; Candelon, B. ; Carpantier, J.F. Real exchange rates in commodity-producing countries: A reappraisal. 2012 Journal of International Money and Finance. 31 1482-1502

10. Bose, S. India’s regional trade agreements with Southeast Asia. 2017 World Affairs: The Journal of International Issues. 21 140-155
    Paper not yet in RePEc: Add citation now
    

11. Bozbas, K. Biodiesel as an alternative motor fuel: Production and policies in the European Union. 2008 Renewable and Sustainable Energy Reviews. 12 542-552

12. Campbell, J.Y. ; Shiller, R.J. Cointegration and tests of present value models. 1987 Journal of Political Economy. 95 1062-1088

13. Carter, C. ; Finley, W. ; Fry, J. ; Jackson, D. ; Willis, L. Palm oil markets and future supply. 2007 European Journal of Lipid Science and Technology. 109 307-314
    Paper not yet in RePEc: Add citation now
    

14. Cashin, P. ; Céspedes, L.F. ; Sahay, R. Commodity currencies and the real exchange rate. 2004 Journal of Development Economics. 75 239-268

15. Chandrarin, G. ; Sohag, K. ; Cahyaningsih, D.S. ; Yuniawan, D. ; Herdhayinta, H. The response of exchange rate to coal price, palm oil price, and inflation in Indonesia: Tail dependence analysis. 2022 Resources Policy. 77 1-11

16. Chen, S.L. ; Jackson, J.D. ; Kim, H. ; Resiandini, P. What drives commodity prices?. 2014 American Journal of Agricultural Economics. 96 1455-1468

17. Chen, Y. ; Chien, H. ; Furuya, J. ; Koyama, O. The impact of Renminbi appreciation on the world rice market. 2009 Japan Agricultural Research Quarterly. 43 329-336
    Paper not yet in RePEc: Add citation now
    
18. Chen, Y.C. ; Rogoff, K. Commodity currencies. 2003 Journal of International Economics. 60 133-160
    Paper not yet in RePEc: Add citation now
    

19. Chen, Y.C. ; Rogoff, K.S. ; Rossi, B. Can exchange rates forecast commodity prices?. 2010 The Quarterly Journal of Economics. 125 1145-1194

20. Cheung, Y.W. ; Ng, L.K. A causality-in-variance test and its application to financial market prices. 1996 Journal of Econometrics. 72 33-48

21. Claessens, S. ; Klingebiel, D. ; Schmukler, S.L. Stock market development and internationalisation: Do economic fundamentals spur both similarly?. 2006 Journal of Empirical Finance. 13 316-350

22. Clements, K.W. ; Fry, R. Commodity currencies and currency commodities. 2008 Resources Policy. 33 55-73
    Paper not yet in RePEc: Add citation now
    

23. Dauvin, M. Energy prices and the real exchange rate of commodity-exporting countries. 2014 International Economics. 137 52-72

24. Devadason, E.S. Framing China-Malaysia trade relations beyond ASEAN: Factoring the regional comprehensive economic partnership. 2015 The Journal of Developing Areas. 49 39-56

25. Filis, G. ; Degiannakis, S. ; Floros, C. Dynamic correlation between the stock market and oil prices: The case of oil-importing and oil-exporting countries. 2011 International Review of Financial Analysis. 20 152-164

26. Fuentes, F. ; Herrera, R. ; Clements, A. Modelling extreme risks in commodities and commodity currencies. 2018 Pacific-Basin Finance Journal. 51 108-120

27. Go, Y.H. ; Lau, W.Y. Does trading volume explain the information flow of crude palm oil futures returns?. 2020 The Review of Finance and Banking. 12 115-136

28. Go, Y.H. ; Lau, W.Y. Extreme risk spillovers between crude palm oil prices and exchange rates. 2021 The North American Journal of Economics and Finance. 58 1-24

29. Go, Y.H. ; Lau, W.Y. Investor demand, market efficiency and spot-futures relation: Further evidence from crude palm oil. 2017 Resources Policy. 53 135-146

30. Go, Y.H. ; Lau, W.Y. The impact of the global financial crisis on informational efficiency: Evidence from price-volume relation in crude palm oil futures market. 2020 Journal of Commodity Markets. 17 -
    Paper not yet in RePEc: Add citation now
    
31. Go, Y.H. ; Lau, W.Y. What do we know about informational efficiency? Three puzzles and the new direction forward. 2023 Journal of Economic Surveys. 37 1489-1525
    Paper not yet in RePEc: Add citation now
    

32. Go, Y.H. ; Ng, C.F. ; Jayaraman, T.K. The asymmetric effect of China’s exchange rates on global commodity prices: New evidence and implication. 2020 The Journal of International Trade & Economic Development. 29 455-481

33. Goodhart, C.A. ; O'Hara, M. High-frequency data in financial markets: Issues and applications. 1997 Journal of Empirical Finance. 4 73-114

34. Han, A. ; Lai, K.K. ; Wang, S. ; Xu, S. An interval method for studying the relationship between the Australian dollar exchange rate and the gold price. 2012 Journal of Systems Science and Complexity. 25 121-132
    Paper not yet in RePEc: Add citation now
    

35. Hatzenbuehler, P. ; Abbott, P. ; Foster, K. Agricultural commodity prices and exchange rate under structural change. 2016 Journal of Agricultural and Resource Economics. 41 204-224

36. Henry, Ó.T. ; Olekalns, N. ; Lakshman, R.W. Identifying interdependencies between Southeast Asian stock markets: A non-linear approach. 2007 Australian Economic Papers. 46 122-135

37. Hinkes, C. Adding (bio) fuel to the fire: Discourses on palm oil sustainability in the context of European policy development. 2020 Environment, Development and Sustainability. 22 7661-7682

38. Hong, Y. A test for volatility spillover with application to exchange rate. 2001 Journal of Econometrics. 103 183-224

39. Ignatieva, K. ; Ponomareva, N. Commodity currencies and commodity prices: Modelling static and time-varying dependence. 2017 Applied Economics. 49 1491-1512

40. Korhonen, I. ; Juurikkala, T. Equilibrium exchange rates in oil-exporting countries. 2009 Journal of Economics & Finance. 33 71-79

41. Ladwig, W.C. Delhi’s pacific ambition: Naval power, “look east,” and India’s emerging influence in the Asia-Pacific. 2009 Asian Security. 5 87-113
    Paper not yet in RePEc: Add citation now
    
42. Lahmiri, S. ; Uddin, G.S. ; Bekiros, S. Non-linear dynamics of equity, currency and commodity markets in the aftermath of the global financial crisis. 2017 Chaos, Solitons and Fractals. 103 342-346
    Paper not yet in RePEc: Add citation now
    

43. Lamoureux, C.G. ; Lastrapes, W.D. Persistence in variance, structural change, and the GARCH model. 1990 Journal of Business & Economic Statistics. 8 225-234

44. Lof, M. ; Nyberg, H. Noncausality and the commodity currency hypothesis. 2017 Energy Economics. 65 424-433

45. Lugo Arias, E.R. ; de la Puente Pacheco, M.A. ; Lugo Arias, J. An examination of palm oil export competitiveness through price-nominal exchange rate. 2020 The International Trade Journal. 34 495-509

46. MacDonald, R. Exchange rate behaviour: Are fundamentals important?. 1999 The Economic Journal. 109 673-691

47. Nazlioglu, S. ; Soytas, U. Oil price, agricultural commodity prices, and the dollar: Panel cointegration and causality analysis. 2012 Energy Economics. 34 1098-1104

48. Pal, P. ; Dasgupta, M. The ASEAN-India free trade agreement: An assessment. 2009 Economic and Political Weekly. 44 11-15
    Paper not yet in RePEc: Add citation now
    
49. Parveez, G.K.A. ; Hishamuddin, E. ; Loh, S.K. ; Ong-Abdullah, M. ; Salleh, K.M. ; Bidin, M.N.I.Z. ; Idris, Z. Oil palm economic performance in Malaysia and R&D progress in 2019. 2020 Journal of Oil Palm Research. 32 159-190
    Paper not yet in RePEc: Add citation now
    

50. Qiu, H. ; Yang, J. ; Huang, J. ; Chen, R. Impact of China-ASEAN free trade area on China’s international agricultural trade and its regional development. 2007 China & World Economy. 15 77-90

51. Roache, S.K. ; Rossi, M. The effects of economic news on commodity prices. 2010 The Quarterly Review of Economics and Finance. 50 377-385

52. Rogoff, K. Traded goods consumption smoothing and the random walk behaviour of the real exchange rate. 1992 Bank of Japan Monetary and Economic Studies. 10 1-29

53. Schleifer, P. ; Sun, Y. Emerging markets and private governance: The political economy of sustainable palm oil in China and India. 2018 Review of International Political Economy. 25 190-214

54. Singh, A. India-Malaysia strategic relations. 2011 Maritime Affairs: Journal of the National Maritime Foundation of India. 7 85-105
    Paper not yet in RePEc: Add citation now
    

55. Stock, J.H. ; Watson, M.W. Evidence on structural instability in macroeconomic time series relations. 1996 Journal of Business and Economic Statistics. 14 11-30

56. Tyson, A. ; Meganingtyas, E. The status of palm oil under the European Union’s renewable energy directive: Sustainability or protectionism?. 2022 Bulletin of Indonesian Economic Studies. 58 31-54
    Paper not yet in RePEc: Add citation now
    
57. Wong, K.K.S. ; Shamsudin, M.N. ; Mohamed, Z. ; Sharifuddin, J. Effects of export duty structure on the performance of the Malaysian palm oil industry. 2014 Journal of Food Products Marketing. 20 193-221
    Paper not yet in RePEc: Add citation now
    
58. Yeoh, E.K.K. ; Chang, L. ; Zhang, Y. China-Malaysia trade, investment, and cooperation in the contexts of China–ASEAN integration and the 21st century Maritime Silk Road construction. 2018 The Chinese Economy. 51 298-317
    Paper not yet in RePEc: Add citation now
    

59. Yu, J. ; Mallory, M.L. Exchange rate effect on carbon credit price via energy markets. 2014 Journal of International Money and Finance. 47 145-161

60. Zhang, H.J. ; Dufour, J.M. ; Galbraith, J.W. Exchange rates and commodity prices: Measuring causality at multiple horizons. 2016 Journal of Empirical Finance. 36 100-120

1. International reserves, currency depreciation and public debt: New evidence of buffer effects in Africa. (2024). Saadaoui, Jamel ; Coulibaly, Issiaka ; Mighri, Hamza ; Gnimassoun, Blaise.
   In: Emerging Markets Review.
   RePEc:eee:ememar:v:60:y:2024:i:c:s1566014124000256.

   Full description at Econpapers || Download paper

2. Terms of trade or market power? Further evidence from dynamic spillovers in return and volatility between Malaysian crude palm oil and foreign exchange markets. (2024). Lau, Wee Yeap ; Go, You-How.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001037.

   Full description at Econpapers || Download paper

3. International reserves, currency depreciation and public debt: new evidence of buffer effects in Africa.. (2023). Saadaoui, Jamel ; Coulibaly, Issiaka ; Mighri, Hamza ; Gnimassoun, Blaise.
   In: Working Papers of BETA.
   RePEc:ulp:sbbeta:2023-42.

   Full description at Econpapers || Download paper

4. On the Effectiveness of Foreign Exchange Reserves during the 2021-22 U.S. Monetary Tightening Cycle.. (2023). Uddin, Gazi ; Saadaoui, Jamel ; Aizenman, Joshua ; Ahmed, Rashad.
   In: Working Papers of BETA.
   RePEc:ulp:sbbeta:2023-13.

   Full description at Econpapers || Download paper

5. On the Effectiveness of Foreign Exchange Reserves During the 2021-22 U.S. Monetary Tightening Cycle. (2023). Uddin, Gazi ; Saadaoui, Jamel ; Aizenman, Joshua ; Ahmed, Rashad.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:30935.

   Full description at Econpapers || Download paper

6. Commodity prices under the threat of operational disruptions: Labor strikes at copper mines. (2023). Wagner, Rodrigo ; Fernandez, Viviana ; Tapia-Grien, Pablo ; Pasten-Henriquez, Boris.
   In: Journal of Commodity Markets.
   RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000557.

   Full description at Econpapers || Download paper

7. Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies. (2023). Gözgör, Giray ; Gabauer, David ; Elsayed, Ahmed ; Chatziantoniou, Ioannis ; Gozgor, Giray.
   In: Energy Economics.
   RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001251.

   Full description at Econpapers || Download paper

8. On the effectiveness of foreign exchange reserves during the 2021-22 U.S. monetary tightening cycle. (2023). Uddin, Gazi ; Saadaoui, Jamel ; Aizenman, Joshua ; Ahmed, Rashad.
   In: Economics Letters.
   RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523003920.

   Full description at Econpapers || Download paper

9. Drivers of Turkish Inflation. (2022). YILMAZKUDAY, HAKAN.
   In: Working Papers.
   RePEc:fiu:wpaper:2204.

   Full description at Econpapers || Download paper

10. Drivers of Turkish inflation. (2022). YILMAZKUDAY, HAKAN.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:84:y:2022:i:c:p:315-323.

    Full description at Econpapers || Download paper

11. Volatility connectedness in global foreign exchange markets. (2020). Wang, Gang-Jin ; Wen, Tiange.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:54:y:2020:i:c:s1042444x20300062.

    Full description at Econpapers || Download paper

12. Does foreign portfolio investment strengthen stock-commodity markets connection?. (2020). Soytas, Ugur ; Ordu-Akkaya, Beyza Mina.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719303617.

    Full description at Econpapers || Download paper

13. Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals. (2020). Tiwari, Aviral ; Shahbaz, Muhammad ; Nasreen, Samia ; Hammoudeh, Shawkat.
    In: Energy Economics.
    RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930324x.

    Full description at Econpapers || Download paper

14. Returns, volatility and spillover – A paradigm shift in India?. (2020). Dey, Shubhasis ; Sampath, Aravind.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819304061.

    Full description at Econpapers || Download paper

15. Return and volatility spillovers in the presence of structural breaks: evidence from GCC Islamic and conventional banks. (2019). Benlagha, Noureddine ; Mseddi, Slim.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:20:y:2019:i:1:d:10.1057_s41260-018-00107-z.

    Full description at Econpapers || Download paper

16. Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets. (2019). Wohar, Mark ; Ozdemir, Zeynel ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:emu:wpaper:15-47.pdf.

    Full description at Econpapers || Download paper

17. Does the Baltic Dry Index drive volatility spillovers in the commodities, currency, or stock markets?. (2019). Hsiao, Jung Lieh ; Chang, Hai Yen ; Lin, Arthur J.
    In: Transportation Research Part E: Logistics and Transportation Review.
    RePEc:eee:transe:v:127:y:2019:i:c:p:265-283.

    Full description at Econpapers || Download paper

18. Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets. (2019). Brooks, Robert ; Dash, Saumya Ranjan ; Kang, Sang Hoon ; Maitra, Debasish.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x18305912.

    Full description at Econpapers || Download paper

19. 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.

    Full description at Econpapers || Download paper

20. Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis. (2019). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; lucey, brian ; Hussain, Syed Jawad ; Hernandez, Jose Areola ; Boako, Gideon.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:64:y:2019:i:c:s030142071930426x.

    Full description at Econpapers || Download paper

21. Portfolio management and dependencies among precious metal markets: Evidence from a Copula quantile-on-quantile approach. (2019). Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Wanas, Idries Mohammad ; Maitra, Debasish.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719303496.

    Full description at Econpapers || Download paper

22. Feedback spillover dynamics of crude oil and global assets indicators: A system-wide network perspective. (2019). Singh, Vipul Kumar ; Nishant, Shreyank ; Kumar, Pawan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:321-335.

    Full description at Econpapers || Download paper

23. Price and volatility spillovers across the international steam coal market. (2019). Yarovaya, Larisa ; lucey, brian ; Brzeszczynski, Janusz ; Batten, Jonathan ; Ciner, Cetin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:77:y:2019:i:c:p:119-138.

    Full description at Econpapers || Download paper

24. High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets. (2019). Sensoy, Ahmet ; Mensi, Walid ; Kang, Sang Hoon ; Aslan, Aylin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301093.

    Full description at Econpapers || Download paper

25. Network connectedness and net spillover between financial and commodity markets. (2019). Yoon, Seong-Min ; Uddin, Gazi ; Kang, Sang Hoon ; al Mamun, MD.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:48:y:2019:i:c:p:801-818.

    Full description at Econpapers || Download paper

26. Economic policy uncertainty in the US and China and their impact on the global markets. (2019). Zhang, Dayong ; Kutan, Ali ; Ji, Qiang ; Lei, Lei.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:79:y:2019:i:c:p:47-56.

    Full description at Econpapers || Download paper

27. Heterogeneous Responses to China and Oil Shocks: the G7 Stock Markets. (2018). Selmi, Refk ; bouoiyour, jamal.
    In: Post-Print.
    RePEc:hal:journl:hal-02409120.

    Full description at Econpapers || Download paper

28. Dynamic return and volatility spillovers among S&P 500, crude oil and gold. (2018). Ozdemir, Zeynel ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:emu:wpaper:15-46.pdf.

    Full description at Econpapers || Download paper

29. Exchange rate and oil price pass-through to inflation in BRICS countries: Evidence from the spillover index and rolling-sample analysis. (2018). USMAN, OJONUGWA ; Balcilar, Mehmet ; Ojonugwa, Usman.
    In: Working Papers.
    RePEc:emu:wpaper:15-45.pdf.

    Full description at Econpapers || Download paper

30. Testing output gap and economic uncertainty as an explicator of stock market returns. (2018). Ahmad, Wasim ; Sharma, Sumit Kumar.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:45:y:2018:i:c:p:293-306.

    Full description at Econpapers || Download paper

31. Modelling the directional spillovers from DJIM Index to conventional benchmarks: Different this time?. (2018). Ahmad, Wasim ; Rais, Shirin ; Shaik, Abdul Rahman.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:67:y:2018:i:c:p:14-27.

    Full description at Econpapers || Download paper

32. Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach. (2018). Tiwari, Aviral ; Shahbaz, Muhammad ; Das, Debojyoti ; Bhatia, Vaneet ; Hasim, Haslifah M.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:55:y:2018:i:c:p:244-252.

    Full description at Econpapers || Download paper

33. Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?. (2018). Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhao, Longfeng ; Xie, Chi.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:57:y:2018:i:c:p:205-230.

    Full description at Econpapers || Download paper

34. Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?. (2018). Wang, Gang-Jin ; Xu, Zishuang ; Yi, Shuyue.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:60:y:2018:i:c:p:98-114.

    Full description at Econpapers || Download paper

35. Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets. (2018). Mishra, Anil ; Ahmad, Wasim ; Daly, Kevin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:59:y:2018:i:c:p:117-133.

    Full description at Econpapers || Download paper

36. Oil volatility, oil and gas firms and portfolio diversification. (2018). Pérez de Gracia, Fernando ; Gabauer, David ; Filis, George ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Cunado, Juncal.
    In: Energy Economics.
    RePEc:eee:eneeco:v:70:y:2018:i:c:p:499-515.

    Full description at Econpapers || Download paper

37. Financial connectedness of BRICS and global sovereign bond markets. (2018). Mishra, Anil ; Ahmad, Wasim ; Daly, Kevin J.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:37:y:2018:i:c:p:1-16.

    Full description at Econpapers || Download paper

38. Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals. (2017). Xu, Bing ; Sakemoto, Ryuta ; Byrne, Joseph.
    In: MPRA Paper.
    RePEc:pra:mprapa:80791.

    Full description at Econpapers || Download paper

39. An Analysis of Spillovers Between Islamic and Conventional Stock Bank Returns: Evidence from the GCC Countries. (2017). Benlagha, Noureddine ; Mseddi, Slim.
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:21:y:2017:i:2:p:91-132.

    Full description at Econpapers || Download paper

40. Volatility Dynamics of Precious Metals: Evidence from Russia. (2017). Kirkulak-Uludag, Berna ; Lkhamazhapov, Zorikto.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:67:y:2017:i:4:p:300-317.

    Full description at Econpapers || Download paper

41. On the dynamic dependence and investment performance of crude oil and clean energy stocks. (2017). Ahmad, Wasim.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:42:y:2017:i:c:p:376-389.

    Full description at Econpapers || Download paper

42. Time-varying volatility spillovers between stock and precious metal markets with portfolio implications. (2017). Mensi, walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:53:y:2017:i:c:p:88-102.

    Full description at Econpapers || Download paper

43. Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity. (2017). Yarovaya, Larisa ; Wang, Shixuan ; Vigne, Samuel A ; Keung, Marco Chi.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:52:y:2017:i:c:p:316-332.

    Full description at Econpapers || Download paper

44. The financial economics of white precious metals — A survey. (2017). Yarovaya, Larisa ; O'Connor, Fergal ; lucey, brian ; Vigne, Samuel A ; Oconnor, Fergal A.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:52:y:2017:i:c:p:292-308.

    Full description at Econpapers || Download paper

45. Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications. (2017). Sensoy, Ahmet ; Mensi, walid ; Hammoudeh, Shawkat ; Kang, Sang Hoon ; Wanas, Idries Mohammad.
    In: Energy Economics.
    RePEc:eee:eneeco:v:67:y:2017:i:c:p:454-475.

    Full description at Econpapers || Download paper

46. Dynamic spillover between commodities and commodity currencies during United States Q.E.. (2017). Do, Hung ; Brooks, Robert ; Yip, Pick Schen.
    In: Energy Economics.
    RePEc:eee:eneeco:v:66:y:2017:i:c:p:399-410.

    Full description at Econpapers || Download paper

47. 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.

    Full description at Econpapers || Download paper

48. Is the price of gold to gold mining stocks asymmetric?. (2017). lucey, brian ; Batten, Jonathan ; Ciner, Cetin ; Kosedag, Arman.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:60:y:2017:i:c:p:402-407.

    Full description at Econpapers || Download paper

49. Volatility forecasting of strategically linked commodity ETFs: gold-silver. (2016). Molnár, Peter ; Lyócsa, Štefan ; Molnar, Peter.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:16:y:2016:i:12:p:1809-1822.

    Full description at Econpapers || Download paper

50. Forecasting oil price realized volatility: A new approach. (2016). Filis, George ; Degiannakis, Stavros.
    In: MPRA Paper.
    RePEc:pra:mprapa:69105.

    Full description at Econpapers || Download paper

51. Multiscale dependence analysis and portfolio risk modeling for precious metal markets. (2016). Yu, Lean ; Liu, Youjin ; Lai, Kin Keung ; He, Kaijian.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:50:y:2016:i:c:p:224-233.

    Full description at Econpapers || Download paper

52. The connectedness between crude oil and financial markets: Evidence from implied volatility indices. (2016). Maghyereh, Aktham ; Awartani, Basel ; Aktham, Maghyereh ; Cherif, Guermat .
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:4:y:2016:i:1:p:56-69.

    Full description at Econpapers || Download paper

53. Who are the net senders and recipients of volatility spillovers in China’s financial markets?. (2016). Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Stanley, Eugene H ; Xie, Chi.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:18:y:2016:i:c:p:255-262.

    Full description at Econpapers || Download paper

54. Media sentiment and CDS spread spillovers: Evidence from the GIIPS countries. (2016). Yarovaya, Larisa ; Apergis, Nicholas ; Keung, Marco Chi.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:47:y:2016:i:c:p:50-59.

    Full description at Econpapers || Download paper

55. Gold and silver manipulation: What can be empirically verified?. (2016). lucey, brian ; Batten, Jonathan ; Peat, Maurice.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:56:y:2016:i:c:p:168-176.

    Full description at Econpapers || Download paper

56. The Financial Economics of Gold - a survey. (2015). O'Connor, Fergal ; lucey, brian ; Batten, Jonathan ; Baur, Dirk.
    In: MPRA Paper.
    RePEc:pra:mprapa:65484.

    Full description at Econpapers || Download paper

57. The financial economics of gold — A survey. (2015). O'Connor, Fergal ; lucey, brian ; Batten, Jonathan ; Baur, Dirk G.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:41:y:2015:i:c:p:186-205.

    Full description at Econpapers || Download paper

58. Downside/upside price spillovers between precious metals: A vine copula approach. (2015). Ugolini, Andrea ; Reboredo, Juan.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:34:y:2015:i:c:p:84-102.

    Full description at Econpapers || Download paper

59. Causality and volatility patterns between gold prices and exchange rates. (2015). Czudaj, Robert ; Beckmann, Joscha ; Pilbeam, Keith.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:34:y:2015:i:c:p:292-300.

    Full description at Econpapers || Download paper

60. 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.

    Full description at Econpapers || Download paper

61. Too much cocited documents. This list is not complete

Report date: 2025-09-22 00:45:32 || Missing content? Let us know