1. Extreme spillovers among green finance, energy, and energy metals markets in China: Evidence under the dilemma of energy transition. (2025). Lin, Boqiang ; Zhang, Zongyou.
   In: Renewable Energy.
   RePEc:eee:renene:v:241:y:2025:i:c:s0960148125000655.

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2. Impact of oil prices on key energy mineral prices: Fresh evidence from quantile and wavelet approaches. (2025). Yoon, Seong-Min ; Jiang, Zhuhua ; Dong, Xiyong.
   In: Energy Economics.
   RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002853.

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3. Which uncertainty measure better predicts gold prices? New evidence from a CNN-LSTM approach. (2025). Ren, Yinghua ; You, Wanhai ; Chen, Jianyong ; Xie, Haoqi.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000154.

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4. Stocks, Gold and Crude Oil: How Valuable are Volatility and Correlation Timing?. (2024). Zagaglia, Paolo.
   In: Journal of Applied Finance & Banking.
   RePEc:spt:apfiba:v:14:y:2024:i:6:f:14_6_5.

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5. Forecasting gold price with the XGBoost algorithm and SHAP interaction values. (2024). ben Jabeur, Sami ; Viviani, Jean-Laurent ; Mefteh-Wali, Salma.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04187-w.

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6. Connectedness and risk spillovers between crude oil and clean energy stock markets. (2024). Destek, Mehmet ; Çevik, Emrah ; Cergibozan, Raif ; Dibooglu, Sel ; Cevik, Emrah I ; Bugan, Mehmet Fatih.
   In: Energy & Environment.
   RePEc:sae:engenv:v:35:y:2024:i:7:p:3319-3339.

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7. Enhancing the exploitation of natural resources for green energy: An application of LSTM-based meta-model for aluminum prices forecasting. (2024). Fissha, Yewuhalashet ; Hosseini, Shahab ; Esangbedo, Moses Olabhele ; Sazid, Mohammed ; Abbas, Hawraa H ; Taiwo, Blessing Olamide.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003817.

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8. Is copper a safe haven for oil?. (2024). Song, Xin Yue ; Lobon, Oana-Ramona ; Qin, Meng ; Su, Chi Wei.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002642.

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9. The potency of time series outliers in volatile models: An empirical analysis of fintech, and mineral resources. (2024). Yaqoob, Tanzeela ; Maqsood, Arfa.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000333.

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10. Asymmetric impact of oil structural shocks on non-ferrous metals supply chains: A groundbreaking multidimensional quantile-on-quantile regression. (2024). Wang, Hongtao ; Jia, Nanfei ; Jiang, Yinghui ; Xie, Qichang.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005398.

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11. Contagion Between Gold and other Commodity Goods using Bayesian Multivariate Quantile_On_Quantile Approach. (2023). Lu, Yang-Cheng ; Chang, Tsangyao.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2023:i:2:p:21-35.

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12. Roling-window bounds testing approach to analyze the relationship between oil prices and metal prices. (2023). Shahbaz, Muhammad ; Mubarak, Muhammad Shujaat ; Ul, Asad.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:87:y:2023:i:c:p:388-395.

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13. Casting shadows on natural resource commodity markets: Unraveling the quantile dilemma of gold and crude oil prices. (2023). Soytas, Ugur ; Ahmad, Najid ; Luqman, Muhammad ; Mugheri, Adil.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009807.

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14. Super learner ensemble model: A novel approach for predicting monthly copper price in future. (2023). Hosseini, Shahab ; Chen, Qinyang ; Zhao, Jue ; Armaghani, Danial Jahed.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006141.

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15. How does US tariff policy affect the relationship among crude oil, the US dollar and metal markets?. (2023). Zolfaghari, Mehdi.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005871.

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16. The impact of oil shocks from different sources on Chinas clean energy metal stocks: An analysis of spillover effects based on a time-varying perspective. (2023). Lin, Boqiang ; Guo, Yaoqi ; Zhang, Hongwei ; Shi, Fengyuan.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:81:y:2023:i:c:s030142072300065x.

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17. Heterogeneous impacts of oil prices on Chinas stock market: Based on a new decomposition method. (2023). Xu, Jie ; Liu, Feng ; Ai, Chunrong.
    In: Energy.
    RePEc:eee:energy:v:268:y:2023:i:c:s0360544223000385.

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18. The effects of a shock to critical minerals prices on the world oil price and inflation. (2023). Galkin, Phillip ; Considine, Jennifer ; Hatipoglu, Emre ; Aldayel, Abdullah.
    In: Energy Economics.
    RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323004322.

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19. Does clean energy matter? Revisiting the spillovers between energy and foreign exchange markets. (2022). Liu, Yang ; Qiao, Tongshuai ; Han, Liyan.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:42:y:2022:i:11:p:2068-2083.

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20. Connectedness and risk spillovers between crude oil and clean energy stock markets. (2022). Destek, Mehmet ; Çevik, Emrah ; Cergibozan, Raif ; Bugan, Mehmet Fatih ; Dibooglu, Sel.
    In: MPRA Paper.
    RePEc:pra:mprapa:117558.

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21. Do oil prices and economic policy uncertainty matter for precious metal returns? New insights from a TVP-VAR framework. (2022). Dong, Xuesong ; Zhong, Meirui ; Chen, Jinyu ; Huang, Jianbai.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:78:y:2022:i:c:p:433-445.

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22. Extreme return spillovers and connectedness between crude oil and precious metals futures markets: Implications for portfolio management. (2022). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Alomari, Mohammad.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005566.

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23. Examining the asymmetries between equity and commodity ETFs during COVID-19. (2022). Shahzad, Syed Jawad Hussain ; Peng, Zhe ; Hussain, Syed Jawad ; Karim, Sitara ; Naeem, Muhammad Abubakr ; Bouri, Elie.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004913.

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24. Medium- to long-term nickel price forecasting using LSTM and GRU networks. (2022). Bulu, Kurtulu ; Zor, Kasim ; Ozdemir, Ali Can.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003506.

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25. Asymmetric effects of non-ferrous metal price shocks on clean energy stocks: Evidence from a quantile-on-quantile method. (2022). Ren, Xiaohang ; Wang, Yilin ; Chen, Jinyu.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002446.

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26. Do precious metals hedge crude oil volatility jumps?. (2022). Bhatia, Vaneet ; Kumar, Surya Bhushan ; Basu, Sankarshan ; Das, Debojyoti.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002150.

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27. The asymmetric effects of oil price shocks and uncertainty on non-ferrous metal market: Based on quantile regression. (2022). Chen, Ying ; Zhu, Xuehong ; Li, Hailing.
    In: Energy.
    RePEc:eee:energy:v:246:y:2022:i:c:s0360544222002687.

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28. Extreme spillovers among fossil energy, clean energy, and metals markets: Evidence from a quantile-based analysis. (2022). Liang, Zhipeng ; Liu, Zhenhua ; Ding, Qian ; Chen, Jinyu.
    In: Energy Economics.
    RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000627.

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29. Dynamic volatility connectedness between industrial metal markets. (2022). Zhou, Zicheng ; Gong, XU ; Liu, Tangyong ; Xu, Jun.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001498.

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30. Effect of oil price uncertainty on clean energy metal stocks in China: Evidence from a nonparametric causality-in-quantiles approach. (2021). Zhu, Xuehong ; Shao, Liuguo ; Chen, Jinyu ; Zhang, Hua.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:73:y:2021:i:c:p:407-419.

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31. Modeling garch processes in base metals returns using panel data. (2021). Shachmurove, Yochanan ; Szczesny, Wiesaw ; Krawiec, Monika ; Karwaski, Marek ; Borkowski, Bolesaw.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004207.

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32. Energy, agriculture, and precious metals: Evidence from time-varying Granger causal relationships for both return and volatility. (2021). Mokni, Khaled ; Ajmi, Ahdi Noomen ; Shahzad, Farrukh ; Bouri, Elie.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003081.

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33. 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.

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34. Risk spillovers and diversification between oil and non-ferrous metals during bear and bull market states. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Ur, Mobeen.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100146x.

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35. 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.

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36. Time-varying effects of oil price shocks and economic policy uncertainty on the nonferrous metals industry: From the perspective of industrial security. (2021). Chen, Ying ; Zhu, Xuehong ; Liao, Jianhui.
    In: Energy Economics.
    RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000979.

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37. 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.

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38. Are there spillovers among Chinas pilots for carbon emission allowances trading?. (2021). Guo, Li-Yang ; Feng, Chao.
    In: Energy Economics.
    RePEc:eee:eneeco:v:103:y:2021:i:c:s014098832100445x.

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39. Price explosiveness in nonferrous metal futures markets. (2021). Xiong, Tao ; Ma, Richie Ruchuan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:94:y:2021:i:c:p:75-90.

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40. Oil Price Volatility Models during Coronavirus Crisis: Testing with Appropriate Models Using Further Univariate GARCH and Monte Carlo Simulation Models. (2021). Hadhek, Zouhaier ; Bouazizi, Tarek ; Lassoued, Mongi.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2021-01-35.

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41. Copula-based local dependence among energy, agriculture and metal commodities markets. (2020). Tiwari, Aviral ; Ji, Qiang ; Albulescu, Claudiu.
    In: Working Papers.
    RePEc:hal:wpaper:hal-02501815.

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42. Time-varying volatility spillovers between oil prices and precious metal prices. (2020). Esen, Omer ; Çevik, Emrah ; Cevik, Emrah Ismail ; Yildirim, Durmu Ari.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720303330.

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43. Dynamics and correlation of platinum-group metals spot prices. (2020). Bao, Dun.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301975.

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44. The impact of oil price on the clean energy metal prices: A multi-scale perspective. (2020). Shao, Liuguo ; Zhang, Hua.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719308657.

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45. Testing for multiple bubbles in the copper price: Periodically collapsing behavior. (2020). Wang, Xiao-Qing ; Tao, Ran ; Lobon, Oana-Ramona ; Moldovan, Nicoleta-Claudia ; Zhu, Haotian ; Su, Chi-Wei.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719301825.

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46. Improving multilayer perceptron neural network using chaotic grasshopper optimization algorithm to forecast iron ore price volatility. (2020). Jianhua, Zhang ; Alameer, Zakaria ; Elaziz, Mohamed Abd ; Ye, Haiwang ; Ewees, Ahmed A.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719300832.

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47. Heterogeneous dependence between crude oil price volatility and China’s agriculture commodity futures: Evidence from quantile-on-quantile regression. (2020). Ma, Xiang ; Huang, Rui ; Hau, Liya ; Zhu, Huiming.
    In: Energy.
    RePEc:eee:energy:v:213:y:2020:i:c:s0360544220318880.

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48. Impact of energy sector volatility on clean energy assets. (2020). Vo, Xuan Vinh ; Bouri, Elie ; Saeed, Tareq ; Dutta, Anupam.
    In: Energy.
    RePEc:eee:energy:v:212:y:2020:i:c:s0360544220317655.

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49. Copula-based local dependence among energy, agriculture and metal commodities markets. (2020). Tiwari, Aviral ; Ji, Qiang ; Albulescu, Claudiu.
    In: Energy.
    RePEc:eee:energy:v:202:y:2020:i:c:s0360544220308690.

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50. Volatility spillover of energy stocks in different periods and clusters based on structural break recognition and network method. (2020). Qi, Yajie ; Guo, Sui ; Lian, Peng ; Zhou, Jinsheng ; Sun, Bowen.
    In: Energy.
    RePEc:eee:energy:v:191:y:2020:i:c:s0360544219322807.

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51. Copula-based local dependence between energy, agriculture and metal commodity markets. (2020). Tiwari, Aviral ; Ji, Qiang ; Albulescu, Claudiu.
    In: Papers.
    RePEc:arx:papers:2003.04007.

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52. Exploring the time and frequency domain connectedness of oil prices and metal prices. (2019). Umar, Zaghum ; Tiwari, Aviral ; solarin, sakiru ; Nasreen, Samia.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420718304458.

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53. The nexus between the oil price and its volatility risk in a stochastic volatility in the mean model with time-varying parameters. (2019). Ozdemir, Zeynel ; Balcilar, Mehmet.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:61:y:2019:i:c:p:572-584.

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54. Identification of the daily seasonality in gold returns and volatilities: Evidence from Shanghai and London. (2019). Wang, Xinya ; Huang, Shupei ; Liu, Huifang.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:61:y:2019:i:c:p:522-531.

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55. Nonlinear relationships amongst the implied volatilities of crude oil and precious metals. (2019). Roubaud, David ; Bouri, Elie ; Dutta, Anupam.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:61:y:2019:i:c:p:473-478.

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56. Forecasting gold price fluctuations using improved multilayer perceptron neural network and whale optimization algorithm. (2019). Jianhua, Zhang ; Alameer, Zakaria ; Elaziz, Mohamed Abd ; Ye, Haiwang ; Ewees, Ahmed A.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:61:y:2019:i:c:p:250-260.

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57. Leverage effect in energy futures revisited. (2019). Carnero, M. Angeles ; Perez, Ana.
    In: Energy Economics.
    RePEc:eee:eneeco:v:82:y:2019:i:c:p:237-252.

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58. EMPIRICAL ANALYSIS OF THE RELATIONSHIP BETWEEN OIL AND PRECIOUS METALS MARKETS. (2018). Mokni, Khaled.
    In: Annals of Financial Economics (AFE).
    RePEc:wsi:afexxx:v:13:y:2018:i:01:n:s2010495218500033.

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59. Do global oil price shocks affect Indian metal market?. (2018). .
    In: Energy & Environment.
    RePEc:sae:engenv:v:29:y:2018:i:6:p:891-904.

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60. Learning from R&D outsourcing vs. learning by R&D outsourcing. (2018). Un, Annique C ; Rodrguez, Alicia.
    In: Technovation.
    RePEc:eee:techno:v:72-73:y:2018:i::p:24-33.

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61. Dynamic linkages among global oil market, agricultural raw material markets and metal markets: An application of wavelet and copula approaches. (2018). Jiang, Yonghong ; Lao, Jiashun ; Nie, HE ; Mo, Bin.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:508:y:2018:i:c:p:265-279.

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62. Impacts of oil volatility shocks on metal markets: A research note. (2018). Dutta, Anupam.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:55:y:2018:i:c:p:9-19.

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63. Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations?. (2017). Molnár, Peter ; Lyócsa, Štefan ; Lyocsa, Tefan ; Molnar, Peter ; Todorova, Neda.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:51:y:2017:i:c:p:228-247.

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64. Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity. (2017). Yarovaya, Larisa ; Wang, Shixuan ; Vigne, Samuel A ; Keung, Marco Chi.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:52:y:2017:i:c:p:316-332.

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65. The financial economics of white precious metals — A survey. (2017). Yarovaya, Larisa ; O'Connor, Fergal ; lucey, brian ; Vigne, Samuel A ; Oconnor, Fergal A.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:52:y:2017:i:c:p:292-308.

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66. Forecasting crude oil market volatility: can the Regime Switching GARCH model beat the single-regime GARCH models?. (2015). Zhang, Yue-Jun ; He, Ling-Yun ; Yao, Ting.
    In: Papers.
    RePEc:arx:papers:1512.01676.

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16. Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L. (2006). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Cuñado, Juncal ; Cuado, Juncal.
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21. Dynamic Linkages Between the Greater China Economic Area Stock Markets—Mainland China, Hong Kong, and Taiwan. (2005). Glascock, John ; Cheng, Hwahsin.
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22. Structural Breakpoints in Volatility in International Markets. (2005). Fernandez, Viviana.
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23. Stock Markets Turmoil: Worldwide Effects of Middle East Conflicts. (2005). Fernandez, Viviana.
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24. An Analysis of Political Changes on Nikkei 225 Stock Returns and Volatilities. (2005). Wang, Yi-Hsien ; Lin, Chin-Tsai.
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25. The Effects of Transition and Political Instability On Foreign Direct Investment Inflows: Central Europe and the Balkans. (2004). Yigit, Taner ; Kutan, Ali ; Brada, Josef.
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27. Modelling the linkages between the Australian and G7 stock markets: common stochastic trends and regime shifts. (2004). Smyth, Russell ; Narayan, Paresh.
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28. Financial Liberalization and Emerging Stock Market Volatility. (2004). Gómez Biscarri, Javier ; de Gracia, Prez F. ; J. Cuñado; J. Gómez, .
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31. Effects of Level Outliers on the Identification and Estimation of GARCH Models. (2004). Ruiz, Esther ; Carnero, M. Angeles ; Pereira, D..
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32. Stock Market Cycles, Financial Liberalization and Volatility. (2003). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Edwards, Sebastian.
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36. Inflation and output as predictors of stock returns and volatility: international evidence. (2003). Kutan, Ali ; Davis, Nicole.
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37. A contemporary analysis of Mexican stock market volatility. (2003). Spencer, Roger W. ; Gonzalez, Jorge G. ; Walz, Daniel T..
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38. Behaviour of cointegration tests in the presence of structural breaks in variance. (2003). Kim, Tae-Hwan ; Noh, Jaesun.
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39. Empirical evidence on the robustness of the weighted symmetric unit root test. (2003). Cook, Steven.
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40. Stock Market Cycles, Financial Liberalization and Volatility. (2003). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Edwards, Sebastian.
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42. Interest Rate Volatility and Nominalization. (2003). Fernandez, Viviana.
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43. Macroeconomic news and the returns of financial companies. (2002). Ewing, Bradley.
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44. Do Spanish Stock Market Prices Follow a Random Walk?. (2002). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Gil-Alana, Luis.
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45. Detecting multiple breaks in financial market volatility dynamics. (2002). Ghysels, Eric ; Andreou, Elena.
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46. Investor panic, IMF actions, and emerging stock market returns and volatility: A panel investigation. (2001). Kutan, Ali ; Hayo, Bernd.
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47. Investor Panic, IMF Actions, and Emerging Stock Market Returns and Volatility. (2001). Kutan, Ali ; Hayo, Bernd.
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48. Detecting Multiple Breaks in Financial Market Volatility Dynamics. (2001). Ghysels, Eric ; Andreou, Elena.
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49. Detecting Mutiple Breaks in Financial Market Volatility Dynamics. (2001). Ghysels, Eric ; Andreou, Elena.
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50. Accounting History Publications 1999. (2000). Anderson, Malcolm.
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