1. Interconnectedness among supply chain disruptions, energy crisis, and oil market volatility on economic resilience. (2025). Fu, Yuxi ; Yang, Shaopeng.
   In: Energy Economics.
   RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001136.

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2. Measuring persistent global economic factors with output, commodity price, and commodity currency data. (2024). Basistha, Arabinda ; Startz, Richard.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:43:y:2024:i:7:p:2860-2885.

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3. Constructing a high‐frequency World Economic Gauge using a mixed‐frequency dynamic factor model. (2024). Tsiaplias, Sarantis ; Zhou, Ruining ; Chua, Chew Lian.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:43:y:2024:i:6:p:2212-2227.

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4. Forecasting GDP growth: The economic impact of COVID‐19 pandemic. (2024). Vrontos, Spyridon D ; Galakis, John ; Panopoulou, Ekaterini.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:43:y:2024:i:4:p:1042-1086.

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5. The predictive power of commodity prices for future economic growth: Evaluating the role of economic development. (2024). Enilov, Martin.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3040-3062.

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6. Forecasting US GDP growth rates in a rich environment of macroeconomic data. (2024). Tao, Ying ; Zeng, Qing ; Lu, Fei ; Bouri, Elie.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004684.

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7. Volatility forecasting on Chinas oil futures: New evidence from interpretable ensemble boosting trees. (2024). lucey, brian ; Zhu, Yiying ; Feng, Lingbing ; Rao, Haicheng.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:92:y:2024:i:c:p:1595-1615.

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8. Analyzing the green bond index: A novel quantile-based high-dimensional approach. (2024). Ren, Xiaohang ; Jiang, Wenting ; Tao, Lizhu.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:96:y:2024:i:pb:s105752192400591x.

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9. Interpreting the effect of global economic risks on crude oil market: A supply-demand perspective. (2024). Pan, Zhigang ; Hong, Yanran ; Cao, Shijiao ; Xu, Pengfei.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005240.

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10. Can a boost in oil prices suspend the evolution of the green transportation market? Relationships between green indices and Brent oil. (2024). Kliber, Agata ; Eza, Pavel.
    In: Energy.
    RePEc:eee:energy:v:295:y:2024:i:c:s0360544224008090.

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11. Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Liu, Ying ; Wen, Long ; Song, Haiyan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622.

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12. Future directions in nowcasting economic activity: A systematic literature review. (2024). Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233.

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13. Measuring Persistent Global Economic Factors with Output, Commodity Price, and Commodity Currency Data. (2023). Basistha, Arabinda ; Startz, Richard.
    In: Working Papers.
    RePEc:wvu:wpaper:23-05.

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14. Time‐varying partial‐directed coherence approach to forecast global energy prices with stochastic volatility model. (2023). Nasir, Muhammad Ali ; Dhifaoui, Zouhaier ; ben Jabeur, Sami ; Khalfaoui, Rabeh.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:42:y:2023:i:8:p:2292-2306.

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15. Global economic uncertainty and the Chinese stock market: Assessing the impacts of global indicators. (2023). Zhang, Yueyan ; Bai, Jiancheng ; Cui, Can.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000752.

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16. Understanding the global drivers of inflation: How important are oil prices?11We would like to thank Xuguang Simon Sheng, Guest Editor, and two anonymous reviewers for their detailed feedback. We also thank Zidong An, Carlos Arteta, Menzie Chinn, Kevin Clinton, Zolt Darvas, Alistair Dieppe, Laurent Ferrara, Graham Hacche, David Hendry, Gene Kindberg-Hanlon, Wee Chian Koh, Catherine Kyrtsou, David Papell, Xuguang Simon Sheng, Koji Takahashi, Christopher Towe, Kozo Ueda, Lei Sandy Ye, Kamil Yilmaz, and several seminar and conference participants for their helpful comments on earlier versions of this paper. Heqing Zhao provided excellent research assistance. We gratefully acknowledge support from World Bank PHRD and KCP Funds. The findings, interpretations and conclusions expressed in this paper are those of the authors and should not be attributed to the World Bank, its Executive Directors, or the countries they represent.. (2023). YILMAZKUDAY, HAKAN ; Ohnsorge, Franziska ; Kose, Ayhan ; Ha, Jongrim.
    In: Energy Economics.
    RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005947.

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17. Nowcasting industrial production using linear and non-linear models of electricity demand. (2023). Galdi, Giulio ; Casarin, Roberto ; Ravazzolo, Francesco ; Ferrari, Davide ; Fezzi, Carlo.
    In: Energy Economics.
    RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005042.

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18. Modeling global real economic activity: Evidence from variable selection across quantiles. (2022). Stolbov, Mikhail ; Shchepeleva, Maria.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:25:y:2022:i:c:s1703494921000438.

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19. House prices, collateral effects and sectoral output dynamics in emerging market economies. (2022). Gumus, Inci ; Bahadir, Berrak.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:129:y:2022:i:c:s0261560622001279.

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20. Oil price volatility predictability based on global economic conditions. (2022). Guo, Yangli ; Lai, Xiaodong ; Li, Haibo ; Ma, Feng.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001569.

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21. Extreme price co-movement of commodity futures and industrial production growth: An empirical evaluation. (2022). Xie, Yuxin ; Wen, Xiaoqian ; Pantelous, Athanasios A.
    In: Energy Economics.
    RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000950.

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22. Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions. (2022). Zhong, Juandan ; Wang, Jiqian ; Ma, Feng ; Bouri, Elie.
    In: Energy Economics.
    RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000846.

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23. Nowcasting South African gross domestic product using a suite of statistical models. (2021). Steenkamp, Daan ; Botha, Byron ; Olds, Tim ; van Jaarsveld, Rossouw ; Reid, Geordie.
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:89:y:2021:i:4:p:526-554.

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24. Estimates of Quarterly and Monthly Episodes of Global Recessions: Evidence from Markov-switching Dynamic Factor Models. (). Basistha, Arabinda.
    In: Working Papers.
    RePEc:wvu:wpaper:24-07.

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1. Unveiling the dance of commodity prices and the global financial cycle. (2024). Petrella, Ivan ; Juvenal, Luciana.
   In: Journal of International Economics.
   RePEc:eee:inecon:v:150:y:2024:i:c:s0022199624000370.

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2. Commodity momentum decomposition. (2023). Sakemoto, Ryuta ; Iwanaga, Yasuhiro.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:43:y:2023:i:2:p:198-216.

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3. Do terms of trade affect economic growth? Robust evidence from India. (2023). Singh, Tarlok.
   In: Economics of Transition and Institutional Change.
   RePEc:wly:ectrin:v:31:y:2023:i:2:p:491-521.

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4. How do countries deal with global uncertainty? Domestic ability to absorb shock through the lens of the economic complexity and export diversification. (2023). Nguyen, Canh ; Schinckus, Christophe.
   In: Quality & Quantity: International Journal of Methodology.
   RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01478-7.

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5. Understanding Commodity Investments: Factor Analysis and Bibliometric Findings. (2023). Mirea, Marioara ; Munteanu, Ionela.
   In: Ovidius University Annals, Economic Sciences Series.
   RePEc:ovi:oviste:v:xxiii:y:2023:i:1:p:438-443.

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6. Connectedness between Pakistan’s Stock Markets with Global Factors: An Application of Quantile VAR Network Model. (2023). Alonazi, Wadi B ; Zaidi, Syeda Beena ; Khan, Shabeer ; Rehman, Mohd Ziaur ; Noman, Abul Ala.
   In: Mathematics.
   RePEc:gam:jmathe:v:11:y:2023:i:19:p:4177-:d:1254210.

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7. Cointegration between high base metals prices and backwardation: Getting ready for the metals super-cycle. (2023). Labeaga, Jose ; Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001216.

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8. Dynamic comovement and extreme risk spillovers between international crude oil and Chinas non-ferrous metal futures market. (2023). Zhang, Tianding ; Zeng, Song.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722007061.

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9. Global supply chain pressure and commodity markets: Evidence from multiple wavelet and quantile connectedness analyses. (2023). Yarovaya, Larisa ; Gözgör, Giray ; Khalfaoui, Rabeh ; Gozgor, Giray.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001642.

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10. Common Drivers of Commodity Futures?. (2022). Walther, Thomas ; Nguyen, Duc Khuong ; Klein, Tony ; Dudda, Tom L.
    In: QBS Working Paper Series.
    RePEc:zbw:qmsrps:202205.

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11. Common factors of commodity prices. (2022). Giannone, Domenico ; Ferrara, Laurent ; Delle Chiaie, Simona.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:37:y:2022:i:3:p:461-476.

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12. Common Drivers of Commodity Futures?. (2022). Walther, Thomas ; Nguyen, Duc Khuong ; Klein, Tony ; Dudda, Tom.
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    RePEc:use:tkiwps:2207.

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13. Forecasting oil Prices: can large BVARs help?. (2022). Zhang, BO ; Nguyen, B H.
    In: Working Papers.
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14. World Commodity Prices and Economic Activity in Advanced and Emerging Economies. (2022). Serletis, Apostolos ; Liu, Jinan.
    In: Open Economies Review.
    RePEc:kap:openec:v:33:y:2022:i:2:d:10.1007_s11079-021-09632-8.

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15. Copper price forecasted by hybrid neural network with Bayesian Optimization and wavelet transform. (2022). Liu, Kailei ; Cheng, Jinhua ; Yi, Jiahui.
    In: Resources Policy.
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16. Modeling global real economic activity: Evidence from variable selection across quantiles. (2022). Stolbov, Mikhail ; Shchepeleva, Maria.
    In: The Journal of Economic Asymmetries.
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17. Common factors and the dynamics of cereal prices. A forecasting perspective. (2022). Rubaszek, Michał ; Paccagnini, Alessia ; Kwas, Marek.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851321000738.

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18. Forecasting: theory and practice. (2022). Thomakos, Dimitrios ; Shang, Han Lin ; Sermpinis, Georgios ; Rubaszek, Michał ; Reade, J ; Paccagnini, Alessia ; Martinez, Andrew ; Li, Feng ; Hendry, David ; Guidolin, Massimo ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Babai, Mohamed Zied ; Assimakopoulos, Vassilios ; Pedregal, Diego J ; Trapero, Juan Ramon ; Meeran, Sheik ; Koehler, Anne B ; Guseo, Renato ; Gunter, Ulrich ; Barrow, Devon K ; Pavia, Jose M ; de Baets, Shari ; Talagala, Priyanga Dilini ; Januschowski, Tim ; Frazier, David T ; Jeon, Jooyoung ; Hollyman, Ross ; Panagiotelis, Anastasios ; Petropoulos, Fotios ; Gilliland, Michael ; Thorarinsdottir, Thordis ; Boylan, John E ; Winkler, Robert L ; Yusupova, Alisa ; Ziel, Florian ; Pinson, Pierre ; Rapach, David E ; Ellison, Joanne ; Bessa, Ricardo J ; Dokumentov, Alexander ; Cyrino, Fernando Luiz ; Modis, Theodore ; Apiletti, Daniele ; Browell, Jethro ; Goodwin, Paul ; Kang, Yanfei ; Pedio, Manuela ; Kolassa, Stephan ; Carnevale, Claudio ; Ramos, Patricia ; Grushka-Cockayne, Yael ; Todini, Ezio ; Makridakis, Spyros ; Cordeiro, Clara ; Cirillo, Pasquale ; Wang, Xiaoqian ; Spiliotis, Evangelos ; Tashman, Len ; ben Taieb, Souhaib ; Bergmeir, Christoph ; Bijak, Jakub ; Kourentzes, Nikolaos ; Guo, Xiaojia ; Nikolopoulos, Konstantinos ; Leva, Sonia ; Rostami-Tabar, Bahman ; Panapakidis, Ioannis ; Harvey, Nigel ; Richmond, Victor ; Onkal, Dilek ; Litsiou, Konstantia ; Gonul, Sinan M ; Syntetos, Aris A.
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19. Oil price volatility predictability based on global economic conditions. (2022). Guo, Yangli ; Lai, Xiaodong ; Li, Haibo ; Ma, Feng.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001569.

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20. Unexpected economic growth and oil price shocks. (2022). Wang, Fangzhi ; Liao, Hua.
    In: Energy Economics.
    RePEc:eee:eneeco:v:116:y:2022:i:c:s014098832200559x.

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21. Efficient markets are more connected: An entropy-based analysis of the energy, industrial metal and financial markets. (2022). Wang, Xiaoyang.
    In: Energy Economics.
    RePEc:eee:eneeco:v:111:y:2022:i:c:s014098832200233x.

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22. Extreme price co-movement of commodity futures and industrial production growth: An empirical evaluation. (2022). Xie, Yuxin ; Wen, Xiaoqian ; Pantelous, Athanasios A.
    In: Energy Economics.
    RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000950.

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23. Forecasting equity returns: The role of commodity futures along the supply chain. (2021). Zhou, Chunyang ; Wu, Chongfeng ; Li, Chenchen.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:1:p:46-71.

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24. The dynamics of commodity return comovements. (2021). Prokopczuk, Marcel ; Wichmann, Robert ; Simen, Chardin Wese.
    In: Journal of Futures Markets.
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25. Predictability of Aggregated Time Series. (2021). Snudden, Stephen ; Reinhard, Stephen Snudden.
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26. Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices. (2021). Lucchetti, Riccardo ; Casoli, Chiara.
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27. The price of crude oil and (conditional) out-of-sample predictability of world industrial production. (2021). Nonejad, Nima.
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28. Speculation and the informational efficiency of commodity futures markets. (2021). Bohl, Martin T ; Sulewski, Christoph ; Putz, Alexander.
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29. Speculation and informational efficiency in commodity futures markets. (2021). Bonnier, Jean-Baptiste.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:117:y:2021:i:c:s026156062100108x.

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30. GEA tracker: A daily indicator of global economic activity. (2021). Perez Quiros, Gabriel ; Perez-Quiros, Gabriel ; Diaz, Elena Maria.
    In: Journal of International Money and Finance.
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31. A comparison of monthly global indicators for forecasting growth. (2021). Guérin, Pierre ; Baumeister, Christiane ; Guerin, Pierre.
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32. Forecasting crude oil prices with DSGE models. (2021). Rubaszek, Michał.
    In: International Journal of Forecasting.
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33. Liquidity effects on price and return co-movements in commodity futures markets. (2021). Zhang, Yongmin ; Ding, Shusheng.
    In: International Review of Financial Analysis.
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34. Forecasting energy commodity prices: A large global dataset sparse approach. (2021). Vespignani, Joaquin ; Ravazzolo, Francesco ; Ferrari, Davide.
    In: Energy Economics.
    RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001730.

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35. Financialization, idiosyncratic information and commodity co-movements. (2021). Ji, Qiang ; Ma, Yan-Ran ; Pan, Jiaofeng ; Wu, Fei.
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36. The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis. (2021). Uddin, Gazi ; Szafranek, Karol ; Rubaszek, Michał.
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37. Investigating dynamic price co-movements in the international milk market using copulas: The role of trade agreements. (2021). Tsionas, Mike ; Rokopanos, Andreas ; Rezitis, Anthony.
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38. Terms-of-trade shocks are not all alike. (2021). Petrella, Ivan ; Di Pace, Federico ; Juvenal, Luciana.
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39. Inference in heavy-tailed non-stationary multivariate time series. (2021). Trapani, Lorenzo ; Cavaliere, Giuseppe ; Barigozzi, Matteo.
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40. Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices. (2021). Lucchetti, Riccardo (Jack) ; Casoli, Chiara.
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41. A Dynamic Analysis of Collusive Action: The Case of the World Copper Market, 1882-2016. (2020). Stuermer, Martin ; Rausser, Gordon.
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42. Global Flight-to-Safety Shocks. (2020). Ahmed, Rashad.
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43. A Comparison of Monthly Global Indicators for Forecasting Growth. (2020). Guérin, Pierre ; Baumeister, Christiane.
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44. Does the Commodity Super Cycle Matter?. (2020). Schmitt-Grohe, Stephanie ; FERNÁNDEZ MARTIN, ANDRÉS ; Uribe, Martin.
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45. Commodity price pass-through and inflation regimes. (2020). Lan, Hao ; Abbas, Syed.
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46. Global economic activity indexes revisited. (2020). Funashima, Yoshito.
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47. Does the Commodity Super Cycle Matter?. (2020). Schmitt-Grohe, Stephanie ; FERNÁNDEZ MARTIN, ANDRÉS ; Uribe, Martin ; Fernandez, Andres.
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48. A Comparison of Monthly Global Indicators for Forecasting Growth. (2020). Guérin, Pierre ; Baumeister, Christiane.
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49. Carry Trades and Commodity Risk Factors. (2017). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher.
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50. The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies.. (2015). Manera, Matteo ; Galeotti, Marzio ; Bastianin, Andrea.
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