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   RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008211.

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2. Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence. (2024). Ben Amar, Amine ; Boubrahimi, Nabil ; Bellalah, Makram ; Dkhissi, Ilham ; Hasnaoui, Amir.
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3. 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.
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4. Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets. (2024). HU, YANG ; Corbet, Shaen ; Goodell, John W ; Xu, Danyang ; Lang, Chunlin.
   In: International Review of Financial Analysis.
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5. Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy. (2024). Sensoy, Ahmet ; Goodell, John W ; Banerjee, Ameet Kumar.
   In: Energy Economics.
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6. State transformation of information spillover in asset markets and effective dynamic hedging strategies. (2023). Lin, Che-Chun ; Wang, Yu-Min ; Tsai, I-Chun.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002880.

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7. Dissecting hedge funds strategies. (2023). Noori, Mohammad ; Hitaj, Asmerilda.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004033.

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18. High-yield bond and energy markets. (2018). Soytas, Ugur ; Nazlioglu, Saban ; Gormus, Alper.
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27. 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.
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28. Commodity market volatility in the presence of U.S. and Chinese macroeconomic news. (2017). Smales, Lee.
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29. 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.
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30. Black swan events and safe havens: The role of gold in globally integrated emerging markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri.
    In: Journal of International Money and Finance.
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31. Are correlations constant? Empirical and theoretical results on popular correlation models in finance. (2017). Füss, Roland ; Adams, Zeno ; Gluck, Thorsten ; Fuss, Roland.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:84:y:2017:i:c:p:9-24.

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32. Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations?. (2017). Molnár, Peter ; Lyócsa, Štefan ; Lyocsa, Tefan ; Molnar, Peter ; Todorova, Neda.
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33. “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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34. Modeling and predicting oil VIX: Internet search volume versus traditional mariables. (2017). Reyes, T ; Campos, I ; Cortazar, G.
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    RePEc:eee:eneeco:v:66:y:2017:i:c:p:194-204.

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35. The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes. (2017). Tiwari, Aviral ; Roubaud, David ; Mensi, walid ; Bouri, Elie ; Al-Yahyaee, Khamis.
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36. Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis. (2017). Mitra, Subrata K ; Pal, Debdatta.
    In: Energy Economics.
    RePEc:eee:eneeco:v:62:y:2017:i:c:p:230-239.

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37. Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets. (2017). Uddin, Gazi ; SANDOVAL JUNIOR, LEONIDAS ; Nguyen, Duc Khuong ; Bekiros, Stelios.
    In: European Journal of Operational Research.
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38. A panel stationarity test with gradual structural shifts: Re-investigate the international commodity price shocks. (2017). Nazlioglu, Saban ; Karul, Cagin.
    In: Economic Modelling.
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39. Oil and stock markets before and after financial crises : a local Gaussian correlation approach. (2017). Panagiotidis, Theodore ; Bampinas, Georgios.
    In: Bank of Estonia Working Papers.
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40. Examining the Common Dynamics of Commodity Futures Prices. (2017). Gross, Christian.
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41. 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.
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42. Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri.
    In: MPRA Paper.
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43. Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets. (2016). Uddin, Gazi ; SANDOVAL JUNIOR, LEONIDAS ; Nguyen, Duc Khuong ; Bekiros, Stelios.
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44. Comovement and the financialization of commodities. (2016). Taschini, Luca ; Bonato, Matteo.
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45. Increasing Trends in the Excess Comovement of Commodity Prices. (2016). Okimoto, Tatsuyoshi ; Ohashi, Kazuhiko.
    In: CAMA Working Papers.
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46. Stock markets’ bubbles burst and volatility spillovers in agricultural commodity markets. (2016). Peri, Massimo ; Baldi, Lucia ; Vandone, Daniela.
    In: Research in International Business and Finance.
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47. A time-varying copula approach for modelling dependency: New evidence from commodity and stock markets. (2016). Charfeddine, Lanouar ; Benlagha, Noureddine.
    In: Journal of Multinational Financial Management.
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48. 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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49. Financial Markets and Agricultural Commodities: Volatility Impulse Response Analysis. (2016). Peri, Massimo ; Baldi, Lucia ; Vandone, Daniela.
    In: 2016 International European Forum (151st EAAE Seminar), February 15-19, 2016, Innsbruck-Igls, Austria.
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50. Comovements and Volatility Spillover in Commodity Markets. (2016). Wu, Ximing ; Chen, Sihong.
    In: 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts.
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