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

2019

• Jeannine Bailliu & Doga Bilgin & Kun Mo & Kurt Niquidet & Benjamin Sawatzky, 2019, "Global Commodity Markets and Rebalancing in China: The Case of Copper," Discussion Papers, Bank of Canada, number 2019-3, Apr, DOI: 10.34989/sdp-2019-3.
• Dejan Zivkov & Jasmina Đuraskovic & Slavica Manic, 2019, "How do oil price changes affect inflation in Central and Eastern European countries? A wavelet-based Markov switching approach," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 19, issue 1, pages 84-104, DOI: 10.1080/1406099X.2018.1562011.
• Álvaro Céspedes T. & Juan Carlos Carlo Santos & José A. Pantoja Ballivián, 2019, "Efectos de en los términos de intercambio de las materias primas sobre el PIB observado y potencial de Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 30, issue 1, pages 85-123, January -.
• Fabio Gaetano Santeramo & Emilia Lamonaca, 2019, "On the drivers of global grain price volatility: an empirical investigation," Agricultural Economics, Czech Academy of Agricultural Sciences, volume 65, issue 1, pages 31-42, DOI: 10.17221/76/2018-AGRICECON.
• Rick van der Ploeg & Armon Rezai, 2019, "The Risk of Policy Tipping and Stranded Carbon Assets," CESifo Working Paper Series, CESifo, number 7769.
• Tenreyro, Silvana & Drechsel, Thomas & McLeay, Michael, 2019, "Monetary policy for commodity booms and busts," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14030, Sep.
• Martin T. Bohl & Nicole Branger & Mark Trede, 2019, "Measurement Errors in Index Trader Positions Data: Is the Price Pressure Hypothesis Still Invalid?," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 8019, Mar.
• Anastasia COSTANTINI & Gianluca PASTORELLI & Alessia SEBILLO, 2019, "How Social Enterprises Contribute to Alternative Food Systems," CIRIEC Working Papers, CIRIEC - Université de Liège, number 1914.
• Vincent Bodart & Jean-François Carpantier, 2019, "Currency Collapses and Output Dynamics in Commodity Dependent Countries," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2019011, Jun.
• Yonghwan Jo & Jihee Kim, 2019, "Revisiting the Time Series Momentum Anomaly," Annals of Economics and Finance, Society for AEF, volume 20, issue 2, pages 767-782, November.
• Christoffersen, Peter & Lunde, Asger & Olesen, Kasper V., 2019, "Factor Structure in Commodity Futures Return and Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 54, issue 3, pages 1083-1115, June.
• Czupryna, Marcin & Jakubczyk, Michał & Oleksy, Paweł, 2019, "On Pricing Unconventional Prepaid Forward Contracts: Evidence from en primeur Fine Wine," Journal of Wine Economics, Cambridge University Press, volume 14, issue 4, pages 400-408, November.
• Lawrence HAAR, 2019, "A financial option perspective on OPEC strategy," Turkish Economic Review, EconSciences Journals, volume 6, issue 1, pages 1-13, January.
• Chiţu, Livia & Gomes, Joaquim & Pauli, Rolf, 2019, "Trends in central banks’ foreign currency reserves and the case of the ECB," Economic Bulletin Articles, European Central Bank, volume 7.
• Quint, Dominic, 2019, "Recent developments in oil prices," Economic Bulletin Boxes, European Central Bank, volume 1.
• Necla Ilter Kucukcolak, 2019, "Evaluation of Commodity Market Experiences: More Than a Design Issue," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 1, pages 66-78.
• Wanti Fitrianti & Yusman Syaukat & Sri Hartoyo & Anna Fariyanti, 2019, "The Spillover Effect of Shocks of Fundamental Factors and Speculative Activity on Prices Volatility of World Vegetable Oil," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 2, pages 230-240.
• Ibitoye J. Oyebanji & Hlalefang Khobai & Pierre Le Roux, 2019, "Green Growth Policies and Sustainable Economic Growth in South Africa: An Autoregressive Distributed Lag and Toda-Yamamoto Approach," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 1, pages 184-193.
• Ikhlaas Gurrib, 2019, "Are Energy Block Chain Currencies Affected by the Major US Energy Markets?," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 1, pages 218-227.
• Onder Buberkoku, 2019, "Do Long-memory GARCH-type-Value-at-Risk Models Outperform None-and Semi-parametric Value-at-Risk Models?," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 2, pages 199-215.
• Aït-Youcef, Camille, 2019, "How index investment impacts commodities: A story about the financialization of agricultural commodities," Economic Modelling, Elsevier, volume 80, issue C, pages 23-33, DOI: 10.1016/j.econmod.2018.04.007.
• Aiube, Fernando Antonio Lucena & Faquieri, Winicius Botelho, 2019, "Can Gaussian factor models of commodity prices capture the financialization phenomenon?," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.101028.
• Sun, Yuying & Zhang, Xun & Hong, Yongmiao & Wang, Shouyang, 2019, "Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling," Energy Economics, Elsevier, volume 78, issue C, pages 165-173, DOI: 10.1016/j.eneco.2018.10.027.
• Zhang, Yue-Jun & Wang, Jin-Li, 2019, "Do high-frequency stock market data help forecast crude oil prices? Evidence from the MIDAS models," Energy Economics, Elsevier, volume 78, issue C, pages 192-201, DOI: 10.1016/j.eneco.2018.11.015.
• Yahya, Muhammad & Oglend, Atle & Dahl, Roy Endré, 2019, "Temporal and spectral dependence between crude oil and agricultural commodities: A wavelet-based copula approach," Energy Economics, Elsevier, volume 80, issue C, pages 277-296, DOI: 10.1016/j.eneco.2019.01.011.
• Uddin, Gazi Salah & Rahman, Md Lutfur & Hedström, Axel & Ahmed, Ali, 2019, "Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes," Energy Economics, Elsevier, volume 80, issue C, pages 743-759, DOI: 10.1016/j.eneco.2019.02.014.
• Chuffart, Thomas & Hooper, Emma, 2019, "An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela," Energy Economics, Elsevier, volume 80, issue C, pages 904-916, DOI: 10.1016/j.eneco.2019.02.003.
• Damien, Paul & Fuentes-García, Ruth & Mena, Ramsés H. & Zarnikau, Jay, 2019, "Impacts of day-ahead versus real-time market prices on wholesale electricity demand in Texas," Energy Economics, Elsevier, volume 81, issue C, pages 259-272, DOI: 10.1016/j.eneco.2019.04.008.
• Cheng, Sheng & Cao, Yan, 2019, "On the relation between global food and crude oil prices: An empirical investigation in a nonlinear framework," Energy Economics, Elsevier, volume 81, issue C, pages 422-432, DOI: 10.1016/j.eneco.2019.04.007.
• Bakas, Dimitrios & Triantafyllou, Athanasios, 2019, "Volatility forecasting in commodity markets using macro uncertainty," Energy Economics, Elsevier, volume 81, issue C, pages 79-94, DOI: 10.1016/j.eneco.2019.03.016.
• Bastianin, Andrea & Galeotti, Marzio & Polo, Michele, 2019, "Convergence of European natural gas prices," Energy Economics, Elsevier, volume 81, issue C, pages 793-811, DOI: 10.1016/j.eneco.2019.05.017.
• Xu, Yang & Han, Liyan & Wan, Li & Yin, Libo, 2019, "Dynamic link between oil prices and exchange rates: A non-linear approach," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104488.
• Algieri, Bernardina & Leccadito, Arturo, 2019, "Ask CARL: Forecasting tail probabilities for energy commodities," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104497.
• Canh, Nguyen Phuc & Wongchoti, Udomsak & Thanh, Su Dinh & Thong, Nguyen Trung, 2019, "Systematic risk in cryptocurrency market: Evidence from DCC-MGARCH model," Finance Research Letters, Elsevier, volume 29, issue C, pages 90-100, DOI: 10.1016/j.frl.2019.03.011.
• Borzykowski, Nicolas, 2019, "A supply-demand modeling of the Swiss roundwood market: Actors responsiveness and CO2 implications," Forest Policy and Economics, Elsevier, volume 102, issue C, pages 100-113, DOI: 10.1016/j.forpol.2019.03.003.
• Maggio, Giuseppe & Sitko, Nicholas, 2019, "Knowing is half the battle: Seasonal forecasts, adaptive cropping systems, and the mediating role of private markets in Zambia," Food Policy, Elsevier, volume 89, issue C, DOI: 10.1016/j.foodpol.2019.101781.
• Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Wese Simen, Chardin, 2019, "The risk premium of gold," Journal of International Money and Finance, Elsevier, volume 94, issue C, pages 140-159, DOI: 10.1016/j.jimonfin.2019.02.011.
• van Huellen, Sophie, 2019, "Price discovery in commodity futures and cash markets with heterogeneous agents," Journal of International Money and Finance, Elsevier, volume 95, issue C, pages 1-13, DOI: 10.1016/j.jimonfin.2019.03.003.
• Ornelas, José Renato Haas & Mauad, Roberto Baltieri, 2019, "Volatility risk premia and future commodity returns," Journal of International Money and Finance, Elsevier, volume 96, issue C, pages 341-360, DOI: 10.1016/j.jimonfin.2017.07.008.
• Algieri, Bernardina & Leccadito, Arturo, 2019, "Price volatility and speculative activities in futures commodity markets: A combination of combinations of p-values test," Journal of Commodity Markets, Elsevier, volume 13, issue C, pages 40-54, DOI: 10.1016/j.jcomm.2018.05.008.
• Nguyen, Duc Binh Benno & Prokopczuk, Marcel, 2019, "Jumps in commodity markets," Journal of Commodity Markets, Elsevier, volume 13, issue C, pages 55-70, DOI: 10.1016/j.jcomm.2018.10.002.
• Bouri, Elie & Jalkh, Naji & Roubaud, David, 2019, "Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach," Resources Policy, Elsevier, volume 61, issue C, pages 385-392, DOI: 10.1016/j.resourpol.2017.12.002.
• Ordu-Akkaya, Beyza Mina & Ugurlu-Yildirim, Ecenur & Soytas, Ugur, 2019, "The role of trading volume, open interest and trader positions on volatility transmission between spot and futures markets," Resources Policy, Elsevier, volume 61, issue C, pages 410-422, DOI: 10.1016/j.resourpol.2018.02.005.
• Salisu, Afees A. & Adekunle, Wasiu & Alimi, Wasiu A. & Emmanuel, Zachariah, 2019, "Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries," Resources Policy, Elsevier, volume 62, issue C, pages 33-56, DOI: 10.1016/j.resourpol.2019.03.006.
• Hernandez, Jose Areola & Shahzad, Syed Jawad Hussain & Uddin, Gazi Salah & Kang, Sang Hoon, 2019, "Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach," Resources Policy, Elsevier, volume 62, issue C, pages 588-601, DOI: 10.1016/j.resourpol.2018.11.007.
• Qadan, Mahmoud & Aharon, David Y. & Eichel, Ron, 2019, "Seasonal patterns and calendar anomalies in the commodity market for natural resources," Resources Policy, Elsevier, volume 63, issue C, pages 1-1, DOI: 10.1016/j.resourpol.2019.101435.
• Uddin, Gazi Salah & Shahzad, Syed Jawad Hussain & Boako, Gideon & Hernandez, Jose Areola & Lucey, Brian M., 2019, "Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis," Resources Policy, Elsevier, volume 64, issue C, DOI: 10.1016/j.resourpol.2019.101509.
• Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2019, "Persistence in trends and cycles of gold and silver prices: Evidence from historical data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 514, issue C, pages 345-354, DOI: 10.1016/j.physa.2018.09.081.
• Smales, L.A., 2019, "Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 234-252, DOI: 10.1016/j.iref.2018.09.001.
• Bohl, Martin T. & Gross, Christian & Souza, Waldemar, 2019, "The role of emerging economies in the global price formation process of commodities: Evidence from Brazilian and U.S. coffee markets," International Review of Economics & Finance, Elsevier, volume 60, issue C, pages 203-215, DOI: 10.1016/j.iref.2018.11.002.
• Martin T. Bohl & Pierre L. Siklos & Martin Stefan & Claudia Wellenreuther, 2019, "Price Discovery in Agricultural Commodity Markets: Do Speculators Contribute?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-42, Jun.
• Luciano Campos, 2019, "The 2000s commodity boom and the exchange rate in Argentina," Applied Economic Analysis, Emerald Group Publishing Limited, volume 27, issue 79, pages 46-61, August, DOI: 10.1108/AEA-06-2019-0002.
• Arfaoui Mongi, 2019, "The global influence of oil futures-prices on Dow Jones Islamic stock indexes," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 14, issue 4, pages 523-549, February, DOI: 10.1108/IJOEM-11-2017-0471.
• Sima Siami-Namini & Darren Hudson, 2019, "The impacts of sector growth and monetary policy on income inequality in developing countries," Journal of Economic Studies, Emerald Group Publishing Limited, volume 46, issue 3, pages 591-610, August, DOI: 10.1108/JES-08-2017-0243.
• Ikhlaas Gurrib, 2019, "Can energy commodities affect energy blockchain-based cryptos?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 36, issue 4, pages 682-699, July, DOI: 10.1108/SEF-10-2018-0313.
• Asai, M. & Gupta, R. & McAleer, M.J., 2019, "The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-16, Mar.
• Alessandro Banterle & Daniela Vandone, 2019, "Price volatility and risk management: The case of rice in the EU," Economia agro-alimentare, FrancoAngeli Editore, volume 21, issue 2, pages 255-274.
• Kerem GÜMAN, 2019, "A Materialistic Analysis of the Contemporary Art Market," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue s1.
• Dagim G. Belay & Hailemariam Ayalew, 2019, "Nudging farmers in crop choice using price information: Evidence from Ethiopian Commodity Exchange," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2019/08, Nov.
• Manabu Asai & Rangan Gupta & Michael McAleer, 2019, "The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures," Energies, MDPI, volume 12, issue 17, pages 1-17, September.
• Jose Areola Hernandez & Syed Jawad Hussain Shahzad & Gazi Salah Uddin & Sang Hoon Kang, 2019, "Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach," Post-Print, HAL, number hal-02159274, Aug, DOI: 10.1016/j.resourpol.2018.11.007.
• Thomas Chuffart & Emma Hooper, 2019, "An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela," Post-Print, HAL, number hal-02194152, May, DOI: 10.1016/j.eneco.2019.02.003.
• Juliane Proelss & Denis Schweizer & Volker Seiler, 2019, "The economic importance of rare earth elements volatility forecasts," Post-Print, HAL, number hal-02983233, Feb, DOI: 10.1016/j.irfa.2019.01.010.
• Thomas Chuffart & Emma Hooper, 2019, "An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela," Post-Print, HAL, number hal-03157206.
• Manzano, Osmel & Ruiz-Arranz, Marta & Rivera, Luis & Trejos, Alberto & Prat, Jordi & Rojas-Romagosa, Hugo & Guevara, Porfirio & Auguste, Sebastián & Linares, Jennifer & Abuelafia, Emmanuel & Lagarda, , 2019, "El futuro de Centroamérica: Retos para un desarrollo sostenible," IDB Publications (Books), Inter-American Development Bank, number 9705, ISBN: ARRAY(0x71d8e490), November, DOI: http://dx.doi.org/10.18235/0001782.
• Gelo, Dambala & Muchapondwa, Edwin & Shimeles, Abebe & Dikgang, Johane, 2019, "Welfare Effect and Elite Capture in Agricultural Cooperatives Intervention: Evidence from Ethiopian Villages," IZA Discussion Papers, Institute of Labor Economics (IZA), number 12495, Jul.
• Jair N. Ojeda-Joya & Oscar Jaulin-Mendez & Juan C. Bustos-Peláez, 2019, "The Interdependence Between Commodity-Price and GDP Cycles: A Frequency-Domain Approach," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 47, issue 3, pages 275-292, September, DOI: 10.1007/s11293-019-09635-4.
• Iván Kataryniuk & Jaime Martínez-Martín, 2019, "TFP Growth and Commodity Prices in Emerging Economies," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 55, issue 10, pages 2211-2229, August, DOI: 10.1080/1540496X.2018.1520089.
• Sally Owen & Ilan Noy & Jacob Pástor-Paz & David Fleming, 2019, "EQC and extreme weather events (part 2): Measuring the impact of insurance on New Zealand landslip, storm and flood recovery using nightlights," Motu Working Papers, Motu Economic and Public Policy Research, number 19_19, Nov.
• James D. Hamilton, 2019, "Measuring Global Economic Activity," NBER Working Papers, National Bureau of Economic Research, Inc, number 25778, Apr.
• Akshaya Jha & Frank A. Wolak, 2019, "Can Financial Participants Improve Price Discovery and Efficiency in Multi-Settlement Markets with Trading Costs?," NBER Working Papers, National Bureau of Economic Research, Inc, number 25851, May.
• Dash, M., 2019, "A Study on Commodity Market Behaviour, Price Discovery and its Factors," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, volume 8, issue 3, pages 125-134, September.
• John Baffes & Varun Kshirsagar & Donald Mitchell, 2019, "What Drives Local Food Prices? Evidence from the Tanzanian Maize Market," The World Bank Economic Review, World Bank, volume 33, issue 1, pages 160-184.
• Alexandre Henry, 2019, "Monetary Union, Competitiveness and Raw Commodity Dependence: Insights from Africa," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 61, issue 2, pages 285-301, June, DOI: 10.1057/s41294-018-0080-6.
• Fernandez-Perez, Adrian & Fuertes, Ana-Maria & Gonzalez-Fernandez, Marcos & Miffre, Joelle, 2019, "Fear of Hazards in Commodity Futures Markets," MPRA Paper, University Library of Munich, Germany, number 100528, Sep, revised 06 May 2020.
• Pelagidis, Theodore & Panagiotopoulos, George, 2019, "Forward Freight Agreements and Market Transparency in the Capesizs Sector," MPRA Paper, University Library of Munich, Germany, number 107035.
• Shakeel, Sabahat & Karim, Emadul, 2019, "Consumer Buying Behavior: Organic Cosmetics versus Non-Organic Cosmetics," MPRA Paper, University Library of Munich, Germany, number 110098, Dec.
• Soliman, Ibrahim & M.S. El-Garhy, Lobna, 2019, "أثر المنطقة الديموجرافية ومستوى الدخل على سلوك المستهلك نحو الألبان ومنتجاتها في مصر
  [Impact of Demographic Region and income level on consumer behavior towards Dairy products in Egypt]," MPRA Paper, University Library of Munich, Germany, number 114461, Mar.
• NTUNGILA, Floribert & PINSHI, Christian P., 2019, "Fluctuations de prix des matières premières et économie congolaise : manne d’espoir ou de malédiction ?
  [Fluctuations in commodity price and the congolese economy: hope or curse manna?]," MPRA Paper, University Library of Munich, Germany, number 95409, May.
• Degiannakis, Stavros & Filis, George & Klein, Tony & Walther, Thomas, 2019, "Forecasting Realized Volatility of Agricultural Commodities," MPRA Paper, University Library of Munich, Germany, number 96267.
• Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2019, "Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss," Working Papers, University of Pretoria, Department of Economics, number 201903, Jan.
• Aviral Kumar Tiwari & Goodness C. Aye & Rangan Gupta & Konstantinos Gkillas, 2019, "Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model," Working Papers, University of Pretoria, Department of Economics, number 201918, Mar.
• Mehmet Balcilar & Rangan Gupta & Shixuan Wang & Mark E. Wohar, 2019, "Oil Price Uncertainty and Movements in the US Government Bond Risk Premia," Working Papers, University of Pretoria, Department of Economics, number 201919, Mar.
• Manabu Asai & Rangan Gupta & Michael McAleer, 2019, "The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures," Working Papers, University of Pretoria, Department of Economics, number 201925, Mar.
• Saban Nazlioglu & Rangan Gupta & Elie Bouri, 2019, "Movements in International Bond Markets: The Role of Oil Prices," Working Papers, University of Pretoria, Department of Economics, number 201935, Apr.
• Heni Boubaker & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2019, "Global Crises and Gold as a Safe Haven: Evidence from Over Seven and a Half Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201941, May.
• Manabu Asai & Rangan Gupta & Michael McAleer, 2019, "Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 201951, Jul.
• Saban Nazlioglu & Rangan Gupta & Alper Gormus & Ugur Soytas, 2019, "Price and Volatility Linkages between International REITs and Oil Markets," Working Papers, University of Pretoria, Department of Economics, number 201954, Jul.
• Matteo Bonato & Rangan Gupta & Chi Keung Marco Lau & Shixuan Wang, 2019, "Moments-Based Spillovers across Gold and Oil Markets," Working Papers, University of Pretoria, Department of Economics, number 201966, Aug.
• Elie Bouri & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2019, "Gold, Platinum and the Predictability of Bond Risk Premia," Working Papers, University of Pretoria, Department of Economics, number 201967, Aug.
• Riza Demirer & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2019, "Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests," Working Papers, University of Pretoria, Department of Economics, number 201972, Sep.
• Afees A. Salisu & Rangan Gupta, 2019, "Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 201976, Oct.
• Indrė Lapinskaitė & Algita Miečinskienė, 2019, "Assessment of the Impact of Hard Commodity Prices Changes on Inflation in European Union Countries," Central European Business Review, Prague University of Economics and Business, volume 2019, issue 5, pages 18-35, DOI: 10.18267/j.cebr.230.
• Karel Janda & Zuzana Lajksnerová & Jakub Mikolášek, 2019, "A General Equilibrium Model of Optimal Alcohol Taxation in the Czech Republic," Prague Economic Papers, Prague University of Economics and Business, volume 2019, issue 5, pages 589-611, DOI: 10.18267/j.pep.706.
• Clavijo-Cortes, Pedro & Campo-Robledo, Jacobo & Mendoza-Tolosa, Henry, 2019, "Threshold Effects and Unit Roots of Real Commodity Prices Since the Mid-Nineteenth Century," Working papers, Red Investigadores de Economía, number 27, Dec.
• Adnen Ben Nasr & Matteo Bonato & Riza Demirer & Rangan Gupta, 2019, "Investor Sentiment and Crash Risk in Safe Havens," Journal of Economics and Behavioral Studies, AMH International, volume 10, issue 6, pages 97-108, DOI: 10.22610/jebs.v10i6A.2666.
• Ndinawe Byekwaso, 2019, "Modernization, Poverty Eradication, and the Process of Social Transformation in Uganda," Review of Radical Political Economics, Union for Radical Political Economics, volume 51, issue 2, pages 265-281, June, DOI: 10.1177/0486613417738671.
• Ma?gorzata Just & Aleksandra ?uczak, 2019, "Assessment of conditional dependence structure in commodity futures markets using copula-GARCH models and fuzzy clustering methods," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9912191, Oct.
• Ma?gorzata Just & Agnieszka Kozera & Aleksandra ?uczak, 2019, "Conditional Dependence Structure in the Precious Metals Futures Market," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 8, issue 1, pages 81-93, June.
• Sophie van Huellen, 2019, "Approaches to Price Formation in Financialised Commodity Markets," Working Papers, Department of Economics, SOAS University of London, UK, number 223, Apr.
• Marco Haase & Yvonne Seiler Zimmermann & Heinz Zimmermann, 2019, "Permanent and transitory price shocks in commodity futures markets and their relation to speculation," Empirical Economics, Springer, volume 56, issue 4, pages 1359-1382, April, DOI: 10.1007/s00181-017-1387-2.
• Achyuta Adhvaryu & James Fenske & Anant Nyshadham, 2019, "Early Life Circumstance and Adult Mental Health," Journal of Political Economy, University of Chicago Press, volume 127, issue 4, pages 1516-1549, DOI: 10.1086/701606.
• Bertalan Laura & Inzsöl Renáta & Hegedüs Judit & Jankó Ferenc, 2019, "Quo vadis Farmer Sales? The Experience of a Survey in Hungary," Naše gospodarstvo/Our economy, Sciendo, volume 65, issue 1, pages 30-39, March, DOI: 10.2478/ngoe-2019-0003.
• Giulia Valacchi & Julio Raffo & Alica Daly & David Humphreys, 2019, "Innovation in the Mining Sector and Cycles in Commodity Prices," WIPO Economic Research Working Papers, World Intellectual Property Organization - Economics and Statistics Division, number 55, May.
• Mehmet Balcilar & Zeynel Abidin Ozdemir & Muhammad Shahbaz, 2019, "On the time‐varying links between oil and gold: New insights from the rolling and recursive rolling approaches," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 24, issue 3, pages 1047-1065, July, DOI: 10.1002/ijfe.1704.
• Klein, Tony & Todorova, Neda, 2019, "Night Trading with Futures in China: The Case of Aluminum and Copper," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2019/06, DOI: 10.2139/ssrn.3249598.

2018

• Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta, 2018, "Is Wine A Safe-Haven? Evidence From A Nonparametric Causality-In-Quantiles Test," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 95-114, December.
• Kym Anderson & Glyn Wittwer, 2018, "From global economy-wide modelling to modelling a small product market: The case of wine," Wine Economics Research Centre Working Papers, University of Adelaide, Wine Economics Research Centre, number 2018-03, Oct.
• van Kooten, G. Cornelis, , "Is Commodity Storage an Option for Enhancing Food Security in Developing Countries?," Working Papers, University of Victoria, Resource Economics and Policy, number 270677, DOI: 10.22004/ag.econ.270677.
• Andrea Bastianin & Marzio Galeotti & Michele Polo, 2018, "Convergence of European Natural Gas Prices," GREEN Working Papers, GREEN, Centre for Research on Geography, Resources, Environment, Energy & Networks, Universita' Bocconi, Milano, Italy, number 01.
• Andrea Bastianin & Marzio Galeotti & Michele Polo, 2018, "Convergence of European natural gas prices," IEFE Working Papers, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy, number 107.
• Filippo Natoli, 2018, "Analyzing the structural transformation of commodity markets: financialization revisited," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 419, Jan.
• Andrea Bastianin & Alessandro Lanza & Matteo Manera, 2018, "Economic impacts of El Niño southern oscillation: evidence from the Colombian coffee market," Agricultural Economics, International Association of Agricultural Economists, volume 49, issue 5, pages 623-633, September, DOI: 10.1111/agec.12447.
• Ludovic Gauvin & Cyril C. Rebillard, 2018, "Towards recoupling? Assessing the global impact of a Chinese hard landing through trade and commodity price channels," The World Economy, Wiley Blackwell, volume 41, issue 12, pages 3379-3415, December, DOI: 10.1111/twec.12631.
• Brorsen B. Wade & Fain James R. & Maples Joshua G., 2018, "Alternative Policy Responses to Increased Use of Formula Pricing," Journal of Agricultural & Food Industrial Organization, De Gruyter, volume 16, issue 1, pages 1-11, January, DOI: 10.1515/jafio-2017-0008.
• Janus Thorsten & Riera-Crichton Daniel, 2018, "Controlling for Import Price Effects in Civil War Regressions," Peace Economics, Peace Science, and Public Policy, De Gruyter, volume 24, issue 2, pages 1-7, May, DOI: 10.1515/peps-2017-0035.
• Cristina Sattarhoff & Marc Gronwald, 2018, "How to Measure Financial Market Efficiency? A Multifractality-Based Quantitative Approach with an Application to the European Carbon Market," CESifo Working Paper Series, CESifo, number 7102.
• Anthony Paris, 2018, "On the link between oil and agricultural commodity prices: Do biofuels matter?," International Economics, CEPII research center, issue 155, pages 48-60.
• Giannone, Domenico & Ferrara, Laurent & Delle Chiaie, Simona, 2018, "Common Factors of Commodity Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12767, Mar.
• Martin T. Bohl & Pierre L. Siklos & Martin Stefan & Claudia Wellenreuther, 2018, "Price Discovery in Agricultural Commodity Markets: Do Speculators Contribute?," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 7518, Oct.
• Perrotton, F. & Massol, O., 2018, "Rate-of-return regulation to unlock natural gas pipeline deployment: insights from a Mozambican project," Working Papers, Department of Economics, City St George's, University of London, number 18/05.
• Afees A. Salisu & Wasiu Adekunle & Zachariah Emmanuel & Wasiu A. Alimi, 2018, "Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 055, Apr.
• Daniel Bierbaumer & Malte Rieth & Anton Velinov, 2018, "Nonlinear Intermediary Pricing in the Oil Futures Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1722.
• Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico, 2018, "Common factors of commodity prices," Research Bulletin, European Central Bank, volume 51.
• Omura, Akihiro & Li, Bin & Chung, Richard & Todorova, Neda, 2018, "Convenience yield, realised volatility and jumps: Evidence from non-ferrous metals," Economic Modelling, Elsevier, volume 70, issue C, pages 496-510, DOI: 10.1016/j.econmod.2017.08.033.
• Mo, Di & Gupta, Rakesh & Li, Bin & Singh, Tarlok, 2018, "The macroeconomic determinants of commodity futures volatility: Evidence from Chinese and Indian markets," Economic Modelling, Elsevier, volume 70, issue C, pages 543-560, DOI: 10.1016/j.econmod.2017.08.032.
• Jebabli, Ikram & Roubaud, David, 2018, "Time-varying efficiency in food and energy markets: Evidence and implications," Economic Modelling, Elsevier, volume 70, issue C, pages 97-114, DOI: 10.1016/j.econmod.2017.10.013.
• Sharma, Shahil & Escobari, Diego, 2018, "Identifying price bubble periods in the energy sector," Energy Economics, Elsevier, volume 69, issue C, pages 418-429, DOI: 10.1016/j.eneco.2017.12.007.
• Qadan, Mahmoud & Nama, Hazar, 2018, "Investor sentiment and the price of oil," Energy Economics, Elsevier, volume 69, issue C, pages 42-58, DOI: 10.1016/j.eneco.2017.10.035.
• Ji, Qiang & Zhang, Hai-Ying & Geng, Jiang-Bo, 2018, "What drives natural gas prices in the United States? – A directed acyclic graph approach," Energy Economics, Elsevier, volume 69, issue C, pages 79-88, DOI: 10.1016/j.eneco.2017.11.002.
• Uddin, Gazi Salah & Hernandez, Jose Areola & Shahzad, Syed Jawad Hussain & Hedström, Axel, 2018, "Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets," Energy Economics, Elsevier, volume 71, issue C, pages 35-46, DOI: 10.1016/j.eneco.2018.01.035.
• Su, Zhi & Lu, Man & Yin, Libo, 2018, "Oil prices and news-based uncertainty: Novel evidence," Energy Economics, Elsevier, volume 72, issue C, pages 331-340, DOI: 10.1016/j.eneco.2018.04.021.
• Scheitrum, Daniel P. & Carter, Colin A. & Revoredo-Giha, Cesar, 2018, "WTI and Brent futures pricing structure," Energy Economics, Elsevier, volume 72, issue C, pages 462-469, DOI: 10.1016/j.eneco.2018.04.039.
• Alexopoulos, Thomas A., 2018, "To trust or not to trust? A comparative study of conventional and clean energy exchange-traded funds," Energy Economics, Elsevier, volume 72, issue C, pages 97-107, DOI: 10.1016/j.eneco.2018.03.013.
• Proelss, Juliane & Schweizer, Denis & Seiler, Volker, 2018, "Do announcements of WTO dispute resolution cases matter? Evidence from the rare earth elements market," Energy Economics, Elsevier, volume 73, issue C, pages 1-23, DOI: 10.1016/j.eneco.2018.05.004.
• Baur, Dirk G. & Todorova, Neda, 2018, "Automobile manufacturers, electric vehicles and the price of oil," Energy Economics, Elsevier, volume 74, issue C, pages 252-262, DOI: 10.1016/j.eneco.2018.05.034.
• Ji, Qiang & Bouri, Elie & Roubaud, David & Shahzad, Syed Jawad Hussain, 2018, "Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model," Energy Economics, Elsevier, volume 75, issue C, pages 14-27, DOI: 10.1016/j.eneco.2018.08.015.
• Chang, Kai & Chen, Rongda & Chevallier, Julien, 2018, "Market fragmentation, liquidity measures and improvement perspectives from China's emissions trading scheme pilots," Energy Economics, Elsevier, volume 75, issue C, pages 249-260, DOI: 10.1016/j.eneco.2018.07.010.
• Baur, Dirk G. & Dimpfl, Thomas, 2018, "The asymmetric return-volatility relationship of commodity prices," Energy Economics, Elsevier, volume 76, issue C, pages 378-387, DOI: 10.1016/j.eneco.2018.10.022.
• Tiwari, Aviral Kumar & Khalfaoui, Rabeh & Solarin, Sakiru Adebola & Shahbaz, Muhammad, 2018, "Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities," Energy Economics, Elsevier, volume 76, issue C, pages 470-494, DOI: 10.1016/j.eneco.2018.10.037.
• Daskalakis, George, 2018, "Temporal restrictions on emissions trading and the implications for the carbon futures market: Lessons from the EU emissions trading scheme," Energy Policy, Elsevier, volume 115, issue C, pages 88-91, DOI: 10.1016/j.enpol.2018.01.008.
• Parra, Rony & Di Felice, Louisa Jane & Giampietro, Mario & Ramos-Martin, Jesus, 2018, "The metabolism of oil extraction: A bottom-up approach applied to the case of Ecuador," Energy Policy, Elsevier, volume 122, issue C, pages 63-74, DOI: 10.1016/j.enpol.2018.07.017.
• Lyócsa, Štefan & Molnár, Peter, 2018, "Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds," Energy, Elsevier, volume 155, issue C, pages 462-473, DOI: 10.1016/j.energy.2018.04.194.
• Karanasos, Menelaos & Menla Ali, Faek & Margaronis, Zannis & Nath, Rajat, 2018, "Modelling time varying volatility spillovers and conditional correlations across commodity metal futures," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 246-256, DOI: 10.1016/j.irfa.2017.11.003.
• Schmidbauer, Harald & Rösch, Angi, 2018, "The impact of festivities on gold price expectation and volatility," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 117-131, DOI: 10.1016/j.irfa.2018.03.006.
• Antonakakis, Nikolaos & Chang, Tsangyao & Cunado, Juncal & Gupta, Rangan, 2018, "The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis," Finance Research Letters, Elsevier, volume 24, issue C, pages 1-9, DOI: 10.1016/j.frl.2017.03.005.
• Donders, Pablo & Jara, Mauricio & Wagner, Rodrigo, 2018, "How sensitive is corporate debt to swings in commodity prices?," Journal of Financial Stability, Elsevier, volume 39, issue C, pages 237-258, DOI: 10.1016/j.jfs.2017.10.002.
• Paris, Anthony, 2018, "On the link between oil and agricultural commodity prices: Do biofuels matter?," International Economics, Elsevier, volume 155, issue C, pages 48-60, DOI: 10.1016/j.inteco.2017.12.003.
• Frino, Alex & Ibikunle, Gbenga & Mollica, Vito & Steffen, Tom, 2018, "The impact of commodity benchmarks on derivatives markets: The case of the dated Brent assessment and Brent futures," Journal of Banking & Finance, Elsevier, volume 95, issue C, pages 27-43, DOI: 10.1016/j.jbankfin.2017.08.017.
• Christoffersen, Peter & Pan, Xuhui (Nick), 2018, "Oil volatility risk and expected stock returns," Journal of Banking & Finance, Elsevier, volume 95, issue C, pages 5-26, DOI: 10.1016/j.jbankfin.2017.07.004.
• Bakas, Dimitrios & Triantafyllou, Athanasios, 2018, "The impact of uncertainty shocks on the volatility of commodity prices," Journal of International Money and Finance, Elsevier, volume 87, issue C, pages 96-111, DOI: 10.1016/j.jimonfin.2018.06.001.
• Haase, Marco & Huss, Matthias, 2018, "Guilty speculators? Range-based conditional volatility in a cross-section of wheat futures," Journal of Commodity Markets, Elsevier, volume 10, issue C, pages 29-46, DOI: 10.1016/j.jcomm.2017.10.001.
• Cavanaugh, Grant & Penick, Michael, 2018, "The lifecycle of exchange-traded derivatives," Journal of Commodity Markets, Elsevier, volume 10, issue C, pages 47-68, DOI: 10.1016/j.jcomm.2018.05.007.
• Arfaoui, Mongi, 2018, "On the spot-futures relationship in crude-refined petroleum prices: New evidence from an ARDL bounds testing approach," Journal of Commodity Markets, Elsevier, volume 11, issue C, pages 48-58, DOI: 10.1016/j.jcomm.2018.04.001.
• Iwatsubo, Kentaro & Watkins, Clinton & Xu, Tao, 2018, "Intraday seasonality in efficiency, liquidity, volatility and volume: Platinum and gold futures in Tokyo and New York," Journal of Commodity Markets, Elsevier, volume 11, issue C, pages 59-71, DOI: 10.1016/j.jcomm.2018.05.001.
• Misund, Bård, 2018, "Common and fundamental risk factors in shareholder returns of Norwegian salmon producing companies," Journal of Commodity Markets, Elsevier, volume 12, issue C, pages 19-30, DOI: 10.1016/j.jcomm.2017.12.007.
• Spencer, Simon & Bredin, Don & Conlon, Thomas, 2018, "Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets," Journal of Commodity Markets, Elsevier, volume 9, issue C, pages 1-20, DOI: 10.1016/j.jcomm.2017.12.001.
• Chen, Junyi & Kibriya, Shahriar & Bessler, David & Price, Edwin, 2018, "The relationship between conflict events and commodity prices in Sudan," Journal of Policy Modeling, Elsevier, volume 40, issue 4, pages 663-684, DOI: 10.1016/j.jpolmod.2018.01.014.
• Bonato, Matteo & Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian, 2018, "Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach," Resources Policy, Elsevier, volume 57, issue C, pages 196-212, DOI: 10.1016/j.resourpol.2018.03.004.
• Bouri, Elie & Gupta, Rangan & Lahiani, Amine & Shahbaz, Muhammad, 2018, "Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices," Resources Policy, Elsevier, volume 57, issue C, pages 224-235, DOI: 10.1016/j.resourpol.2018.03.008.
• Todorova, Neda & Clements, Adam E., 2018, "The volatility-volume relationship in the LME futures market for industrial metals," Resources Policy, Elsevier, volume 58, issue C, pages 111-124, DOI: 10.1016/j.resourpol.2018.04.001.
• Caldarelli, Carlos Eduardo & Gilio, Leandro, 2018, "Expansion of the sugarcane industry and its effects on land use in São Paulo: Analysis from 2000 through 2015," Land Use Policy, Elsevier, volume 76, issue C, pages 264-274, DOI: 10.1016/j.landusepol.2018.05.008.
• Bahloul, Walid & Balcilar, Mehmet & Cunado, Juncal & Gupta, Rangan, 2018, "The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test," Journal of Multinational Financial Management, Elsevier, volume 45, issue C, pages 52-71, DOI: 10.1016/j.mulfin.2018.04.002.
• Bonaccolto, G. & Caporin, M. & Gupta, R., 2018, "The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 507, issue C, pages 446-469, DOI: 10.1016/j.physa.2018.05.061.
• Myers, Robert J. & Johnson, Stanley R. & Helmar, Michael & Baumes, Harry, 2018, "Long-run and short-run relationships between oil prices, producer prices, and consumer prices: What can we learn from a permanent-transitory decomposition?," The Quarterly Review of Economics and Finance, Elsevier, volume 67, issue C, pages 175-190, DOI: 10.1016/j.qref.2017.06.005.
• Massol, Olivier & Rifaat, Omer, 2018, "Phasing out the U.S. Federal Helium Reserve: Policy insights from a world helium model," Resource and Energy Economics, Elsevier, volume 54, issue C, pages 186-211, DOI: 10.1016/j.reseneeco.2018.08.003.
• Jitmaneeroj, Boonlert, 2018, "The effect of the rebalancing horizon on the tradeoff between hedging effectiveness and transaction costs," International Review of Economics & Finance, Elsevier, volume 58, issue C, pages 282-298, DOI: 10.1016/j.iref.2018.03.027.
• Sydney Chikalipah, 2018, "Does a meaningful relationship exist between copper prices and economic growth in Zambia?," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, volume 10, issue 1, pages 72-84, November, DOI: 10.1108/AJEMS-04-2018-0095.
• Kazi Abrar Hossain & Syed Abul Basher & A.K. Enamul Haque, 2018, "Quantifying the impact of Ramadan on global raw sugar prices," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 11, issue 4, pages 510-528, June, DOI: 10.1108/IMEFM-05-2017-0132.
• Rangga Handika & Dony Abdul Chalid, 2018, "The predictive power of log-likelihood of GARCH volatility," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 17, issue 4, pages 482-497, November, DOI: 10.1108/RAF-01-2017-0006.
• Mehmet Balcilar & Zeynel Abidin Ozdemir & Muhammad Shahbaz, 2018, "On the time-varying links between oil and gold: New insights from the rolling and recursive rolling approaches," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-35.
• Mehmet Balcilar & Festus Victor Bekun, 2018, "Spillover Dynamics Across Price Inflation and Selected Agricultural Commodity Prices," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-42.
• Suranjana Joarder, 2018, "The Commodity Futures Volatility and Macroeconomic Fundamentals - The Case of Oil and Oilseed Commodities in India," International Econometric Review (IER), Econometric Research Association, volume 10, issue 2, pages 33-50, September.
• Karel Janda & Zuzana Lajksnerova & Jakub Mikolasek, 2018, "A General Equilibrium Model of Optimal Alcohol Taxation in the Czech Republic," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2018/08, Mar, revised Mar 2018.
• Tereza Palanska, 2018, "Measurement of Volatility Spillovers and Asymmetric Connectedness on Commodity and Equity Markets," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2018/27, Oct, revised Oct 2018.
• Marc Joëts & Valérie Mignon & Tovonony Razafindrabe, 2018, "Oil market volatility: Is macroeconomic uncertainty systematically transmitted to oil prices?," Post-Print, HAL, number hal-01669396.
• Anthony Paris, 2018, "On the link between oil and agricultural commodity prices: Do biofuels matter?," Post-Print, HAL, number hal-01676917.
• Gazi Salah Uddin & Jose Areola Hernandez & Syed Jawad Hussain Shahzad & Axel Hedström, 2018, "Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets," Post-Print, HAL, number hal-01996386, Mar, DOI: 10.1016/j.eneco.2018.01.035.
• Ikram Jebabli & David Roubaud, 2018, "Time-varying efficiency in food and energy markets: Evidence and implications," Post-Print, HAL, number hal-02330557, Apr, DOI: 10.1016/j.econmod.2017.10.013.
• Christian Pinshi, 2018, "Les effets macroéconomiques de la chute des cours des produits de base: Evaluation sur la République démocratique du Congo," Post-Print, HAL, number hal-02566806.
• Juliane Proelss & Denis Schweizer & Volker Seiler, 2018, "Do announcements of WTO dispute resolution cases matter? Evidence from the rare earth elements market," Post-Print, HAL, number hal-02983217, Jun, DOI: 10.1016/j.eneco.2018.05.004.
• Anthony Paris, 2018, "On the link between oil and agricultural commodity prices: Do biofuels matter?," Post-Print, HAL, number hal-03532915, Oct, DOI: 10.1016/j.inteco.2017.12.003.
• Elie Bouri & Rangan Gupta & Amine Lahiani & Muhammad Shahbaz, 2018, "Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices," Post-Print, HAL, number hal-03533197, Aug, DOI: 10.1016/j.resourpol.2018.03.008.
• Aviral Kumar Tiwari & Rabeh Khalfaoui & Sakiru Adebola Solarin & Muhammad Shahbaz, 2018, "Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities," Post-Print, HAL, number hal-03797590, Oct, DOI: 10.1016/j.eneco.2018.10.037.