1. Supply chain transparency and corporate financial fraud. (2025). Chen, Hanwen ; Shang, Zhaoyan.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325003344.

   Full description at Econpapers || Download paper

2. The mediating role of supply chain digitization in the relationship between cross-border e-commerce development and regional economic growth. (2025). Shi, Meng ; Zhang, Hui ; Wang, Xiaowen.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325000959.

   Full description at Econpapers || Download paper

1. Ahmadi, M. ; Behmiri, N.B. ; Manera, M. How is volatility in commodity markets linked to oil price shocks?. 2016 Energy Economics. 59 11-23

2. Alam, R. ; Forhad, A.R. ; Sah, N.B. Consumption- and speculation-led change in demand for oil and the response of base metals: A Markov-switching approach. 2022 Finance Research Letters. 47 -

3. Alola, A.A. ; Ozkan, O. ; Usman, O. Examining crude oil price outlook amidst substitute energy price and household energy expenditure in the USA: A novel nonparametric multivariate QQR approach. 2023 Energy Economics. 120 -

4. Aobdia, D. ; Caskey, J. ; Ozel, N.B. Inter-industry network structure and the cross predictability of earnings and stock returns. 2014 Review of Accounting Studies. 19 1191-1224
   Paper not yet in RePEc: Add citation now
   

5. Balakumar, S. ; Dash, S.R. ; Maitra, D. ; Kang, S.H. Do oil price shocks have any implications for stock return momentum?. 2022 Economic Analysis and Policy. 75 637-663

6. Behmiri, N.B. ; Manera, M. The role of outliers and oil price shocks on volatility of metal prices. 2015 Resources Policy. 46 139-150

7. Bonev, P. ; Glachant, M. ; Söderberg, M. Implicit yardstick competition between heating monopolies in urban areas: Theory and evidence from Sweden. 2022 Energy Economics. 109 -

8. Cagli, E.C. ; Dilvin, T. ; Pınar, E.M. The short- and long-run efficiency of energy, precious metals, and base metals markets: Evidence from the exponential smooth transition auto-regressive models. 2019 Energy Economics. 84 -

9. Chelghoum, A. ; Boumimez, F. ; Alsamara., Asymmetric effects of oil price shocks on the demand for money in Algeria. 2023 The Quarterly Review of Economics and Finance. 89 1-11

10. Chen, P. Global oil prices, macroeconomic fundamentals and China's commodity sector comovements. 2015 Energy Policy. 87 284-294

11. Chen, Y. ; Zhu, X. ; Chen, J. Spillovers and hedging effectiveness of non-ferrous metals and sub-sectoral clean energy stocks in time and frequency domain. 2022 Energy Economics. 111 -

12. Chen, Y. ; Zhu, X.H. ; Lin, H.L. The asymmetric effects of oil price shocks and uncertainty on non-ferrous metal market: Based on quantile regression. 2022 Energy. 246 -

13. Chen, Y.F. ; Wei, Y. ; Bai, L. ; Zhang, J.H. ; Wang, Z. Connectedness and hedging effects among China's nonferrous metal, crude oil and green bond markets: An extreme perspective. 2023 Finance Research Letters. 104041 -

14. Chevallier, J. ; Goutte, S. ; Ji, Q. ; Guesmi, K. Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints. 2021 Energy Policy. 149 -

15. Cui, J.X. ; Maghyereh, A. ; Liao, D.J. Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. 2024 International Review of Economics & Finance. 103470 -

16. Cunado, J. ; Fernando, P.G. Oil price shocks and stock market returns: Evidence for some European countries. 2014 Energy Economics. 42 365-377

17. Deng, X. ; Xu, F. Asymmetric effects of international oil prices on China's PPI in different industries—Research based on NARDL model. 2024 Energy. 290 -

18. Doğan, B. ; Trabelsi, N. ; Tiwari, A.K. ; Ghosh, S. Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty. 2023 The Quarterly Review of Economics and Finance. 89 36-62

19. Fan, J.Q. ; Gijbels, I. Variable bandwidth and local linear regression smoothers. 1992 The Annals of Statistics. 20 2008-2036
    Paper not yet in RePEc: Add citation now
    

20. Ferrando, L. ; Ferrer, R. ; Jareno, F. Interest rate sensitivity of Spanish industries: A quantile regression approach. 2017 The Manchester School. 85 212-242

21. Ge, Z.Y. The asymmetric impact of oil price shocks on China stock market: Evidence from quantile-on-quantile regression. 2023 The Quarterly Review of Economics and Finance. 89 120-125

22. Ge, Z.Y. ; Sun, Y. Asymmetric impact of oil price shocks on inflation: Evidence from quantile-on-quantile regression. 2024 International Review of Financial Analysis. 92 -

23. Ghorashi, A.H. ; Maranlou, H. Essential infrastructures and relevant policies for renewable energy developments in oil-rich developing countries: Case of Iran. 2021 Renewable and Sustainable Energy Reviews. 141 -

24. Ghosh, B. ; Pham, L. ; Teplova, T. ; Umar, Z. COVID-19 and the quantile connectedness between energy and metal markets. 2023 Energy Economics. 117 -

25. Hamilton, J.D. Understanding crude oil prices. 2009 The Energy Journal. 30 179-206

26. Hammoudeh, S. ; Yuan, Y. Metal volatility in presence of oil and interest rate shocks. 2008 Energy Economics. 30 606-620

27. Herskovic, B. Networks in production: Asset pricing implications. 2018 The Journal of Finance. 73 1785-1818

28. Hong, J.W. ; Yu, X.J. ; Xiao, W.L. ; Zhang, X.L. The dispersion of beta estimates and the investors’ heterogeneous beliefs:Evidence from the stock market in China. 2022 International Review of Economics and Finance. 79 540-550

29. Hunt, B. Oil price shocks and the US stagflation of the 1970s: Some insights from GEM. 2006 Energy. 27 61-80

30. Jones, C.M. ; Kaul, G. Oil and the stock markets. 1996 The Journal of Finance. 51 463-491

31. Kang, W.S. ; Ratti, R.A. Oil shocks, policy uncertainty and stock market return. 2013 Journal of International Financial Markets, Institutions and Money. 26 305-318

32. Kaushik, N. Do global oil price shocks affect Indian metal market?. 2018 Energy and Environment. 29 891-904
    Paper not yet in RePEc: Add citation now
    

33. Kilian, L. Not all oil price shocks are alike: Disentangling demand and supply shocks in the crude oil market. 2009 American Economic Review. 99 1053-1069

34. Kilian, L. ; Park, C. The impact of oil price shocks on the US stock market. 2009 International Economic Review. 50 1267-1287
    Paper not yet in RePEc: Add citation now
    

35. Kim, W.J. ; Hammoudeh, S. ; Hyun, J.S. Oil price shocks and China’s economy: Reactions of the monetary policy to oil price shocks. 2017 Energy Economics. 62 61-69

36. Lee, K. ; Ni, S. On the dynamic effects of oil price shocks: A study using industry level data. 2002 Journal of Monetary Economics. 49 823-852

37. Li, C.C. ; Wang, Y.D. ; Wu, C.F. Oil implied volatility and expected stock returns along the worldwide supply chain. 2022 Energy Economics. 10632 -

38. Liao, J.H. ; Zhu, X.H. ; Chen, J.Y. Dynamic spillovers across oil, gold and stock markets in the presence of major public health emergencies. 2021 International Review of Financial Analysis. 77 -

39. Lin, B. ; Su, T. The linkages between oil market uncertainty and Islamic stock markets: Evidence from quantile-on-quantile approach. 2020 Energy Economics. 88 -

40. Lin, J. ; Xiao, H. ; Chai, J. Dynamic effects and driving intermediations of oil price shocks on major economies. 2023 Energy Economics. 124 -

41. Liu, F. ; Xu, J. ; Ai, C.R. Heterogeneous impacts of oil prices on China's stock market: Based on a new decomposition method. 2023 Energy. 268 -

42. Ma, Y. A study on the estimation of the desirable range of cross-border capital flows in emerging economies. 2023 China Social Sciences Press:
    Paper not yet in RePEc: Add citation now
    

43. Moore, M.J. ; Cullen, U. Speculative efficiency on the London metal exchange. 1995 The Manchester School. 63 235-256

44. Ouyang, Z.S. ; Liu, M.T. ; Huang, S.S. ; Yao, T. Does the source of oil price shocks matter for the systemic risk?. 2023 Energy Economics. 109 -
    Paper not yet in RePEc: Add citation now
    

45. Ozkan, O. ; Haruna, R.A. ; Alola, A.A. ; Ghardallou, W. ; Usman, O. Investigating the nexus between economic complexity and energy-related environmental risks in the USA: Empirical evidence from a novel multivariate quantile-on-quantile regression. 2023 Structural Change and Economic Dynamics. 65 382-392

46. Plourde, A. ; Watkins, G.C. Crude oil prices between 1985 and 1994: How volatile in relation to other commodities?. 1998 Resources Energy Economics. 20 245-262

47. Rabeh, K. ; Umer, S. ; Mahdi, G. ; Sami, B. Investigating the spillovers between energy, food, and agricultural commodity markets: New insights from the quantile coherency approach. 2023 The Quarterly Review of Economics and Finance. 88 63-80
    Paper not yet in RePEc: Add citation now
    

48. Ready, R.C. Oil prices and the stock market. 2018 Review of Finance. 22 155-176

49. Sadorsky, P. The empirical relationship between energy futures prices and exchange rates. 2000 Energy Economics. 22 253-266

50. Sim, N. ; Zhou, H. Oil prices, US stock return, and the dependence between their quantiles. 2015 Journal of Banking and Finance. 55 1-8

51. Söderberg, M. ; Vesterberg, M. How demand uncertainty influences electricity network prices under revenue-cap regulation: The case of Sweden. 2023 Energy Economics. 127 -

52. Song, M.M. ; Zhang, H.L. ; Dong, Y. Transmission mechanism and effect of international nonferrous metal price fluctuation to China’s industrial chain: Based on a two-layer complex network model. 2023 Resources Science. 45 812-826
    Paper not yet in RePEc: Add citation now
    
53. Tan, X.F. ; Han, J. ; Yin, W.X. The effect of international oil price fluctuation based on disentangling shocks on Chinese industries: 1998-2015. 2015 China Industrial Economics. 12 51-66
    Paper not yet in RePEc: Add citation now
    

54. Tyner, W.E. The integration of energy and agricultural markets. 2010 Agricultural Economics. 41 193-201

55. Umar, Z. ; Jareo, F. ; Escribano, A. Oil price shocks and the return and volatility spillover between industrial and precious metals. 2021 Energy Economics. 99 -

56. Wei, Y. ; Bai, L. ; Li, X.F. Normal and extreme interactions among nonferrous metal futures: A new quantile-frequency connectedness approach. 2022 Finance Research Letters. 47 -

57. Wen, F.H. ; Zhang, M.Z. ; Xiao, J.H. ; Yin, H. The impact of oil price structural shocks on Chinese stock market returns based on a new decomposition method. 2022 Systems Engineering-Theory and Prctices. 42 2071-2086
    Paper not yet in RePEc: Add citation now
    

58. Wirl, F. Why do oil prices jump (or fall)?. 2008 Energy Policy. 36 1029-1043

59. Xie, Q. ; Sun, Q. ; Liu, J. Local weighted composite quantile estimation and smoothing parameter selection for nonparametric derivative function. 2020 Econometric Reviews. 39 215-233

60. Xie, Q. ; Tang, G. Do market conditions interfere with the transmission of uncertainty from oil market to stock market? Evidence from a modified quantile-on-quantile approach. 2022 Energy Economics. 114 -

61. Xing, X. ; Liu, Y. ; Zhu, Y. ; Deng, J. The impact of climate policy uncertainty on China’s green energy and non-ferrous metals market co-movement: Evidence from spillover perspectives. 2024 Journal of Environmental Management. 367 -
    Paper not yet in RePEc: Add citation now
    
62. Yagya, M. ; Ghosh, S. ; Kanjilal, K. ; Dutta, A. ; Uddin, G.S. Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes. 2021 Energy. 202 1-14
    Paper not yet in RePEc: Add citation now
    

63. Yang, H. ; Ferrer, R. Explosive behavior in the Chinese stock market: A sectoral analysis. 2023 Pacific-Basin Finance Journal. 81 -

64. Zhang, C.G. ; Tu, X.H. The effect of global oil price shocks on China’s metal markets. 2016 Energy Policy. 90 131-139

65. Zhang, Y.J. ; Sun, Y.F. The dynamic volatility spillover between European carbon trading market and fossil energy market. 2016 Journal of Cleaner Production. 112 2654-2663
    Paper not yet in RePEc: Add citation now
    

66. Zhong, M. ; He, R. ; Chen, J. ; Huang, J. Time-varying effects of international nonferrous metal price shocks on China’s industrial economy. 2019 Physical A: Statistical Mechanics and its Applications. 528 -

67. Zhu, H.M. ; Guo, Y.W. ; You, W.H. ; Xu, Y.Q. The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from a quantile regression approach. 2016 Energy Economics. 55 30-41

68. Zhu, X.H. ; Zhang, H.W. ; Zhong, R.M. Volatility forecasting in Chinese nonferrous metals futures market. 2017 Transactions of Nonferrous Metals Society of China. 27 1206-1214
    Paper not yet in RePEc: Add citation now
    

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

   Full description at Econpapers || Download paper

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.
   In: Advances in Management and Applied Economics.
   RePEc:spt:admaec:v:11:y:2021:i:3:f:11_3_3.

   Full description at Econpapers || Download paper

3. Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach. (2021). GUPTA, RANGAN ; Gabauer, David ; Cunado, Juncal.
   In: Working Papers.
   RePEc:pre:wpaper:202180.

   Full description at Econpapers || Download paper

4. Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach. (2021). Tiwari, Aviral ; Raheem, Ibrahim ; Hille, Erik.
   In: MPRA Paper.
   RePEc:pra:mprapa:106684.

   Full description at Econpapers || Download paper

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.
   In: Mathematics.
   RePEc:gam:jmathe:v:9:y:2021:i:4:p:441-:d:504241.

   Full description at Econpapers || Download paper

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.
   In: Energies.
   RePEc:gam:jeners:v:14:y:2021:i:19:p:6099-:d:642541.

   Full description at Econpapers || Download paper

7. Multiscale information transmission between commodity markets: An EMD-Based transfer entropy network. (2021). Li, jianping ; Sun, Xiaolei ; Wang, Jun ; Chen, Jianming ; Liu, Chang.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920302002.

   Full description at Econpapers || Download paper

8. The impacts of oil price shocks and jumps on Chinas nonferrous metal markets. (2021). Tang, Mengying ; Liu, Feng ; Zhang, Chuanguo.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002397.

   Full description at Econpapers || Download paper

9. Oil-gold nexus: Evidence from regime switching-quantile regression approach. (2021). Mokni, Khaled ; Youssef, Manel.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002270.

   Full description at Econpapers || Download paper

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.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001616.

    Full description at Econpapers || Download paper

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.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100115x.

    Full description at Econpapers || Download paper

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.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000660.

    Full description at Econpapers || Download paper

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.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309958.

    Full description at Econpapers || Download paper

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.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309296.

    Full description at Econpapers || Download paper

15. Economic policy uncertainty and the volatility connectedness between oil shocks and metal market: An extension. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Khan, Muhammad A.
    In: International Economics.
    RePEc:eee:inteco:v:167:y:2021:i:c:p:136-150.

    Full description at Econpapers || Download paper

16. Oil price shocks and the return and volatility spillover between industrial and precious metals. (2021). Umar, Zaghum ; Jareño, Francisco ; Jareo, Francisco ; Escribano, Ana.
    In: Energy Economics.
    RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001961.

    Full description at Econpapers || Download paper

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.
    In: Energy Economics.
    RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304011.

    Full description at Econpapers || Download paper

18. Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China. (2021). Huo, Rui ; Ahmed, Abdullahi D.
    In: Energy Economics.
    RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988320300803.

    Full description at Econpapers || Download paper

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.
    In: Energy Economics.
    RePEc:eee:eneeco:v:104:y:2021:i:c:s014098832100517x.

    Full description at Econpapers || Download paper

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.
    In: African Development Review.
    RePEc:bla:afrdev:v:33:y:2021:i:s1:p:s102-s113.

    Full description at Econpapers || Download paper

21. Price Volatility, the Maturity Effect, and Global Oil Prices: Evidence from Chinese Commodity Futures Markets. (2020). Gao, Jin ; Chen, Jihui.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:44:y:2020:i:4:d:10.1007_s12197-019-09497-1.

    Full description at Econpapers || Download paper

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.
    In: MPRA Paper.
    RePEc:pra:mprapa:107544.

    Full description at Econpapers || Download paper

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.
    In: Working Papers.
    RePEc:exs:wpaper:20/101.

    Full description at Econpapers || Download paper

24. Dependency, centrality and dynamic networks for international commodity futures prices. (2020). Zhang, Dayong ; Ji, Qiang ; Zhao, Wan-Li ; Wu, Fei.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:67:y:2020:i:c:p:118-132.

    Full description at Econpapers || Download paper

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.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308631.

    Full description at Econpapers || Download paper

26. Dynamic volatility spillovers among bulk mineral commodities: A network method. (2020). Gao, Xiangyun ; An, Sufang ; Liu, Siyao ; Sun, Qingru ; Jia, Nanfei.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719309419.

    Full description at Econpapers || Download paper

27. Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks. (2020). Salisu, Afees ; Adediran, Idris.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719309377.

    Full description at Econpapers || Download paper

28. The financialization of Chinese commodity markets. (2020). Yang, Baochen ; Su, Yunpeng ; Pu, Yingjian.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319307512.

    Full description at Econpapers || Download paper

29. Risk spillover effects from global crude oil market to China’s commodity sectors. (2020). Jiang, Yonghong ; Meng, Juan ; Nie, HE ; Mo, Bin.
    In: Energy.
    RePEc:eee:energy:v:202:y:2020:i:c:s0360544220303157.

    Full description at Econpapers || Download paper

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.
    In: Energy Economics.
    RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303615.

    Full description at Econpapers || Download paper

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.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300589.

    Full description at Econpapers || Download paper

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.
    In: Working Papers of the African Governance and Development Institute..
    RePEc:agd:wpaper:20/101.

    Full description at Econpapers || Download paper

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.
    In: Research Africa Network Working Papers.
    RePEc:abh:wpaper:20/101.

    Full description at Econpapers || Download paper

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.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:17:p:4796-:d:263503.

    Full description at Econpapers || Download paper

35. Modeling the Relationship between Crude Oil and Agricultural Commodity Prices. (2019). Vu, Tan ; Vo, Duc.
    In: Energies.
    RePEc:gam:jeners:v:12:y:2019:i:7:p:1344-:d:220919.

    Full description at Econpapers || Download paper

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.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:588-601.

    Full description at Econpapers || Download paper

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.
    In: Energy.
    RePEc:eee:energy:v:166:y:2019:i:c:p:577-586.

    Full description at Econpapers || Download paper

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.
    In: Energy Economics.
    RePEc:eee:eneeco:v:84:y:2019:i:c:s014098831930338x.

    Full description at Econpapers || Download paper

39. On the relation between global food and crude oil prices: An empirical investigation in a nonlinear framework. (2019). Cao, Yan ; Cheng, Sheng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:81:y:2019:i:c:p:422-432.

    Full description at Econpapers || Download paper

40. In search of attention in agricultural commodity markets. (2019). Rajcaniova, Miroslava ; Pokrivcak, Jan ; Ciaian, Pavel ; Mieka, Toma ; Rajaniova, Miroslava ; Pokrivak, Jan.
    In: Economics Letters.
    RePEc:eee:ecolet:v:184:y:2019:i:c:s0165176519303337.

    Full description at Econpapers || Download paper

41. Correlation dynamics of crude oil with agricultural commodities: A comparison between energy and food crops. (2019). Mitra, Subrata K ; Pal, Debdatta.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:82:y:2019:i:c:p:453-466.

    Full description at Econpapers || Download paper

42. Modelling the Relationship between Crude Oil and Agricultural Commodity Prices. (2018). Vu, Tan ; Vo, Duc.
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:115608.

    Full description at Econpapers || Download paper

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.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:58:y:2018:i:c:p:77-89.

    Full description at Econpapers || Download paper

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.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:45:y:2018:i:c:p:83-100.

    Full description at Econpapers || Download paper

45. Does Agricultural Commodity Price Co-move with Oil Price in the Time-Frequency Space? Evidence from the Republic of Korea. (2018). Meng, Xiangcai.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2018-04-16.

    Full description at Econpapers || Download paper

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.
    In: EcoMod2017.
    RePEc:ekd:010027:10378.

    Full description at Econpapers || Download paper

47. The synchronized and exceptional price performance of oil and gold: Explanations and prospects. (2017). Aguilera, Roberto F ; Radetzki, Marian.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:54:y:2017:i:c:p:81-87.

    Full description at Econpapers || Download paper

48. Noncausality and the commodity currency hypothesis. (2017). Nyberg, Henri ; Lof, Matthijs.
    In: Energy Economics.
    RePEc:eee:eneeco:v:65:y:2017:i:c:p:424-433.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

50. MACROECONOMIC IMPACTS OF OIL PRICE SHOCKS: AN EMPIRICAL ANALYSIS BASED ON THE SVAR MODELS. (2017). Zerrin, Kilicarslan ; Yasemin, Dumrul.
    In: Revista Economica.
    RePEc:blg:reveco:v:69:y:2017:i:5:p:55-72.

    Full description at Econpapers || Download paper

Report date: 2025-09-29 19:52:22 || Missing content? Let us know