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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.
In: Post-Print.
RePEc:hal:journl:hal-04643053.

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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.
    RePEc:eee:mulfin:v:37-38:y:2016:i::p:168-189.

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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.
    RePEc:ags:iefi16:244461.

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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.
    RePEc:ags:aaea16:235686.

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