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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.
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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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