1. Natural disaster shocks and commodity market volatility: A machine learning approach. (2025). Samitas, Aristeidis ; Mertzanis, Charilaos ; Kampouris, Ilias.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24003706.

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2. Geopolitical risk and uncertainty in energy markets: Evidence from wavelet-based methods. (2025). Vellucci, Pierluigi ; de Crescenzo, Ivan ; Mastroeni, Loretta ; Quaresima, Greta.
   In: Energy Economics.
   RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001045.

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3. Unveiling the gold-oil whirl amidst market uncertainty shocks in China. (2025). Luo, Fangyuan ; Li, Yanjiao.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002584.

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4. High–low volatility spillover network between economic policy uncertainty and commodity futures markets. (2024). Xiang, Youtao ; Borjigin, Sumuya.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:44:y:2024:i:8:p:1295-1319.

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5. The power of mineral: Shock of the global supply chain from resource nationalism. (2024). Xu, Deyi ; Liu, Jiangyi ; Zhu, Yongguang ; Dou, Shiquan.
   In: World Development.
   RePEc:eee:wdevel:v:184:y:2024:i:c:s0305750x24002286.

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6. Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR. (2024). Szafranek, Karol ; Szafraski, Grzegorz ; Leszczyska-Paczesna, Agnieszka.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:93:y:2024:i:pa:p:789-810.

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7. Exploring the ingredients, mixtures, and inclinations of geopolitical risk. (2024). Tamilselvan, M ; Kannadhasan, M ; Halder, Abhishek.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:90:y:2024:i:c:p:187-206.

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8. Normal and extreme impact and connectedness between fossil energy futures markets and uncertainties: Does El Niño-Southern Oscillation matter?. (2024). Wang, Zhuo ; Wei, YU ; Zhang, Yifeng.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:89:y:2024:i:pb:p:188-215.

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9. The influence of uncertainty on commodity futures returns and trading behaviour. (2024). Smales, Lee ; Laubsch, Joshua ; Vo, Duc.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001212.

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10. 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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11. Sectoral responses to economic policy uncertainty and geopolitical risk in the US stock market. (2024). Choi, Sun-Yong.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:76:y:2024:i:c:s1042444x24000392.

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12. The impact of uncertainty shocks on energy transition metal prices. (2024). Ugolini, Andrea ; Reboredo, Juan.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005282.

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13. The impact of geopolitical risk on strategic emerging minerals prices: Evidence from MODWT-based Granger causality test. (2024). Cao, Saisha ; Shao, Liuguo ; Zhang, Hua.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723010991.

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14. Blessings or curse: How do media climate change concerns affect commodity tail risk spillovers?. (2024). Pham, Linh ; Kamal, Javed Bin.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000266.

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15. Time-varying and multi-scale analysis of copper price influencing factors based on LASSO and EMD methods. (2024). Guo, Yaoqi ; Liu, Yanqiong ; Wei, Qing.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000072.

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16. Commodity returns co-movement, uncertainty shocks, and the US dollar exchange rate. (2024). Zhang, Chengsi ; Liao, Wenting ; Ma, Jun.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000433.

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17. Towards an era of multi-source uncertainty: A systematic and bibliometric analysis. (2024). Wang, Ziyi ; Geng, Yong ; Zhong, Yiran ; Tan, Xueping ; Zhao, Difei ; Vivian, Andrew.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003430.

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18. Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. (2024). Shahbaz, Muhammad ; Jiao, Zhilun ; Sheikh, Umaid A ; Tabash, Mosab I.
    In: Energy Economics.
    RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004407.

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19. Economic policy uncertainty, macroeconomic shocks, and systemic risk: Evidence from China. (2024). Lai, Yongzeng ; Yang, Xite ; Tao, Qiufan ; Zhang, Qin ; Huang, Linya ; Liu, Haiyue.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001559.

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20. Joint multifractality in the cross-correlations between grains \& oilseeds indices and external uncertainties. (2024). Zhou, Wei-Xing ; Yang, Yan-Hong ; Gao, Xing-Lu ; Shao, Ying-Hui.
    In: Papers.
    RePEc:arx:papers:2410.02798.

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21. The impact of geopolitical risks on connectedness among natural resource commodities: A quantile vector autoregressive approach. (2023). Mandaci, Pinar Evrim ; Azimli, Asil.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006682.

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22. The time-varying impact of uncertainty on oil market fear: Does climate policy uncertainty matter?. (2023). Xiao, Jihong ; Liu, Hong.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002441.

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23. Time-varying impact of geopolitical risk on natural resources prices: Evidence from the hybrid TVP-VAR model with large system. (2023). Zhao, Jing.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001757.

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24. Early warning of critical transitions in crude oil price. (2023). Gao, Xiangyun ; An, Sufang ; Wang, Anjian.
    In: Energy.
    RePEc:eee:energy:v:280:y:2023:i:c:s0360544223014834.

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25. Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Raza, Syed ; Benkraiem, Ramzi ; Urom, Christian ; Masood, Amna.
    In: Energy Economics.
    RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890.

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26. Is there commodity connectedness across investment horizons? Evidence using news-based uncertainty indices. (2023). Jain, Prachi ; Maitra, Debasish.
    In: Economics Letters.
    RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000502.

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27. Agricultural commodities price dependence on Brazilian financial market. (2023). de Vargas, Giana ; Schollkopf, Joana Cechele ; Walker, Anderson Luis ; Pereira, Genesis Miguel ; Casarotto, Eduardo Luis ; Casagranda, Yasmin Gomes.
    In: International Journal on Food System Dynamics.
    RePEc:ags:ijofsd:346691.

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28. Bank Stock Return Reactions to the COVID-19 Pandemic: The Role of Investor Sentiment in MENA Countries. (2022). Mallek, Ray Saadaoui ; Albaity, Mohamed ; Mustafa, Hasan.
    In: Risks.
    RePEc:gam:jrisks:v:10:y:2022:i:2:p:43-:d:752591.

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29. Commodities and portfolio diversification: Myth or fact?. (2022). Barros, Victor ; Ruano, Fabio.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:86:y:2022:i:c:p:281-295.

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30. Presidential honeymoons, political cycles and the commodity market. (2022). Idilbi, Yasmeen ; Qadan, Mahmoud.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722000800.

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31. The time-varying effects of trade policy uncertainty and geopolitical risks shocks on the commodity market prices: Evidence from the TVP-VAR-SV approach. (2022). Niu, Zibo ; Gao, Wang ; Yang, Cai.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000514.

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32. Dynamic connectedness in non-ferrous commodity markets: Evidence from India using TVP-VAR and DCC-GARCH approaches. (2022). Ghate, Kshitish ; Mishra, Aswini Kumar.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:76:y:2022:i:c:s030142072200023x.

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33. Asymmetric causality of economic policy uncertainty and oil volatility index on time-varying nexus of the clean energy, carbon and green bond. (2022). Ren, Xiaohang ; Wang, Xiong ; Li, Jingyao.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002605.

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34. Does economic policy uncertainty drive nonlinear risk spillover in the commodity futures market?. (2022). Ren, Yinghua ; Zhao, Wanru ; Zhu, Huiming ; Tan, Anqi.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000552.

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35. 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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36. Forecasting Commodity Prices Using the Term Structure. (2021). Idilbi-Bayaa, Yasmeen ; Qadan, Mahmoud.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:12:p:585-:d:695354.

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37. Gold, platinum, and industry stock returns. (2021). Thuy, Quynh Thi ; Rudolf, Markus.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:75:y:2021:i:c:p:252-266.

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38. Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?. (2021). Mokni, Khaled ; Charif, Husni ; Assaf, Ata.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001264.

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39. Economic policy uncertainty and gold return dynamics: Evidence from high-frequency data. (2021). Demirer, Riza ; Huang, Wanjun ; Suleman, Muhammad Tahir ; Zhang, Hongwei.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000933.

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40. Choosing Parameters for Bayesian Symbolic Regression: An Application to Modelling Commodities Prices. (0000). Drachal, Krzysztof.
    In: Proceedings of Economics and Finance Conferences.
    RePEc:sek:iefpro:14116014.

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2. Bank Stock Return Reactions to the COVID-19 Pandemic: The Role of Investor Sentiment in MENA Countries. (2022). Mallek, Ray Saadaoui ; Albaity, Mohamed ; Mustafa, Hasan.
   In: Risks.
   RePEc:gam:jrisks:v:10:y:2022:i:2:p:43-:d:752591.

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3. Risk Contagion between Global Commodities from the Perspective of Volatility Spillover. (2022). Pan, QI ; Ng, Pin ; Zhao, Lili ; Shen, Hong.
   In: Energies.
   RePEc:gam:jeners:v:15:y:2022:i:7:p:2492-:d:781639.

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4. Volatility spillovers and contagion between energy sector and financial assets during COVID-19 crisis period. (2021). Jeribi, Ahmed ; Ghorbel, Achraf.
   In: Eurasian Economic Review.
   RePEc:spr:eurase:v:11:y:2021:i:3:d:10.1007_s40822-021-00181-6.

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5. Pandemic outbreaks (COVID-19) and sectoral carbon emissions in the United States: A spillover effect evidence from Diebold and Yilmaz index. (2021). Bekun, Festus ; Alola, Andrew.
   In: Energy & Environment.
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6. The Negative Pricing of the May 2020 WTI Contract. (2021). Fuertes, Ana-Maria ; Joelle, Miffre ; Ana-Maria, Fuertes ; Adrian, Fernandez-Perez.
   In: MPRA Paper.
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7. How did Australian financial markets react to the COVID-19 vaccine rollout? Fresh evidence from quantile copula spectrum analysis. (2021). Matsuki, Takashi ; Pan, Lei.
   In: MPRA Paper.
   RePEc:pra:mprapa:111136.

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8. The Nexus between lockdown Shocks and Economic Uncertainty: Empirical Evidence from a VAR model. (2021). Hafemann, Lucas.
   In: MAGKS Papers on Economics.
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9. COVID-19 Pandemic, Sustainability of Macroeconomy, and Choice of Monetary Policy Targets: A NK-DSGE Analysis Based on China. (2021). Zhu, Yunchan ; Zhang, Yimeng.
   In: Sustainability.
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10. A Review of Research on Tourism Industry, Economic Crisis and Mitigation Process of the Loss: Analysis on Pre, During and Post Pandemic Situation. (2021). Crovella, Tiziana ; Bhuiyan, Miraj Ahmed ; Alves, Helena ; Paiano, Annarita.
    In: Sustainability.
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11. Heteroscedasticity and Precise Estimation Model Approach for Complex Financial Time-Series Data: An Example of Taiwan Stock Index Futures before and during COVID-19. (2021). Chan, Ya-Chuan ; Lee, Mei-Yu ; Lu, Hsi-Peng ; Hsiao, Chih-Wen.
    In: Mathematics.
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12. Asymmetry and Leverage with News Impact Curve Perspective in Australian Stock Returns’ Volatility during COVID-19. (2021). Bhatti, Muhammad ; Iqbal, Najam ; Manzoor, Muhammad Saqib.
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13. Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment. (2021). Pierdzioch, Christian ; GUPTA, RANGAN.
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15. Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers. (2021). Pierdzioch, Christian ; GUPTA, RANGAN.
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16. Zero-Emission Pathway for the Global Chemical and Petrochemical Sector. (2021). Gielen, Dolf ; Saygin, Deger.
    In: Energies.
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17. The Dynamic Spillover Effects of Macroeconomic and Financial Uncertainty on Commodity Markets Uncertainties. (2021). Mezghani, Imed ; ben Haddad, Hedi ; Gouider, Abdessalem.
    In: Economies.
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18. Sugar Prices vs. Financial Market Uncertainty in the Time of Crisis: Does COVID-19 Induce Structural Changes in the Relationship?. (2021). Smutka, Lubos ; Kotyza, Pavel ; Prochazka, Petr ; Wielechowski, Micha ; Czech, Katarzyna.
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19. The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies. (2021). Umar, Zaghum ; Jareño, Francisco ; De, Maria ; Jareo, Francisco.
    In: Technological Forecasting and Social Change.
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20. The realized volatility of commodity futures: Interconnectedness and determinants#. (2021). Vo, Xuan Vinh ; lucey, brian ; Bouri, Elie ; Saeed, Tareq.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:73:y:2021:i:c:p:139-151.

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21. The effects of uncertainty measures on commodity prices from a time-varying perspective. (2021). Li, Yingli ; Chen, Jinyu ; Huang, Jianbai ; Zhang, Hongwei.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:71:y:2021:i:c:p:100-114.

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22. Does renewable energy index respond to the pandemic uncertainty?. (2021). Benlagha, Noureddine ; Hemrit, Wael.
    In: Renewable Energy.
    RePEc:eee:renene:v:177:y:2021:i:c:p:336-347.

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23. Do news sentiment and the economic uncertainty caused by public health events impact macroeconomic indicators? Evidence from a TVP-VAR decomposition approach. (2021). Hamori, Shigeyuki ; Zhang, Yulian.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:82:y:2021:i:c:p:145-162.

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24. Financial earthquakes: SARS-CoV-2 news shock propagation in stock and sovereign bond markets. (2021). Pammolli, Fabio ; Pagnottoni, Paolo ; Pecora, Nicolo ; Flori, Andrea ; Spelta, Alessandro.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:582:y:2021:i:c:s0378437121005136.

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25. Stock market reactions to the COVID-19 pandemic: The moderating role of corporate big data strategies based on Word2Vec. (2021). Li, Xiaoyu ; Zhang, Ting ; Hu, Nan ; Xue, Fujing.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001153.

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26. Impact of COVID-19 pandemic on crude oil prices: Evidence from Econophysics approach. (2021). Serret, Vanessa ; ben Jabeur, Sami ; Mefteh-Wali, Salma ; Gharib, Cheima.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004013.

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27. Terrorism and the behavior of oil production and prices in OPEC. (2021). Monge, Manuel ; Cristobal, Enrique.
    In: Resources Policy.
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28. Does tracking the infectious diseases impact the gold, oil and US dollar returns and correlation? A quantile regression approach. (2021). Saidat, Zaid ; Mensi, Walid ; Alomari, Mohammad ; Matar, Ali ; al Rababa, Abdel Razzaq.
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29. Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic. (2021). Ugolini, Andrea ; Reboredo, Juan ; Mensi, Walid.
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30. The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China. (2021). Niu, Zibo ; Liu, Yuanyuan ; Gao, Wang ; Zhang, Hongwei.
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31. The impact of COVID-19 news, panic and media coverage on the oil and gold prices: An ARDL approach. (2021). Gallali, Mohamed ; Kouki, Saoussen ; Atri, Hanen.
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32. Dynamic return and volatility connectedness between commodities and Islamic stock market indices. (2021). Bahloul, Slah ; Khemakhem, Imen.
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33. Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact. (2021). Czudaj, Robert ; van Hoang, Thi Hong ; Borgards, Oliver.
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34. Hedging oil price risk with gold during COVID-19 pandemic. (2021). Vo, Xuan Vinh ; Salisu, Afees ; Lawal, Adedoyin.
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35. Political uncertainty, COVID-19 pandemic and stock market volatility transmission. (2021). Wohar, Mark ; Floros, Christos ; Apostolakis, George ; Gkillas, Konstantinos.
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36. Who should be afraid of infections? Pandemic exposure and the cross-section of stock returns. (2021). Zaremba, Adam ; Cakici, Nusret.
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37. The quest for multidimensional financial immunity to the COVID-19 pandemic: Evidence from international stock markets. (2021). Zaremba, Adam ; Demir, Ender ; Kizys, Renatas ; Tzouvanas, Panagiotis ; Aharon, David Y.
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38. Volatility in International Sovereign Bond Markets: The role of government policy responses to the COVID-19 pandemic. (2021). Zaremba, Adam ; Kizys, Renatas ; Aharon, David Y.
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39. Impacts of COVID-19 outbreak on the spillovers between US and Chinese stock sectors. (2021). Vo, Xuan Vinh ; Hanif, Waqas ; Mensi, Walid.
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40. COVID-19 and the United States financial markets’ volatility. (2021). Albulescu, Claudiu.
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41. How world uncertainties and global pandemics destabilized food, energy and stock markets? Fresh evidence from quantile on quantile regressions. (2021). Meo, Muhammad ; Chowdhury, Mohammad Ashraful ; Aloui, Chaker ; Ferdous, Mohammad Ashraful.
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42. Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; al Rababa, Abdel Razzaq.
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43. The COVID-19 Pandemic and Sovereign Bond Risk. (2021). Sprincean, Nicu ; Ongena, Steven ; Andrieș, Alin Marius.
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44. The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Abakah, Emmanuel ; Aikins, Emmanuel Joel.
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45. Uncertainty Due to Infectious Diseases and Energy Market Volatility. (2021). Salisu, Afees ; Adediran, Idris.
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46. Uncertainty, volatility and the persistence norms of financial time series. (2021). Rudkin, Simon ; Qiu, Wanling ; Dlotko, Pawel.
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47. Effects of Covid-19 Pandemic on Chinese Commodity Futures Markets. (2021). Goncu, Ahmet.
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48. Covıd-19 Krizinin Petrol Fiyatları Üzerine Etkisi. (2021). Kulolu, Ayhan.
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49. When US sneezes, clichés spread: How do the commodity index funds react then?. (2020). Ahmad, Wasim ; Awasthi, Kritika ; Phani, B V ; Rahman, Abdul.
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50. Energy consumption, economic policy uncertainty and carbon emissions; causality evidence from resource rich economies. (2020). Bekun, Festus ; Adams, Samuel ; Adedoyin, Festus ; Olaniran, Eniola.
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