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   In: Financial Innovation.
   RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00669-5.

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2. Effects of the climate-related sentiment on agricultural spot prices: Insights from Wavelet Rényi Entropy analysis. (2025). Quaresima, Greta ; Mazzoccoli, Alessandro ; Mastroeni, Loretta.
   In: Energy Economics.
   RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008557.

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3. Evaluating the hedging potential of energy, metals, and agricultural commodities for U.S. stocks post-COVID-19. (2025). Han, Seungoh.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000208.

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4. Re-examining China and the u.s.’s respective green bond markets in extreme conditions: Evidence from quantile connectedness. (2025). Wang, Mei-Chih ; Chang, Tsangyao ; Jiang, Peiyun.
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   RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002110.

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5. Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:43:y:2024:i:6:p:2088-2125.

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6. Understanding Intraday Oil Price Dynamics during the COVID-19 Pandemic: New Evidence from Oil and Stock Investor Sentiments. (2024). Ftiti, Zied ; Madani, Mohamed Arbi.
   In: The Energy Journal.
   RePEc:sae:enejou:v:45:y:2024:i:3:p:57-86.

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7. Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets. (2024). GUPTA, RANGAN ; Ouyang, Zisheng ; Zhou, Xuewei ; Ji, Qiang.
   In: Working Papers.
   RePEc:pre:wpaper:202422.

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8. COVID-19, the Russia–Ukraine war and the connectedness between the U.S. and Chinese agricultural futures markets. (2024). Zhang, Yongmin ; Sun, Yiru ; Zhao, Yingxue ; Ding, Shusheng ; Shi, Haili.
   In: Palgrave Communications.
   RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02852-6.

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9. Do dirty and clean energy investments react to infectious disease-induced uncertainty?. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Ghosh, Sajal ; Kanjilal, Kakali ; Dutta, Anupam.
   In: Technological Forecasting and Social Change.
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10. Anatomy of sovereign yield behaviour using textual news. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Dann, Susan ; Pradhan, H K ; Banerjee, Ameet Kumar.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002514.

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11. Financial stress and realized volatility: The case of agricultural commodities. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002356.

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12. Blessings or curse: How do media climate change concerns affect commodity tail risk spillovers?. (2024). Pham, Linh ; Kamal, Javed Bin.
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13. Risk spillovers and optimal hedging in commodity ETFs: A TVP-VAR Approach. (2024). Vasileiou, Evangelos ; Malhotra, Davinder ; Hadad, Elroi.
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14. Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period. (2024). Sensoy, Ahmet ; Goodell, John W ; Mahapatra, Biplab ; Banerjee, Ameet Kumar.
    In: Finance Research Letters.
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15. Market responses to spillovers in the energy commodity markets: Evaluating short-term vs. long-term effects and business-as-usual vs. distressed phases. (2024). Chiappari, Mattia ; Flori, Andrea ; Scotti, Francesco.
    In: International Review of Financial Analysis.
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16. Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries. (2024). Shi, Yujie ; Li, Yanshuang ; Xiong, Xiong ; Yi, Shangkun.
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    RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002710.

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17. Volatility spillovers and hedging strategies between impact investing and agricultural commodities. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Goodell, John W ; Banerjee, Ameet Kumar.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001698.

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18. Novel and old news sentiment in commodity futures markets. (2024). El-Jahel, Lina ; Chi, Yeguang ; Vu, Thanh.
    In: Energy Economics.
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19. Does M&A activity spin the cycle of energy prices?. (2024). Kizys, Renatas ; Enilov, Martin ; Wang, Jianuo.
    In: Energy Economics.
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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. Financial Stress and Realized Volatility: The Case of Agricultural Commodities. (2023). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo.
    In: Working Papers.
    RePEc:pre:wpaper:202320.

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22. Negative Media Sentiment about the Pig Epidemic and Pork Price Fluctuations: A Study on Spatial Spillover Effect and Mechanism. (2023). Li, Xia ; Liu, Wei ; Tao, Jianping ; Ma, Chi ; Tan, Caifeng.
    In: Agriculture.
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23. Energy transition metals and global sentiment: Evidence from extreme quantiles. (2023). Teplova, Tamara ; Gubareva, Mariya ; Pham, Linh ; Ghosh, Bikramaditya.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008814.

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24. Dynamic connectedness in commodity futures markets during Covid-19 in India: New evidence from a TVP-VAR extended joint connectedness approach. (2023). Olson, Dennis ; Arunachalam, Vairam ; Patnaik, Debasis ; Mishra, Aswini Kumar.
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25. Climate uncertainty and information transmissions across the conventional and ESG assets. (2023). Pham, Linh ; Demirer, Riza ; Cepni, Oguzhan ; Rognone, Lavinia.
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26. Analysis of the Impact of COVID-19 Pandemic on the Intraday Efficiency of Agricultural Futures Markets. (2022). Ferreira, Paulo ; Ali, Haider ; Aslam, Faheem.
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