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1. Equity-Commodity Contagion During Four Recent Crises: Evidence from the USA, Europe and the BRICS. (2021). Goutte, Stéphane ; Gana, Marjene ; Guesmi, Khaled ; Ayadi, Ahmed.
   In: Working Papers.
   RePEc:hal:wpaper:halshs-03169699.

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2. What drives food price volatility? Evidence based on a generalized VAR approach applied to the food, financial and energy markets. (2019). Papież, Monika ; Śmiech, Sławomir ; Dąbrowski, Marek ; Dbrowski, Marek A ; Fijorek, Kamil.
   In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
   RePEc:zbw:ifweej:201914.

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3. Crude oil futures trading and uncertainty. (2019). Czudaj, Robert.
   In: Chemnitz Economic Papers.
   RePEc:tch:wpaper:cep027.

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4. A New Literature Review on Financialization. (2019). Qi, Hanying.
   In: Journal of Accounting, Business and Finance Research.
   RePEc:spi:joabfr:2019:p:40-50.

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5. Persistence in trends and cycles of gold and silver prices: Evidence from historical data. (2019). GUPTA, RANGAN ; Gil-Alana, Luis ; Cuñado, Juncal ; Cunado, Juncal.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:514:y:2019:i:c:p:345-354.

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6. Nonlinear effects of financial factors on fluctuations in nonferrous metals prices: A Markov-switching VAR analysis. (2019). Zhu, Xuehong ; Zhong, Meirui ; Chen, Jinyu.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:61:y:2019:i:c:p:489-500.

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7. The role of trading volume, open interest and trader positions on volatility transmission between spot and futures markets. (2019). Soytas, Ugur ; Ugurlu-Yildirim, Ecenur ; Ordu-Akkaya, Beyza Mina.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:61:y:2019:i:c:p:410-422.

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8. Volatility risk premia and future commodity returns. (2019). ORNELAS, JOSE ; Mauad, Roberto.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:96:y:2019:i:c:p:341-360.

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9. Cross-asset relations, correlations and economic implications. (2019). McMillan, David G.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:41:y:2019:i:c:p:60-78.

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10. A study of first generation commodity indices: Indices based on financial diversification. (2019). Ahn, Jung-Hyun ; Six, Pierre.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:30:y:2019:i:c:p:194-200.

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11. Crude oil futures trading and uncertainty. (2019). Czudaj, Robert.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:793-811.

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12. Commodity Prices In Empirical Research. (2019). Carpantier, Jean-François.
    In: LIDAM Discussion Papers IRES.
    RePEc:ctl:louvir:2020021.

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13. What drives food price volatility? Evidence based on a generalized VAR approach applied to the food, financial and energy markets. (2018). Papież, Monika ; Śmiech, Sławomir ; Dąbrowski, Marek ; Dbrowski, Marek A ; Fijorek, Kamil.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201855.

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14. Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data. (2018). GUPTA, RANGAN ; Gil-Alana, Luis ; Cunado, Juncal.
    In: Working Papers.
    RePEc:pre:wpaper:201816.

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15. The Impact of Uncertainty Shocks on the Volatility of Commodity Prices.. (2018). Bakas, Dimitrios ; Triantafyllou, Athanasios.
    In: NBS Discussion Papers in Economics.
    RePEc:nbs:wpaper:2018/02.

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16. The Response of European Energy Prices to ECB Monetary Policy. (2018). Torro, Hipolit.
    In: Working Papers.
    RePEc:fem:femwpa:2018.09.

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17. Financialized Commodities and Stock Indices Volatilities. (2018). Ashraf, Sania ; Handika, Rangga.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xx:y:2017:i:3b:p:153-164.

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18. The effect of the rebalancing horizon on the tradeoff between hedging effectiveness and transaction costs. (2018). Jitmaneeroj, Boonlert.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:58:y:2018:i:c:p:282-298.

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19. Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach. (2018). Yin, Libo ; Ma, Xiyuan.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:508:y:2018:i:c:p:434-453.

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20. Oil consumption, economic growth, and oil futures: The impact of long-run oil supply uncertainty on asset prices. (2018). Ready, Robert C.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:94:y:2018:i:c:p:1-26.

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21. An update on speculation and financialization in commodity markets. (2018). Harris, Jeffrey ; Boyd, Naomi E ; Li, Bingxin.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:10:y:2018:i:c:p:91-104.

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22. Financialization and the returns to commodity investments. (2018). Main, Scott ; Irwin, Scott H ; Sanders, Dwight R ; Smith, Aaron.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:10:y:2018:i:c:p:22-28.

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23. Is food financialized? Yes, but only when liquidity is abundant. (2018). Soytas, Ugur ; Oran, Adil ; Ordu, Beyza Mina.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:95:y:2018:i:c:p:82-96.

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24. Oil volatility risk and expected stock returns. (2018). Pan, Xuhui ; Christoffersen, Peter.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:95:y:2018:i:c:p:5-26.

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25. Equilibrium commodity prices with irreversible investment and non-linear technologies. (2018). Casassus, Jaime ; Collin-Dufresne, Pierre ; Routledge, Bryan R.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:95:y:2018:i:c:p:128-147.

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26. The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis. (2018). GUPTA, RANGAN ; Cuñado, Juncal ; Chang, Tsangyao ; Antonakakis, Nikolaos ; Cunado, Juncal.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:24:y:2018:i:c:p:1-9.

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27. Mapping algorithms, agricultural futures, and the relationship between commodity investment flows and crude oil futures prices. (2018). Irwin, Scott H ; Yan, Lei ; Sanders, Dwight R.
    In: Energy Economics.
    RePEc:eee:eneeco:v:72:y:2018:i:c:p:486-504.

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28. Investor sentiment and the price of oil. (2018). Qadan, Mahmoud ; Nama, Hazar.
    In: Energy Economics.
    RePEc:eee:eneeco:v:69:y:2018:i:c:p:42-58.

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29. Financialization and Global Commodity Chains: Distributional Implications for Cotton in Sub€ Saharan Africa. (2018). Newman, Susan ; Plank, Leonhard ; Staritz, Cornelia ; Trster, Bernhard.
    In: Development and Change.
    RePEc:bla:devchg:v:49:y:2018:i:3:p:815-842.

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30. The components of the bid€ ask spread: Evidence from the corn futures market. (2018). Garcia, Philip ; Mallory, Mindy ; Shang, Quanbiao.
    In: Agricultural Economics.
    RePEc:bla:agecon:v:49:y:2018:i:3:p:381-393.

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31. Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality. (2018). Sanin Restrepo, Sebastian ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1051.

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32. Analyzing the structural transformation of commodity markets: financialization revisited. (2018). Natoli, Filippo.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_419_18.

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33. International interdependence between cash crop and staple food futures price indices: A wavelet-BEKK-GARCH assessment. (2018). Heckelei, Thomas ; Grosche, S ; Amrouk, E M.
    In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia.
    RePEc:ags:iaae18:277376.

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34. The Impact of Uncertainty Shocks on the Volatility of Commodity Prices. (2017). Bakas, Dimitrios ; Triantafyllou, Athanasios.
    In: Working Paper series.
    RePEc:rim:rimwps:17-31.

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35. The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test. (2017). GUPTA, RANGAN ; Balcilar, Mehmet ; Bahloul, Walid ; Cunado, Juncal.
    In: Working Papers.
    RePEc:pre:wpaper:201725.

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36. Dynamic correlations between BRIC and U.S. stock markets: The asymmetric impact of volatility expectations in oil, gold and financial markets. (2017). Soytas, Ugur ; Sarı, Ramazan ; Sari, Ramazan ; Kocaarslan, Baris ; Gormus, Alper.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:7:y:2017:i:c:p:41-56.

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37. Modeling the multivariate dynamic dependence structure of commodity futures portfolios. (2017). Füss, Roland ; Erik, Tom ; Fuss, Roland ; Aepli, Matthias D ; Paraschiv, Florentina.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:6:y:2017:i:c:p:66-87.

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38. Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test. (2017). Balcilar, Mehmet ; Babalos, Vassilios.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:21:y:2017:i:c:p:126-131.

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39. Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest. (2017). Tsouknidis, Dimitris ; Magkonis, Georgios.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:52:y:2017:i:c:p:104-118.

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40. “De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets. (2017). Zhang, Yue-Jun ; Guesmi, Khaled ; Chevallier, Julien.
    In: Energy Economics.
    RePEc:eee:eneeco:v:68:y:2017:i:c:p:228-239.

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41. Mispricing and trader positions in the S&P 500 index futures market. (2017). Lai, Ya-Wen ; Tang, Mei-Ling ; Lin, Chiou-Fa.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:42:y:2017:i:c:p:250-265.

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42. Identifying Speculative Demand Shocks in Commodity Futures Markets through Changes in Volatility. (2017). Rieth, Malte ; Hachula, Michael.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1646.

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43. Volatility Risk Premia and Future Commodity Returns. (2017). ORNELAS, JOSE ; Mauad, Roberto ; Haas, Jose Renato.
    In: Working Papers Series.
    RePEc:bcb:wpaper:455.

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44. Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil. (2017). Byun, Sung Je ; Je, Sung.
    In: The Energy Journal.
    RePEc:aen:journl:ej38-5-byun.

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45. Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2017). Sévi, Benoît ; Chevallier, Julien ; Derek, Julien Chevallier ; Sevi, Benoit.
    In: The Energy Journal.
    RePEc:aen:journl:ej38-2-bunn.

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46. Sugar With Your Coffee?: Financials, Fundamentals, and Soft Price Uncertainty. (2016). Robe, Michel ; Wallen, Jonathan ; Covindassamy, Genevre.
    In: IDB Publications (Working Papers).
    RePEc:idb:brikps:8588.

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47. Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil. (2016). Byun, Sung Je.
    In: Occasional Papers.
    RePEc:fip:feddop:2016_003.

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48. The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies. (2016). Zimmermann, Yvonne Seiler ; Haase, Marco.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:3:y:2016:i:1:p:1-15.

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49. Increasing trends in the excess comovement of commodity prices. (2016). Okimoto, Tatsuyoshi ; Ohashi, Kazuhiko.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:1:y:2016:i:1:p:48-64.

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50. Commodities momentum: A behavioral perspective. (2016). Drew, Michael ; Bianchi, Robert ; Fan, John Hua.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:72:y:2016:i:c:p:133-150.

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