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

2021

• Manogna RL & Aswini Kumar Mishra, 2021, "Financialization of Indian agricultural commodities: the case of index investments," International Journal of Social Economics, Emerald Group Publishing Limited, volume 49, issue 1, pages 73-96, September, DOI: 10.1108/IJSE-05-2021-0254.
• Surachai Chancharat & Julaluk Butda, 2021, "Return and Volatility Linkages between Bitcoin, Gold Price, and Oil Price: Evidence from Diagonal BEKK–GARCH Model," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Environmental, Social, and Governance Perspectives on Economic Development in Asia", DOI: 10.1108/S1571-03862021000029A019.
• Abdelkader Derbali & Kamel Naoui & Lamia Jamel, 2021, "COVID-19 news in USA and in China: which is suitable in explaining the nexus among Bitcoin and Gold?," Pacific Accounting Review, Emerald Group Publishing Limited, volume 33, issue 5, pages 578-595, June, DOI: 10.1108/PAR-09-2020-0170.
• Marek Szturo & Bogdan Wlodarczyk & Konrad Szydlowski & Karol Wojtowicz & Sylwia Pienkowska-Kamieniecka & Ireneusz Miciula, 2021, "Default Risk of Listed Companies in the Context of the Threat to Commodity Markets in the Times of COVID-19 Pandemic," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 53-68.
• Ferrara, Laurent & Karadimitropoulou, Aikaterini & Triantafyllou, Athanasios, 2021, "Commodity price uncertainty comovement: Does it matter for global economic growth?," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 30945, Aug.
• Chiara Casoli & Riccardo (Jack) Lucchetti, 2021, "Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices," Working Papers, Fondazione Eni Enrico Mattei, number 2021.19, Jul.
• Loginova, Daria & Portmann, Marco & Huber, Martin, 2021, "Assessing the effects of seasonal tariff-rate quotas on vegetable prices in Switzerland," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 521, Feb.
• Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers," Energies, MDPI, volume 14, issue 14, pages 1-15, July.
• Rangan Gupta & Christian Pierdzioch & Wing-Keung Wong, 2021, "A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios," Energies, MDPI, volume 14, issue 20, pages 1-12, October.
• Rangan Gupta & Christian Pierdzioch, 2021, "Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment," Energies, MDPI, volume 14, issue 23, pages 1-18, December.
• Rabeh Khalfaoui & Eduard Baumöhl & Suleman Sarwar & Tomáš Výrost, 2021, "Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks," Post-Print, HAL, number hal-03797575, Dec, DOI: 10.1016/j.resourpol.2021.102318.
• Rabeh Khalfaoui & Aviral Kumar Tiwari & Sandrine Kablan & Shawkat Hammoudeh, 2021, "Interdependence and lead-lag relationships between the oil price and metal markets: Fresh insights from the wavelet and quantile coherency approaches," Post-Print, HAL, number hal-03797581, Sep, DOI: 10.1016/j.eneco.2021.105421.
• Jörgensen, Christian, 2021, "Stimulating green production through the public procurement of final products – the case of organic food," AgriFood-WP, Lund University, AgriFood Economics Centre, number 2021:2, May.
• Afees A. Salisu & Abdulsalam Abidemi Sikiru, 2021, "Palm Oil Price–Exchange Rate Nexus In Indonesia And Malaysia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 24, issue 2, pages 169-180, June, DOI: https://doi.org/10.21098/bemp.v24i2.
• Crespo-Cuaresma, Jesus & Fortin, Ines & Hlouskova, Jaroslava & Obersteiner, Michael, 2021, "Regime-dependent commodity price dynamics: A predictive analysis," IHS Working Paper Series, Institute for Advanced Studies, number 28, Jan.
• Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting Realized Volatility of Bitcoin: The Role of the Trade War," Computational Economics, Springer;Society for Computational Economics, volume 57, issue 1, pages 29-53, January, DOI: 10.1007/s10614-020-10022-4.
• Juan Manuel Candelo-Viáfara, 2021, "Monthly Financial and Economic Uncertainty Index (IMIFE) for the Colombian Economy," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 95, pages 85-104, July-Dece, DOI: 10.17533/udea.le.n95a343318.
• Josef Pavlata & Petr Strejček & Peter Albrecht & Martin Širůček, 2021, "The Empirical Linkage between Oil Prices and the Stock Returns of Oil Companies," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 7, issue 2, pages 186-197, DOI: 10.11118/ejobsat.2021.016.
• Ignatius Roni Setyawan & Buddi Wibowo, 2021, "Does Entropy Index Explain the Determinant of Capital Market Integration in ASEAN?," Capital Markets Review, Malaysian Finance Association, volume 29, issue 1, pages 17-39.
• Markus Eberhardt & Andrea F. Presbitero, 2021, "Commodity prices and banking crises," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 2021/02.
• Ana-Cristina Bâlgăr, 2021, "Implications and Challenges of China’s Supremacy on the Global Rare Earths Market," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, volume 9, issue 1, pages 55-68, June.
• Babatunde Abidoye & Massimiliano Calì, 2021, "Income Shocks and Conflict: Evidence from Nigeria," Journal of African Economies, Centre for the Study of African Economies, volume 30, issue 5, pages 480-509.
• Pelagidis, Theodore & Karaoulanis, Ioannis, 2021, "Capesize markets behavior: Explaining volatility and expectations," MPRA Paper, University Library of Munich, Germany, number 107034.
• Pincheira, Pablo & Hardy, Nicolas, 2021, "The Mean Squared Prediction Error Paradox," MPRA Paper, University Library of Munich, Germany, number 107403, Apr.
• Imran, Zulfiqar Ali & Ahad, Muhammad, 2021, "Safe Haven or Hedge: Diversification Abilities of Asset Classes in Pakistan," MPRA Paper, University Library of Munich, Germany, number 107613, Apr, revised 02 May 2021.
• Soliman, Ibrahim, 2021, "A Model for Prediction of the Buffalo and Cattle male Calves' live Weight," MPRA Paper, University Library of Munich, Germany, number 114262, Jun.
• Afees A. Salisu & Rangan Gupta & Qiang Ji, 2021, "Forecasting Oil Price over 150 Years: The Role of Tail Risks," Working Papers, University of Pretoria, Department of Economics, number 202120, Mar.
• Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021, "Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model," Working Papers, University of Pretoria, Department of Economics, number 202121, Mar.
• Afees A. Salisu & Christian Pierdzioch & Rangan Gupta, 2021, "Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data," Working Papers, University of Pretoria, Department of Economics, number 202122, Mar.
• Afees A. Salisu & Rangan Gupta & Christian Pierdzioch, 2021, "Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks," Working Papers, University of Pretoria, Department of Economics, number 202127, Apr.
• Xin Sheng & Rangan Gupta, 2021, "The Impact of Oil Price Shocks on Income Inequality: Evidence from State-Level Data of the United States," Working Papers, University of Pretoria, Department of Economics, number 202128, Apr.
• Afees A. Salisu & Rangan Gupta & Siphesihle Ntyikwe & Riza Demirer, 2021, "Gold and the Global Financial Cycle," Working Papers, University of Pretoria, Department of Economics, number 202129, Apr.
• 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," Working Papers, University of Pretoria, Department of Economics, number 202133, May.
• Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers," Working Papers, University of Pretoria, Department of Economics, number 202135, May.
• Rangan Gupta & Christian Pierdzioch, 2021, "Uncertainty, Spillovers, and Forecasts of the Realized Variance of Gold Returns," Working Papers, University of Pretoria, Department of Economics, number 202137, May.
• Afees A. Salisu & Rangan Gupta, 2021, "Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals," Working Papers, University of Pretoria, Department of Economics, number 202144, Jun.
• Afees A. Salisu & Christian Pierdzioch & Rangan Gupta, 2021, "Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202146, Jun.
• Afees A. Salisu & Rangan Gupta & Abeeb Olaniran, 2021, "The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach," Working Papers, University of Pretoria, Department of Economics, number 202153, Jul.
• Ahdi Noomen Ajmi & Roula Inglesi-Lotz, 2021, "Revisiting the Kuznets Curve Hypothesis for Tunisia: Carbon Dioxide vs. Ecological Footprint," Working Papers, University of Pretoria, Department of Economics, number 202171, Oct.
• Rangan Gupta & Christian Pierdzioch, 2021, "Climate Risks and Forecastability of the Realized Volatility of Gold and Other Metal Prices," Working Papers, University of Pretoria, Department of Economics, number 202172, Oct.
• Jiqian Wang & Rangan Gupta & Oguzhan Cepni & Feng Ma, 2021, "Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202173, Oct.
• Rangan Gupta & Christian Pierdzioch, 2021, "Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment," Working Papers, University of Pretoria, Department of Economics, number 202175, Oct.
• Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting the Realized Variance of Oil-Price Returns: A Disaggregated Analysis of the Role of Uncertainty and Geopolitical Risk," Working Papers, University of Pretoria, Department of Economics, number 202176, Oct.
• Rangan Gupta & Christian Pierdzioch, 2021, "Climate Risk and the Volatility of Agricultural Commodity Price Fluctuations: A Forecasting Experiment," Working Papers, University of Pretoria, Department of Economics, number 202177, Nov.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2021, "El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach," Working Papers, University of Pretoria, Department of Economics, number 202179, Nov.
• Mortaza OJAGHLOU & Rozita SATVATİ, 2021, "An Analysis of the Relationship between Inflation and Gold Prices: Evidence from Turkey," Bulletin of Economic Theory and Analysis, BETA Journals, volume 6, issue 2, pages 79-89.
• S. Maria Immanuvel & D. Lazar, 2021, "Elasticities of Gold Demand—An Empirical Analysis Using Cointegration and Error Correction Model," Arthaniti: Journal of Economic Theory and Practice, , volume 20, issue 2, pages 131-142, December, DOI: 10.1177/0976747920903118.
• Fausto Cavalli & Ahmad Naimzada & Lucia Parisio, 2021, "Learning in a double-phase cobweb model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 2, pages 579-611, December, DOI: 10.1007/s10203-021-00335-w.
• Stéphane Goutte & Benjamin Keddad, 2021, "A Non-linear Approach to Measure the Dependencies Between Bitcoin and Other Commodity Markets," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Gilles Dufrénot & Takashi Matsuki, "Recent Econometric Techniques for Macroeconomic and Financial Data", DOI: 10.1007/978-3-030-54252-8_12.
• Byrne Kaulu, 2021, "Effects of crude oil prices on copper and maize prices," Future Business Journal, Springer, volume 7, issue 1, pages 1-15, December, DOI: 10.1186/s43093-021-00100-w.
• Steve Crawford & Garen Markarian & Volkan Muslu & Richard Price, 2021, "Oil prices, earnings, and stock returns," Review of Accounting Studies, Springer, volume 26, issue 1, pages 218-257, March, DOI: 10.1007/s11142-020-09556-7.
• Roberto Louis Forestal & Shih-Ming Pi, 2021, "Using Artificial Neural networks and Optimal Scaling Model to Forecast Agriculture Commodity Price: An Ecological-economic Approach," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 11, issue 3, pages 1-3.
• Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2021, "A note on oil price shocks and the forecastability of gold realized volatility," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 21, pages 1889-1897, December, DOI: 10.1080/13504851.2020.1854658.
• Jacques Minlend & Isabelle Cadoret & Tovonony Razafindrabe, 2021, "Uncertainty diffusion across commodity markets," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 2021-02, Jul.
• Kyguoliene Asta & Zikiene Kristina, 2021, "Impact of Brand Equity on Purchase Intentions Buying Food Products in Lithuania," Management Theory and Studies for Rural Business and Infrastructure Development, Sciendo, volume 43, issue 3, pages 373-382, September, DOI: 10.15544/mts.2021.34.
• Sarah Jacobson, 2021, "Ore Money Ore Problems: A Resource Extraction Game," Department of Economics Working Papers, Department of Economics, Williams College, number 2021-10, Jul, DOI: 10.36934/wecon:2021-10.
• William Chen & Gregory Phelan, 2021, "Liquidity Provision and Financial Stability," Department of Economics Working Papers, Department of Economics, Williams College, number 2021-11, Aug, DOI: 10.36934/wecon:2021-11.
• Hauenstein, Christian & Holz, Franziska, 2021, "The U.S. coal sector between shale gas and renewables: Last resort coal exports?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 149, DOI: 10.1016/j.enpol.2020.112097.
• Bierbaumer, Daniel & Rieth, Malte & Velinov, Anton, 2021, "The state-dependent trading behavior of banks in the oil futures market," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 191, pages 1011-1024.
• Khalfaoui, Rabeh & Baumöhl, Eduard & Sarwar, Suleman & Výrost, Tomáš, 2021, "Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 235529.

2020

• Orhan Özaydın, 2020, "Cotton Commodity Futures Contract Positions and Real Cotton Commodity Market Dynamics Effects on Cotton Futures Returns," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 35, issue 113, pages 301-326, April, DOI: https://doi.org/10.33203/mfy.628547.
• Usama Haroon & Muhammad Hassan Chaudhary & Muhammad Aamir Shahzad & Muhammad Adnan Khan & Nimra Nisar, 2020, "Vegetable Prices Possess Seasonal Volatility: A Case Study of Lahore, Punjab, Pakistan," Journal of Economic Impact, Science Impact Publishers, volume 2, issue 2, pages 62-71.
• Goyal, Raghav & Adjemian, Michael K., 2020, "The 2019 Government Shutdown Increased Uncertainty in Major Agricultural Commodity Markets," 2020 Annual Meeting, July 26-28, Kansas City, Missouri, Agricultural and Applied Economics Association, number 304256, Jul, DOI: 10.22004/ag.econ.304256.
• Goya, Raghav & Adjemian, Michael K., 2020, "The 2019 Government Shutdown Increased Uncertainty in Major Agricultural Commodity Markets," 2020 Conference, St. Louis, Missouri, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management, number 309643, DOI: 10.22004/ag.econ.309643.
• Remzi Gök & Erkan Kara, 2020, "Impacts of the Covid-19 Pandemic on the Agricultural Prices: New Insights from CWT Granger Causality Test," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 5, issue SI, pages 76-96, DOI: 10.30784/epfad.810558.
• Mounir El-Karimi & Ahmed El-Ghini, 2020, "The Transmission of Global Commodity Prices to Consumer Prices in a Commodity Import-Dependent Country: Evidence from Morocco," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 67, issue 1, pages 15-32, March.
• Daria Loginova & Marco Portmann & Martin Huber, 2020, "Assessing the effects of seasonal tariff-rate quotas on vegetable prices in Switzerland," Papers, arXiv.org, number 2012.02966, Dec.
• Federico Mario Accursi, 2020, "Green-bricks: An empirical approach of shocks in soybean prices to residential building in Rosario, Argentina," Ensayos de Política Económica, Departamento de Investigación Francisco Valsecchi, Facultad de Ciencias Económicas, Pontificia Universidad Católica Argentina., volume 3, issue 2, pages 101-128, Octubre, DOI: 10.46553/ensayos.3.2.2020.p101-128.
• Dagim G. Belay & Hailemariam Ayalew, 2020, "Nudging farmers in crop choice using price information: Evidence from Ethiopian Commodity Exchange," Agricultural Economics, International Association of Agricultural Economists, volume 51, issue 5, pages 793-808, September, DOI: 10.1111/agec.12592.
• Isha Agarwal & Rupa Duttagupta & Andrea F. Presbitero, 2020, "Commodity Prices And Bank Lending," Economic Inquiry, Western Economic Association International, volume 58, issue 2, pages 953-979, April, DOI: 10.1111/ecin.12836.
• Sophie van Huellen, 2020, "Approaches To Price Formation In Financialized Commodity Markets," Journal of Economic Surveys, Wiley Blackwell, volume 34, issue 1, pages 219-237, February, DOI: 10.1111/joes.12342.
• van Kooten G. Cornelis & Schmitz Andrew & Kennedy P. Lynn, 2020, "Is Commodity Storage an Option for Enhancing Food Security in Developing Countries?," Journal of Agricultural & Food Industrial Organization, De Gruyter, volume 18, issue 1, pages 1-12, January, DOI: 10.1515/jafio-2019-0054.
• Ron Gecan, 2020, "CBO's Oil Price Forecasting Record: Working Paper 2020-03," Working Papers, Congressional Budget Office, number 56356, May.
• Pérez-Quirós, Gabriel & Diaz, Elena, 2020, "Daily Tracker of Global Economic Activity. A Close-Up of the Covid-19 Pandemic," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15451, Nov.
• David BENATIA, 2020, "Reaching New Lows? The Pandemic's Consequences for Electricity Markets," Working Papers, Center for Research in Economics and Statistics, number 2020-12, Jun.
• David BENATIA, 2020, "Ring the Alarm! Electricity Markets, Renewables, and the Pandemic," Working Papers, Center for Research in Economics and Statistics, number 2020-22, Sep, revised 09 Nov 2020.
• Christian Hauenstein & Franziska Holz, 2020, "The U.S. Coal Sector between Shale Gas and Renewables: Last Resort Coal Exports?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1880.
• Diaz, Elena Maria & Pérez Quirós, Gabriel, 2020, "Daily tracker of global economic activity: a close-up of the COVID-19 pandemic," Working Paper Series, European Central Bank, number 2505, Dec.
• Caner Ozdurak & Veysel Ulusoy, 2020, "Price Discovery in Crude Oil Markets: Intraday Volatility Interactions between Crude Oil Futures and Energy Exchange Traded Funds," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 3, pages 402-413.
• Tiago Silveira Gontijo & Alexandre de C ssio Rodrigues & Cristiana Fernandes De Muylder & Jefferson Lopes la Falce & Thiago Henrique Martins Pereira, 2020, "Analysis of Olive Oil Market Volatility using the ARCH and GARCH techniques," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 3, pages 423-428.
• Ouyang, Ruolan & Zhang, Xuan, 2020, "Financialization of agricultural commodities: Evidence from China," Economic Modelling, Elsevier, volume 85, issue C, pages 381-389, DOI: 10.1016/j.econmod.2019.11.009.
• Gutierrez, Juan P. & Vianna, Andre C., 2020, "Price effects of steel commodities on worldwide stock market returns," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.09.007.
• Kim, Hyeongwoo & Zhang, Yunxiao, 2020, "Investigating properties of commodity price responses to real and nominal shocks," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.12.011.
• Lang, Korbinian & Auer, Benjamin R., 2020, "The economic and financial properties of crude oil: A review," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2019.01.011.
• Chiu, Hsin-Yu & Chen, Ting-Fu, 2020, "Impact of volatility jumps in a mean-reverting model: Derivative pricing and empirical evidence," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2019.101112.
• Balcilar, Mehmet & Gupta, Rangan & Wang, Shixuan & Wohar, Mark E., 2020, "Oil price uncertainty and movements in the US government bond risk premia," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101147.
• Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020, "Spillover effects in oil-related CDS markets during and after the sub-prime crisis," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101249.
• Huynh, Toan Luu Duc & Nasir, Muhammad Ali & Vo, Xuan Vinh & Nguyen, Thong Trung, 2020, "“Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101277.
• Bakas, Dimitrios & Triantafyllou, Athanasios, 2020, "Commodity price volatility and the economic uncertainty of pandemics," Economics Letters, Elsevier, volume 193, issue C, DOI: 10.1016/j.econlet.2020.109283.
• Bodart, V. & Carpantier, J.-F., 2020, "Currency collapses and output dynamics in commodity dependent countries," Emerging Markets Review, Elsevier, volume 42, issue C, DOI: 10.1016/j.ememar.2019.100669.
• Kruse, Robinson & Wegener, Christoph, 2020, "Time-varying persistence in real oil prices and its determinant," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.02.020.
• Zingbagba, Mark & Nunes, Rubens & Fadairo, Muriel, 2020, "The impact of diesel price on upstream and downstream food prices: Evidence from São Paulo," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.104531.
• Barbaglia, Luca & Croux, Christophe & Wilms, Ines, 2020, "Volatility spillovers in commodity markets: A large t-vector autoregressive approach," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.104555.
• Bissoondoyal-Bheenick, Emawtee & Brooks, Robert & Do, Hung Xuan & Smyth, Russell, 2020, "Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2020.104689.
• Ames, Matthew & Bagnarosa, Guillaume & Matsui, Tomoko & Peters, Gareth W. & Shevchenko, Pavel V., 2020, "Which risk factors drive oil futures price curves?," Energy Economics, Elsevier, volume 87, issue C, DOI: 10.1016/j.eneco.2020.104676.
• Tiwari, Aviral Kumar & Aye, Goodness C. & Gupta, Rangan & Gkillas, Konstantinos, 2020, "Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104748.
• Nazlioglu, Saban & Gupta, Rangan & Gormus, Alper & Soytas, Ugur, 2020, "Price and volatility linkages between international REITs and oil markets," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104779.
• Bonato, Matteo & Gupta, Rangan & Lau, Chi Keung Marco & Wang, Shixuan, 2020, "Moments-based spillovers across gold and oil markets," Energy Economics, Elsevier, volume 89, issue C, DOI: 10.1016/j.eneco.2020.104799.
• Agnello, Luca & Castro, Vítor & Hammoudeh, Shawkat & Sousa, Ricardo M., 2020, "Global factors, uncertainty, weather conditions and energy prices: On the drivers of the duration of commodity price cycle phases," Energy Economics, Elsevier, volume 90, issue C, DOI: 10.1016/j.eneco.2020.104862.
• Sheng, Xin & Gupta, Rangan & Ji, Qiang, 2020, "The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries," Energy Economics, Elsevier, volume 91, issue C, DOI: 10.1016/j.eneco.2020.104940.
• Iwatsubo, Kentaro & Watkins, Clinton, 2020, "Who influences the fundamental value of commodity futures in Japan?," International Review of Financial Analysis, Elsevier, volume 67, issue C, DOI: 10.1016/j.irfa.2019.101404.
• Zhang, Dayong & Broadstock, David C., 2020, "Global financial crisis and rising connectedness in the international commodity markets," International Review of Financial Analysis, Elsevier, volume 68, issue C, DOI: 10.1016/j.irfa.2018.08.003.
• Bianchi, Robert J. & Fan, John Hua & Todorova, Neda, 2020, "Financialization and de-financialization of commodity futures: A quantile regression approach," International Review of Financial Analysis, Elsevier, volume 68, issue C, DOI: 10.1016/j.irfa.2019.101451.
• Proelss, Juliane & Schweizer, Denis & Seiler, Volker, 2020, "The economic importance of rare earth elements volatility forecasts," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2019.01.010.
• Júnior, Gerson de Souza Raimundo & Palazzi, Rafael Baptista & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo, 2020, "Analyzing herding behavior in commodities markets – an empirical approach," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.08.033.
• Zhang, Tianding & Du, Tianwen & Li, Jie, 2020, "The impact of China's macroeconomic determinants on commodity prices," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101323.
• van Huellen, Sophie, 2020, "Too much of a good thing? Speculative effects on commodity futures curves," Journal of Financial Markets, Elsevier, volume 47, issue C, DOI: 10.1016/j.finmar.2018.12.001.
• Asai, Manabu & Gupta, Rangan & McAleer, Michael, 2020, "Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks," International Journal of Forecasting, Elsevier, volume 36, issue 3, pages 933-948, DOI: 10.1016/j.ijforecast.2019.10.003.
• Fernandez-Perez, Adrian & Fuertes, Ana-Maria & Gonzalez-Fernandez, Marcos & Miffre, Joelle, 2020, "Fear of hazards in commodity futures markets," Journal of Banking & Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jbankfin.2020.105902.
• van der Ploeg, Frederick & Rezai, Armon, 2020, "The risk of policy tipping and stranded carbon assets," Journal of Environmental Economics and Management, Elsevier, volume 100, issue C, DOI: 10.1016/j.jeem.2019.102258.
• Gelo, Dambala & Muchapondwa, Edwin & Shimeles, Abebe & Dikgang, Johane, 2020, "Aid, collective action and benefits to smallholders: Evaluating the World Food Program's purchase for progress pilot," Food Policy, Elsevier, volume 97, issue C, DOI: 10.1016/j.foodpol.2020.101911.
• Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2020, "Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss," Journal of International Money and Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.jimonfin.2020.102137.
• Itemgenova, Aigerim & Sikveland, Marius, 2020, "The determinants of the price-earnings ratio in the Norwegian aquaculture industry," Journal of Commodity Markets, Elsevier, volume 17, issue C, DOI: 10.1016/j.jcomm.2019.04.001.
• Bohl, Martin T. & Siklos, Pierre L. & Stefan, Martin & Wellenreuther, Claudia, 2020, "Price discovery in agricultural commodity markets: Do speculators contribute?," Journal of Commodity Markets, Elsevier, volume 18, issue C, DOI: 10.1016/j.jcomm.2019.05.001.
• Dahl, Roy Endré & Oglend, Atle & Yahya, Muhammad, 2020, "Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture," Journal of Commodity Markets, Elsevier, volume 20, issue C, DOI: 10.1016/j.jcomm.2019.100111.
• Elliott, Lisa & Elliott, Matthew & Slaa, Chad Te & Wang, Zhiguang, 2020, "New generation grain contracts in corn and soybean commodity markets," Journal of Commodity Markets, Elsevier, volume 20, issue C, DOI: 10.1016/j.jcomm.2019.100113.
• Su, Chi-Wei & Wang, Xiao-Qing & Zhu, Haotian & Tao, Ran & Moldovan, Nicoleta-Claudia & Lobonţ, Oana-Ramona, 2020, "Testing for multiple bubbles in the copper price: Periodically collapsing behavior," Resources Policy, Elsevier, volume 65, issue C, DOI: 10.1016/j.resourpol.2020.101587.
• Ordu-Akkaya, Beyza Mina & Soytas, Ugur, 2020, "Does foreign portfolio investment strengthen stock-commodity markets connection?," Resources Policy, Elsevier, volume 65, issue C, DOI: 10.1016/j.resourpol.2019.101536.
• Ali, Sajid & Bouri, Elie & Czudaj, Robert Lukas & Shahzad, Syed Jawad Hussain, 2020, "Revisiting the valuable roles of commodities for international stock markets," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101603.
• Reboredo, Juan C. & Ugolini, Andrea, 2020, "Price spillovers between rare earth stocks and financial markets," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101647.
• Evrim Mandacı, Pınar & Cagli, Efe Çaglar & Taşkın, Dilvin, 2020, "Dynamic connectedness and portfolio strategies: Energy and metal markets," Resources Policy, Elsevier, volume 68, issue C, DOI: 10.1016/j.resourpol.2020.101778.
• Maghyereh, Aktham & Abdoh, Hussein, 2020, "The tail dependence structure between investor sentiment and commodity markets," Resources Policy, Elsevier, volume 68, issue C, DOI: 10.1016/j.resourpol.2020.101789.
• Chirwa, Themba G. & Odhiambo, Nicholas M., 2020, "Determinants of gold price movements: An empirical investigation in the presence of multiple structural breaks," Resources Policy, Elsevier, volume 69, issue C, DOI: 10.1016/j.resourpol.2020.101818.
• Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian & Shahzad, Syed Jawad Hussain, 2020, "The predictive power of oil price shocks on realized volatility of oil: A note," Resources Policy, Elsevier, volume 69, issue C, DOI: 10.1016/j.resourpol.2020.101856.
• Zhang, Xuan & Xiao, Jun & Zhang, Zhekai, 2020, "An anatomy of commodity futures returns in China," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2020.101366.
• Fan, John Hua & Fernandez-Perez, Adrian & Indriawan, Ivan & Todorova, Neda, 2020, "Internationalization of futures markets: Lessons from China," Pacific-Basin Finance Journal, Elsevier, volume 63, issue C, DOI: 10.1016/j.pacfin.2020.101429.
• Boubaker, Heni & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2020, "Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 540, issue C, DOI: 10.1016/j.physa.2019.123093.
• Palazzi, Rafael Baptista & Figueiredo Pinto, Antonio Carlos & Klotzle, Marcelo Cabus & De Oliveira, Erick Meira, 2020, "Can we still blame index funds for the price movements in the agricultural commodities market?," International Review of Economics & Finance, Elsevier, volume 65, issue C, pages 84-93, DOI: 10.1016/j.iref.2019.10.001.
• Nazlioglu, Saban & Gupta, Rangan & Bouri, Elie, 2020, "Movements in international bond markets: The role of oil prices," International Review of Economics & Finance, Elsevier, volume 68, issue C, pages 47-58, DOI: 10.1016/j.iref.2020.03.004.
• Laing, Elaine & Lucey, Brian M. & Lütkemeyer, Tobias, 2020, "Which form of hedging matters — Operational or financial? Evidence from the US oil and gas sector," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101088.
• Klomp, Jeroen, 2020, "The impact of Russian sanctions on the return of agricultural commodity futures in the EU," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101073.
• Laurini, Márcio Poletti & Mauad, Roberto Baltieri & Aiube, Fernando Antônio Lucena, 2020, "The impact of co-jumps in the oil sector," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2020.101197.
• Perera, Devmali & Białkowski, Jędrzej & Bohl, Martin T., 2020, "Does the tea market require a futures contract? Evidence from the Sri Lankan tea market," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101290.
• Salisu, Afees A. & Gupta, Rangan & Bouri, Elie & Ji, Qiang, 2020, "The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101308.
• Angelopoulos, Jason & Sahoo, Satya & Visvikis, Ilias D., 2020, "Commodity and transportation economic market interactions revisited: New evidence from a dynamic factor model," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 133, issue C, DOI: 10.1016/j.tre.2019.101836.
• Abdelkader Derbali & Lamia Jamel & Monia Ben Ltaifa & Ahmed K. Elnagar & Ali Lamouchi, 2020, "Fed and ECB: which is informative in determining the DCC between bitcoin and energy commodities?," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 4, issue 1, pages 77-102, August, DOI: 10.1108/JCMS-07-2020-0022.
• Abdelkader Derbali & Lamia Jamel & Monia Ben Ltaifa & Ahmed K. Elnagar, 2020, "Return, Volatility and Shock Spillovers of Bitcoin with Energy Commodities," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 10, issue 3, pages 157-170.
• Bakas, Dimitrios & Ioakimidis, Marilou & Triantafyllou, Athanasios, 2020, "Commodity Price Uncertainty as a Leading Indicator of Economic Activity," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 27361, Apr.
• Bakas, Dimitrios & Triantafyllou, Athanasios, 2020, "Commodity Price Volatility and the Economic Uncertainty of Pandemics," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 27364, Apr.
• Tereza Palanska, 2020, "Measurement of Volatility Spillovers and Asymmetric Connectedness on Commodity and Equity Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 70, issue 1, pages 42-69, February.
• Blanka Let & Karolina Siemaszkiewicz, 2020, "Looking for Alternatives in Times of Market Stress: A Tail Dependence between the European Stock Markets and Bitcoin, Gold and Fine Wine Market," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 70, issue 5, pages 407-430, November.
• Dejan Zivkov & Jelena Damnjanovic & Jasmina Duraskovic, 2020, "The Effect of Oil Price Uncertainty on Industrial Production in the Major European Economies - Methodologies Based on the Bayesian Approach," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 70, issue 6, pages 566-588, December.
• Shahriyar Aliyev & Evzen Kocenda, 2020, "ECB Monetary Policy and Commodity Prices," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/8, Apr, revised Apr 2020.
• Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020, "Investor Happiness and Predictability of the Realized Volatility of Oil Price," Sustainability, MDPI, volume 12, issue 10, pages 1-11, May.
• Adrian Fernandez-Perez & Ana-Maria Fuertes & Marcos Gonzalez-Fernandez & Joelle Miffre, 2020, "Fear of Hazards in Commodity Futures Markets," Post-Print, HAL, number hal-02931680, Oct.
• Gelo, Dambala & Muchapondwa, Edwin & Shimeles, Abebe & Dikgang, Johane, 2020, "Aid, Collective Action and Benefits to Smallholders: Evaluating the World Food Program’s Purchase for Progress Pilot," EfD Discussion Paper, Environment for Development, University of Gothenburg, number 20-19, Jun.
• Mariana GRODEA & Diana-Maria DRIGĂ, 2020, "Effects Of Post-Accession Financial Support Measures On The Cattle Sector In Romania," Agricultural Economics and Rural Development, Institute of Agricultural Economics, volume 17, issue 2, pages 227-235.
• Carrillo Maldonado, Paul A. & Díaz Cassou, Javier, 2019, "An Anatomy of External Shocks in the Andean Region," IDB Publications (Working Papers), Inter-American Development Bank, number 9908, Oct, DOI: http://dx.doi.org/10.18235/0001949.
• Sato, Hitoshi, 2020, "Product disposal : a market competition perspective," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 781, Apr.
• Jochen Güntner & Benjamin Karner, 2020, "Hedging with commodity futures and the end of normal Backwardation," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2020-21, Nov.
• Katsushi Nakajima, 2020, "Commodity Spot and Futures Prices Under Supply, Demand, and Financial Trading: Single Input–Output Model," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 27, issue 1, pages 35-59, March, DOI: 10.1007/s10690-019-09280-6.
• Debasish Roy & Ramaprasad Bhar, 2020, "Trend of Commodity Prices and Exchange Rate in Australian Economy: Time Varying Parameter Model Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 27, issue 3, pages 427-437, September, DOI: 10.1007/s10690-020-09301-9.
• Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2020, "Oil shocks and volatility jumps," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 1, pages 247-272, January, DOI: 10.1007/s11156-018-00788-y.
• Ahmad Alrazni Alshammari, Basheer Altarturi, Buerhan Saiti, Latifah Munassar, 2020, "The impact of exchange rate, oil price and gold price on the Kuwaiti stock market: a wavelet analysis," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 17, issue 1, pages 31-54, June.
• Pradita Nareswari & Sigit S. Wibowo, 2020, "Global and Local Commodity Prices: A Further Look at the Indonesian Agricultural Commodities," Capital Markets Review, Malaysian Finance Association, volume 28, issue 1, pages 65-76.
• Alexander Dodge, 2020, "The Singaporean natural gas hub: reassembling global production networks and markets in Asia
  [Powerful assemblages?]," Journal of Economic Geography, Oxford University Press, volume 20, issue 5, pages 1241-1262.
• Pedro Clavijo & Jacobo Campo & Henry Mendoza, 2020, "Threshold effects and unit roots of real commodity prices since the mid-nineteenth century," Economics and Business Letters, Oviedo University Press, volume 9, issue 4, pages 342-349.
• Anca Cristina Stanciu & Adina Burghelea (CocoÈ™), 2020, "Sustainability Brand and its Role," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 781-784, August.
• Cruz, Manuel Máximo, 2020, "Siloplazo, seguridad para el productor agrícola y estabilidad para la macroeconomía
  [Siloplazo, security for the agricultural producer and stability for the macroeconomy]," MPRA Paper, University Library of Munich, Germany, number 103146, Sep.
• Rausser, Gordon & Stuermer, Martin, 2020, "A Dynamic Analysis of Collusive Action: The Case of the World Copper Market, 1882-2016," MPRA Paper, University Library of Munich, Germany, number 104708, Dec.
• Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020, "Forecasting Realized Volatility of Bitcoin: The Role of the Trade War," Working Papers, University of Pretoria, Department of Economics, number 202003, Jan.
• Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020, "A Note on Investor Happiness and the Predictability of Realized Volatility of Gold," Working Papers, University of Pretoria, Department of Economics, number 202004, Jan.
• Semei Coronado & Rangan Gupta & Saban Nazlioglu & Omar Rojas, 2020, "Time-Varying Causality between Bond and Oil Markets of the United States: Evidence from Over One and Half Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 202006, Jan.
• Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020, "Investor Happiness and Predictability of the Realized Volatility of Oil Price," Working Papers, University of Pretoria, Department of Economics, number 202009, Jan.
• Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2020, "A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202010, Jan.
• Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2020, "Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?," Working Papers, University of Pretoria, Department of Economics, number 2020100, Nov.
• Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2020, "Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value?," Working Papers, University of Pretoria, Department of Economics, number 2020107, Dec.
• Xin Sheng & Rangan Gupta & Qiang Ji, 2020, "The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 45 Countries," Working Papers, University of Pretoria, Department of Economics, number 202024, Mar.
• Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji, 2020, "The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202043, May.
• Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2020, "The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note," Working Papers, University of Pretoria, Department of Economics, number 202044, May.
• Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020, "Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202049, May.
• Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch & Seong-Min Yoon, 2020, "OPEC News and Jumps in the Oil Market," Working Papers, University of Pretoria, Department of Economics, number 202053, Jun.
• Xin Sheng & Hardik A. Marfatia & Rangan Gupta & Qiang Ji, 2020, "House Price Synchronization across the US States: The Role of Structural Oil Shocks," Working Papers, University of Pretoria, Department of Economics, number 202076, Aug.
• Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2020, "Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202077, Aug.
• Aviral Kumar Tiwari & Micheal Kofi Boachie & Tahir Suleman & Rangan Gupta, 2020, "Structure Dependence between Oil and Agricultural Commodities Returns: The Role of Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 202079, Aug.
• Rangan Gupta & Christian Pierdzioch & Afees A. Salisu, 2020, "Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202095, Oct.
• Tetiana Humeniuk & Stanislav Petko, 2020, "Sustainable Development Of Ecotourism In International Entrepreneurship Coordinates," International Journal of Entrepreneurship, Allied Business Academies, volume 24, issue 1.
• M. Thenmozhi & Shipra Maurya, 2020, "Crude Oil Volatility Transmission Across Food Commodity Markets: A Multivariate BEKK-GARCH Approach," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 20, issue 2, pages 131-164, August, DOI: 10.1177/0972652720927623.
• Margarita López Antón & Meritxell Tantiñà, 2020, "¿Amas de casa o empresarias? Los negocios de venta en los mercados municipales," Documentos de Trabajo de la Sociedad de Estudios de Historia Agraria, Sociedad de Estudios de Historia Agraria, number 2002, Mar.
• Jin Guo & Tetsuji Tanaka, 2020, "Examining the determinants of global and local price passthrough in cereal markets: evidence from DCC-GJR-GARCH and panel analyses," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), volume 8, issue 1, pages 1-22, December, DOI: 10.1186/s40100-020-00173-1.
• Christian Pierdzioch & Marian Risse, 2020, "Forecasting precious metal returns with multivariate random forests," Empirical Economics, Springer, volume 58, issue 3, pages 1167-1184, March, DOI: 10.1007/s00181-018-1558-9.
• Robiyanto Robiyanto & Bayu Adi Nugroho & Eka Handriani & Andrian Dolfriandra Huruta, 2020, "Hedge effectiveness of put replication, gold, and oil on ASEAN-5 equities," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 6, issue 1, pages 1-29, December, DOI: 10.1186/s40854-020-00199-w.
• Deepak Varshney & Devesh Roy & J. V. Meenakshi, 2020, "Impact of COVID-19 on agricultural markets: assessing the roles of commodity characteristics, disease caseload and market reforms," Indian Economic Review, Springer, volume 55, issue 1, pages 83-103, November, DOI: 10.1007/s41775-020-00095-1.
• Jing Ao & Jihui Chen, 2020, "Price Volatility, the Maturity Effect, and Global Oil Prices: Evidence from Chinese Commodity Futures Markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 4, pages 627-654, October, DOI: 10.1007/s12197-019-09497-1.
• Mehmet Balcilar & Festus Victor Bekun, 2020, "Spillover dynamics across price inflation and selected agricultural commodity prices," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 9, issue 1, pages 1-17, December, DOI: 10.1186/s40008-020-0180-0.
• Bogdan Włodarczyk & Alberto Burchi & Marek Szturo, 2020, "Impact of Commodity Market Risk on Listed Companies," Springer Proceedings in Business and Economics, Springer, in: Krzysztof Jajuga & Hermann Locarek-Junge & Lucjan T. Orlowski & Karsten Staehr, "Contemporary Trends and Challenges in Finance", DOI: 10.1007/978-3-030-43078-8_8.
• Lilian Cervo Cabrera & Carlos Eduardo Caldarelli & Marcia Regina Gabardo Camara, 2020, "Mapping collaboration in international coffee certification research," Scientometrics, Springer;Akadémiai Kiadó, volume 124, issue 3, pages 2597-2618, September, DOI: 10.1007/s11192-020-03549-8.
• Tony Addison & Atanu Ghoshray, 2020, "Discerning trends in international metal prices in the presence of non-stationary volatility," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2020-104.
• Mesias Alfeus & Christina Sklibosios Nikitopoulos, 2020, "Forecasting Commodity Markets Volatility: HAR or Rough?," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 415, Dec.
• Chirwa, Themba G & Odhiambo, Nicholas M, 2020, "Determinants of gold price movements:An empirical investigation in the presence of mutliple structural breaks," Working Papers, University of South Africa, Department of Economics, number 26643, Jul.
• Baffes,John & Kabundi,Alain Ntumba & Nagle,Peter Stephen Oliver, 2020, "The Role of Income and Substitution in Commodity Demand," Policy Research Working Paper Series, The World Bank, number 9122, Jan.
• Duc Khuong Nguyen & Thomas Walther, 2020, "Modeling and forecasting commodity market volatility with long‐term economic and financial variables," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 2, pages 126-142, March, DOI: 10.1002/for.2617.

2019

• Iuliana Raluca Gheorghe & Victor Lorin Purcarea & Consuela Mãdãlina Gheorghe, 2019, "Pro-Environmental Behavior and Bioeconomy: Reflections on Single-Bottled Water Consumption," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 21, issue 50, pages 105-105, February.