1. Dynamic Interlinkages between the Twitter Uncertainty Index and the Green Bond Market: Evidence from the Covid-19 Pandemic and the Russian-Ukrainian Conflict. (2025). Polat, Onur ; Baar, Berna Doan ; Eki, Brahim Halil.
   In: Computational Economics.
   RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10666-6.

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2. Risk spillovers and diversification benefits between crude oil and agricultural commodity futures markets. (2025). Mensi, Walid ; Vo, Xuan Vinh ; Gemici, Eray ; Gk, Remzi ; Ur, Mobeen.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003726.

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3. Quantile time-frequency connectedness and portfolio diversification: A study of clean energy and metal markets. (2025). Zhou, Yuqin ; Wang, Jue ; Wu, Shan.
   In: Renewable Energy.
   RePEc:eee:renene:v:238:y:2025:i:c:s0960148124019852.

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4. Using metals to hedge carbon emission allowances – Tail-risk and Omega ratio analysis. (2025). Ivkov, Dejan ; Japundi, Milo ; Kuzman, Boris.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:100:y:2025:i:c:s0301420724008146.

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5. Intraday spillovers in high-order moments among main cryptocurrency markets: the role of uncertainty indexes. (2024). Kang, Sang Hoon ; Ko, Hee-Un ; Kumar, Anoop S ; Mensi, Walid.
   In: Eurasian Economic Review.
   RePEc:spr:eurase:v:14:y:2024:i:2:d:10.1007_s40822-024-00263-1.

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6. Extreme Connectedness Across Chinese Stock and Commodity Futures Markets. (2024). Mensi, Walid ; Roudari, Soheil ; Kang, Sang Hoon ; Al-Kharusi, Sami ; Ahmadian-Yazdi, Farzaneh.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924000928.

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7. Quantile dependence and portfolio management between oil, gold, silver, and MENA stock markets. (2024). Mishra, Tapas ; Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Ko, Hee-Un.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924000898.

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8. Return and volatility spillovers among oil price shocks and international green bond markets. (2024). Umar, Zaghum ; Abakah, Emmanuel ; Hadhri, Sinda ; Usman, Muhammad ; Aikins, Emmanuel Joel.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000461.

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9. Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets. (2024). Mishra, Sibanjan ; Kang, Sang Hoon ; Bhattacherjee, Purba.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:93:y:2024:i:pb:p:1176-1197.

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10. Frequency connectedness between DeFi and cryptocurrency markets. (2024). Mensi, Walid ; Kang, Sang Hoon ; Gubareva, Mariya.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:93:y:2024:i:c:p:12-27.

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11. Connectedness between green bonds, conventional bonds, oil, heating oil, natural gas, and petrol: new evidence during bear and bull market scenarios. (2024). Selmi, Refk ; Mensi, Walid ; Kang, Sang Hoon ; Al-Kharusi, Sami ; Belghouthi, Houssem Eddine.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002551.

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12. Tail risk spillover effects in commodity markets: A comparative study of crisis periods. (2024). Karim, Sitara ; Naeem, Muhammad Abubakr ; Hamouda, Foued.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000600.

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13. From turbulence to resilience: A bibliometric insight into the complex interactions between energy price volatility and green finance. (2024). Razi, Ummara ; Karim, Sitara.
    In: Energy.
    RePEc:eee:energy:v:304:y:2024:i:c:s0360544224017651.

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14. Extreme connectedness and network across financial assets and commodity futures markets. (2024). Kang, Sang Hoon ; Ozcelebi, Oguzhan.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:71:y:2024:i:c:s106294082400024x.

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15. Volatility interconnectedness among financial and geopolitical markets: Evidence from COVID-19 and Ukraine-Russia crises. (2024). Sahabuddin, Mohammad ; Hoque, Mohammad Enamul ; Bilgili, Faik.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:82:y:2024:i:c:p:303-320.

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16. TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes. (2024). Ertugrul, Hasan ; Polat, Onur ; Erturul, Hasan Murat ; Sakarya, Burhan ; Akgul, Ali.
    In: Applied Energy.
    RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018512.

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17. The Dynamic Correlation and Volatility Spillover among Green Bonds, Clean Energy Stock, and Fossil Fuel Market. (2023). Aruga, Kentaka ; Hu, YI ; Tang, Chaofeng.
    In: Sustainability.
    RePEc:gam:jsusta:v:15:y:2023:i:8:p:6586-:d:1122640.

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18. Geopolitical risk and commodity future returns: Fresh insights from dynamic copula conditional value-at-risk approach. (2023). ben Arfi, Wissal ; ben Jabeur, Sami ; Aloui, Riadh ; Rezgui, Hichem.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005846.

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19. Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic. (2023). Caporin, Massimiliano ; Khosravi, Reza ; Ghazani, Majid Mirzaee.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006006.

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20. Impacts of weather conditions on the US commodity markets systemic interdependence across multi-timescales. (2023). Lau, Chi Keung ; Dai, Xingyu ; Wang, Qunwei ; Zhang, Dongna ; Marco, Chi Keung.
    In: Energy Economics.
    RePEc:eee:eneeco:v:123:y:2023:i:c:s014098832300230x.

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21. Has China’s Carbon Emissions Trading Pilot Policy Improved Agricultural Green Total Factor Productivity?. (2022). Yu, Zhuohui ; Mao, Shiping ; Lin, Qingning.
    In: Agriculture.
    RePEc:gam:jagris:v:12:y:2022:i:9:p:1444-:d:912772.

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22. A regime-switching real-time copula GARCH model for optimal futures hedging. (2022). Lee, Chien-Chiang.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003453.

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23. Multidimensional risk spillovers among carbon, energy and nonferrous metals markets: Evidence from the quantile VAR network. (2022). Zhang, Zeyi ; Zhou, Yuqin ; Wu, Shan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004480.

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24. Making a Markowitz portfolio with agricultural commodity futures. (2022). Balaban, Suzana ; Joksimovi, Marijana ; Ivkov, Dejan.
    In: Agricultural Economics.
    RePEc:caa:jnlage:v:68:y:2022:i:6:id:78-2022-agricecon.

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1. Price contagion and risk spillover in the global commodities market: COVID-19 pandemic vs. global financial crisis. (2025). Kamal, Md Mostafa ; Roca, Eduardo ; Lin, Chen ; Reza, Rajibur.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:103:y:2025:i:c:s0301420725000959.

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2. The short- and long-run cyclical variation of the cross-asset nexus: Mixed-frequency evidence on financial and ‘financialised’ assets. (2025). Yfanti, Stavroula ; Wu, Jiaying ; Karanasos, Menelaos.
   In: Journal of Commodity Markets.
   RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000066.

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3. Hedge and safe haven role of commodities for the US and Chinese equity markets. (2024). Shahzad, Syed Jawad Hussain ; Naifar, Nader ; Hussain, Syed Jawad ; Mujtaba, Ghulam ; Siddique, Asima.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2381-2414.

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4. Dynamic connectedness between energy and agricultural commodities: insights from the COVID-19 pandemic and Russia–Ukraine conflict. (2024). Abdelmalek, Wafa ; Benlagha, Noureddine.
   In: Eurasian Economic Review.
   RePEc:spr:eurase:v:14:y:2024:i:3:d:10.1007_s40822-024-00279-7.

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5. Agricultural commodities market reaction to COVID-19. (2024). Iuga, Iulia ; Mudakkar, Syeda Rabab ; Dragolea, Larisa Loredana.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000801.

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6. Tail risk spillover network among green bond, energy and agricultural markets under extreme weather scenarios. (2024). Xue, Jianhao ; Dai, Xingyu ; Nghiem, Xuan-Hoa ; Zhang, Dongna ; Wang, Qunwei.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024006993.

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7. Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach. (2024). Ben Amar, Amine ; Bellalah, Makram ; Abricha, Amal.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:93:y:2024:i:c:p:229-246.

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8. The asymmetric impact of global economic policy uncertainty on international grain prices. (2023). Luo, Tianyuan ; Long, Shaobo ; Li, Jieyu.
   In: Journal of Commodity Markets.
   RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000307.

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9. Informational linkage and price discovery between Chinas futures and spot markets: Evidence from the US–China trade dispute. (2023). Tongurai, Jittima ; Chen, Xiangyu.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000527.

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10. Impacts of weather conditions on the US commodity markets systemic interdependence across multi-timescales. (2023). Lau, Chi Keung ; Dai, Xingyu ; Wang, Qunwei ; Zhang, Dongna ; Marco, Chi Keung.
    In: Energy Economics.
    RePEc:eee:eneeco:v:123:y:2023:i:c:s014098832300230x.

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11. Hedging pressure and liquidity provision in commodity options markets. (2022). Zhang, Tianyang.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:42:y:2022:i:7:p:1212-1233.

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12. Research on the Volatility of the Cotton Market under Different Term Structures: Perspective from Investor Attention. (2022). Wu, You ; Zhang, Yinpeng ; Zhou, Qingjie ; Zhu, Panpan.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:21:p:14389-:d:961941.

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13. The connectedness between natural resource commodities and stock market indices: Evidence from the Chinese economy. (2022). Fang, Ming ; Chang, Chiu-Lan.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002896.

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14. Spillovers and interdependency across base metals: Evidence from Chinas futures and spot markets. (2022). Tongurai, Jittima ; Chen, Xiangyu.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004876.

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15. The dynamics of commodity return comovements. (2021). Prokopczuk, Marcel ; Wichmann, Robert ; Simen, Chardin Wese.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:10:p:1597-1617.

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16. Price Transmission in Cotton Futures Market: Evidence from Three Countries. (2021). Soni, Tarun Kumar ; Singh, Amrinder.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:444-:d:635358.

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17. Multiscale spillovers, connectedness, and portfolio management among precious and industrial metals, energy, agriculture, and livestock futures. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003846.

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18. Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks. (2021). Výrost, Tomáš ; Sarwar, Suleman ; Baumohl, Eduard ; Vrost, Toma ; Khalfaoui, Rabeh.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003287.

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19. Dynamic frequency relationships and volatility spillovers in natural gas, crude oil, gas oil, gasoline, and heating oil markets: Implications for portfolio management. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Ur, Mobeen.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001860.

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20. The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels. (2021). Umar, Zaghum ; Teplova, Tamara ; Gubareva, Mariya.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001781.

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21. Robust Optimization-Based Commodity Portfolio Performance. (2020). Adhikari, Ramesh ; Putnam, Kyle J ; Panta, Humnath.
    In: IJFS.
    RePEc:gam:jijfss:v:8:y:2020:i:3:p:54-:d:409459.

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