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2. Contemporaneous and noncontemporaneous idiosyncratic risk spillovers in commodity futures markets: A novel network topology approach. (2023). Zhang, XU ; Yang, Xian ; Hao, Jun ; Li, Jianping.
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17. Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event. (2023). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Oxley, Les ; Lang, Chunlin.
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19. Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Tiwari, Aviral ; Roudari, Soheil ; Asadi, Mehrad ; Roubaud, David.
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24. Does the SDR stabilize investing in commodities?. (2022). Xu, Yang ; Han, Liyan ; Jin, Jiayu.
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27. COVID-19 and China commodity price jump behavior: An information spillover and wavelet coherency analysis. (2022). Dai, Xingyu ; Wang, Qunwei ; Li, Matthew C ; Xiao, Ling.
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29. Spillovers and diversification benefits between oil futures and ASEAN stock markets. (2022). Vo, Xuan Vinh ; Mensi, Walid ; Ur, Mobeen.
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30. Volatility spillovers between Turkish energy stocks and fossil fuel energy commodities based on time and frequency domain approaches. (2022). Taspinar, Nigar ; Coskun, Merve.
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31. Return and volatility connectedness among commodity markets during major crises periods: Static and dynamic analyses with asymmetries. (2022). Awodumi, Olabanji ; Adeleke, Musefiu A ; Adewuyi, Adeolu O.
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32. Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network. (2022). Adekoya, Oluwasegun ; Rashidi, Muhammad Mahdi ; Doudkanlou, Mohammad Ghasemi ; Asl, Mahdi Ghaemi ; Dolatabadi, Ali.
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33. The Impact of the Infectious diseases and Commodity on Stock Markets. (2022). Liu, Wenhua ; Chen, Lin ; Min, Feng ; Wen, Fenghua.
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34. How do dynamic jumps in global crude oil prices impact Chinas industrial sector?. (2022). Mou, Xinjie ; Ye, Shuping ; Zhang, Chuanguo.
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35. Is the oil price a barometer of Chinas automobile market? From a wavelet-based quantile-on-quantile regression perspective. (2022). Xiao, Yidong ; Liu, LU ; Wang, Kai-Hua ; Su, Chi-Wei.
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36. Risk spillovers and time-varying links between international oil and China’s commodity futures markets: Fresh evidence from the higher-order moments. (2022). Maghyereh, Aktham ; Goh, Mark ; Cui, Jinxin ; Zou, Huiwen.
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37. Risk-adjusted investment performance of green and black portfolios and impact of toxic divestments in emerging markets. (2022). Nguyen, Pascal ; Rahat, Birjees.
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38. Financial stress and crude oil implied volatility: New evidence from continuous wavelet transformation framework. (2022). Basu, Sankarshan ; Das, Debojyoti ; Maitra, Debasish ; Dutta, Anupam.
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39. Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH copula quantile regression-based CoVaR model. (2022). Yoon, Seong-Min ; Alshater, Muneer ; Tian, Maoxi.
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40. The growth of oil futures in China: Evidence of market maturity through global crises. (2022). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Oxley, Les.
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41. Time-frequency connectedness and cross-quantile dependence between crude oil, Chinese commodity market, stock market and investor sentiment. (2022). Dai, Zhifeng ; Zhang, Xinhua ; Zhu, Junxin.
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42. Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness. (2022). Tiwari, Aviral ; Asadi, Mehrad ; Roubaud, David.
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43. Chinas energy stock market jumps: To what extent does the COVID-19 pandemic play a part?. (2022). Tong, Yuan ; Dai, Xingyu ; Bi, Xiaoyi ; Wang, Qunwei.
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44. Impact persistence of stock market risks in commodity markets: Evidence from China. (2021). Lu, Zheng ; Xiong, Xihan ; Cui, Tianxiang ; Ding, Shusheng ; Chen, Fan ; Yuan, Zhipan.
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45. Time and frequency dynamics of connectedness and hedging performance in global stock markets: Bitcoin versus conventional hedges. (2021). Guo, Yaoqi ; Wang, Peijin ; Zhang, Hongwei ; Yang, Cai.
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46. Network diffusion of international oil volatility risk in Chinas stock market: Quantile interconnectedness modelling and shock decomposition analysis. (2021). Xia, Xiao-Hua ; Li, Ziruo ; Huang, Jionghao.
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47. Volatility linkages between stock and commodity markets revisited: Industry perspective and portfolio implications. (2021). Wang, Yudong ; Wen, Danyan.
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48. Price and volatility spillovers between global equity, gold, and energy markets prior to and during the COVID-19 pandemic. (2021). Elgammal, Mohammed ; Ahmed, Walid ; Alshami, Abdullah.
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49. The effects of commodity financialization on commodity market volatility. (2021). Cui, Tianxiang ; Ding, Shusheng ; Du, Min ; Zheng, Dandan.
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50. Linkages between the international crude oil market and the Chinese stock market: A BEKK-GARCH-AFD approach. (2021). Qian, Tao ; Liu, Ranran ; Xie, Qiwei.
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