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Original Articles

Macroeconomic uncertainty: does it matter for commodity prices?

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Fei Wu, Qiang Ji, Yan-Ran Ma & Dayong Zhang. (2023) Investor sentiments and extreme risk spillovers from oil to stock markets: evidence from Asian countries. Journal of the Asia Pacific Economy 0:0, pages 1-27.
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Luis A. Gil-Alana & James E. Payne. (2020) Measuring the degree of persistence in the U.S. economic policy uncertainty index. Applied Economics Letters 27:10, pages 831-835.
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Huiming Zhu, Rui Huang, Ningli Wang & Liya Hau. (2020) Does economic policy uncertainty matter for commodity market in China? Evidence from quantile regression. Applied Economics 52:21, pages 2292-2308.
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Articles from other publishers (37)

Hooi Hooi Lean, Osamah M. Alkhazali, Kimberley Gleason & Xiu Wei Yeap. (2023) Connectedness and economic policy uncertainty spillovers to the ASEAN stock markets. International Review of Economics & Finance.
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Tingting Zhang & Zhenpeng Tang. (2023) The dependence and risk spillover between economic uncertainties and the crude oil market: new evidence from a Copula-CoVaR approach incorporating the decomposition technique. Environmental Science and Pollution Research.
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Houjian Li, Yanjiao Li & Lili Guo. (2023) Extreme risk spillover effect and dynamic linkages between uncertainty and commodity markets: A comparison between China and America. Resources Policy 85, pages 103839.
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Anindya Sen & Dennis Wesselbaum. (2022) On the International Spillover Effects of Uncertainty. Open Economies Review 34:3, pages 541-554.
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Arunava Bandyopadhyay & Prabina Rajib. (2023) The impact of Sino–US trade war on price discovery of soybean: A double‐edged sword?. Journal of Futures Markets 43:7, pages 858-879.
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Roy Cerqueti, Raffaele Mattera & Alessandro Ramponi. (2023) A stochastic model for evaluating the peaks of commodities' returns. Applied Stochastic Models in Business and Industry.
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Kuamvi Sodji. (2022) Estimating the link between trade uncertainty, pandemic uncertainty and food price stability in Togo: New evidence for an asymmetric analysis. Review of Development Economics 27:2, pages 1113-1134.
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Nader Naifar, Sohale Altamimi, Fatimah Alshahrani & Mohammed Alhashim. (2023) How media coverage news and global uncertainties drive forecast of cryptocurrencies returns?. Heliyon, pages e16502.
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Syed Ali Raza, Amna Masood, Ramzi Benkraiem & Christian Urom. (2023) Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. Energy Economics 120, pages 106591.
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Ahmet TUNÇ, Savaş SAVAŞ & Doğan BARAK. (2023) THE CAUSALITY BETWEEN AGRICULTURAL RAW MATERIALS AND ECONOMIC POLICY UNCERTAINTY: EVIDENCE FROM THE TIME-VARYING GRANGER CAUSALITYTARIMSAL HAMMADDELER VE EKONOMİ POLİTİKASI BELİRSİZLİĞİ NEDENSELLİK İLİŞKİSİ: ZAMANLA DEĞİŞEN GRANGER NEDENSELLIK TESTİNDEN KANITLAR. International Journal of Management Economics and Business.
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Petros Golitsis, Pavlos Gkasis & Sotirios K. Bellos. (2022) Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA. The North American Journal of Economics and Finance 63, pages 101785.
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Donald Lien, Jiewen Zhang & Xiaojian Yu. (2022) Effects of economic policy uncertainty: A regime switching connectedness approach. Economic Modelling 113, pages 105879.
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Ying Chen, Xuehong Zhu & Hailing Li. (2022) The asymmetric effects of oil price shocks and uncertainty on non-ferrous metal market: Based on quantile regression. Energy 246, pages 123365.
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Avni Önder Hanedar. 2022. Advances in Econometrics, Operational Research, Data Science and Actuarial Studies. Advances in Econometrics, Operational Research, Data Science and Actuarial Studies 171 187 .
Maruf Yakubu Ahmed & Samuel Asumadu Sarkodie. (2021) COVID-19 pandemic and economic policy uncertainty regimes affect commodity market volatility. Resources Policy 74, pages 102303.
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Khaled Mokni, Mohammed Al-Shboul & Ata Assaf. (2021) Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects?. Resources Policy 74, pages 102238.
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Zhuo Huang, Fang Liang & Chen Tong. (2020) The predictive power of macroeconomic uncertainty for commodity futures volatility. International Review of Finance 21:3, pages 989-1012.
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Hedi Ben Haddad, Imed Mezghani & Abdessalem Gouider. (2021) The Dynamic Spillover Effects of Macroeconomic and Financial Uncertainty on Commodity Markets Uncertainties. Economies 9:2, pages 91.
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Johnson A. Oliyide, Oluwasegun B. Adekoya & Muhammad A. Khan. (2021) Economic policy uncertainty and the volatility connectedness between oil shocks and metal market: An extension. International Economics.
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Bernardina Algieri. (2020) Fast & furious: Do psychological and legal factors affect commodity price volatility?. The World Economy 44:4, pages 980-1017.
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Ting-Ting Sun, Chi-Wei Su, Nawazish Mirza & Muhammad Umar. (2021) How does trade policy uncertainty affect agriculture commodity prices?. Pacific-Basin Finance Journal 66, pages 101514.
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Tiejun Chen, Chi Keung Marco Lau, Sadaf Cheema & Chun Kwong Koo. (2021) Economic Policy Uncertainty in China and Bitcoin Returns: Evidence From the COVID-19 Period. Frontiers in Public Health 9.
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Idris A. Adediran, Olalekan D. Yinusa & Kanwal Hammad Lakhani. (2021) Where lies the silver lining when uncertainty hang dark clouds over the global financial markets?. Resources Policy 70, pages 101932.
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Jiang-Bo Geng, Fu-Rui Chen, Qiang Ji & Bing-Yue Liu. (2021) Network connectedness between natural gas markets, uncertainty and stock markets. Energy Economics 95, pages 105001.
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Kritika Awasthi, Wasim Ahmad, Abdul Rahman & B.V. Phani. (2020) When US sneezes, clichés spread: How do the commodity index funds react then?. Resources Policy 69, pages 101858.
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Khaled Mokni, Ahdi Noomen Ajmi, Elie Bouri & Xuan Vinh Vo. (2020) Economic policy uncertainty and the Bitcoin-US stock nexus. Journal of Multinational Financial Management 57-58, pages 100656.
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Ihsan Badshah, Riza Demirer & Muhammad Tahir Suleman. (2019) The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging. Energy Economics 84, pages 104553.
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Chien‐Chiang Lee, Chi‐Chuan Lee & Donald Lien. (2018) Do country risk and financial uncertainty matter for energy commodity futures?. Journal of Futures Markets 39:3, pages 366-383.
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Libing Fang, Elie Bouri, Rangan Gupta & David Roubaud. (2019) Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?. International Review of Financial Analysis 61, pages 29-36.
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Qiang Ji, Bing-Yue Liu, Henrik Nehler & Gazi Salah Uddin. (2018) Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach. Energy Economics 76, pages 115-126.
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Walid Bahloul, Mehmet Balcilar, Juncal Cunado & Rangan Gupta. (2018) The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test. Journal of Multinational Financial Management 45, pages 52-71.
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Syed Jawad Hussain Shahzad, Naveed Raza, Mehmet Balcilar, Sajid Ali & Muhammad Shahbaz. (2017) Can economic policy uncertainty and investors sentiment predict commodities returns and volatility?. Resources Policy 53, pages 208-218.
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Libo Yin. (2015) Does oil price respond to macroeconomic uncertainty? New evidence. Empirical Economics 51:3, pages 921-938.
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Juan C. Reboredo & Gazi Salah Uddin. (2016) Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach. International Review of Economics & Finance 43, pages 284-298.
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Jacques MINLEND. (2022) Drivers of Commodity Price Uncertainty: Does the Economic Policy Uncertainty Matter?. SSRN Electronic Journal.
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Tacye Hong & Paul A. Kattuman. (2021) The Volatility of Economic Policy Uncertainty. SSRN Electronic Journal.
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Gazi Salah Uddin & Salem Boubakri. (2017) Commodity Market Contagion Under Uncertainty: Evidence from the Perspective of Financialization Versus Hedging Strategy. SSRN Electronic Journal.
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