1. Dependence of green energy markets on big data and other fourth industrial revolution technologies. (2024). Vigne, Samuel ; Urom, Christian ; Ndubuisi, Gideon ; Guesmi, Khaled ; Benkraiem, Ramzi.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001276.

   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 Econ.. 59 -

2. Antonakakis, N. ; Chatziantoniou, I. ; Gabauer, D. Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions. 2020 J. Risk Financ. Manag.. 13 84-

3. Antonakakis, N. ; Cunado, J. ; Filis, G. ; Gabauer, D. ; De Gracia, F.P. Oil volatility, oil and gas firms and portfolio diversification. 2018 Energy Econ.. 70 -

4. Arouri, M. ; Rault, C. Causal relationships between oil and stock prices: some new evidence from gulf oil-exporting countries. 2010 Econ. Int.. 122 -
   Paper not yet in RePEc: Add citation now
   
5. Asteriou, D. ; Dimitras, A. ; Lendewig, A. The influence of oil prices on stock market returns: empirical evidence from oil exporting and oil importing countries. 2013 Int. J. Bus. Manage.. 8 -
   Paper not yet in RePEc: Add citation now
   

6. Bai, Shuming ; Koong, Kai S. Oil prices, stock returns, and exchange rates: Empirical evidence from China and the United States. 2018 North Am. J. Econ. Finance. 44 12-33

7. Baruník, J. ; Křehlík, T. Measuring the frequency dynamics of financial connectedness and systemic risk. 2018 J. Financ. Econom.. 16 271-296

8. Basher, S.A. ; Haug, A.A. ; Sadorsky, P. Oil prices, stock returns and emerging stock markets. 2012 Energy Econ.. 34 -
   Paper not yet in RePEc: Add citation now
   
9. Bashir, M.F. Oil price shocks, stock market returns, and volatility spillovers: a bibliometric analysis and its implications. 2022 Environ. Sci. Pollut. Res.. 29 -
   Paper not yet in RePEc: Add citation now
   

10. Bastianin, A. ; Conti, F. ; Manera, M. The impacts of oil price shocks on stock market volatility: evidence from the G7 countries. 2016 Energy Policy. 98 -

11. Baumeister, C. ; Kilian, L. Forty years of oil price fluctuations: Why the price of oil may still surprise us. 2016 :

12. Benlagha, N. ; Karim, S. ; Abubakr Naeem, M. ; Lucey, S.A. ; Vigne, B. Risk connectedness between energy and stock markets: Evidence from oil importing and exporting countries. 2022 Energy Econ.. 115 -
    Paper not yet in RePEc: Add citation now
    

13. Bhuyan, R. ; Robbani, M. ; Talukder, B. Oil volatility spillover into oil dependent equity-sector stock returns: Evidence from major oil producing countries. 2021 Bull. Appl. Econ.. 8 149-

14. Bjornland, H.C. Oil price shocks and stock market booms in an oil exporting country. 2009 Scott. J. Political Econ.. 56 -

15. Bouri, E. A broadened causality in variance approach to assess the risk dynamics between crude oil prices and the Jordanian stock market. 2015 Energy Policy. 85 -

16. Brock, William A ; Dechert, W Davis ; Scheinkman, J ; LeBaron, B A Test for Independence Based Upon the Correlation Dimension. 1987 Department of Economics, University of Wisconsin, University of Houston, and the University of Chicago:
    Paper not yet in RePEc: Add citation now
    

17. Chang, C.L. ; McAleer, M. ; Tansuchat, R. Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets. 2010 Energy Econ.. 32 -

18. Chatziantoniou, I. ; Gabauer, D. EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness. 2021 Q. Rev. Econ. Finance. 79 1-14

19. Chatziantoniou, I. ; Gabauer, D. ; Gupta, R. Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach. 2023 Resour. Policy. 84 -

20. Chen, J. ; Zhang, J. Crude oil price shocks, volatility spillovers, and global systemic financial risk transmission mechanisms: Evidence from the stock and foreign exchange markets. 2023 Resour. Policy. 85 -

21. Chen, Y. Evaluating the influence of energy prices on tight oil supply with implications on the impacts of COVID-19. 2021 Resour. Policy. 73 -

22. Chkili, W. ; Aloui, C. ; Nguyen, D.K. Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter?. 2014 J. Int. Financ. Mark. Inst. Money. 33 -

23. Diebold, F.X. ; Liu, L. ; Yilmaz, K. Commodity connectedness. 2017 :

24. Diebold, F.X. ; Yilmaz, K. Better to give than to receive: Predictive directional measurement of volatility spillovers. 2012 Int. J. Forecast.. 28 57-66

25. Diebold, Francis X. ; Yılmaz, Kamil On the network topology of variance decompositions: Measuring the connectedness of financial firms. 2014 J. Econometrics. 182 119-134

26. Dildar, A. ; Bhutta, N.T. ; Kosar, J. Dynamic correlations between oil prices and the stock prices of food sector firms: Evidence from oil exporting-importing countries. 2023 J. Posit. Sch. Psychol.. 7 269-280
    Paper not yet in RePEc: Add citation now
    
27. Fasanya, I.O. ; Oyewole, O.J. ; Adekoya, O.B. ; Badaru, F.O. Oil price and stock market behaviour in GCC countries: Do asymmetries and structural breaks matter?. 2021 Energy Strategy Rev.. 36 -
    Paper not yet in RePEc: Add citation now
    

28. Ferrer, R. ; Shahzad, S.J.H. ; Lopez, R. ; Jareno, F. Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices. 2018 Energy Econ.. 76 -

29. Filis, G. ; Degiannakis, S. ; Floros, C. Dynamic correlation between stock market and oil prices: the case of oil-importing and oil-exporting countries. 2011 Int. Rev. Financ. Anal.. 20 -

30. Gabauer, D. Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system. 2021 J. Multinatl. Financ. Manag.. 60 -

31. Hanif, W. ; Teplova, T. ; Rodina, V. ; Alomari, M. ; Mensi, W. Volatility spillovers and frequency dependence between oil price shocks and green stock markets. 2023 Resour. Policy. 85 -

32. Huang, B.N. ; Hwang, M.J. ; Peng, H.P. The asymmetry of the impact of oil price shocks on economic activities: an application of the multivariate threshold model. 2005 Energy Econ.. 27 -

33. Huang, M. ; Shao, W. ; Wang, J. Correlations between the crude oil market and capital markets under the Russia–Ukraine conflict: A perspective of crude oil importing and exporting countries. 2023 Resour. Policy. 80 -

34. Huang, R.D. ; Masulis, R.W. ; Stoll, H.R. Energy shocks and financial markets: Introduction. 1996 J. Futures Mark.. 16 -

35. Jiang, Y. ; Tian, G. ; Mo, B. Spillover and quantile linkage between oil price shocks and stock returns: new evidence from G7 countries. 2020 Financ. Innov.. 6 -

36. Jiang, Z. ; Yoon, S.-M. Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis. 2020 Energy Econ.. 90 -

37. Jones, C.M. ; Kaul, G. Oil and the stock markets. 1996 J. Finance. 51 -

38. Junttila, J. ; Pesonen, J. ; Raatikainen, J. Commodity market based hedging against stock market risk in times of financial crisis: The case of crude oil and gold. 2018 J. Int. Financ. Mark. Inst. Money. 56 -

39. Kang, W. ; Ratti, R.A. ; Hwan Yoon, K. The impact of oil price shocks on the stock market return and volatility relationship. 2015 J. Int. Financ. Mark. Inst. Money. 34 -

40. Kaul, G. ; Seyhun, H.N. Relative price variability, real shocks, and the stock market. 1990 J. Finance. 45 -

41. Kilian, L. ; Park, C. The impact of oil price shocks on the US stock market. 2009 Internat. Econom. Rev.. 50 -

42. Kilian, Lutz The impact of the shale oil revolution on US oil and gasoline prices. 2016 Rev. Environ. Econ. Policy. -

43. Koop, G. ; Pesaran, M.H. ; Potter, S.M. Impulse response analysis in nonlinear multivariate models. 1996 J. Econometrics. 74 119-147

44. Le Thanh, H. Dynamic interlinkages between the crude oil and gold and stock during Russia-Ukraine war: evidence from an extended TVP-VAR analysis. 2023 Environ. Sci. Pollut. Res.. 30 23110-23123
    Paper not yet in RePEc: Add citation now
    

45. Lin, B. ; Su, T. The linkages between oil market uncertainty and islamic stock markets: evidence from quantile-on quantile approach. 2020 Energy Econ.. 88 -

46. Liu, B. ; Ma, B. ; Bashir, M.F. Mechanism design of multi-attribute reverse auction on margin bid. 2018 :
    Paper not yet in RePEc: Add citation now
    

47. Maghyereh, A.I. ; Awartani, B. ; Bouri, E. The directional volatility connectedness between crude oil and equity markets: new evidence from implied volatility indexes. 2016 Energy Econ.. 57 -

48. Mamipour, S. ; Yazdani, S. ; Sepehri, E. Examining the spillover effects of volatile oil prices on Iran’s stock market using wavelet-based multivariate GARCH model. 2022 J. Econ. Finance. 46 -

49. Mensi, W. ; Hammoudeh, S. ; Mohammad Wanas Al-Jarrah, I. ; Al-Yahyaee, K.H. ; Hoon Kang, S. Risk spillovers and hedging effectiveness between major commodities, and islamic and conventional GCC banks. 2019 J. Int. Financ. Mark. Inst. Money. 60 -

50. Mensi, W. ; Hammoudeh, S. ; Vinh Vo, X. ; Hoon Kang, S. Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries. 2021 J. Int. Financ. Mark. Inst. Money. 75 -

51. Ndubuisi, Gideon ; Urom, Christian Dependence and risk spillovers among clean cryptocurrencies prices and media environmental attention. 2023 Res. Int. Bus. Finance. 65 -

52. Pan, Z. ; Huang, X. ; Liu, L. ; Huang, J. Geopolitical uncertainty and crude oil volatility: Evidence from oil-importing and oil-exporting countries. 2023 Finance Res. Lett.. 52 -

53. Papapetrou, E. Oil price shocks, stock market, economic activity and employment in Greece. 2001 Energy Econ.. 23 -

54. Park, J. ; Ratti, R.A. Oil price shocks and stock markets in the US and 13 European countries. 2008 Energy Econ.. 30 -

55. Pesaran, H.H. ; Shin, Y. Generalized impulse response analysis in linear multivariate models. 1998 Econ. Lett.. 58 17-29

56. Prabheesh, K.P. ; Garg, B. ; Padhan, R. Time-varying dependence between stock markets and oil prices during COVID-19: The case of net oil-exporting countries. 2020 Econ. Bull.. 40 2408-2418

57. Reboredo, J.C. ; Rivera-Castro, M.A. Wavelet-based evidence of the impact of oil prices on stock returns. 2014 Int. Rev. Econ. Finance. 29 -

58. Sadorsky, P. Oil price shocks and stock market activity. 1999 Energy Econ.. 21 -

59. Stiassny, A. A spectral decomposition for structural VAR models. 1996 Empir. Econ.. 21 535-555

60. Syed, A. ; Mahmood, R. ; Mensi, W. ; Anik, K.I. ; Rahman, M. ; Kang, ; Hoon, S. The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence from the largest oil importers and exporters. 2022 Econ. Anal. Policy. 73 345-372

61. Tanin, T.I. ; Hasanov, A.S. ; Shaiban, M.S.M. ; Brooks, R. Risk transmission from the oil market to islamic and conventional banks in oil-exporting and oil-importing countries. 2022 Energy Econ.. 115 -

62. Urom, C. ; Mzoughi, H. ; Abid, I. ; Brahim, M. Green markets integration in different time scales: A regional analysis. 2021 Energy Econ.. 98 -

63. Urom, Christian ; Abid, Ilyes ; Guesmi, Khaled ; Chevallier, Julien Quantile spillovers and dependence between bitcoin, equities and strategic commodities. 2020 Econ. Model.. 93 230-258

64. Urom, Christian ; Guesmi, Khaled ; Abid, Ilyes ; Dagher, Leila Dynamic integration and transmission channels among interest rates and oil price shocks. 2021 Q. Rev. Econ. Finance. -
    Paper not yet in RePEc: Add citation now
    

65. Wang, Y. ; Wu, C. ; Yang, L. Oil price shocks and agricultural commodity prices. 2014 Energy Econ.. 44 -

66. Wang, Y. ; Wu, C. ; Yang, L. Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries. 2013 J. Comp. Econ.. 41 1220-1239

67. Whitcher, B. ; Schwarz, A.J. ; Barjat, H. ; Smart, S.C. ; Grundy, R.I. ; James, M.F. Wavelet-based cluster analysis: data-driven grouping of voxel time courses with application to perfusion-weighted and pharmacological MRI of the rat brain. 2005 NeuroImage. 24 281-295
    Paper not yet in RePEc: Add citation now
    

68. Youssef, M. ; Mokni, K. Herding behavior in stock markets of oil-importing and oil-exporting countries: the role of oil price. 2023 J. Asset Manag.. 24 44-58

69. Zhang, D. Oil shocks and stock markets revisited: measuring connectedness from a global perspective. 2017 Energy Econ.. 62 -

70. Zhang, Wenting ; Hamori, Shigeyuki Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany. 2021 Int. Rev. Financ. Anal.. 74 -

71. Zhu, H. ; Li, S. ; Huang, Z. Frequency domain quantile dependence and connectedness between crude oil and exchange rates: Evidence from oil-importing and exporting countries. 2023 Q. Rev. Econ. Finance. 90 -

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. 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.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002579.

   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: 2025-09-25 09:02:38 || Missing content? Let us know