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   RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003726.

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2. Spillover effects between climate policy uncertainty, energy markets, and food markets: A time-frequency analysis. (2025). Zhou, Wei-Xing ; Zhang, Ting ; Li, Peng-Fei.
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   RePEc:arx:papers:2503.06599.

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3. Volatility spillovers between energy and agriculture markets during the ongoing food & energy crisis: Does uncertainty from the Russo-Ukrainian conflict matter?. (2024). Tran, Minh Phuoc-Bao ; Vo, Duc Hong.
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   RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524005213.

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4. Price spillovers and interdependences in Chinas agricultural commodity futures market: Evidence from the US-China trade dispute. (2024). Tongurai, Jittima ; Chen, Xiangyu.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005719.

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5. Contagion effect between fuel fossil energies and agricultural commodity markets and portfolio management implications. (2024). Mensi, Walid ; Omidi, Vahid ; Roudari, Soheil ; Al-Yahyaee, Khamis Hamed ; Ahmadian-Yazdi, Farzaneh.
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   RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004842.

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6. Time-varying causality and correlations between spot and futures prices of natural gas, crude oil, heating oil, and gasoline. (2024). Tiwari, Aviral ; Mensi, Walid ; Hammoudeh, Shawkat ; Kang, Sang Hoon ; Brahim, Mariem.
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   RePEc:eee:jrpoli:v:93:y:2024:i:c:s0301420724004446.

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7. Spillover effects from China and the United States to Key Regional Emerging Markets: A dynamic analysis. (2024). Bonga-Bonga, Lumengo ; Mpoha, Salifya.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005318.

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8. Volatility connectedness among the Indian equity and major commodity markets under the COVID-19 scenario. (2023). Zhou, Xiangjing ; Xu, Wen ; Lu, Ran ; Zeng, Hongjun.
   In: Economic Analysis and Policy.
   RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1465-1481.

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1. Geopolitical risk and dynamic connectedness between commodity markets. (2022). Gong, XU ; Xu, Jun.
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   RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001979.

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2. Using Artificial Neural networks and Optimal Scaling Model to Forecast Agriculture Commodity Price: An Ecological-economic Approach. (2021). Forestal, Roberto Louis ; Pi, Shih-Ming.
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3. Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach. (2021). GUPTA, RANGAN ; Gabauer, David ; Cunado, Juncal.
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4. Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach. (2021). Tiwari, Aviral ; Raheem, Ibrahim ; Hille, Erik.
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5. Spillover and Drivers of Uncertainty among Oil and Commodity Markets. (2021). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Farid, Saqib ; Nor, Safwan Mohd ; Naeem, Muhammad Abubakr.
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6. A Pattern New in Every Moment: The Temporal Clustering of Markets for Crude Oil, Refined Fuels, and Other Commodities. (2021). Ur, Mobeen ; Chen, James Ming.
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7. Dynamics and causality of oil price shocks on commodities: Quantile-on-quantile and causality-in-quantiles methods. (2021). Tong, Jing-Yang ; Yang, Dong-Xiao ; Wu, Bi-Bo.
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8. The impacts of oil price shocks and jumps on Chinas nonferrous metal markets. (2021). Tang, Mengying ; Liu, Feng ; Zhang, Chuanguo.
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9. Oil-gold nexus: Evidence from regime switching-quantile regression approach. (2021). Mokni, Khaled ; Youssef, Manel.
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10. Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness. (2021). Umar, Zaghum ; Jareño, Francisco ; Jareo, Francisco ; Escribano, Ana.
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11. Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic. (2021). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Farid, Saqib ; Naeem, Muhammad Abubakr ; Kayani, Ghulam Mujtaba.
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12. Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach. (2021). Tiwari, Aviral ; Raheem, Ibrahim ; Hille, Erik ; Kumar, Satish.
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13. Network approach to the dynamic transformation characteristics of the joint impacts of gold and oil on copper. (2021). Li, YU ; Gao, Xiangyun ; Wu, Tao ; An, Sufang ; Zheng, Huiling.
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14. How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun.
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15. Economic policy uncertainty and the volatility connectedness between oil shocks and metal market: An extension. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Khan, Muhammad A.
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16. Oil price shocks and the return and volatility spillover between industrial and precious metals. (2021). Umar, Zaghum ; Jareño, Francisco ; Jareo, Francisco ; Escribano, Ana.
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17. The good, the bad and the ugly relation between oil and commodities: An analysis of asymmetric volatility connectedness and portfolio implications. (2021). Kang, Sang Hoon ; Guhathakurta, Kousik ; Maitra, Debasish.
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18. Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China. (2021). Huo, Rui ; Ahmed, Abdullahi D.
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19. Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets. (2021). Lau, Chi Keung ; Gözgör, Giray ; Gozgor, Giray ; Marco, Chi Keung ; Xu, Bing ; Semeyutin, Artur.
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20. COVID‐19 and food prices in sub‐Saharan Africa. (2021). Isshaq, Zangina ; Frimpong, Siaw ; Agyei, Samuel Kwaku ; Asiamah, Oliver ; Adam, Anokye Mohammed ; Bossman, Ahmed.
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21. Price Volatility, the Maturity Effect, and Global Oil Prices: Evidence from Chinese Commodity Futures Markets. (2020). Gao, Jin ; Chen, Jihui.
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22. Volatility of International Commodity Prices in Times of Covid-19: Effects of Oil Supply and Global Demand Shocks. (2020). Asongu, Simplice ; Nnanna, Joseph ; Ezeaku, Hillary.
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23. Volatility of International Commodity Prices in Times of Covid-19: Effects of Oil Supply and Global Demand Shocks. (2020). Asongu, Simplice ; Nnanna, Joseph ; Ezeaku, Hillary C.
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24. Dependency, centrality and dynamic networks for international commodity futures prices. (2020). Zhang, Dayong ; Ji, Qiang ; Zhao, Wan-Li ; Wu, Fei.
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25. The hedging effectiveness of industrial metals against different oil shocks: Evidence from the four newly developed oil shocks datasets. (2020). Oliyide, Johnson ; Adekoya, Oluwasegun.
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26. Dynamic volatility spillovers among bulk mineral commodities: A network method. (2020). Gao, Xiangyun ; An, Sufang ; Liu, Siyao ; Sun, Qingru ; Jia, Nanfei.
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27. Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks. (2020). Salisu, Afees ; Adediran, Idris.
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30. Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications. (2020). Dash, Saumya Ranjan ; Guhathakurta, Kousik ; Maitra, Debasish.
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31. Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches. (2020). Jiang, Yonghong ; Feng, Qidi ; Nie, HE ; Mo, Bin.
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32. Volatility of International Commodity Prices in Times of Covid-19: Effects of Oil Supply and Global Demand Shocks. (2020). Asongu, Simplice ; Nnanna, Joseph ; Ezeaku, Hillary C.
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33. Volatility of International Commodity Prices in Times of Covid-19: Effects of Oil Supply and Global Demand Shocks. (2020). Asongu, Simplice ; Nnanna, Joseph ; Ezeaku, Hillary C.
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34. The Impact of Slumping Oil Price on the Situation of Tanker Shipping along the Maritime Silk Road. (2019). Ri, Yoo ; Xie, Yanxin ; Yang, Tengfei ; Mou, Naixia ; Zhang, Hengcai.
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35. Modeling the Relationship between Crude Oil and Agricultural Commodity Prices. (2019). Vu, Tan ; Vo, Duc.
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36. Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach. (2019). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Kang, Sang Hoon ; Hernandez, Jose Areola.
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37. The time-varying linkages between global oil market and Chinas commodity sectors: Evidence from DCC-GJR-GARCH analyses. (2019). Jiang, Yonghong ; Nie, HE ; Mo, Bin.
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38. Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1. (2019). Yoon, Seong-Min ; Tiwari, Aviral ; Albulescu, Claudiu ; Kang, Sang Hoon.
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39. On the relation between global food and crude oil prices: An empirical investigation in a nonlinear framework. (2019). Cao, Yan ; Cheng, Sheng.
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40. In search of attention in agricultural commodity markets. (2019). Rajcaniova, Miroslava ; Pokrivcak, Jan ; Ciaian, Pavel ; Mieka, Toma ; Rajaniova, Miroslava ; Pokrivak, Jan.
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41. Correlation dynamics of crude oil with agricultural commodities: A comparison between energy and food crops. (2019). Mitra, Subrata K ; Pal, Debdatta.
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42. Modelling the Relationship between Crude Oil and Agricultural Commodity Prices. (2018). Vu, Tan ; Vo, Duc.
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43. Precious metal returns and oil shocks: A time varying connectedness approach. (2018). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Ur, Mobeen ; Hedstrom, Axel.
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44. Which information matters to market risk spreading in Brazil? Volatility transmission modelling using MGARCH-BEKK, DCC, t-Copulas. (2018). Besarria, Cássio ; Maia, Sinezio F ; de Oliveira, Felipe A ; de Jesus, Diego P ; Da, Cassio.
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45. Does Agricultural Commodity Price Co-move with Oil Price in the Time-Frequency Space? Evidence from the Republic of Korea. (2018). Meng, Xiangcai.
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46. Which information matters to Market risk spreading in Brazil? Volatility transmission modeling using MGARH-BEKK, DCC, t-COPULAS. (2017). Maia, Sinezio Fernandes ; de Oliveira, Felipe ; de Jesus, Diego Pita.
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47. The synchronized and exceptional price performance of oil and gold: Explanations and prospects. (2017). Aguilera, Roberto F ; Radetzki, Marian.
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48. Noncausality and the commodity currency hypothesis. (2017). Nyberg, Henri ; Lof, Matthijs.
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49. 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.
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50. MACROECONOMIC IMPACTS OF OIL PRICE SHOCKS: AN EMPIRICAL ANALYSIS BASED ON THE SVAR MODELS. (2017). Zerrin, Kilicarslan ; Yasemin, Dumrul.
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