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

2018

• Olivier Massol, 2018, "Phasing out the U.S. Federal Helium Reserve: Policy insights from a world helium model," Post-Print, HAL, number hal-04319402, Apr.
• Hübler, Michael & Pothen, Frank, 2018, "Can Smart Policies Reconcile Singapore's Green Economy with Sand Imports from Southeast Asia?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-644, Nov.
• Irarrazabal, Alfonso A. & Ma, Lin, 2018, "The Effect of Income Shocks on the Oil Price," Working Paper Series, Norwegian University of Life Sciences, School of Economics and Business, number 9-2018, Sep.
• Serhiy Petrukha, 2018, "Institutional Architectonics of the State Anti-Crisis Regulation of the Ukraine's Agrarian Sector of Economy," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 161-175, March.
• Emilia Mary Bălan, 2018, "European Union - The Main Actor Of International Trade In Goods," Euroinfo, Institute for World Economy, Romanian Academy, volume 2, issue 4, pages 41-52, April.
• Emilia Mary Bălan & Simona Zamșa, 2018, "The European Sugar Market In The Global Context After Scrapping The Sugar Quota System," Revista de Economie Mondiala / The Journal of Global Economics, Institute for World Economy, Romanian Academy, volume 10, issue 1, pages 76-88.
• Kentaro Iwatsubo & Clinton Watkins, 2018, "Who Influences the Fundamental Value of Commodity Futures in Japan?," Discussion Papers, Graduate School of Economics, Kobe University, number 1830, Dec.
• Andrea, Bastianin & Marzio, Galeotti & Michele, Polo, 2018, "Convergence of European natural gas prices," Working Papers, University of Milano-Bicocca, Department of Economics, number 394, Dec, revised 06 Dec 2018.
• Frank A. Wolak, 2018, "The Evidence from California on the Economic Impact of Inefficient Distribution Network Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 25087, Sep.
• Dimitrios Bakas & Athanasios Triantafyllou, 2018, "The Impact of Uncertainty Shocks on the Volatility of Commodity Prices," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2018/02, Jan.
• Rick Van der Ploeg & Armon Rezai, 2018, "Climate Policy and Stranded Carbon Assets: A Financial Perspective," OxCarre Working Papers, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford, number 206, Mar.
• David Gill & Daniel Sgroi & Churchill College and Department of Applied Economics & University of Cambridge, 2004, "The Superiority of Biased Reviewers in a Model of Simultaneous Sales," Economics Series Working Papers, University of Oxford, Department of Economics, number 206, Sep.
• Guellil, Mohammed Seghir & Benbouziane, Mohamed, 2018, "Volatility Linkages between Agricultural Commodity Prices, Oil Prices and Real USD Exchange Rate || Vínculos de volatilidad entre precios de productos agrícolas, precios del petróleo y tipo de cambio ," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 26, issue 1, pages 71-83, Diciembre.
• PINSHI, Christian P., 2018, "Macroeconomic effects of falling commodity price: Evidence from Democratic Republic of the Congo," MPRA Paper, University Library of Munich, Germany, number 101068, May.
• Fabio G., Santeramo & Emilia, Lamonaca, 2018, "On the Drivers of Global Grain Price Volatility : an empirical investigation," MPRA Paper, University Library of Munich, Germany, number 86795.
• Kim, Hyeongwoo & Zhang, Yunxiao, 2018, "Investigating Properties of Commodity Price Responses to Real and Nominal Shocks," MPRA Paper, University Library of Munich, Germany, number 89432, Oct.
• Bastianin, Andrea & Lanza, Alessandro & Manera, Matteo, 2018, "Economic impacts of El Niño Southern Oscillation: evidence from the Colombian coffee market," MPRA Paper, University Library of Munich, Germany, number 89984.
• Pinshi, Christian P., 2018, "Les effets macroéconomiques de la chute des cours des produits de base: Evaluation sur la République démocratique du Congo
  [The Macroeconomic Effects of commodity bust: Assessment on Democratic Rep," MPRA Paper, University Library of Munich, Germany, number 93130, revised 0208.
• Adnen Ben Nasr & Matteo Bonato & Riza Demirer & Rangan Gupta, 2018, "Investor Sentiment and Crash Risk in Safe Havens," Working Papers, University of Pretoria, Department of Economics, number 201804, Jan.
• Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2018, "Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data," Working Papers, University of Pretoria, Department of Economics, number 201816, Feb.
• Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018, "Oil Shocks and Volatility Jumps," Working Papers, University of Pretoria, Department of Economics, number 201825, Apr.
• Gondo, Rocío & Pérez, Fernando, 2018, "The Transmission of Exogenous Commodity and Oil Prices shocks to Latin America - A Panel VAR approach," Working Papers, Banco Central de Reserva del Perú, number 2018-012, Dec.
• Narinder Pal Singh & Archana Singh, 2018, "Global Financial Crisis and Price Risk Management in Gold Futures Market- Evidences from Indian & US Markets," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 21, issue 68, pages 111-120, June.
• G. Cornelis van Kooten, 2018, "Is Commodity Storage an Option for Enhancing Food Security in Developing Countries?," Working Papers, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group, number 2018-01, Mar.
• Isha Agarwal & Rupa Duttagupta & Andrea F. Presbitero, 2018, "International Commodity Prices and Domestic Bank Lending in Developing Countries," ADBI Working Papers, Asian Development Bank Institute, number 807, Feb.
• Feyyaz ZEREN & Hilmi Tunahan AKKUª, 2018, "Oil Prices and Stock Markets: Further Evidence from Newly Industrialized Countries," Management and Economics Review, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 3, issue 1, pages 110-122, June.
• Afees Adebare Salisu & Idris A. Adediran, 2018, "The U.S. Shale Oil Revolution and the Behavior of Commodity Prices," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 3, issue 1, pages 27-53, September, DOI: 10.33119/ERFIN.2018.3.1.2.
• Sophie van Huellen, 2018, "Too Much of a Good Thing? Speculative Effects on Commodity Futures Curves," Working Papers, Department of Economics, SOAS University of London, UK, number 211, Jul.
• Sophie van Huellen, 2018, "Price Discovery in Commodity Futures and Cash Markets with Heterogenous Agents," Working Papers, Department of Economics, SOAS University of London, UK, number 213, Nov.
• Neharika Sobti, 2018, "Domestic intermarket linkages: measuring dynamic return and volatility connectedness among Indian financial markets," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 45, issue 4, pages 325-344, December, DOI: 10.1007/s40622-018-0196-6.
• Marc Joëts & Valérie Mignon & Tovonony Razafindrabe, 2018, "Oil Market Volatility: Is Macroeconomic Uncertainty Systematically Transmitted to Oil Prices?," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Fredj Jawadi, "Uncertainty, Expectations and Asset Price Dynamics", DOI: 10.1007/978-3-319-98714-9_2.
• Gülin Vardar & Yener Coşkun & Tezer Yelkenci, 2018, "Shock transmission and volatility spillover in stock and commodity markets: evidence from advanced and emerging markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 8, issue 2, pages 231-288, August, DOI: 10.1007/s40822-018-0095-3.
• Mehmet Balcilar & Rangan Gupta & Duc Khuong Nguyen & Mark E. Wohar, 2018, "Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach," Applied Economics, Taylor & Francis Journals, volume 50, issue 53, pages 5712-5727, November, DOI: 10.1080/00036846.2018.1488062.
• David E. Allen & Chialin Chang & Michael McAleer & Abhay K Singh, 2018, "A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices," Applied Economics, Taylor & Francis Journals, volume 50, issue 7, pages 804-823, February, DOI: 10.1080/00036846.2017.1340581.
• Thomas Walther & Duc Khuong Nguyen, 2018, "Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables," Working Papers on Finance, University of St. Gallen, School of Finance, number 1824, Dec.
• Łamasz Bartosz & Iwaszczuk Natalia & Ivashchuk Oleksandr, 2018, "Selected methods of securing the refining sector against crude oil price fluctuations," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 54, issue 3, pages 197-209, September, DOI: 10.2478/ijme-2018-0020.
• Constantino Hevia & Ivan Petrella & Martin Sola, 2018, "Risk premia and seasonality in commodity futures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 6, pages 853-873, September, DOI: 10.1002/jae.2631.
• Kurronen, Sanna, 2018, "Oil price collapse and firm leverage in resource-dependent countries," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 10/2018.

2017

• Hyeongwoo Kim & Yunxiao Zhang, 2017, "Investigating Properties of Commodity Price Responses to Real and Nominal Shocks," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2017-02, Apr.
• Miller, Steven, 2017, "Opportunities and Barriers to Growing Michigan’s Local Food System: The Case of Meat Processing," Staff Paper Series, Michigan State University, Department of Agricultural, Food, and Resource Economics, number 253439, DOI: 10.22004/ag.econ.253439.
• Papa Gueye Fam & Rachida Hennani & Nicolas Huchet, 2017, "U.S. Monetary Policy, Commodity Prices And The Financialization Hypothesis," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 20, pages 53-77, December.
• Valentin Bilyanski, 2017, "The Collapse in Oil Markets from Mid-2014 Onwards – Economics or Policy," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 108-128.
• Doga Bilgin & Reinhard Ellwanger, 2017, "A Dynamic Factor Model for Commodity Prices," Staff Analytical Notes, Bank of Canada, number 17-12, DOI: 10.34989/san-2017-12.
• José Renato Haas Ornelas & Roberto Baltieri Mauad, 2017, "Volatility Risk Premia and Future Commodity Returns," Working Papers Series, Central Bank of Brazil, Research Department, number 455, Apr.
• Pinar KAYA & Bulent GULOGLU, 2017, "Modeling and Forecasting the Markets Volatility and VaR Dynamics of Commodity," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 11, issue 1, pages 9-49.
• Iván Kataryniuk & Jaime Martínez-Martín, 2017, "TFP growth and commodity prices in emerging economies," Working Papers, Banco de España, number 1711, Mar.
• Simona Delle Chiaie & Laurent Ferrara & Domenico Giannone, 2017, "Common Factors of Commodity Prices," Working papers, Banque de France, number 645.
• Raushan Kumar, 2017, "Price Discovery in Some Primary Commodity Markets in India," Working papers, Centre for Development Economics, Delhi School of Economics, number 276, Jun.
• Francois, Joseph & Brockmeier, Martina & Bekkers, Eddy & Yang, Fan, 2017, "Local Food Prices and International Price Transmission," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11912, Mar.
• Michael Hachula & Malte Rieth, 2017, "Identifying Speculative Demand Shocks in Commodity Futures Markets through Changes in Volatility," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1646.
• Capucine Nobletz, 2017, "L’impact des biocarburants sur les prix des matières premières agricoles," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-41.
• Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico, 2017, "Common factors of commodity prices," Working Paper Series, European Central Bank, number 2112, Nov.
• Hou, Kewei & Tang, Ke & Zhang, Bohui, 2017, "Political Uncertainty and Commodity Prices," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2017-25, Oct.
• Hanan Naser, 2017, "Can Gold Investments Provide a Good Hedge Against Inflation? An Empirical Analysis," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 470-475.
• Lya Paola Sierra & Luis Eduardo Gir n & Carolina Osorio, 2017, "Has Financialization in Commodity Markets Affected the Predictability in Metal Markets? The Efficient Markets Hypotheses for Metal Returns," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 15-22.
• Oglend, Atle & Kleppe, Tore Selland, 2017, "On the behavior of commodity prices when speculative storage is bounded," Journal of Economic Dynamics and Control, Elsevier, volume 75, issue C, pages 52-69, DOI: 10.1016/j.jedc.2016.11.007.
• Nazlioglu, Saban & Karul, Cagin, 2017, "A panel stationarity test with gradual structural shifts: Re-investigate the international commodity price shocks," Economic Modelling, Elsevier, volume 61, issue C, pages 181-192, DOI: 10.1016/j.econmod.2016.12.003.
• Roy, Rudra Prosad & Sinha Roy, Saikat, 2017, "Financial contagion and volatility spillover: An exploration into Indian commodity derivative market," Economic Modelling, Elsevier, volume 67, issue C, pages 368-380, DOI: 10.1016/j.econmod.2017.02.019.
• Plante, Michael & Dhaliwal, Navi, 2017, "Inventory shocks and the oil–ethanol–grain price nexus," Economics Letters, Elsevier, volume 156, issue C, pages 58-60, DOI: 10.1016/j.econlet.2017.03.036.
• Herrera, Rodrigo & Rodriguez, Alejandro & Pino, Gabriel, 2017, "Modeling and forecasting extreme commodity prices: A Markov-Switching based extreme value model," Energy Economics, Elsevier, volume 63, issue C, pages 129-143, DOI: 10.1016/j.eneco.2017.01.012.
• Ghoddusi, Hamed & Emamzadehfard, Sahar, 2017, "Optimal hedging in the US natural gas market: The effect of maturity and cointegration," Energy Economics, Elsevier, volume 63, issue C, pages 92-105, DOI: 10.1016/j.eneco.2017.01.018.
• Scheitrum, Daniel Paul & Carter, Colin A. & Jaffe, Amy Myers, 2017, "Testing substitution between private and public storage in the U.S. oil market: A study on the U.S. Strategic Petroleum Reserve," Energy Economics, Elsevier, volume 64, issue C, pages 483-493, DOI: 10.1016/j.eneco.2015.10.015.
• Lof, Matthijs & Nyberg, Henri, 2017, "Noncausality and the commodity currency hypothesis," Energy Economics, Elsevier, volume 65, issue C, pages 424-433, DOI: 10.1016/j.eneco.2017.05.024.
• Mensi, Walid & Tiwari, Aviral & Bouri, Elie & Roubaud, David & Al-Yahyaee, Khamis H., 2017, "The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes," Energy Economics, Elsevier, volume 66, issue C, pages 122-139, DOI: 10.1016/j.eneco.2017.06.007.
• Feng, Jiabao & Wang, Yudong & Yin, Libo, 2017, "Oil volatility risk and stock market volatility predictability: Evidence from G7 countries," Energy Economics, Elsevier, volume 68, issue C, pages 240-254, DOI: 10.1016/j.eneco.2017.09.023.
• Joëts, Marc & Mignon, Valérie & Razafindrabe, Tovonony, 2017, "Does the volatility of commodity prices reflect macroeconomic uncertainty?," Energy Economics, Elsevier, volume 68, issue C, pages 313-326, DOI: 10.1016/j.eneco.2017.09.017.
• Maghyereh, Aktham I. & Awartani, Basel & Tziogkidis, Panagiotis, 2017, "Volatility spillovers and cross-hedging between gold, oil and equities: Evidence from the Gulf Cooperation Council countries," Energy Economics, Elsevier, volume 68, issue C, pages 440-453, DOI: 10.1016/j.eneco.2017.10.025.
• Ernstsen, Rune Ramsdal & Boomsma, Trine Krogh & Tegnér, Martin & Skajaa, Anders, 2017, "Hedging local volume risk using forward markets: Nordic case," Energy Economics, Elsevier, volume 68, issue C, pages 490-514, DOI: 10.1016/j.eneco.2017.10.017.
• Liu, Bing-Yue & Ji, Qiang & Fan, Ying, 2017, "Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model," Energy Economics, Elsevier, volume 68, issue C, pages 53-65, DOI: 10.1016/j.eneco.2017.09.011.
• Fernandez, Viviana, 2017, "Some facts on the platinum-group elements," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 333-347, DOI: 10.1016/j.irfa.2017.04.003.
• Bouri, Elie & Molnár, Peter & Azzi, Georges & Roubaud, David & Hagfors, Lars Ivar, 2017, "On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?," Finance Research Letters, Elsevier, volume 20, issue C, pages 192-198, DOI: 10.1016/j.frl.2016.09.025.
• Babalos, Vassilios & Balcilar, Mehmet, 2017, "Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test," Finance Research Letters, Elsevier, volume 21, issue C, pages 126-131, DOI: 10.1016/j.frl.2016.11.017.
• Demirer, Riza & Pierdzioch, Christian & Zhang, Huacheng, 2017, "On the short-term predictability of stock returns: A quantile boosting approach," Finance Research Letters, Elsevier, volume 22, issue C, pages 35-41, DOI: 10.1016/j.frl.2016.12.032.
• Lyócsa, Štefan & Molnár, Peter, 2017, "The effect of non-trading days on volatility forecasts in equity markets," Finance Research Letters, Elsevier, volume 23, issue C, pages 39-49, DOI: 10.1016/j.frl.2017.07.002.
• Benlagha, Noureddine & Chargui, Sana, 2017, "Range-based and GARCH volatility estimation: Evidence from the French asset market," Global Finance Journal, Elsevier, volume 32, issue C, pages 149-165, DOI: 10.1016/j.gfj.2016.04.001.
• Lyócsa, Štefan & Molnár, Peter & Todorova, Neda, 2017, "Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 228-247, DOI: 10.1016/j.intfin.2017.08.005.
• Fernandez, Viviana, 2017, "A historical perspective of the informational content of commodity futures," Resources Policy, Elsevier, volume 51, issue C, pages 135-150, DOI: 10.1016/j.resourpol.2016.12.002.
• Balcilar, Mehmet & Bonato, Matteo & Demirer, Riza & Gupta, Rangan, 2017, "The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach," Resources Policy, Elsevier, volume 51, issue C, pages 77-84, DOI: 10.1016/j.resourpol.2016.11.009.
• Aye, Goodness C. & Carcel, Hector & Gil-Alana, Luis A. & Gupta, Rangan, 2017, "Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016," Resources Policy, Elsevier, volume 54, issue C, pages 53-57, DOI: 10.1016/j.resourpol.2017.09.001.
• Gupta, Rangan & Majumdar, Anandamayee & Pierdzioch, Christian & Wohar, Mark E., 2017, "Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach," The Quarterly Review of Economics and Finance, Elsevier, volume 65, issue C, pages 276-284, DOI: 10.1016/j.qref.2017.01.005.
• McGregor, Thomas, 2017, "Commodity price shocks, growth and structural transformation in low-income countries," The Quarterly Review of Economics and Finance, Elsevier, volume 65, issue C, pages 285-303, DOI: 10.1016/j.qref.2017.01.006.
• Chevallier, Julien & Ielpo, Florian, 2017, "Investigating the leverage effect in commodity markets with a recursive estimation approach," Research in International Business and Finance, Elsevier, volume 39, issue PB, pages 763-778, DOI: 10.1016/j.ribaf.2014.09.010.
• Bekkers, Eddy & Brockmeier, Martina & Francois, Joseph & Yang, Fan, 2017, "Local Food Prices and International Price Transmission," World Development, Elsevier, volume 96, issue C, pages 216-230, DOI: 10.1016/j.worlddev.2017.03.008.
• Mongi Arfaoui & Aymen Ben Rejeb, 2017, "Oil, gold, US dollar and stock market interdependencies: a global analytical insight," European Journal of Management and Business Economics, Emerald Group Publishing Limited, volume 26, issue 3, pages 278-293, October, DOI: 10.1108/EJMBE-10-2017-016.
• Mehmet Balcilar & Zeynel Abidin Ozdemir & Muhammad Shahbaz & Serkan Gunes, 2017, "Does Inflation Cause Gold Prices? Evidence from G7 Countries," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-31.
• Nidhi Aggarwal & Sargam Jain & Sudha Narayanan, 2017, "The Long Road to Transformation of Agricultural Markets in India: Lessons from Karnataka," Working Papers, eSocialSciences, number id:11693, May.
• Nidhi Aggarwal & Sudha Narayanan, 2017, "Impact of India's Demonetization on Domestic Agricultural Markets," Working Papers, eSocialSciences, number id:12294, Dec.
• Kentaro IWATSUBO & Clinton WATKINS & Tao XU, 2017, "Intraday Seasonality in Efficiency, Liquidity, Volatility, and Volume: Platinum and gold futures in Tokyo and New York," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 17120, Nov.
• Elie Bouri & Peter Molnár & Georges Azzi & David Roubaud & Lars Ivar Hagfors, 2017, "On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?," Post-Print, HAL, number hal-02000697, DOI: 10.1016/j.frl.2016.09.025.
• Nicolas Huchet & Gueye Papa & Rachida Hennani, 2017, "U.S. Monetary Policy, Commodity Prices And The Financialization Hypothesis," Post-Print, HAL, number hal-03591537, Nov.
• Marc Joëts & Valérie Mignon & Tovonony Razafindrabe, 2017, "Does the volatility of commodity prices reflect macroeconomic uncertainty?," Post-Print, HAL, number halshs-01683788, Oct, DOI: 10.1016/j.eneco.2017.09.017.
• Nguyen, Duc Binh Benno & Prokopczuk, Marcel, 2017, "Jumps in Commodity Markets," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-615, Nov.
• Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Wese Simen, Chardin, 2017, "The Risk Premium of Gold," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-616, Nov.
• Cullen S. Hendrix, 2017, "Kicking a Crude Habit: Diversifying Away from Oil and Gas in the 21st Century," Working Paper Series, Peterson Institute for International Economics, number WP17-2, Feb.
• Isha Agrawal & Rupa Duttagupta & Mr. Andrea F Presbitero, 2017, "International Commodity Prices and Domestic Bank Lending in Developing Countries," IMF Working Papers, International Monetary Fund, number 2017/279, Dec.
• Nidhi Aggarwal & Sudha Narayanan, 2017, "Impact of India's demonetization on domestic agricultural markets," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2017-023, Nov.
• Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2017, "On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test," International Economics and Economic Policy, Springer, volume 14, issue 4, pages 691-700, October, DOI: 10.1007/s10368-016-0357-z.
• Chih-Chen Hsu & An-Sing Chen & Shih-Kuei Lin & Ting-Fu Chen, 2017, "The affine styled-facts price dynamics for the natural gas: evidence from daily returns and option prices," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 3, pages 819-848, April, DOI: 10.1007/s11156-016-0569-x.
• Kentaro Iwatsubo & Clinton Watkins & Tao Xu, 2017, "Intraday Seasonality in Efficiency, Liquidity, Volatility and Volume: Platinum and Gold Futures in Tokyo and New York," Discussion Papers, Graduate School of Economics, Kobe University, number 1722, Nov.
• Jámbor, Attila & Tóth, Andrea Tímea & Kőröshegyi, Domonkos, 2017, "Az agrárexport versenyképessége - a nemzetközi fűszer-kereskedelem esete
  [Export competitiveness in agriculture: the case of the international spice trade]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 11, pages 1202-1223, DOI: 10.18414/KSZ.2017.11.1202.
• James B. Bushnell & Jonathan E. Hughes & Aaron Smith, 2017, "Food vs. Fuel? Impacts of Petroleum Shipments on Agricultural Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 23924, Oct.
• Gerald Shively & Ganesh Thapa, 2017, "Markets, Transportation Infrastructure, and Food Prices in Nepal," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 99, issue 3, pages 660-682.
• Manuel A. Hernandez & Shahidur Rashid & Solomon Lemma & Tadesse Kuma, 2017, "Market Institutions and Price Relationships: The Case of Coffee in the Ethiopian Commodity Exchange," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 99, issue 3, pages 683-704.
• Frank Asche & Atle Oglend & Tore Selland Kleppe, 2017, "Price Dynamics in Biological Production Processes Exposed to Environmental Shocks," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 99, issue 5, pages 1246-1264.
• Juliane Proelss & Denis Schweizer & Volker Seiler, 2017, "Do Announcements of WTO Dispute Resolution Cases Matter? Evidence from the Rare Earth Elements Market," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 103, Apr.
• Soliman, Ibrahim & A. Fawzy, Heba & G. amer, M. & M. Fouad, S., 2017, "دوال الاستهلاك والطلب الفعال الكمي والنوعي على الألبان ومنتجاتها في الحضر والريف المصري
  [Consumption Functions And The Qualitative Demand For Milk Products In Egyptian Urban And Rural]," MPRA Paper, University Library of Munich, Germany, number 114579, Feb.
• Kazi Abrar, Hossain & Syed Abul, Basher & A.K. Enamul, Haque, 2017, "Quantifying the impact of Ramadan on global raw sugar prices," MPRA Paper, University Library of Munich, Germany, number 75941, Jan.
• Singh, Pushpa & Shahi, Brajesh & Singh, K.M., 2017, "Trends of Pulses Production, Consumption and Import in India: Current Scenario and Strategies," MPRA Paper, University Library of Munich, Germany, number 81589, Mar.
• Sharma, Shahil & Escobari, Diego, 2017, "Identifying Price Bubble Periods in the Energy Sector," MPRA Paper, University Library of Munich, Germany, number 83355, Nov.
• Bloznelis, Daumantas, 2017, "Hedging under square loss," MPRA Paper, University Library of Munich, Germany, number 83442, Dec.
• MacDonald, Stephen & Ash, Mark & Cooke, Bryce, 2017, "The Evolution of Inefficiency in USDA’s Forecasts of U.S. and World Soybean Markets," MPRA Paper, University Library of Munich, Germany, number 87545, Sep.
• Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta, 2017, "Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201708, Feb.
• Walid Bahloul & Mehmet Balcilar & Juncal Cunado & Rangan Gupta, 2017, "The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201725, Apr.
• Goodness C. Aye & Hector Carcel & Luis A. Gil-Alana & Rangan Gupta, 2017, "Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016," Working Papers, University of Pretoria, Department of Economics, number 201753, Jul.
• Elie Bouri & Rangan Gupta & Amine Lahiani & Muhammad Shahbaz, 2017, "Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices," Working Papers, University of Pretoria, Department of Economics, number 201760, Aug.
• Jonathan Hambur & Nick Stenner, 2017, "Financialisation and the Term Structure of Commodity Risk Premiums," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2017-03, May.
• Loretta Mastroeni & Pierluigi Vellucci, 2017, "“Chaos” In Energy And Commodity Markets: A Controversial Matter," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0218, May.
• Fabian Lutzenberger & Benedikt Gleich & Herbert G. Mayer & Christian Stepanek & Andreas W. Rathgeber, 2017, "Metals: resources or financial assets? A multivariate cross-sectional analysis," Empirical Economics, Springer, volume 53, issue 3, pages 927-958, November, DOI: 10.1007/s00181-016-1162-9.
• Arpita Chatterjee & Richa Saraf, 2017, "Impact of China on World Commodity Prices and Commodity Exporters," Discussion Papers, School of Economics, The University of New South Wales, number 2017-13, Apr.
• Sun, Hang & Bos, Jaap W.B. & Li, Zhuo, 2017, "In the Nick of Time: A Heteroskedastic SVAR Model and Its Application to the Crude Oil Futures Market," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 019, Aug, DOI: 10.26481/umagsb.2017019.
• Marszk Adam, 2017, "Exchange traded commodities as a category of innovative products on European financial markets," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 13, issue 2, pages 14-21, December, DOI: 10.1515/fiqf-2016-0019.
• Skrodzka Violetta, 2017, "Organic agricultural products in Europe and USA," Management, Sciendo, volume 21, issue 2, pages 151-164, December, DOI: 10.1515/manment-2017-0011.
• Nicola Secomandi (ed.), 2017, "Real Options in Energy and Commodity Markets," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10269, ISBN: ARRAY(0x62980578), March.
• Lewis Evans & Graeme Guthrie, 2017, "Commodity Prices and the Option Value of Storage," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Nicola Secomandi, "Real Options in Energy and Commodity Markets".
• Victor Martínez-de-Albéniz & Josep Maria Vendrell Simón, 2017, "A Capacitated Commodity Trading Model with Market Power," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Nicola Secomandi, "Real Options in Energy and Commodity Markets".
• Fred Espen Benth & Marcus Eriksson & Sjur Westgaard, 2017, "Stochastic Volatility Modeling of Emission Allowances Futures Prices in the European Union Emission Trading System Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Nicola Secomandi, "Real Options in Energy and Commodity Markets".
• René Caldentey & Rafael Epstein & Denis Sauré, 2017, "Optimal Exploitation of a Mineral Resource under Stochastic Market Prices," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Nicola Secomandi, "Real Options in Energy and Commodity Markets".
• Selvaprabu Nadarajah & Nicola Secomandi & Gary Sowers & John M. Wassick, 2017, "Real Option Management of Hydrocarbon Cracking Operations," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Nicola Secomandi, "Real Options in Energy and Commodity Markets".
• Daniel Adelman & Shanshan Wang, 2017, "Contract Portfolio Optimization for a Gasoline Supply Chain," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Nicola Secomandi, "Real Options in Energy and Commodity Markets".

2016

• Tudor BAJURA, 2016, "Food Security In Conditions Of Financial And Economic Crisis," Economy and Sociology, The Journal Economy and Sociology, issue 2, pages 41-45.
• Hyeongwoo Kim & Jintae Kim, 2016, "Price Adjustment to the Exchange Rate Shock in World Commodity Markets," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2016-01, Mar.
• Carmen M. Reinhart & Vincent Reinhart & Christoph Trebesch, 2016, "Global Cycles: Capital Flows, Commodities, and Sovereign Defaults, 1815-2015," American Economic Review, American Economic Association, volume 106, issue 5, pages 574-580, May.
• Haile, Mekbib G. & Algieri, Bemardina & Kalkuhl, Matthias & Gebreselassie, Samuel, 2016, "Analysis of Price Shock Transmission: Case of the Wheat-Bread Market Value Chain in Ethiopia," 2016 Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia, African Association of Agricultural Economists (AAAE), number 246312, Sep, DOI: 10.22004/ag.econ.246312.
• Chen, Sihong & Wu, Ximing, 2016, "Comovements and Volatility Spillover in Commodity Markets," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235686, DOI: 10.22004/ag.econ.235686.
• Cruz, Jose Cesar Jr. & Silveira, Rodrigo L. F. & Capitani, Daniel H. D. & Urso, Fabiana S. P. & Martines, Joao G. Filho, , "The effect of Brazilian corn and soybean crop expansion on price and volatility transmission," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 236127, DOI: 10.22004/ag.econ.236127.
• Verteramo Chiu, Leslie J. & Tomek, William G., 2016, "Anticipatory Signals of Changes in Corn Demand," Working Papers, Cornell University, Department of Applied Economics and Management, number 250032, Jun, DOI: 10.22004/ag.econ.250032.
• Bastianin, Andrea & Lanza, Alessandro & Manera, Matteo, , "Economic Impacts of El Niño Southern Oscillation: Evidence from the Colombian Coffee Market," EIA: Climate Change: Economic Impacts and Adaptation, Fondazione Eni Enrico Mattei (FEEM), number 250258, DOI: 10.22004/ag.econ.250258.
• Ahmadi, Maryam & Bashiri Behmiri, Niaz & Manera, Matteo, , "How is Volatility in Commodity Markets Linked to Oil Price Shocks?," Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM), number 230684, DOI: 10.22004/ag.econ.230684.
• Hatzenbuehler, Patrick L. & Abbott, Philip C. & Foster, Kenneth A., 2016, "Agricultural Commodity Prices and Exchange Rates under Structural Change," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, volume 41, issue 2, May, DOI: 10.22004/ag.econ.235153.
• Neto, Abraão Oliveira & Diniz, Janaína Deane de Abreu & Leitão, Wilma Marques & Sampaio, Dioniso Souza, None, "Coordenação do Comércio Atacadista de Pescado no Mercado do Ver-o-Peso, em Belém-Pará," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, volume 54, issue 3, pages 1-14, DOI: 10.22004/ag.econ.249723.
• Williams, Gary W & Welch, J. Mark, 2016, "An Economic Analysis Of The Potential Returns From A Future National Wheat Checkoff Program," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas, Southern Agricultural Economics Association, number 229601, DOI: 10.22004/ag.econ.229601.
• Guambi, Luis Alberto Duicela & Talledo, Diana Sofia Farfan & Avila, Eugenio Leoncio Garcia, 2016, "Organoleptic quality of coffee (Coffea arabica L.) in the central and southern zones of Manabí province, Ecuador," Revista Espanola de Estudios Agrosociales y Pesqueros, Ministerio de Medio Ambiente, Rural y Marino (formerly Ministry of Agriculture), issue 244, pages 1-20, DOI: 10.22004/ag.econ.249671.
• Jan Żelazny, 2016, "Zmiany na rynkach towarowych a regulacje nadzorcze w Unii Europejskiej / Changes on Commodity Markets and Regulation in the European Union," International Economics, University of Lodz, Faculty of Economics and Sociology, issue 15, pages 199-210, September.
• Luca Barbaglia & Ines Wilms & Christophe Croux, 2016, "Commodity Dynamics: A Sparse Multi-class Approach," Papers, arXiv.org, number 1604.01224, Apr, revised Oct 2016.
• Marc Joëts & Valérie Mignon & Tovonony Razafindrabe, 2016, "Does the volatility of commodity prices reflect macroeconomic uncertainty ?," Working papers, Banque de France, number 607.
• Constantino Hevia & Ivan Petrella & Martin Sola, 2016, "Risk premia and seasonality in commodity futures," Bank of England working papers, Bank of England, number 591, Apr.
• Clement ANNE, 2016, "Are Commodity Price Booms an Opportunity to Diversify? Evidence from Resource-dependent Countries," Working Papers, CERDI, number 201615, Oct.
• Marc Gronwald & Beat Hintermann, 2016, "Explaining the EUA-CER Spread," CESifo Working Paper Series, CESifo, number 5795.
• Petrella, Ivan & Sola, Martin & Hevia, Constantino, 2016, "Risk Premia and Seasonality in Commodity Futures," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11169, Mar.
• Martin T. Bohl & Christian Gross & Waldemar Souza, 2016, "The Role of Emerging Economies in the Global Price Formation Process of Commodities: Evidence from Brazilian and U.S. Coffee Markets," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 5116, Jul.
• Massol, O. & Rifaat, O., 2016, "Phasing out the U.S. Federal Helium Reserve: Policy insights from a world helium model," Working Papers, Department of Economics, City St George's, University of London, number 16/03.
• Anthony Paris, 2016, "The Effect of Biofuels on the Link between Oil and Agricultural Commodity Prices: A Smooth Transition Cointegration Approach," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-5.
• Basheer H. M. Altarturi & Ahmad Alrazni Alshammri & Tuan Muhd Tau ik Tuan Hussin & Buerhan Saiti, 2016, "Oil Price and Exchange Rates: A Wavelet Analysis for Organisation of Oil Exporting Countries Members," International Journal of Energy Economics and Policy, Econjournals, volume 6, issue 3, pages 421-430.
• Holtemöller, Oliver & Mallick, Sushanta, 2016, "Global food prices and monetary policy in an emerging market economy: The case of India," Journal of Asian Economics, Elsevier, volume 46, issue C, pages 56-70, DOI: 10.1016/j.asieco.2016.08.005.
• Lucotte, Yannick, 2016, "Co-movements between crude oil and food prices: A post-commodity boom perspective," Economics Letters, Elsevier, volume 147, issue C, pages 142-147, DOI: 10.1016/j.econlet.2016.08.032.
• Zhang, Bing & Li, Xiao-Ming, 2016, "Recent hikes in oil-equity market correlations: Transitory or permanent?," Energy Economics, Elsevier, volume 53, issue C, pages 305-315, DOI: 10.1016/j.eneco.2014.03.011.
• López Cabrera, Brenda & Schulz, Franziska, 2016, "Volatility linkages between energy and agricultural commodity prices," Energy Economics, Elsevier, volume 54, issue C, pages 190-203, DOI: 10.1016/j.eneco.2015.11.018.
• Nicola, Francesca de & De Pace, Pierangelo & Hernandez, Manuel A., 2016, "Co-movement of major energy, agricultural, and food commodity price returns: A time-series assessment," Energy Economics, Elsevier, volume 57, issue C, pages 28-41, DOI: 10.1016/j.eneco.2016.04.012.
• Nagayev, Ruslan & Disli, Mustafa & Inghelbrecht, Koen & Ng, Adam, 2016, "On the dynamic links between commodities and Islamic equity," Energy Economics, Elsevier, volume 58, issue C, pages 125-140, DOI: 10.1016/j.eneco.2016.06.011.
• Barbaglia, Luca & Wilms, Ines & Croux, Christophe, 2016, "Commodity dynamics: A sparse multi-class approach," Energy Economics, Elsevier, volume 60, issue C, pages 62-72, DOI: 10.1016/j.eneco.2016.09.013.
• Fernandez, Viviana, 2016, "Futures markets and fundamentals of base metals," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 215-229, DOI: 10.1016/j.irfa.2016.03.014.
• Dyhrberg, Anne Haubo, 2016, "Bitcoin, gold and the dollar – A GARCH volatility analysis," Finance Research Letters, Elsevier, volume 16, issue C, pages 85-92, DOI: 10.1016/j.frl.2015.10.008.
• Giordani, Paolo E. & Rocha, Nadia & Ruta, Michele, 2016, "Food prices and the multiplier effect of trade policy," Journal of International Economics, Elsevier, volume 101, issue C, pages 102-122, DOI: 10.1016/j.jinteco.2016.04.001.
• Gozgor, Giray & Lau, Chi Keung Marco & Bilgin, Mehmet Huseyin, 2016, "Commodity markets volatility transmission: Roles of risk perceptions and uncertainty in financial markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 44, issue C, pages 35-45, DOI: 10.1016/j.intfin.2016.04.008.
• Ahmed, Shamim & Tsvetanov, Daniel, 2016, "The predictive performance of commodity futures risk factors," Journal of Banking & Finance, Elsevier, volume 71, issue C, pages 20-36, DOI: 10.1016/j.jbankfin.2016.06.011.
• Winkelried, Diego, 2016, "Piecewise linear trends and cycles in primary commodity prices," Journal of International Money and Finance, Elsevier, volume 64, issue C, pages 196-213, DOI: 10.1016/j.jimonfin.2016.01.006.
• Haase, Marco & Seiler Zimmermann, Yvonne & Zimmermann, Heinz, 2016, "The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies," Journal of Commodity Markets, Elsevier, volume 3, issue 1, pages 1-15, DOI: 10.1016/j.jcomm.2016.07.006.
• Aye, Goodness C. & Chang, Tsangyao & Gupta, Rangan, 2016, "Is gold an inflation-hedge? Evidence from an interrupted Markov-switching cointegration model," Resources Policy, Elsevier, volume 48, issue C, pages 77-84, DOI: 10.1016/j.resourpol.2016.02.011.
• Fernandez, Viviana, 2016, "Further evidence on the relationship between spot and futures prices," Resources Policy, Elsevier, volume 49, issue C, pages 368-371, DOI: 10.1016/j.resourpol.2016.07.005.
• Balcilar, Mehmet & Gupta, Rangan & Pierdzioch, Christian, 2016, "Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test," Resources Policy, Elsevier, volume 49, issue C, pages 74-80, DOI: 10.1016/j.resourpol.2016.04.004.
• Baur, Dirk G. & Dimpfl, Thomas, 2016, "Googling gold and mining bad news," Resources Policy, Elsevier, volume 50, issue C, pages 306-311, DOI: 10.1016/j.resourpol.2016.10.013.
• Charfeddine, Lanouar & Benlagha, Noureddine, 2016, "A time-varying copula approach for modelling dependency: New evidence from commodity and stock markets," Journal of Multinational Financial Management, Elsevier, volume 37, issue , pages 168-189, DOI: 10.1016/j.mulfin.2016.10.003.
• Leanne Ussher, 2016, "International monetary policy with commodity buffer stocks," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 13, issue 1, pages 10-25, April.
• Allen, D.E. & Chang, C-L. & McAleer, M.J. & Singh, A.K., 2016, "A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-24, Jul.
• Luca Barbaglia & Ines Wilms & Christophe Croux, 2016, "Commodity dynamics: a sparse multi-class approach," Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven, number 538113, Apr.
• Olivier Massol & Omer Rifaat, 2016, "Phasing out the U.S. Federal Helium Reserve: Policy insights from a world helium model," Working Papers, FAERE - French Association of Environmental and Resource Economists, number 2016.29, Nov.
• Andrea Bastianin & Alessandro Lanza & Matteo Manera, 2016, "Economic Impacts of El Niño Southern Oscillation: Evidence from the Colombian Coffee Market," Working Papers, Fondazione Eni Enrico Mattei, number 2016.73, Dec.
• Marta Kozicka & Matthias Kalkuhl & Jan Brockhaus, 2016, "Food Grain Policies in India and their Implications for Stocks and Fiscal Costs: A Partial Equilibrium Analysis," FOODSECURE Working papers, LEI Wageningen UR, number 41, Apr.
• Mekbib Haile & Mekbib Haile & Mekbib Haile & Matthias Kalkuhl & Bernardina Algieri & Samuel Gebreselassié, 2016, "Analysis of Price Shock Transmission: Case of the Wheat-Bread Market Value Chain in Ethiopia," FOODSECURE Working papers, LEI Wageningen UR, number 50, May.
• Marc Joëts & Valérie Mignon & Tovonony Razafindrabe, 2016, "Does the volatility of commodity prices reflect macroeconomic uncertainty?," Post-Print, HAL, number hal-01386096.
• Marc Joëts & Valérie Mignon & Tovonony Razafindrabe, 2016, "Does the volatility of commodity prices reflect macroeconomic uncertainty?," Post-Print, HAL, number hal-01411696.
• Anthony Paris, 2016, "The Effect of Biofuels on the Link between Oil and Agricultural Commodity Prices: A Smooth Transition Cointegration Approach," Post-Print, HAL, number hal-01647541.
• Tovonony Razafindrabe & Valérie Mignon & Marc Joëts, 2016, "Does the volatility of commodity prices reflects macroeconomic uncertainty?," Post-Print, HAL, number hal-01667080.
• Valérie Mignon & Tovonony Razafindrabe & Marc Joëts, 2016, "Does the volatility of commodity prices reflects macroeconomic uncertainty?," Post-Print, HAL, number hal-01667085.
• Anthony Paris, 2016, "The Effect of Biofuels on the Link between Oil and Agricultural Commodity Prices: A Smooth Transition Cointegration Approach," Working Papers, HAL, number hal-02475518, Apr.
• Olivier Massol & Omer Rifaat, 2016, "Phasing out the U.S. Federal Helium Reserve: Policy insights from a world helium model," Working Papers, HAL, number hal-02475950, Sep.
• Misund, Bard, 2016, "Common and Fundamental Risk Factors in Shareholder Returns of Norwegian Salmon Producing Companies," UiS Working Papers in Economics and Finance, University of Stavanger, number 2016/17, Dec.
• Nidhi Aggarwal & Sargam Jain & Sudha Narayanan, 2016, "The Long road to transformation of agricultural markets in India: Lessons from Karnataka," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2016-026, Sep.
• Ignacio Pérez Domínguez & Thomas Fellmann & Franz Weiss & Peter Witzke & Jesús Barreiro-Hurlé & Mihaly Himics & Torbjörn Jansson & Guna Salputra & Adrian Leip, 2016, "An economic assessment of GHG mitigation policy options for EU agriculture (EcAMPA 2)," JRC Research Reports, Joint Research Centre, number JRC101396, Jun.