Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ Q: Agricultural and Natural Resource Economics; Environmental and Ecological Economics
/ / Q0: General
/ / / Q02: Commodity Market

2022

• Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Karikari, Nana Kwasi & Hammoudeh, Shawkat, 2022, "Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105891.
• Wen, Xiaoqian & Xie, Yuxin & Pantelous, Athanasios A., 2022, "Extreme price co-movement of commodity futures and industrial production growth: An empirical evaluation," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105915.
• Salisu, Afees A. & Gupta, Rangan & Demirer, Riza, 2022, "Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105934.
• Tanin, Tauhidul Islam & Sarker, Ashutosh & Brooks, Robert & Do, Hung Xuan, 2022, "Does oil impact gold during COVID-19 and three other recent crises?," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105938.
• Secomandi, Nicola, 2022, "Quadratic hedging of risk neutral values," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106086.
• Guiotto, Paolo, 2022, "A note on the spot-forward parity under stochastic cost of carry," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106166.
• Čech, František & Zítek, Michal, 2022, "Marine fuel hedging under the sulfur cap regulations," Energy Economics, Elsevier, volume 113, issue C, DOI: 10.1016/j.eneco.2022.106204.
• Çepni, Oğuzhan & Gupta, Rangan & Pienaar, Daniel & Pierdzioch, Christian, 2022, "Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty?," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106229.
• Fedorov, Semyon & Lavrutich, Maria & Hagspiel, Verena & Lerdahl, Thomas, 2022, "Risk and benefit sharing schemes in oil exploration and production," Energy Economics, Elsevier, volume 116, issue C, DOI: 10.1016/j.eneco.2022.106401.
• Wang, Fangzhi & Liao, Hua, 2022, "Unexpected economic growth and oil price shocks," Energy Economics, Elsevier, volume 116, issue C, DOI: 10.1016/j.eneco.2022.106430.
• Kertlly de Medeiros, Rennan & da Nóbrega Besarria, Cássio & Pitta de Jesus, Diego & Phillipe de Albuquerquemello, Vinicius, 2022, "Forecasting oil prices: New approaches," Energy, Elsevier, volume 238, issue PC, DOI: 10.1016/j.energy.2021.121968.
• Ouyang, Ruolan & Chen, Xiang & Fang, Yi & Zhao, Yang, 2022, "Systemic risk of commodity markets: A dynamic factor copula approach," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102204.
• Das, Debojyoti & Bhatia, Vaneet & Kumar, Surya Bhushan & Basu, Sankarshan, 2022, "Do precious metals hedge crude oil volatility jumps?," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102257.
• Sattarhoff, Cristina & Gronwald, Marc, 2022, "Measuring informational efficiency of the European carbon market — A quantitative evaluation of higher order dependence," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102403.
• Yousaf, Imran & Jareño, Francisco & Esparcia, Carlos, 2022, "Tail connectedness between lending/borrowing tokens and commercial bank stocks," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102417.
• Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan, 2022, "Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102378.
• Alam, Md Rafayet & Forhad, Md. Abdur Rahman & Sah, Nilesh B., 2022, "Consumption- and speculation-led change in demand for oil and the response of base metals: A Markov-switching approach," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102783.
• Robe, Michel A., 2022, "The dollar’s ”Convenience Yield”," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102858.
• Yang, Ming-Yuan & Wu, Zhen-Guo & Wu, Xin, 2022, "An empirical study of risk diffusion in the cryptocurrency market based on the network analysis," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103180.
• Bouri, Elie & Gupta, Rangan & Nel, Jacobus & Shiba, Sisa, 2022, "Contagious diseases and gold: Over 700 years of evidence from quantile regressions," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103266.
• Jin, Xiaoye, 2022, "Performance of intraday technical trading in China’s gold market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101481.
• Degiannakis, Stavros & Filis, George & Klein, Tony & Walther, Thomas, 2022, "Forecasting realized volatility of agricultural commodities," International Journal of Forecasting, Elsevier, volume 38, issue 1, pages 74-96, DOI: 10.1016/j.ijforecast.2019.08.011.
• Jacobs, Kris & Li, Yu & Pirrong, Craig, 2022, "Supply, demand, and risk premiums in electricity markets," Journal of Banking & Finance, Elsevier, volume 135, issue C, DOI: 10.1016/j.jbankfin.2021.106390.
• de Jong, Johan & Sonnemans, Joep & Tuinstra, Jan, 2022, "The effect of futures markets on the stability of commodity prices," Journal of Economic Behavior & Organization, Elsevier, volume 198, issue C, pages 176-211, DOI: 10.1016/j.jebo.2022.03.025.
• Bernstein, Shai & Colonnelli, Emanuele & Malacrino, Davide & McQuade, Tim, 2022, "Who creates new firms when local opportunities arise?," Journal of Financial Economics, Elsevier, volume 143, issue 1, pages 107-130, DOI: 10.1016/j.jfineco.2021.05.045.
• Jia, Jian & Kang, Sang Baum, 2022, "Do the basis and other predictors of futures return also predict spot return with the same signs and magnitudes? Evidence from the LME," Journal of Commodity Markets, Elsevier, volume 25, issue C, DOI: 10.1016/j.jcomm.2021.100187.
• Batista Soares, David & Borocco, Etienne, 2022, "Rational destabilization in commodity markets," Journal of Commodity Markets, Elsevier, volume 25, issue C, DOI: 10.1016/j.jcomm.2021.100190.
• Lim, Kian Guan, 2022, "Endogeneity of commodity price in freight cost models," Journal of Commodity Markets, Elsevier, volume 26, issue C, DOI: 10.1016/j.jcomm.2021.100217.
• Rubbaniy, Ghulame & Khalid, Ali Awais & Syriopoulos, Konstantinos & Samitas, Aristeidis, 2022, "Safe-haven properties of soft commodities during times of Covid-19," Journal of Commodity Markets, Elsevier, volume 27, issue C, DOI: 10.1016/j.jcomm.2021.100223.
• Alfeus, Mesias & Nikitopoulos, Christina Sklibosios, 2022, "Forecasting volatility in commodity markets with long-memory models," Journal of Commodity Markets, Elsevier, volume 28, issue C, DOI: 10.1016/j.jcomm.2022.100248.
• Roy, Rudra Prosad & Sinha Roy, Saikat, 2022, "Commodity futures prices pass-through and monetary policy in India: Does asymmetry matter?," The Journal of Economic Asymmetries, Elsevier, volume 25, issue C, DOI: 10.1016/j.jeca.2021.e00229.
• Mishra, Aswini Kumar & Ghate, Kshitish & Renganathan, Jayashree & Kennet, Joushita J. & Rajderkar, Nilay Pradeep, 2022, "Rolling, recursive evolving and asymmetric causality between crude oil and gold prices: Evidence from an emerging market," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102474.
• Salisu, Afees A. & Gupta, Rangan & Ji, Qiang, 2022, "Forecasting oil prices over 150 years: The role of tail risks," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102508.
• Salisu, Afees A. & Gupta, Rangan & Karmakar, Sayar & Das, Sonali, 2022, "Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102527.
• Khan, Khalid & Su, Chi Wei & Khurshid, Adnan, 2022, "Do booms and busts identify bubbles in energy prices?," Resources Policy, Elsevier, volume 76, issue C, DOI: 10.1016/j.resourpol.2022.102556.
• Mighri, Zouheir & Ragoubi, Hanen & Sarwar, Suleman & Wang, Yihan, 2022, "Quantile Granger causality between US stock market indices and precious metal prices," Resources Policy, Elsevier, volume 76, issue C, DOI: 10.1016/j.resourpol.2022.102595.
• Văn, Lê & Bảo, Nguyễn Khắc Quốc, 2022, "The relationship between global stock and precious metals under Covid-19 and happiness perspectives," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102634.
• Gupta, Rangan & Pierdzioch, Christian & Salisu, Afees A., 2022, "Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102662.
• Gupta, Rangan & Pierdzioch, Christian, 2022, "Climate risks and forecastability of the realized volatility of gold and other metal prices," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102681.
• Khan, Khalid & Su, Chi Wei & Koseoglu, Sinem Derindere, 2022, "Who are the influencers in the commodity markets during COVID-19?," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102854.
• Zhang, Zhengyong & Shahzad, Syed Jawad Hussain & Bouri, Elie, 2022, "Tail risk transmission from commodity prices to sovereign risk of emerging economies," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102869.
• Salisu, Afees A. & Gupta, Rangan & Nel, Jacobus & Bouri, Elie, 2022, "The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102897.
• Aikins Abakah, Emmanuel Joel & Gil-Alana, Luis A. & Tripathy, Trilochan, 2022, "Stochastic structure of metal prices: Evidence from fractional integration non-linearities and breaks," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102910.
• Valadkhani, Abbas & Nguyen, Jeremy & Chiah, Mardy, 2022, "When is gold an effective hedge against inflation?," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103009.
• Chhabra, Damini & Gupta, Mohit, 2022, "Calendar anomalies in commodity markets for natural resources: Evidence from India," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103019.
• Bossman, Ahmed & Agyei, Samuel Kwaku, 2022, "Interdependence structure of global commodity classes and African equity markets: A vector wavelet coherence analysis," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103039.
• Naeem, Muhammad Abubakr & Peng, Zhe & Bouri, Elie & Hussain Shahzad, Syed Jawad & Karim, Sitara, 2022, "Examining the asymmetries between equity and commodity ETFs during COVID-19," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103048.
• Balcilar, Mehmet & Gupta, Rangan & Nel, Jacobus, 2022, "Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103053.
• Ahmed, Walid M.A., 2022, "On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis," The Quarterly Review of Economics and Finance, Elsevier, volume 83, issue C, pages 135-151, DOI: 10.1016/j.qref.2021.12.003.
• Ruano, Fábio & Barros, Victor, 2022, "Commodities and portfolio diversification: Myth or fact?," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 281-295, DOI: 10.1016/j.qref.2022.08.003.
• Bosch, David & Smimou, K., 2022, "Traders’ motivation and hedging pressure in commodity futures markets," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101529.
• Laurent Ferrara & Aikaterini Karadimitropoulou & Athanasios Triantafyllou, 2022, "Commodity Price Uncertainty Comovement: Does It Matter for Global Economic Growth?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-08, Jan.
• Zulfiqar Ali Imran & Muhammad Ahad, 2022, "Safe-haven investments against stock returns in Pakistan: a role of real estate, gold, oil and US dollar," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 16, issue 1, pages 167-189, February, DOI: 10.1108/IJHMA-12-2021-0134.
• Tanvir Ahmed & Waseem Ahmad & Bashir Ahmad, 2022, "Assessing the value of castrated and intact male goat attributes in livestock markets of Pakistan," Journal of Agribusiness in Developing and Emerging Economies, Emerald Group Publishing Limited, volume 13, issue 5, pages 671-684, April, DOI: 10.1108/JADEE-09-2021-0239.
• Nusrat Akber & Kirtti Ranjan Paltasingh, 2022, "COVID-19 lockdown and prices of essential food items in India: examining law of one price," Journal of Agribusiness in Developing and Emerging Economies, Emerald Group Publishing Limited, volume 12, issue 3, pages 510-530, January, DOI: 10.1108/JADEE-12-2021-0316.
• Anja Vinzelberg & Benjamin Rainer Auer, 2022, "A comparison of minimum variance and maximum Sharpe ratio portfolios for mainstream investors," Journal of Risk Finance, Emerald Group Publishing Limited, volume 23, issue 1, pages 55-84, January, DOI: 10.1108/JRF-02-2021-0021.
• Clio Ciaschini & Maria Cristina Recchioni, 2022, "A market sentiment indicator, behaviourally grounded, for the analysis and forecast of volatility and bubbles," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 16, issue 1, pages 17-38, November, DOI: 10.1108/RBF-07-2021-0128.
• Zaghum Umar & Francisco Jareño & Ana Escribano, 2022, "Analysis of the dynamic return and volatility connectedness for non-ferrous industrial metals during the COVID-19 pandemic crisis," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 40, issue 2, pages 313-333, July, DOI: 10.1108/SEF-01-2022-0045.
• Dejan Zivkov & Jelena Damnjanovic & Natasa Papic-Blagojevic, 2022, "Energy Commodity Price Risk Minimization with Precious Metals in a Multivariate Portfolio," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 72, issue 1, pages 50-70, March.
• Daniele Valenti & Andrea Bastianin & Matteo Manera, 2022, "A weekly structural VAR model of the US crude oil market," Working Papers, Fondazione Eni Enrico Mattei, number 2022.11, May.
• Christopher J. Neely, 2022, "Financial Market Reactions to the Russian Invasion of Ukraine," Review, Federal Reserve Bank of St. Louis, volume 104, issue 4, pages 266-296, October, DOI: 10.20955/r.104.266-96.
• Christopher J. Neely, 2022, "Financial market reactions to the Russian invasion of Ukraine," Working Papers, Federal Reserve Bank of St. Louis, number 2022-032, Sep, DOI: 10.20955/wp.2022.032.
• Sisa Shiba & Goodness C. Aye & Rangan Gupta & Samrat Goswami, 2022, "Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty," JRFM, MDPI, volume 15, issue 11, pages 1-15, November.
• Olalere Isaac Opeyemi, 2022, "Predicting Trade Mispricing: A Gaussian Multivariate Anomaly Detection Model ," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jber221, Jul, DOI: https://doi.org/10.35609/jber.2022..
• David Benatia, 2022, "Ring the alarm! Electricity markets, renewables, and the pandemic," Post-Print, HAL, number hal-03523180, Feb, DOI: 10.1016/j.eneco.2021.105755.
• Isabelle Cadoret & Jacques Minlend & Tovonony Razafindrabe, 2022, "Uncertainty diffusion across commodity markets," Post-Print, HAL, number hal-03820448, DOI: 10.1080/00036846.2022.2129041.
• Nicolas Legrand, 2022, "War in Ukraine: The Rationale "Wait-and-See" Mode of Global Food Markets ," Working Papers, HAL, number hal-03809794, Oct.
• Nicolas Legrand, 2022, "War in Ukraine: The Rationale “Wait-and-See” Mode of Global Food Markets
  [Guerre en Ukraine: La position d’attente rationnelle des marchés agricoles mondiaux]," Working Papers, HAL, number hal-03826719, Oct.
• Georgy Trofimov, 2022, "Competitive Storage and Commodity Price in Continuous Time," HSE Economic Journal, National Research University Higher School of Economics, volume 26, issue 4, pages 523-551.
• Camelia GAVRILESCU, 2022, "Ukraine – A View Of Agricultural Production And International Trade," Agricultural Economics and Rural Development, Institute of Agricultural Economics, volume 19, issue 1, pages 31-40.
• Mihaela KRUZSLICIKA, 2022, "Reaction Of The Cereal Market To The Disruption Of Trade Flows In Romania," Agricultural Economics and Rural Development, Institute of Agricultural Economics, volume 19, issue 2, pages 219-238.
• Gabriel Di Bella & Mr. Mark J Flanagan & Karim Foda & Svitlana Maslova & Alex Pienkowski & Martin Stuermer & Mr. Frederik G Toscani, 2022, "Natural Gas in Europe: The Potential Impact of Disruptions to Supply," IMF Working Papers, International Monetary Fund, number 2022/145, Jul.
• Imlak Shaikh, 2022, "Impact of COVID-19 pandemic on the energy markets," Economic Change and Restructuring, Springer, volume 55, issue 1, pages 433-484, February, DOI: 10.1007/s10644-021-09320-0.
• Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2022, "Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty," The Journal of Real Estate Finance and Economics, Springer, volume 64, issue 4, pages 523-545, May, DOI: 10.1007/s11146-020-09813-1.
• Jinan Liu & Apostolos Serletis, 2022, "World Commodity Prices and Economic Activity in Advanced and Emerging Economies," Open Economies Review, Springer, volume 33, issue 2, pages 347-374, April, DOI: 10.1007/s11079-021-09632-8.
• Sabka Pashova & Radoslav Radev, 2022, "Role of Labelling on Sustainable Consumption of Fresh Fruit and Vegetables," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 275-287, July.
• Grégoire Tallard & Marcel Adenäuer & Koen Deconinck & Gaëlle Gouarin, 2022, "Potential impact of dietary changes on the triple challenge facing food systems: Three stylised scenarios," OECD Food, Agriculture and Fisheries Papers, OECD Publishing, number 173, Jan, DOI: 10.1787/d7a18023-en.
• Chiara Casoli & Riccardo (Jack) Lucchetti, 2022, "Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices
  [Commodity-price comovement and global economic activity]," The Econometrics Journal, Royal Economic Society, volume 25, issue 2, pages 494-514.
• John Baffes & Alain Kabundi & Peter Nagle, 2022, "The role of income and substitution in commodity demand
  [Modelling OECD industrial energy demand: asymmetric price responses and energy-saving technical change]," Oxford Economic Papers, Oxford University Press, volume 74, issue 2, pages 498-522.
• Anca Cristina Stanciu, 2022, "Commercial Services In Trade Without Stores," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 450-454, Decembrie.
• Nguyen, Trinh Bao Trung & Huynh, Cong Minh, 2022, "Factors of Purchase Intentions toward Foreign Products: Empirical Evidence from Vietnamese Consumers’ Perspective," MPRA Paper, University Library of Munich, Germany, number 111563, Jan.
• Ho, Thi Thu & Huynh, Cong Minh, 2022, "Green Purchase Intention: An Investigation from Vietnamese Young Consumers," MPRA Paper, University Library of Munich, Germany, number 112355, Mar.
• Ubilava, David & Valera, Harold Glenn & Pede, Valerien, 2022, "The Rice Market Reaction to El Nino Southern Oscillation Shocks," MPRA Paper, University Library of Munich, Germany, number 123384, Feb.
• Rangan Gupta & Sayar Karmakar & Christian Pierdzioch, 2022, "Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202201, Jan.
• Oguzhan Cepni & Rangan Gupta & Daniel Pienaar & Christian Pierdzioch, 2022, "Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty?," Working Papers, University of Pretoria, Department of Economics, number 202205, Jan.
• David Gabauer & Rangan Gupta & Sayar Karmakar & Joshua Nielsen, 2022, "Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility)," Working Papers, University of Pretoria, Department of Economics, number 202228, Jun.
• Elie Bouri & Rangan Gupta & Luca Rossini, 2022, "The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index," Working Papers, University of Pretoria, Department of Economics, number 202229, Jun.
• Mehmet Balcilar & Rangan Gupta & Jacobus Nel, 2022, "Rare Disaster Risks and Gold over 700 Years: Evidence from Nonparametric Quantile Regressions," Working Papers, University of Pretoria, Department of Economics, number 202231, Jun.
• Elie Bouri & Rangan Gupta & Jacobus Nel & Sisa Shiba, 2022, "Contagious Diseases and Gold: Over 700 Years of Evidence from Quantile Regressions," Working Papers, University of Pretoria, Department of Economics, number 202233, Jun.
• Xolani Sibande & Riza Demirer & Mehmet Balcilar & Rangan Gupta, 2022, "On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal," Working Papers, University of Pretoria, Department of Economics, number 202239, Sep.
• Sayar Karmakar & Rangan Gupta & Oguzhan Cepni & Lavinia Rognone, 2022, "Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model," Working Papers, University of Pretoria, Department of Economics, number 202241, Sep.
• Jacobus Nel & Rangan Gupta & Mark E. Wohar & Christian Pierdzioch, 2022, "Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202242, Sep.
• Sisa Shiba & Goodness C. Aye & Rangan Gupta & Samrat Goswami, 2022, "Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202249, Oct.
• Shahriyar Aliev & Evžen Kočenda, 2022, "ECB monetary policy and commodity prices," FFA Working Papers, Prague University of Economics and Business, number 4.008, Jun, revised 21 Jun 2022.
• Nicolas Legrand, 2022, "War in Ukraine: The Rationale “Wait-and-See” Mode of Global Food Markets," Working Papers SMART, INRAE UMR SMART, number 22-07.
• TANASE, George Cosmin, 2022, "Circular Economy in the Agri-Food Sector: Opportunities and Challenges," Romanian Distribution Committee Magazine, Romanian Distribution Committee, volume 13, issue 3, pages 34-40, October.
• TANASE, George Cosmin, 2022, "Consumption Reduction: A Challenge For Behaviour Change in The Future," Romanian Distribution Committee Magazine, Romanian Distribution Committee, volume 13, issue 4, pages 32-39, December.
• Nabin Babu Khanal & Uttam Deb, 2022, "Fish and Fishery Products Trade by India: Trends, Competitiveness and Comparative Advantage," Asian Journal of Agriculture and Development, Southeast Asian Regional Center for Graduate Study and Research in Agriculture (SEARCA), volume 19, issue 2, pages 51-72, December.
• Dejan Živkov & Marina Gajic-Glamoclija & Jasmina Duraskovic & Mirela Momcilovic, 2022, "Assessing Permanent and Transitory Volatility Spillover Effect from Oil to Stocks in Baltic and Visegrad Countries," Journal of Economics / Ekonomicky casopis, Institute of Economic Research, Slovak Academy of Sciences, volume 70, issue 6, pages 523-542, June.
• Hachmi Ben Ameur & Zied Ftiti & Waël Louhichi, 2022, "Revisiting the relationship between spot and futures markets: evidence from commodity markets and NARDL framework," Annals of Operations Research, Springer, volume 313, issue 1, pages 171-189, June, DOI: 10.1007/s10479-021-04172-3.
• Jilong Chen & Christian Ewald & Ruolan Ouyang & Sjur Westgaard & Xiaoxia Xiao, 2022, "Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil," Annals of Operations Research, Springer, volume 313, issue 1, pages 29-46, June, DOI: 10.1007/s10479-021-04198-7.
• Aashish Argade & Arnab Kumar Laha & Anand Kumar Jaiswal, 2022, "Electronic marketplaces under conditions of oligopsony and relational marketing – an empirical exploration of electronic agricultural markets in India," Electronic Markets, Springer;IIM University of St. Gallen, volume 32, issue 3, pages 1541-1554, September, DOI: 10.1007/s12525-022-00539-x.
• Dejan Živkov & Slavica Manić & Ivan Pavkov, 2022, "Nonlinear examination of the ‘Heat Wave’ and ‘Meteor Shower’ effects between spot and futures markets of the precious metals," Empirical Economics, Springer, volume 63, issue 2, pages 1109-1134, August, DOI: 10.1007/s00181-021-02148-7.
• Yves Achdou & Charles Bertucci & Jean-Michel Lasry & Pierre-Louis Lions & Antoine Rostand & José A. Scheinkman, 2022, "A class of short-term models for the oil industry that accounts for speculative oil storage," Finance and Stochastics, Springer, volume 26, issue 3, pages 631-669, July, DOI: 10.1007/s00780-022-00481-y.
• Ankur Jain & Neela Madhaba Sheekha, 2022, "Agrarian crisis in wheat-producing region of India: analysis of profitability and costs," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, volume 24, issue 2, pages 320-339, December, DOI: 10.1007/s40847-022-00186-0.
• H. Alan Love & John Freebairn, 2022, "Macroeconomic Linkages to the Agricultural Supply Chain," Natural Resource Management and Policy, Springer, in: Harry de Gorter & Jill McCluskey & Johan Swinnen & David Zilberman, "Modern Agricultural and Resource Economics and Policy", DOI: 10.1007/978-3-030-77760-9_15.
• Harry Gorter, 2022, "Causes of the Great Food Commodity Price Booms in the New Millennium: An Essay in Honor of Gordon Rausser," Natural Resource Management and Policy, Springer, in: Harry de Gorter & Jill McCluskey & Johan Swinnen & David Zilberman, "Modern Agricultural and Resource Economics and Policy", DOI: 10.1007/978-3-030-77760-9_17.
• Robiyanto Robiyanto & Fanny Yunitaria, 2022, "Dividend announcement effect analysis before and during the COVID-19 pandemic in the Indonesia Stock Exchange," SN Business & Economics, Springer, volume 2, issue 2, pages 1-20, February, DOI: 10.1007/s43546-021-00198-8.
• Marina Eurich, 2022, "Die Entwicklung der Rohstoffpreise seit dem russischen Angriff skrieg auf die Ukraine
  [The development of commodity prices since the Russian war of aggression on Ukraine]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 102, issue 10, pages 811-812, October, DOI: 10.1007/s10273-022-3305-2.
• Volker Brühl, 2022, "Wirkung der Energiesteuersenkung auf Kraftstoff preise
  [Effect of Energy Tax Reduction on Fuel Prices]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 102, issue 8, pages 652-654, August, DOI: 10.1007/s10273-022-3264-7.
• Riza Demirer & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2022, "Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests," Journal of the Operational Research Society, Taylor & Francis Journals, volume 73, issue 8, pages 1755-1767, August, DOI: 10.1080/01605682.2021.1936668.
• Diana Balioz, 2022, "Short-Term Forecasting of Global Energy and Metal Prices: VAR and VECM Approaches," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 254, pages 15-28, DOI: 10.26531/vnbu2022.254.02.
• Tom Dudda & Tony Klein & Duc Khuong Nguyen & Thomas Walther, 2022, "Common Drivers of Commodity Futures?," Working Papers, Utrecht School of Economics, number 2207.
• Hamulczuk Mariusz & Skrzypczyk Marta, 2022, "European Union Agri-Food Prices During COVID-19 and their Seleceted Determinants," Zagadnienia Ekonomiki Rolnej / Problems of Agricultural Economics, Sciendo, volume 371, issue 2, pages 5-27, June, DOI: 10.30858/zer-147950.
• Hamulczuk Mariusz & Skrzypczyk Marta, 2022, "European Union Agri-Food Prices During COVID-19 and their Seleceted Determinants," Zagadnienia Ekonomiki Rolnej / Problems of Agricultural Economics, Sciendo, volume 371, issue 2, pages 5-27, June, DOI: 10.30858/zer/147950.
• Simona Delle Chiaie & Laurent Ferrara & Domenico Giannone, 2022, "Common factors of commodity prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 3, pages 461-476, April, DOI: 10.1002/jae.2887.
• Svanidze, Miranda & Götz, Linde & Serebrennikov, Dmytro, 2022, "The influence of Russia's 2010/2011 wheat export ban on spatial market integration and transaction costs of grain markets," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 44, issue 2, pages 1083-1099, DOI: 10.1002/aepp.13168.
• Fluchs, Sarah & Schleicher, Carmen, 2022, "Der materielle Stoffwechsel Nordrhein-Westfalens: Materialflüsse und ihre Bedeutung für die Kreislaufwirtschaft," IW-Reports, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 68/2022.
• Dudda, Tom L. & Klein, Tony & Nguyen, Duc Khuong & Walther, Thomas, 2022, "Common Drivers of Commodity Futures?," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2022/05, DOI: 10.2139/ssrn.4231994.

2021

• Rabah Arezki & Markus Brueckner, 2021, "Working Paper 351 - Between a Rock and a Hard Place: A New Perspective on the Resource Curse," Working Paper Series, African Development Bank, number 2477, Aug.
• Derck Koolen, Derek Bunn, and Wolfgang Ketter, 2021, "Renewable Energy Technologies and Electricity Forward Market Risks," The Energy Journal, International Association for Energy Economics, volume 0, issue Number 4.
• Manuel Monge & Enrique Cristobal & Luis A. Gil-Alana, 2021, "How Lithium Prices Affect Mergers and Acquisitions in the Lithium Industry," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 11, issue 1, pages 26-34.
• Casoli, Chiara & Lucchetti, Riccardo (Jack), , "Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 312367, DOI: 10.22004/ag.econ.312367.
• Irina Tarasenko, 2021, "The impact of exchange rate volatility on trade: The evidence from Russia," Russian Journal of Economics, ARPHA Platform, volume 7, issue 3, pages 213-232, December, DOI: 10.32609/j.ruje.7.57933.
• Jorge Carrera & Gabriel Montes-Rojas & Fernando Toledo, 2021, "Global Financial Cycle, Commodity Terms of Trade and Financial Spreads in Emerging Markets and Developing Economies," Papers, arXiv.org, number 2112.04218, Dec.
• Thi Hong Van Hoang & Qasim Raza Syed, 2021, "Investor Sentiment and Volatility Prediction of Currencies and Commodities During the COVID-19 Pandemic," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 1, issue 4, pages 1-6, DOI: 2021/08/10.
• Wenli Huang & Mian Wu, 2021, "Are Spillover Effects Between Oil and Gold Prices Asymmetric? Evidence From the COVID-19 Pandemic," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 2, issue 4, pages 1-7, DOI: 2021/10/28.
• Yue Zhang, 2021, "The COVID-19 Outbreak and Oil Stock Price Fluctuations - Evidence From China," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 2, issue 3, pages 1-5, DOI: 2021/10/14.
• Zheng Shi & Dongmin Kong, 2021, "Oil Price-Stock Market Nexus During the COVID-19 Pandemic - Evidence From China," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 2, issue 4, pages 1-4, DOI: 2021/10/28.
• Daria Loginova & Marco Portmann & Martin Huber, 2021, "Assessing the Effects of Seasonal Tariff‐rate Quotas on Vegetable Prices in Switzerland," Journal of Agricultural Economics, Wiley Blackwell, volume 72, issue 2, pages 607-627, June, DOI: 10.1111/1477-9552.12424.
• Vincent Bodart & François Courtoy & Erica Perego, 2021, "World Interest Rates and Macroeconomic Adjustments in Developing Commodity Producing Countries," Working Papers, CEPII research center, number 2021-01, Jan.
• Juan Manuel Candelo Viáfara, 2021, "Índice mensual de incertidumbre financiera y económica (IMIFE) para la economía colombiana," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue No. 95, pages 85-104.
• Daniela Cárdenas Sánchez & Cristian Camilo Due�as Ruiz, 2021, "Cano limón: bonanza petrolera, economía e instituciones en el departamento de Arauca," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 19221, Apr.
• Presbitero, Andrea & Eberhardt, Markus, 2021, "Commodity Prices and Banking Crises," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15959, Mar.
• Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das, 2021, "Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2021_017, May.
• Vincent Bodart & François Courtoy & Erica Perego, 2021, "World interest rates and macroeconomic adjustments in developing commodity producing countries," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2021002, Jan.
• Koester, Gerrit & Rubene, Ieva & Gonçalves, Eduardo & Nordeman, Jakob, 2021, "Recent developments in pipeline pressures for non-energy industrial goods inflation in the euro area," Economic Bulletin Boxes, European Central Bank, volume 5.
• Umar Muhammad Gummi & Yang Rong & Utiya Bello & Abdulhamid Sillah Umar & Asiya Mu'azu, 2021, "On the Analysis of Food and Oil Markets in Nigeria: What Prices Tell Us from Asymmetric and Partial Structural Change Modeling?," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 1, pages 52-64.
• Norashida Othman & Zulkornain Yusop & Mohd Mansor Ismail & Syamsul Herman Mohammad Afandi, 2021, "Energy Tax and the Downstream Palm Oil Trade Competitiveness Nexus in Malaysia: An Application of GMM Approach," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 5, pages 593-599.
• Oloko, Tirimisiyu F. & Ogbonna, Ahamuefula E. & Adedeji, Abdulfatai A. & Lakhani, Noman, 2021, "Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach," Economic Analysis and Policy, Elsevier, volume 70, issue C, pages 259-275, DOI: 10.1016/j.eap.2021.02.014.
• Guerra Vallejos, Ernesto & Bobenrieth Hochfarber, Eugenio & Bobenrieth Hochfarber, Juan & Wright, Brian D., 2021, "Solving dynamic stochastic models with multiple occasionally binding constraints," Economic Modelling, Elsevier, volume 105, issue C, DOI: 10.1016/j.econmod.2021.105636.
• Zhu, Bo & Lin, Renda & Deng, Yuanyue & Chen, Pingshe & Chevallier, Julien, 2021, "Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises," Economic Modelling, Elsevier, volume 105, issue C, DOI: 10.1016/j.econmod.2021.105651.
• Sheng, Xin & Marfatia, Hardik A. & Gupta, Rangan & Ji, Qiang, 2021, "House price synchronization across the US states: The role of structural oil shocks," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2021.101372.
• Khalfaoui, Rabeh & Tiwari, Aviral Kumar & Kablan, Sandrine & Hammoudeh, Shawkat, 2021, "Interdependence and lead-lag relationships between the oil price and metal markets: Fresh insights from the wavelet and quantile coherency approaches," Energy Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.eneco.2021.105421.
• Seiler, Volker, 2021, "China-to-FOB price transmission in the rare earth elements market and the end of Chinese export restrictions," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105485.
• Bonato, Matteo & Çepni, Oğuzhan & Gupta, Rangan & Pierdzioch, Christian, 2021, "Do oil-price shocks predict the realized variance of U.S. REITs?," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105689.
• Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian & Yoon, Seong-Min, 2021, "OPEC news and jumps in the oil market," Energy Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.eneco.2021.105096.
• Nam, Kyungsik, 2021, "Investigating the effect of climate uncertainty on global commodity markets," Energy Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.eneco.2021.105123.
• Umar, Zaghum & Trabelsi, Nader & Zaremba, Adam, 2021, "Oil shocks and equity markets: The case of GCC and BRICS economies," Energy Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.eneco.2021.105155.
• Umar, Zaghum & Jareño, Francisco & Escribano, Ana, 2021, "Oil price shocks and the return and volatility spillover between industrial and precious metals," Energy Economics, Elsevier, volume 99, issue C, DOI: 10.1016/j.eneco.2021.105291.
• Hauenstein, Christian & Holz, Franziska, 2021, "The U.S. coal sector between shale gas and renewables: Last resort coal exports?," Energy Policy, Elsevier, volume 149, issue C, DOI: 10.1016/j.enpol.2020.112097.
• Tiwari, Aviral Kumar & Boachie, Micheal Kofi & Suleman, Muhammed Tahir & Gupta, Rangan, 2021, "Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks," Energy, Elsevier, volume 219, issue C, DOI: 10.1016/j.energy.2020.119584.
• Chowdhury, Mohammad Ashraful Ferdous & Meo, Muhammad Saeed & Uddin, Ajim & Haque, Md. Mahmudul, 2021, "Asymmetric effect of energy price on commodity price: New evidence from NARDL and time frequency wavelet approaches," Energy, Elsevier, volume 231, issue C, DOI: 10.1016/j.energy.2021.120934.
• Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan, 2021, "Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data," Energy, Elsevier, volume 235, issue C, DOI: 10.1016/j.energy.2021.121333.
• Tanin, Tauhidul Islam & Sarker, Ashutosh & Brooks, Robert, 2021, "Do currency exchange rates impact gold prices? New evidence from the ongoing COVID-19 period," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101868.
• Zaremba, Adam & Umar, Zaghum & Mikutowski, Mateusz, 2021, "Commodity financialisation and price co-movement: Lessons from two centuries of evidence," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101492.
• Bouri, Elie & Demirer, Riza & Gupta, Rangan & Wohar, Mark E., 2021, "Gold, platinum and the predictability of bond risk premia," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101490.
• Bonato, Matteo & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2021, "A note on investor happiness and the predictability of realized volatility of gold," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101614.
• Bhatia, Vaneet & Basu, Sankarshan, 2021, "Causality-in-quantiles between crude oil and stock markets: Evidence from emerging economies," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101736.
• Iyke, Bernard Njindan & Ho, Sin-Yu, 2021, "Stock return predictability over four centuries: The role of commodity returns," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101711.
• Bouri, Elie & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2021, "Forecasting power of infectious diseases-related uncertainty for gold realized variance," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101936.
• Umar, Zaghum & Riaz, Yasir & Zaremba, Adam, 2021, "Patterns of Spillover in Energy, Agricultural, and Metal Markets: A Connectedness Analysis for Years 1780-2020," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101999.
• Salisu, Afees A. & Gupta, Rangan, 2021, "Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach," Global Finance Journal, Elsevier, volume 48, issue C, DOI: 10.1016/j.gfj.2020.100546.
• Eberhardt, Markus & Presbitero, Andrea F., 2021, "Commodity prices and banking crises," Journal of International Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.jinteco.2021.103474.
• Karanasos, M. & Yfanti, S., 2021, "On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101292.
• Zaremba, Adam & Bianchi, Robert J. & Mikutowski, Mateusz, 2021, "Long-run reversal in commodity returns: Insights from seven centuries of evidence," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106238.
• Bierbaumer, Daniel & Rieth, Malte & Velinov, Anton, 2021, "The state-dependent trading behavior of banks in the oil futures market," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 1011-1024, DOI: 10.1016/j.jebo.2021.09.031.
• Tanin, Tauhidul Islam & Sarker, Ashutosh & Hammoudeh, Shawkat & Shahbaz, Muhammad, 2021, "Do volatility indices diminish gold's appeal as a safe haven to investors before and during the COVID-19 pandemic?," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 214-235, DOI: 10.1016/j.jebo.2021.09.003.
• Baltussen, Guido & Da, Zhi & Lammers, Sten & Martens, Martin, 2021, "Hedging demand and market intraday momentum," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 377-403, DOI: 10.1016/j.jfineco.2021.04.029.
• Schlenker, Wolfram & Taylor, Charles A., 2021, "Market expectations of a warming climate," Journal of Financial Economics, Elsevier, volume 142, issue 2, pages 627-640, DOI: 10.1016/j.jfineco.2020.08.019.
• Mulenga, Brian P. & Ngoma, Hambulo & Nkonde, Chewe, 2021, "Produce to eat or sell: Panel data structural equation modeling of market participation and food dietary diversity in Zambia," Food Policy, Elsevier, volume 102, issue C, DOI: 10.1016/j.foodpol.2021.102035.
• Goyal, Raghav & Adjemian, Michael K., 2021, "The 2019 government shutdown increased uncertainty in major agricultural commodity markets," Food Policy, Elsevier, volume 102, issue C, DOI: 10.1016/j.foodpol.2021.102064.
• Diaz, Elena Maria & Perez-Quiros, Gabriel, 2021, "GEA tracker: A daily indicator of global economic activity," Journal of International Money and Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jimonfin.2021.102400.
• Bonnier, Jean-Baptiste, 2021, "Speculation and informational efficiency in commodity futures markets," Journal of International Money and Finance, Elsevier, volume 117, issue C, DOI: 10.1016/j.jimonfin.2021.102457.
• Carter, Colin A. & Schaefer, K. Aleks & Scheitrum, Daniel, 2021, "Raising cane: Hedging calamity in Australian sugar," Journal of Commodity Markets, Elsevier, volume 21, issue C, DOI: 10.1016/j.jcomm.2020.100126.
• Isengildina-Massa, Olga & Cao, Xiang & Karali, Berna & Irwin, Scott H. & Adjemian, Michael & Johansson, Robert C., 2021, "When does USDA information have the most impact on crop and livestock markets?," Journal of Commodity Markets, Elsevier, volume 22, issue C, DOI: 10.1016/j.jcomm.2020.100137.
• Chen, Yu-Fu & Mu, Xiaoyi, 2021, "Asymmetric volatility in commodity markets," Journal of Commodity Markets, Elsevier, volume 22, issue C, DOI: 10.1016/j.jcomm.2020.100139.
• Wimmer, Thomas & Geyer-Klingeberg, Jerome & Hütter, Marie & Schmid, Florian & Rathgeber, Andreas, 2021, "The impact of speculation on commodity prices: A Meta-Granger analysis," Journal of Commodity Markets, Elsevier, volume 22, issue C, DOI: 10.1016/j.jcomm.2020.100148.
• Cortazar, Gonzalo & Ortega, Hector & Rojas, Maximiliano & Schwartz, Eduardo S., 2021, "Commodity index risk premium," Journal of Commodity Markets, Elsevier, volume 22, issue C, DOI: 10.1016/j.jcomm.2020.100156.
• Shahzad, Syed Jawad Hussain & Rahman, Md Lutfur & Lucey, Brian M. & Uddin, Gazi Salah, 2021, "Re-examining the real option characteristics of gold for gold mining companies," Resources Policy, Elsevier, volume 70, issue C, DOI: 10.1016/j.resourpol.2020.101890.
• Bahloul, Slah & Khemakhem, Imen, 2021, "Dynamic return and volatility connectedness between commodities and Islamic stock market indices," Resources Policy, Elsevier, volume 71, issue C, DOI: 10.1016/j.resourpol.2021.101993.
• Shaikh, Imlak, 2021, "On the relation between Pandemic Disease Outbreak News and Crude oil, Gold, Gold mining, Silver and Energy Markets," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102025.
• Naeem, Muhammad Abubakr & Qureshi, Fiza & Arif, Muhammad & Balli, Faruk, 2021, "Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102067.
• Umar, Zaghum & Jareño, Francisco & Escribano, Ana, 2021, "Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102147.
• Ding, Shusheng & Cui, Tianxiang & Zheng, Dandan & Du, Min, 2021, "The effects of commodity financialization on commodity market volatility," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102220.
• Khan, Khalid & Su, Chi-Wei & Rehman, Ashfaq U., 2021, "Do multiple bubbles exist in coal price?," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102232.
• Khalfaoui, Rabeh & Baumöhl, Eduard & Sarwar, Suleman & Výrost, Tomáš, 2021, "Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102318.
• Piccoli, Pedro & de Castro, Jessica, 2021, "Attention-return relation in the gold market and market states," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102333.
• Oloko, Tirimisiyu F. & Ogbonna, Ahamuefula E. & Adedeji, Abdulfatai A. & Lakhani, Noman, 2021, "Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102369.
• Chkili, Walid & Ben Rejeb, Aymen & Arfaoui, Mongi, 2021, "Does bitcoin provide hedge to Islamic stock markets for pre- and during COVID-19 outbreak? A comparative analysis with gold," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102407.
• César, Andrés & Falcone, Guillermo & Gasparini, Leonardo, 2021, "Costs and benefits of trade shocks: Evidence from Chilean local labor markets," Labour Economics, Elsevier, volume 73, issue C, DOI: 10.1016/j.labeco.2021.102075.
• Tietjen, Oliver & Lessmann, Kai & Pahle, Michael, 2021, "Hedging and temporal permit issuances in cap-and-trade programs: The Market Stability Reserve under risk aversion," Resource and Energy Economics, Elsevier, volume 63, issue C, DOI: 10.1016/j.reseneeco.2020.101214.
• Imlak Shaikh, 2021, "On the relation between the crude oil market and pandemic Covid-19," European Journal of Management and Business Economics, Emerald Group Publishing Limited, volume 30, issue 3, pages 331-356, May, DOI: 10.1108/EJMBE-08-2020-0223.