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   In: Journal of Forecasting.
   RePEc:wly:jforec:v:43:y:2024:i:5:p:1422-1446.

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2. Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices. (2024). Pierdzioch, Christian ; GUPTA, RANGAN.
   In: Working Papers.
   RePEc:pre:wpaper:202423.

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3. Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices. (2024). Pierdzioch, Christian ; GUPTA, RANGAN.
   In: Mathematics.
   RePEc:gam:jmathe:v:12:y:2024:i:18:p:2952-:d:1483479.

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4. Time-frequency return connectedness between Chinese coal futures and international stock indices. (2024). Xia, Xiao-Hua ; Huang, Jionghao ; Liu, Danhe ; Chen, Baifan.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:89:y:2024:i:pb:p:316-333.

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5. Multiscale extreme risk spillovers among the Chinese mainland, Hong Kong, and London stock markets: Comparing the impacts of three Stock Connect programs. (2024). Yao, Yinhong ; Chen, Wei ; Li, Jingyu.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:89:y:2024:i:pa:p:1217-1233.

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6. Investor behavior in times of conflict: A natural experiment on the interplay of geopolitical risk and defense stocks. (2024). Klein, Tony.
   In: Journal of Economic Behavior & Organization.
   RePEc:eee:jeborg:v:222:y:2024:i:c:p:294-313.

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7. Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Zhang, Zhendong ; Luo, Jiawen.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462.

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8. Exploring the relationship between Chinese crude oil futures market efficiency and market micro characteristics. (2024). Wang, Ping ; Tian, Chao ; Zhu, Bangzhu.
   In: Energy Economics.
   RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002858.

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9. The information content of Shanghai crude oil futures vs WTI benchmark: Evidence from temporal and spatial dimensions. (2024). Guo, Yumei ; Yin, Libo ; Cao, Hong.
   In: Energy Economics.
   RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324002007.

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10. Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series.. (2023). Sansó, Andreu ; Carrion-i-Silvestre, Josep.
    In: IREA Working Papers.
    RePEc:ira:wpaper:202309.

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11. Identifying money and inflation expectation shocks to real oil prices. (2023). Gillman, Max ; Benk, Szilard.
    In: Energy Economics.
    RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323003766.

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12. Research on the time-varying effects among green finance markets in China: A fresh evidence from multi-frequency scale perspective. (2023). Xia, Yufei ; Fu, Yating ; Liu, Rongyan ; He, Lingyun ; Chen, Ling.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000372.

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13. “Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series”. (2023). Sansó, Andreu ; Carrion, Josep Lluis.
    In: AQR Working Papers.
    RePEc:aqr:wpaper:202305.

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   RePEc:tiu:tiutis:185d14d3-9dc2-4276-82ec-e2d59b3d693f.

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2. Climate risk and the nexus of clean energy and technology stocks. (2025). Rognone, Lavinia ; Walther, Thomas ; Bouri, Elie ; Dudda, Tom L.
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3. The predictive effect of heterogeneous investor behavior on commodity pricing. (2025). Li, Zhou ; Shao, Hang.
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4. Financial regulatory arbitrage and the financialization of commodities. (2024). Zheng, Zunxin ; Ni, Yingzhao ; Zhang, Gaiyan.
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18. Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities. (2024). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even.
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20. Systemic Risk of Commodity Traders. (2023). Adams, Zeno ; Gluck, Thorsten.
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22. Hedging firms idiosyncratic risk from commodity financialization. (2023). Fan, Ying ; Geng, Peixuan ; Yang, Baochen.
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24. Financialization and speculators risk premia in commodity futures markets. (2023). Carter, Colin ; Revoredo-Giha, Cesar.
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26. Financial stress and commodity price volatility. (2023). Verousis, Thanos ; Zhou, Zhiping ; Chen, Louisa ; Wang, Kai.
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27. Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Luo, Jiawen ; Marfatia, Hardik A.
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28. Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities. (2023). Umar, Zaghum ; Teplova, Tamara ; Agyei, Samuel Kwaku ; Bossman, Ahmed.
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29. Common Drivers of Commodity Futures?. (2022). Walther, Thomas ; Nguyen, Duc Khuong ; Klein, Tony ; Dudda, Tom L.
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31. Common Drivers of Commodity Futures?. (2022). Walther, Thomas ; Nguyen, Duc Khuong ; Klein, Tony ; Dudda, Tom.
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32. Market Makers and Liquidity Premium in Electricity Futures Markets. (2022). Rodriguez, Rosa ; Pea, Juan Ignacio.
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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.
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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.
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35. Commodities and portfolio diversification: Myth or fact?. (2022). Barros, Victor ; Ruano, Fabio.
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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.
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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.
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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.
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39. Dynamic Characteristics of Oil Attributes and Their Market Effects. (2021). Li, Xue ; Hu, Qingqing ; Dong, Hao.
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40. Financial regimes and oil prices. (2021). Mohammed, Mikidadu ; Barrales-Ruiz, Jose.
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41. The day-of-the-week-effect on the volatility of commodities. (2021). Idilbi-Bayaa, Yasmeen ; Qadan, Mahmoud.
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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.
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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.
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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.
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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.
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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.
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47. FINANCIALIZATION OF COMMODITIES BEFORE AND AFTER THE GREAT FINANCIAL CRISIS. (2021). Natoli, Filippo.
    In: Journal of Economic Surveys.
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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.
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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.
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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.
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