Citations (55)
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Florian Schmid, Herbert Mayer, Markus Wanner & Andreas W. Rathgeber. (2023) Rebalancing effects of commodity indices on open interest, volume and prices. The European Journal of Finance 29:10, pages 1187-1206.
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Sangram Keshari Jena, Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah & David Roubaud. (2023) Integration between emerging market equity and global markets; is it fundamental or noisy? Evidence from wavelet denoised volatility spillover analysis in time and frequency domain. Applied Economics 55:12, pages 1312-1327.
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Mohammed Armah, Godfred Amewu & Ahmed Bossman. (2022) Time-frequency analysis of financial stress and global commodities prices: Insights from wavelet-based approaches. Cogent Economics & Finance 10:1.
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Sokratis Mitsas, Petros Golitsis & Khurshid Khudoykulov. (2022) Investigating the impact of geopolitical risks on the commodity futures. Cogent Economics & Finance 10:1.
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Xinyu Wang, Lele Zhang, Qiuying Cheng, Song Shi & Huawei Niu. (2022) What drives risk in China’s soybean futures market? Evidence from a flexible GARCH-MIDAS model. Journal of Applied Economics 25:1, pages 454-475.
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Mouna Youssef. (2022) Do Oil Prices and Financial Indicators Drive the Herding Behavior in Commodity Markets?. Journal of Behavioral Finance 23:1, pages 58-72.
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Lya Paola Sierra & Pavel Vidal Alejandro. (2021) The Impact of Emerging Asia´s Demand on the Pacific Alliance Countries. Emerging Markets Finance and Trade 57:7, pages 2023-2041.
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Xiang Zhang & Lu Liu. (2020) Heterogeneous Impacts of International Oil Price Shocks on the Stock Market – Evidence from China. Emerging Markets Finance and Trade 56:12, pages 2749-2771.
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Juncal Cunado, Rangan Gupta, Chi Keung Marco Lau & Xin Sheng. (2020) Time-Varying Impact of Geopolitical Risks on Oil Prices. Defence and Peace Economics 31:6, pages 692-706.
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Gema Fernández-Avilés, José-María Montero & Lidia Sanchis-Marco. (2020) Extreme downside risk co-movement in commodity markets during distress periods: a multidimensional scaling approach. The European Journal of Finance 26:12, pages 1207-1237.
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Satish Kumar, Aviral Kumar Tiwari, I. D. Raheem & Qiang Ji. (2020) Dependence risk analysis in energy, agricultural and precious metals commodities: a pair vine copula approach. Applied Economics 52:28, pages 3055-3072.
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Ilia Bouchouev. (2020) From risk bearing to propheteering. Quantitative Finance 20:6, pages 887-894.
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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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Hirofumi Nishi. (2020) Firm age and crude oil returns: Stock price sensitivity of oil-producing and consuming companies. Cogent Economics & Finance 8:1.
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Zhifang He, Fangzhao Zhou, Xiaohua Xia, Fenghua Wen & Yiyuan Huang. (2019) Interaction between Oil Price and Investor Sentiment: Nonlinear Causality, Time- Varying Influence, and Asymmetric Effect. Emerging Markets Finance and Trade 55:12, pages 2756-2773.
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Xiaoqian Wen, Elie Bouri & Hua Cheng. (2019) The Crude Oil–Stock Market Dependence and Its Determinants: Evidence from Emerging Economies. Emerging Markets Finance and Trade 55:10, pages 2254-2274.
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Christopher Coyle, Fabian Gogolin & Fearghal Kearney. (2019) Modelling gold futures: should the level of speculation inform our choice of variables?. The European Journal of Finance 25:10, pages 966-977.
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Adrian Fernandez-Perez, Bart Frijns & Alireza Tourani-Rad. (2017) Precious metals, oil and the exchange rate: contemporaneous spillovers. Applied Economics 49:38, pages 3863-3879.
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Hannah K. Bargawi & Susan A. Newman. (2017) From Futures Markets to the Farm Gate: A Study of Price Formation along Tanzania’s Coffee Commodity Chain. Economic Geography 93:2, pages 162-184.
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Bernardina Algieri. (2016) Conditional price volatility, speculation, and excessive speculation in commodity markets: sheep or shepherd behaviour?. International Review of Applied Economics 30:2, pages 210-237.
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Carlos González-Pedraz, Manuel Moreno & Juan Ignacio Peña. (2015) Portfolio selection with commodities under conditional copulas and skew preferences. Quantitative Finance 15:1, pages 151-170.
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