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Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments. (2024). Liu, Xiaoxing ; Zhou, Donghai ; Tang, Chun.
In: The North American Journal of Economics and Finance.
RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001177.

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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.
    In: Energy Economics.
    RePEc:eee:eneeco:v:62:y:2017:i:c:p:230-239.

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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.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:256:y:2017:i:3:p:945-961.

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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.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:61:y:2017:i:c:p:181-192.

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  39. Oil and stock markets before and after financial crises : a local Gaussian correlation approach. (2017). Panagiotidis, Theodore ; Bampinas, Georgios.
    In: Bank of Estonia Working Papers.
    RePEc:eea:boewps:wp2016-11.

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  40. Examining the Common Dynamics of Commodity Futures Prices. (2017). Gross, Christian.
    In: CQE Working Papers.
    RePEc:cqe:wpaper:6317.

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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.
    In: The Energy Journal.
    RePEc:aen:journl:ej38-2-bunn.

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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.
    In: MPRA Paper.
    RePEc:pra:mprapa:75740.

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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.
    In: MPRA Paper.
    RePEc:pra:mprapa:73397.

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  44. Comovement and the financialization of commodities. (2016). Taschini, Luca ; Bonato, Matteo.
    In: GRI Working Papers.
    RePEc:lsg:lsgwps:wp215.

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  45. Increasing Trends in the Excess Comovement of Commodity Prices. (2016). Okimoto, Tatsuyoshi ; Ohashi, Kazuhiko.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2016-09.

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  46. Stock markets’ bubbles burst and volatility spillovers in agricultural commodity markets. (2016). Peri, Massimo ; Baldi, Lucia ; Vandone, Daniela.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:38:y:2016:i:c:p:277-285.

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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.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:37-38:y:2016:i::p:168-189.

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  48. Increasing trends in the excess comovement of commodity prices. (2016). Okimoto, Tatsuyoshi ; Ohashi, Kazuhiko.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:1:y:2016:i:1:p:48-64.

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  49. Financial Markets and Agricultural Commodities: Volatility Impulse Response Analysis. (2016). Peri, Massimo ; Baldi, Lucia ; Vandone, Daniela.
    In: 2016 International European Forum (151st EAAE Seminar), February 15-19, 2016, Innsbruck-Igls, Austria.
    RePEc:ags:iefi16:244461.

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  50. Comovements and Volatility Spillover in Commodity Markets. (2016). Wu, Ximing ; Chen, Sihong.
    In: 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts.
    RePEc:ags:aaea16:235686.

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