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Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities. (2023). Umar, Zaghum ; Teplova, Tamara ; Agyei, Samuel Kwaku ; Bossman, Ahmed.
In: Emerging Markets Review.
RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000547.

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  1. When you need them, they are not there: hedge capacities of cryptocurrencies disappear in downtrend markets. (2024). Bossman, Ahmed ; Gubareva, Mariya ; Vo, Xuan Vinh ; Agyei, Samuel Kwaku.
    In: Financial Innovation.
    RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00638-y.

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  2. Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets. (2024). GUPTA, RANGAN ; Ouyang, Zisheng ; Zhou, Xuewei ; Ji, Qiang.
    In: Working Papers.
    RePEc:pre:wpaper:202422.

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  3. A News Sentiment Index to Inform International Financial Reporting Standard 9 Impairments. (2024). Stander, Yolanda S.
    In: JRFM.
    RePEc:gam:jjrfmx:v:17:y:2024:i:7:p:282-:d:1428865.

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  4. African forex markets: Modeling their predictability and the asymmetric effects of oil and geopolitical risk. (2024). Teplova, Tamara ; Huang, Shoujun ; Gubareva, Mariya ; Bossman, Ahmed.
    In: Energy Economics.
    RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003876.

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  5. International transmission of shocks and African forex markets. (2024). Teplova, Tamara ; Huang, Shoujun ; Gubareva, Mariya ; Bossman, Ahmed.
    In: Energy Economics.
    RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000902.

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  6. Does time-varying risk aversion sentiment matter in the connectedness among Sub-Saharan African bond markets?. (2024). Umar, Zaghum ; Teplova, Tamara ; Marfo-Yiadom, Edward ; Bossman, Ahmed.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000554.

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  29. Common Drivers of Commodity Futures?. (2022). Walther, Thomas ; Nguyen, Duc Khuong ; Klein, Tony ; Dudda, Tom L.
    In: QBS Working Paper Series.
    RePEc:zbw:qmsrps:202205.

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  30. Prices behind electro-mobility: Contestation around and beyond price determination and setting in the lithium global production network and extraction in Chile. (2022). Leisenheimer, Luisa.
    In: ÖFSE-Forum.
    RePEc:zbw:oefsef:85.

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  31. Common Drivers of Commodity Futures?. (2022). Walther, Thomas ; Nguyen, Duc Khuong ; Klein, Tony ; Dudda, Tom.
    In: Working Papers.
    RePEc:use:tkiwps:2207.

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  32. Market Makers and Liquidity Premium in Electricity Futures Markets. (2022). Rodriguez, Rosa ; Pea, Juan Ignacio.
    In: The Energy Journal.
    RePEc:sae:enejou:v:43:y:2022:i:2:p:91-110.

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  33. Fundamentals vs. Financialization during Extreme Events: From Backwardation to Contango, a Copper Market Analysis during the COVID-19 Pandemic. (2022). Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio.
    In: Mathematics.
    RePEc:gam:jmathe:v:10:y:2022:i:4:p:559-:d:747076.

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  34. Impact of Oil Financialization on Oil Price Fluctuation: A Perspective of Heterogeneity. (2022). Liu, Yanqiong ; Feng, Yanhong ; Wang, Xiaolei ; Chen, Shuanglian.
    In: Energies.
    RePEc:gam:jeners:v:15:y:2022:i:12:p:4294-:d:836743.

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  35. Commodities and portfolio diversification: Myth or fact?. (2022). Barros, Victor ; Ruano, Fabio.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:86:y:2022:i:c:p:281-295.

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  36. Wavelet analysis and energy-based measures for oil-food price relationship as a footprint of financialisation effect. (2022). Vellucci, Pierluigi ; Mastroeni, Loretta ; Quaresima, Greta ; Mazzoccoli, Alessandro.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001404.

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  37. What the current yield curve says, and what the future prices of energy do. (2022). Idilbi-Bayaa, Yasmeen ; Qadan, Mahmoud.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:75:y:2022:i:c:s030142072100502x.

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  38. On the time-varying dynamics of stock and commodity momentum returns. (2022). Stadtmuller, Immo ; Schuhmacher, Frank ; Auer, Benjamin R.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:46:y:2022:i:pb:s154461232100386x.

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  39. Dynamic Characteristics of Oil Attributes and Their Market Effects. (2021). Li, Xue ; Hu, Qingqing ; Dong, Hao.
    In: Energies.
    RePEc:gam:jeners:v:14:y:2021:i:13:p:3927-:d:585866.

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  40. Financial regimes and oil prices. (2021). Mohammed, Mikidadu ; Barrales-Ruiz, Jose.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003093.

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  41. The day-of-the-week-effect on the volatility of commodities. (2021). Idilbi-Bayaa, Yasmeen ; Qadan, Mahmoud.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720310084.

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  42. Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact. (2021). Czudaj, Robert ; van Hoang, Thi Hong ; Borgards, Oliver.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720309946.

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  43. A closer look into the global determinants of oil price volatility. (2021). Gabauer, David ; Filis, George ; Chatziantoniou, Ioannis ; Filippidis, Michail.
    In: Energy Economics.
    RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988320304321.

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  44. Impacts of oil shocks on the EU carbon emissions allowances under different market conditions. (2021). Zheng, Yan ; Liu, Wenhua ; Zhou, Min ; Yin, Hua ; Wen, Fenghua.
    In: Energy Economics.
    RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005387.

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  45. Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises. (2021). Chevallier, Julien ; Deng, Yuanyue ; Lin, Renda ; Chen, Pingshe ; Zhu, BO.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002406.

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  46. Connectedness between the Crude Oil Futures and Equity Markets during the Pre- and Post-Financialisation Eras. (2021). Wadud, Sania ; Durand, Robert D ; Gronwald, Marc.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_9202.

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  47. FINANCIALIZATION OF COMMODITIES BEFORE AND AFTER THE GREAT FINANCIAL CRISIS. (2021). Natoli, Filippo.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:35:y:2021:i:2:p:488-511.

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  48. Unprecedented but not Unpredictable: Effects of the COVID-19 Crisis on Commodity-Dependent Countries. (2020). Kublbock, Karin ; Troster, Bernhard.
    In: The European Journal of Development Research.
    RePEc:pal:eurjdr:v:32:y:2020:i:5:d:10.1057_s41287-020-00313-9.

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  49. When US sneezes, clichés spread: How do the commodity index funds react then?. (2020). Ahmad, Wasim ; Awasthi, Kritika ; Phani, B V ; Rahman, Abdul.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308898.

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  50. Macro factors and the realized volatility of commodities: A dynamic network analysis. (2020). Zhang, Dayong ; Ji, Qiang ; Hu, Min ; Wei, Lijian.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720303718.

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