1. Earthquakes in Chile and Peru: How are they reflected in the copper financial market?. (2025). Pastn-Henrquez, Boris ; Tapia-Grien, Pablo ; Seplveda-Velsquez, Jorge.
   In: Finance Research Letters.
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2. Interactions among correlations: How does the volatility of the carbon-energy price correlations transmit across different time scales?. (2025). Li, Huiru ; Yu, Hui.
   In: Energy.
   RePEc:eee:energy:v:320:y:2025:i:c:s036054422500831x.

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3. Financialization of commodity markets: New evidence from temporal and spatial domains. (2024). Yin, Libo ; Cao, Hong.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:44:y:2024:i:8:p:1357-1382.

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4. Volatility Spillovers among the Major Commodities: A Review. (2024). Michail, Nektarios ; Melas, Konstantinos D ; Faitatzoglou, Anastasia ; Artemiou, Anastasia.
   In: JRFM.
   RePEc:gam:jjrfmx:v:17:y:2024:i:8:p:365-:d:1457211.

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5. Understanding climate policy uncertainty: Evidence from temporal and spatial domains. (2024). Yin, Libo ; Cao, Hong.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004149.

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6. Earthquakes in Chile-Peru and the price of copper. (2022). Tapia, Pablo ; Velasquez, Jorge Sepulveda ; Pasten, Boris.
   In: MPRA Paper.
   RePEc:pra:mprapa:113078.

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7. Night trading with futures in China: The case of Aluminum and Copper. (2021). Klein, Tony ; Todorova, Neda.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002191.

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8. Multi-scale comovement of the dynamic correlations between copper futures and spot prices. (2021). Wang, Xinya ; Jia, Xiaoliang ; Gao, Xiangyun ; Guo, Sui ; Sun, Qingru ; Yu, Hui ; Ding, Yinghui.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309442.

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9. Night trading and market quality: Evidence from Chinese and US precious metal futures markets. (2020). Kellard, Neil ; Jiang, Ying ; Liu, Xiaoquan.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:40:y:2020:i:10:p:1486-1507.

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10. Night Trading with Futures in China: The Case of Aluminum and Copper. (2019). Klein, Tony ; Todorova, Neda.
    In: QBS Working Paper Series.
    RePEc:zbw:qmsrps:201906.

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11. The role of emerging economies in the global price formation process of commodities: Evidence from Brazilian and U.S. coffee markets. (2019). Gross, Christian ; Souza, Waldemar ; Bohl, Martin T.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:60:y:2019:i:c:p:203-215.

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12. The Role of Emerging Economies in the Global Price Formation Process of Commodities: Evidence from Brazilian and U.S. Coffee Markets. (2016). Gross, Christian ; Souza, Waldemar ; Bohl, Martin T.
    In: CQE Working Papers.
    RePEc:cqe:wpaper:5116.

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13. Intraday price dynamics in spot and derivatives markets. (2014). Kim, Junsik ; Ryu, Doojin.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:394:y:2014:i:c:p:247-253.

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2. Statistical Arbitrage with Mean-Reverting Overnight Price Gaps on High-Frequency Data of the S&P 500. (2019). Schneider, Lucas ; Stubinger, Johannes.
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3. Implied volatility and the cross section of stock returns in the UK. (2019). Agarwal, Vineet ; Poshakwale, Sunil S ; Chandorkar, Pankaj.
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4. Volatility information trading in the index options market: An intraday analysis. (2019). Kutan, Ali ; Yang, Heejin ; Ryu, Doojin.
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5. The role of the volatility index in asset pricing: The case of the Indian stock market. (2019). Pati, Pratap Chandra ; Rajib, Prabina ; Barai, Parama.
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6. Google searches and stock market activity: Evidence from Norway. (2019). Molnár, Peter ; Villa, Roviel ; Molnar, Peter ; Kim, Neri ; Luivjanska, Katarina.
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7. The information content of the implied volatility term structure on future returns. (2019). Wang, Yawhuei ; Yen, Kuangchieh.
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8. Forecasting securitys volatility using low-frequency historical data, high-frequency historical data and option-implied volatility. (2019). Zhang, Zhiyuan ; Zhou, Yong ; Cui, Xiangyu ; Yuan, Huiling.
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9. The information content of option‐implied tail risk on the future returns of the underlying asset. (2018). Wang, Yawa Huei ; Yen, Kuanga Chieh.
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11. Fear connectedness among asset classes. (2018). Sosvilla-Rivero, Simon ; Andrada-Felix, Julian ; Fernandez-Perez, Adrian.
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12. “Time connectedness of fear”. (2018). Sosvilla-Rivero, Simon ; Andrada-Felixa, Julian ; Fernandez-Rodriguez, Fernando ; Fernandez-Perez, Adrian.
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13. A new government bond volatility index predictor for the U.S. equity premium. (2018). Pan, Zheyao ; Chan, Kam Fong.
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15. Fear connectedness among asset classes. (2017). Sosvilla-Rivero, Simon ; Andrada-Felixa, Julian ; Fernandez-Perez, Adrian.
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16. Regime Switching Vine Copula Models for Global Equity and Volatility Indices. (2017). Klimova, Yulia ; Stober, Jakob ; Fink, Holger ; Czado, Claudia.
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17. Aggregate earnings and stock market returns: The good, the bad, and the state-dependent. (2017). Zolotoy, Leon ; Lyon, John D ; Frederickson, James R.
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18. The financial impact of divestment from fossil fuels. (2016). Scholtens, Bert ; Plantinga, Auke.
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19. The incremental information content of innovations in implied idiosyncratic volatility. (2016). Huffman, Stephen P ; Moll, Cliff R.
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20. Exogenous shocks and the spillover effects between uncertainty and oil price. (2016). Yin, Libo ; Li, Lei ; Zhou, Yimin.
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21. Regime switching vine copula models for global equity and volatility indices. (2016). Klimova, Yulia ; Stober, Jakob ; Fink, Holger ; Czado, Claudia.
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22. Effects of the US stock market return and volatility on the VKOSPI. (2015). Kutan, Ali ; Han, Heejoon ; Ryu, Doojin.
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23. Modeling and predicting the market volatility index: The case of VKOSPI. (2015). Kutan, Ali ; Han, Heejoon ; Ryu, Doojin.
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24. Firm-specific risk and IPO market cycles. (2015). Beaulieu, Marie-Claude ; Bouden, Habiba Mrissa.
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25. The linkage between the U.S. “fear index” and ADR premiums under non-frictionless stock markets. (2015). ESQUEDA, OMAR ; Luo, Yongli ; Jackson, Dave.
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26. Dynamic stock–bond return correlations and financial market uncertainty. (2015). Yang, Sheng-Yung ; Chiang, Thomas ; Li, Jiandong.
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27. Model-free volatility indexes in the financial literature: A review. (2015). Gonzalez-Perez, Maria T..
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28. Toward an early warning system of financial crises: What can index futures and options tell us?. (2015). French, Joseph ; Li, Wei-Xuan ; Chen, Clara Chia-Sheng.
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30. Are the KOSPI 200 implied volatilities useful in value-at-risk models?. (2015). Kim, Junsik ; Ryu, Doojin.
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32. Rationality in Precious Metals Forward Markets: Evidence of Behavioural Deviations in the Gold Markets. (2014). O'Connor, Fergal ; lucey, brian ; Aggarwal, Raj.
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35. Stock returns and implied volatility: A new VAR approach. (2013). Ryu, Doojin ; Lee, Bong Soo.
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36. Exogenous Shocks and Information Transmission in Global Copper Futures Markets. (2013). Yin, Libo ; Han, Liyan.
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38. The risk-return relation and VIX: evidence from the S&P 500. (2013). Kanas, Angelos.
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39. A study on the Price Behavior of Base Metals traded in India. (2013). Sinha, Pankaj ; Mathur, Kritika.
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40. Forecasting with Option-Implied Information. (2013). Christoffersen, Peter ; Jacobs, Kris ; Young, BO.
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41. Intertemporal relations between the market volatility index and stock index returns. (2012). Sarwar, Ghulam.
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42. Diversification revisited. (2012). Simkins, Betty ; Kemper, Kris ; Lee, Allissa.
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43. Is VIX an investor fear gauge in BRIC equity markets?. (2012). Sarwar, Ghulam.
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44. Volatility persistence in metal returns: A FIGARCH approach. (2012). Cochran, Steven J. ; Mansur, Iqbal ; Odusami, Babatunde.
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45. Modelling the risk–return relation for the S&P 100: The role of VIX. (2012). Kanas, Angelos.
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46. Forecasting with Option Implied Information. (2011). Chang, Bo Young ; Christoffersen, Peter ; Jacobs, Kris.
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47. Predictable dynamics in implied volatility surfaces from OTC currency options. (2010). Tsekrekos, Andrianos ; Chalamandaris, George.
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48. The predictive power of the implied volatility of options traded OTC and on exchanges. (2010). Yu, Wayne W. ; Lui, Evans C. K., ; Wang, Jacqueline W..
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