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Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities

Citations

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Cited by:

  1. Huang, Shoujun & Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara, 2024. "International transmission of shocks and African forex markets," Energy Economics, Elsevier, vol. 131(C).
  2. Capitani, Daniel Henrique Dario & Gaio, Luiz Eduardo, . "Volatility Transmissionin Agricultural Markets: Evidence from the Russia-Ukraine Conflict," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 11(2).
  3. Hoque, Mohammad Enamul & Billah, Mabruk & Kapar, Burcu & Naeem, Muhammad Abubakr, 2024. "Quantifying the volatility spillover dynamics between financial stress and US financial sectors: Evidence from QVAR connectedness," International Review of Financial Analysis, Elsevier, vol. 95(PB).
  4. Zongfeng Zou & Weihao Yang & Shirley Ye Sheng & Xin Yan, 2024. "Research on the Location Selection Problem of Electric Bicycle Battery Exchange Cabinets Based on an Improved Immune Algorithm," Sustainability, MDPI, vol. 16(19), pages 1-21, September.
  5. Ghosh, Bikramaditya & Pham, Linh & Teplova, Tamara & Umar, Zaghum, 2023. "COVID-19 and the quantile connectedness between energy and metal markets," Energy Economics, Elsevier, vol. 117(C).
  6. Zhu, Yanli & Yang, Xian & Zhang, Chuanhai & Liu, Sihan & Li, Jiayi, 2024. "Asymmetric multi-scale systemic risk spillovers across international commodity futures markets: The role of infectious disease uncertainty," Journal of Commodity Markets, Elsevier, vol. 36(C).
  7. Liu, Zixin & Zou, Renhao & Zhang, Shuguang & Zhang, Cheng, 2025. "Risk spillovers among energy, metals, and agriculture commodity markets: A network perspective," Finance Research Letters, Elsevier, vol. 83(C).
  8. Lee, Chien-Chiang & Olasehinde-Williams, Godwin & Özkan, Oktay, 2023. "Geopolitical oil price uncertainty transmission into core inflation: Evidence from two of the biggest global players," Energy Economics, Elsevier, vol. 126(C).
  9. Cao, Guangxi & Xie, Fei, 2023. "The asymmetric impact of crude oil futures on the clean energy stock market: Based on the asymmetric variable coefficient quantile regression model," Renewable Energy, Elsevier, vol. 218(C).
  10. Yun-Shi Dai & Peng-Fei Dai & St'ephane Goutte & Duc Khuong Nguyen & Wei-Xing Zhou, 2025. "Moment connectedness and driving factors in the energy-food nexus: A time-frequency perspective," Papers 2510.24174, arXiv.org.
  11. repec:ags:ijag24:344838 is not listed on IDEAS
  12. Pham, Linh & Kamal, Javed Bin, 2024. "Blessings or curse: How do media climate change concerns affect commodity tail risk spillovers?," Journal of Commodity Markets, Elsevier, vol. 34(C).
  13. Agnieszka Moskal, 2025. "Energy vs. Precious Metals Funds Performance During Commodity Markets Volatility—Evidence from Poland," Energies, MDPI, vol. 18(5), pages 1-15, February.
  14. Ahmadian-Yazdi, Farzaneh & Roudari, Soheil & Omidi, Vahid & Mensi, Walid & Al-Yahyaee, Khamis Hamed, 2024. "Contagion effect between fuel fossil energies and agricultural commodity markets and portfolio management implications," International Review of Economics & Finance, Elsevier, vol. 95(C).
  15. Assaf, Ata & Daia, Roula Al & Charif, Husni & Mokni, Khaled, 2025. "Extreme return connectedness among renewable energy and rare earth markets: The role of global factors," Research in International Business and Finance, Elsevier, vol. 77(PB).
  16. Yousaf, Imran & Pham, Linh & Goodell, John W., 2023. "The connectedness between meme tokens, meme stocks, and other asset classes: Evidence from a quantile connectedness approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
  17. Nur Dwiana Sari Saudi & Indraswati Tri Abdi Reviane & Abdul Hamid Paddu & Grisvia Agustin & Fitriwati Djam'an & Sabbar Dahham Sabbar, 2024. "Carbon Neutrality and Sustainable Development: An Empirical Study of Indonesia’s Renewable Energy Adoption," International Journal of Energy Economics and Policy, Econjournals, vol. 14(4), pages 526-537, July.
  18. Capitani, Daniel Henrique Dario & Gaio, Luiz Eduardo, 2025. "Volatility Spillover in Regional Ethanol and Grain Markets: Evidence from The Expansion of Corn-Based Ethanol Production in Brazil," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 13(3), July.
  19. Li, Houjian & Li, Yanjiao & Guo, Lili, 2023. "Extreme risk spillover effect and dynamic linkages between uncertainty and commodity markets: A comparison between China and America," Resources Policy, Elsevier, vol. 85(PA).
  20. Chen, Yan & Bouri, Elie & Zhang, Lei, 2025. "Dynamics of co-bubble networks across commodity futures prices and portfolio performance," Energy Economics, Elsevier, vol. 150(C).
  21. Wang, Lu & Guan, Li & Ding, Qian & Zhang, Hongwei, 2023. "Asymmetric impact of COVID-19 news on the connectedness of the green energy, dirty energy, and non-ferrous metal markets," Energy Economics, Elsevier, vol. 126(C).
  22. Boubaker, Sabri & Karim, Sitara & Naeem, Muhammad Abubakr & Sharma, Gagan Deep, 2023. "Financial markets, energy shocks, and extreme volatility spillovers," Energy Economics, Elsevier, vol. 126(C).
  23. Huang, Jionghao & Li, Hongqiao & Chen, Baifan & Liu, Mengai & An, Chaofan & Xia, Xiaohua, 2025. "Revisiting the currency-commodity nexus: New insights into the R2 decomposed connectedness and the role of global shocks," International Review of Economics & Finance, Elsevier, vol. 98(C).
  24. Jiang, Wei & Chen, Yunfei, 2022. "The time-frequency connectedness among metal, energy and carbon markets pre and during COVID-19 outbreak," Resources Policy, Elsevier, vol. 77(C).
  25. Chishti, Muhammad Zubair & Khalid, Ali Awais & Sana, Moniba, 2023. "Conflict vs sustainability of global energy, agricultural and metal markets: A lesson from Ukraine-Russia war," Resources Policy, Elsevier, vol. 84(C).
  26. Naeem, Muhammad Abubakr & Appiah, Michael & Taden, John & Amoasi, Richard & Gyamfi, Bright Akwasi, 2023. "Transitioning to clean energy: Assessing the impact of renewable energy, bio-capacity and access to clean fuel on carbon emissions in OECD economies," Energy Economics, Elsevier, vol. 127(PA).
  27. repec:ags:aaea22:343541 is not listed on IDEAS
  28. Noureddine Benlagha & Wafa Abdelmalek, 2024. "Dynamic connectedness between energy and agricultural commodities: insights from the COVID-19 pandemic and Russia–Ukraine conflict," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(3), pages 781-825, September.
  29. repec:ags:aaea22:343639 is not listed on IDEAS
  30. Chen, Xiangyu & Tongurai, Jittima, 2024. "Price spillovers and interdependences in China's agricultural commodity futures market: Evidence from the US-China trade dispute," International Review of Economics & Finance, Elsevier, vol. 96(PA).
  31. Le, Trung H. & Pham, Linh & Do, Hung X., 2023. "Price risk transmissions in the water-energy-food nexus: Impacts of climate risks and portfolio implications," Energy Economics, Elsevier, vol. 124(C).
  32. Boubaker, Sabri & Karim, Sitara & Naeem, Muhammad Abubakr & Rahman, Molla Ramizur, 2024. "On the prediction of systemic risk tolerance of cryptocurrencies," Technological Forecasting and Social Change, Elsevier, vol. 198(C).
  33. Ding, Shusheng & Wang, Anqi & Cui, Tianxiang & Du, Anna Min & Zhou, Xinmiao, 2024. "Commodity market stability and sustainable development: The effect of public health policies," Research in International Business and Finance, Elsevier, vol. 70(PB).
  34. Garcia-Jorcano, Laura & Sanchis-Marco, Lidia, 2022. "Spillover effects between commodity and stock markets: A SDSES approach," Resources Policy, Elsevier, vol. 79(C).
  35. Han, SeungOh, 2025. "Evaluating the hedging potential of energy, metals, and agricultural commodities for U.S. stocks post-COVID-19," The North American Journal of Economics and Finance, Elsevier, vol. 77(C).
  36. Hadad, Elroi & Malhotra, Davinder & Vasileiou, Evangelos, 2024. "Risk spillovers and optimal hedging in commodity ETFs: A TVP-VAR Approach," Finance Research Letters, Elsevier, vol. 70(C).
  37. Chiappari, Mattia & Scotti, Francesco & Flori, Andrea, 2024. "Market responses to spillovers in the energy commodity markets: Evaluating short-term vs. long-term effects and business-as-usual vs. distressed phases," International Review of Financial Analysis, Elsevier, vol. 96(PB).
  38. Cagli, Efe Caglar, 2023. "The volatility spillover between battery metals and future mobility stocks: Evidence from the time-varying frequency connectedness approach," Resources Policy, Elsevier, vol. 86(PA).
  39. Ghosh, Bikramaditya & Gubareva, Mariya & Ghosh, Anandita & Papadas, Dimitrios & Vo, Xuan Vinh, 2025. "Food, harvesting and interest rate nexus: Quantile investigation about dependencies and spillover," International Economics, Elsevier, vol. 182(C).
  40. Hind Alofaysan & Kamal Si Mohammed, 2025. "Green vs. Brown Energy Subsector in the Context of Carbon Emissions: Evidence from the United States Amid External Shocks," Energies, MDPI, vol. 18(17), pages 1-26, August.
  41. Ghosh, Bikramaditya & Gubareva, Mariya & Ghosh, Anandita & Paparas, Dimitrios & Vo, Xuan Vinh, 2024. "Food, energy, and water nexus: A study on interconnectedness and trade-offs," Energy Economics, Elsevier, vol. 133(C).
  42. Naeem, Muhammad Abubakr & Anwer, Zaheer & Khan, Ashraf & Paltrinieri, Andrea, 2024. "Do market conditions affect interconnectedness pattern of socially responsible equities?," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 611-630.
  43. Hu, Yang & Lang, Chunlin & Corbet, Shaen & Hou, Yang (Greg) & Oxley, Les, 2023. "Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event," Energy Economics, Elsevier, vol. 125(C).
  44. Lorente, Daniel Balsalobre & Mohammed, Kamel Si & Cifuentes-Faura, Javier & Shahzad, Umer, 2023. "Dynamic connectedness among climate change index, green financial assets and renewable energy markets: Novel evidence from sustainable development perspective," Renewable Energy, Elsevier, vol. 204(C), pages 94-105.
  45. Bhattacherjee, Purba & Mishra, Sibanjan & Kang, Sang Hoon, 2024. "Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 1176-1197.
  46. Asadi, Mehrad & Roudari, Soheil & Tiwari, Aviral Kumar & Roubaud, David, 2023. "Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy," Energy Economics, Elsevier, vol. 118(C).
  47. Karkowska, Renata & Urjasz, Szczepan, 2024. "Importance of geopolitical risk in volatility structure: New evidence from biofuels, crude oil, and grains commodity markets," Journal of Commodity Markets, Elsevier, vol. 36(C).
  48. Dai, Xingyu & Li, Matthew C. & Xiao, Ling & Wang, Qunwei, 2022. "COVID-19 and China commodity price jump behavior: An information spillover and wavelet coherency analysis," Resources Policy, Elsevier, vol. 79(C).
  49. Meng, Fanyu, 2025. "Uncovering nonlinear dependencies in the Treasury-funds rate spread: Quantile-based explanation," Finance Research Letters, Elsevier, vol. 79(C).
  50. Zeng, Hongjun & Abedin, Mohammad Zoynul & Wu, Ran & Ahmed, Abdullahi D., 2024. "Asymmetric dependency among US national financial conditions and clean energy markets," Global Finance Journal, Elsevier, vol. 63(C).
  51. Billah, Mabruk & Elsayed, Ahmed H. & Rabbani, Mustafa Raza & Shaik, Muneer, 2025. "Decoding investment strategies across agricultural commodities, Islamic equities, and Sukuk markets," Research in International Business and Finance, Elsevier, vol. 80(C).
  52. Su, Chi-Wei & Pang, Li-Dong & Qin, Meng & Lobonţ, Oana-Ramona & Umar, Muhammad, 2023. "The spillover effects among fossil fuel, renewables and carbon markets: Evidence under the dual dilemma of climate change and energy crises," Energy, Elsevier, vol. 274(C).
  53. Zynobia Barson & Peterson Owusu Junior & Anokye Mohammed Adam, 2023. "Comovement between commodity returns in Ghana: the role of exchange rates," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 12(1), pages 1-24, December.
  54. OlaOluwa S. Yaya & Derick D. Quintino & Cristiane M. Ogino & Olanrewaju I. Shittu & Dora M. F. Almeida & Paulo J. S. Ferreira, 2025. "Volatility interdependencies of cryptocurrencies, gold, oil, and US stocks: quantile connectedness analysis with intraday data," SN Business & Economics, Springer, vol. 5(1), pages 1-30, January.
  55. Asadi, Mehrad & Tiwari, Aviral Kumar & Gholami, Samad & Ghasemi, Hamid Reza & Roubaud, David, 2023. "Understanding interconnections among steel, coal, iron ore, and financial assets in the US and China using an advanced methodology," International Review of Financial Analysis, Elsevier, vol. 89(C).
  56. Just, Margaret & Echaust, Krzysztof, 2023. "Price volatility transfer between agricultural and energy markets – the perspective of European markets during the COVID-19 pandemic and the Russian-Ukrainian war," Village and Agriculture (Wieś i Rolnictwo), Polish Academy of Sciences (IRWiR PAN), Institute of Rural and Agricultural Development, vol. 199(2), August.
  57. Naeem, Muhammad Abubakr & Ashraf, Sania & Karim, Sitara & Moussa, Faten, 2024. "Green finance under stress: Unraveling the spillover effects of tail risk," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 225-236.
  58. Zhang, Xu & Naeem, Muhammad Abubakr & Du, Yuting & Rauf, Abdul, 2024. "Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 41(C).
  59. Vipul Kumar Singh & Pawan Kumar, 2026. "Crude oil and soft commodities volatility spillover patterns and portfolio diversification strategies in times of oil crises," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 12(1), pages 1-37, December.
  60. Cui, Jinxin & Maghyereh, Aktham, 2023. "Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict," International Review of Financial Analysis, Elsevier, vol. 86(C).
  61. Assaf, Ata & Al-Shboul, Mohammad & Mokni, Khaled & Demir, Ender, 2025. "Are Latin American stock markets connected? Exploring spillovers and the impact of risk factors," Emerging Markets Review, Elsevier, vol. 65(C).
  62. Aloui, Riadh & Ben Jabeur, Sami & Rezgui, Hichem & Ben Arfi, Wissal, 2023. "Geopolitical risk and commodity future returns: Fresh insights from dynamic copula conditional value-at-risk approach," Resources Policy, Elsevier, vol. 85(PB).
  63. Zargar, Faisal Nazir & Mohnot, Rajesh & Hamouda, Foued & Arfaoui, Nadia, 2024. "Risk dynamics in energy transition: Evaluating downside risks and interconnectedness in fossil fuel and renewable energy markets," Resources Policy, Elsevier, vol. 92(C).
  64. Capitani, Daniel Henrique Dario & Gaio, Luiz Eduardo & Mattos, Fabio & da Silveira, Rodrigo Lanna Franco & Cruz Junior, José César, 2025. "Co-movements and dynamic connectedness between ethanol and agricultural commodity prices in the post-Covid-19 period: evidence from Brazil," 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO 360697, Agricultural and Applied Economics Association.
  65. Do, Hung Xuan & Nepal, Rabindra & Pham, Son Duy & Jamasb, Tooraj, 2024. "Electricity market crisis in Europe and cross border price effects: A quantile return connectedness analysis," Energy Economics, Elsevier, vol. 135(C).
  66. Jin, Yujia & Zhang, Ailian & Liu, Bai, 2025. "Risk contagion among renewable energy, fossil energy and agricultural commodity markets: Insights from dynamic networks," Economic Analysis and Policy, Elsevier, vol. 87(C), pages 1361-1378.
  67. Atik, Zehra & Guloglu, Bulent & Ulussever, Talat, 2024. "Nonlinear tail dependence between energy and agricultural commodities," Energy Economics, Elsevier, vol. 139(C).
  68. Gormus, Alper & Salvino, Robert & Nazlioglu, Saban & Soytas, Ugur, 2025. "Energy commodities and U.S. housing: Long-run Price and volatility integration with comparative evidence from non-energy markets," Energy Economics, Elsevier, vol. 152(C).
  69. Xiangyu Chen & Jittima Tongurai & Pattana Boonchoo, 2024. "Revisiting China’s Commodity Futures Market Amid the Main Waves of COVID-19 Pandemics," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(4), pages 1035-1063, December.
  70. Urom, Christian & Ndubuisi, Gideon, 2023. "Do geopolitical risks and global market factors influence the dynamic dependence among regional sustainable investments and major commodities?," The Quarterly Review of Economics and Finance, Elsevier, vol. 91(C), pages 94-111.
  71. Padhan, Hemachandra & Kocoglu, Mustafa, 2025. "Analysing a frequency and quantile connectedness spillover dynamics nexus: Metals, grains, and energy markets under economic signals," Energy Economics, Elsevier, vol. 147(C).
  72. Naeem, Muhammad Abubakr & Hamouda, Foued & Karim, Sitara, 2024. "Tail risk spillover effects in commodity markets: A comparative study of crisis periods," Journal of Commodity Markets, Elsevier, vol. 33(C).
  73. Jiang, Wei & Chen, Yunfei, 2024. "Impact of Russia-Ukraine conflict on the time-frequency and quantile connectedness between energy, metal and agricultural markets," Resources Policy, Elsevier, vol. 88(C).
  74. Chen, Hao & Xu, Chao & Peng, Yun, 2022. "Time-frequency connectedness between energy and nonenergy commodity markets during COVID-19: Evidence from China," Resources Policy, Elsevier, vol. 78(C).
  75. Liu, Min & Liu, Hongfei & Ping, Weiying, 2025. "Dynamic spillovers between Shanghai crude oil futures and China's green markets: Evidence from quantile-on-quantile connectedness approach," Economic Analysis and Policy, Elsevier, vol. 85(C), pages 78-93.
  76. Tang, Chun & Liu, Xiaoxing & Chen, Guangkun, 2023. "The spillover effects in the “Energy – Carbon – Stock” system – Evidence from China," Energy, Elsevier, vol. 278(PA).
  77. Lu, Ran & Xu, Wen & Zeng, Hongjun & Zhou, Xiangjing, 2023. "Volatility connectedness among the Indian equity and major commodity markets under the COVID-19 scenario," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 1465-1481.
  78. Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Adewuyi, Adeolu O. & Lee, Chien-Chiang, 2022. "Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak," Energy Economics, Elsevier, vol. 113(C).
  79. Gunay, Samet & Kirimhan, Destan & Cevik, Emrah Ismail, 2024. "Commodity market downturn: Systemic risk and spillovers during left tail events," Journal of Commodity Markets, Elsevier, vol. 36(C).
  80. Rizvi, Syed Kumail Abbas & Naqvi, Bushra & Mirza, Nawazish & Umar, Muhammad, 2022. "Safe haven properties of green, Islamic, and crypto assets and investor's proclivity towards treasury and gold," Energy Economics, Elsevier, vol. 115(C).
  81. Naeem, Muhammad Abubakr & Gul, Raazia & Shafiullah, Muhammad & Karim, Sitara & Lucey, Brian M., 2024. "Tail risk spillovers between Shanghai oil and other markets," Energy Economics, Elsevier, vol. 130(C).
  82. Wang, Tiantian & Wu, Fei & Zhang, Dayong & Ji, Qiang, 2023. "Energy market reforms in China and the time-varying connectedness of domestic and international markets," Energy Economics, Elsevier, vol. 117(C).
  83. Xue, Huidan & Du, Yuxuan, 2024. "Spatial Price Transmission and Dynamic Volatility Spillovers in the Global Grain Markets," 2024 Annual Meeting, July 28-30, New Orleans, LA 343639, Agricultural and Applied Economics Association.
  84. Izunna Anyikwa & Andrew Phiri, 2023. "Connectedness and spillover between African equity, commodity, foreign exchange and cryptocurrency markets during the COVID-19 and Russia-Ukraine conflict," Future Business Journal, Springer, vol. 9(1), pages 1-18, December.
  85. Wang, Li & Zhou, Hanyu & Huang, Zeyu & Wang, Yanan, 2025. "Utilizing LASSO-VAR and frequency decomposition to analyze the climate risk contagion network: Implementing decarbonization strategies in finance," Energy Economics, Elsevier, vol. 152(C).
  86. Behnam Zakeri & Katsia Paulavets & Leonardo Barreto-Gomez & Luis Gomez Echeverri & Shonali Pachauri & Benigna Boza-Kiss & Caroline Zimm & Joeri Rogelj & Felix Creutzig & Diana Ürge-Vorsatz & David G. , 2022. "Pandemic, War, and Global Energy Transitions," Energies, MDPI, vol. 15(17), pages 1-23, August.
  87. Ramesh, Shietal & Low, Rand Kwong Yew & Faff, Robert, 2025. "Corrigendum to “Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market” [Energy Economics Volume 143, March 2025, 108225]," Energy Economics, Elsevier, vol. 147(C).
  88. Choudhury, Tonmoy & Kayani, Umar Nawaz & Gul, Azeem & Haider, Syed Arslan & Ahmad, Sareer, 2025. "Corrigendum to “Carbon emissions, environmental distortions, and impact on growth” [Energy Economics Volume 126, October 2023, 107040]," Energy Economics, Elsevier, vol. 144(C).
  89. Wang, Jianuo & Enilov, Martin & Kizys, Renatas, 2024. "Does M&A activity spin the cycle of energy prices?," Energy Economics, Elsevier, vol. 137(C).
  90. Shahzad, Syed Jawad Hussain & Bouri, Elie & Karim, Sitara & Sadorsky, Perry, 2025. "A partial correlation-based connectedness approach: Extreme dependence among commodities and portfolio implications," Energy Economics, Elsevier, vol. 144(C).
  91. Zhou, Xiaoran & Enilov, Martin & Parhi, Mamata, 2024. "Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets," Energy Economics, Elsevier, vol. 132(C).
  92. Singh, Vipul Kumar & Kumar, Pawan, 2024. "Beyond volatility: Systemic resilience and risk mitigation in interconnected commodity markets," Energy Economics, Elsevier, vol. 140(C).
  93. Yousaf, Imran & Abrar, Afsheen & Ali, Shoaib & Goodell, John W., 2024. "Connectedness between energy cryptocurrencies and US equity markets: A quantile-based analysis," International Review of Financial Analysis, Elsevier, vol. 96(PB).
  94. Wang, Linjie & Chavas, Jean-Paul & Li, Jian, 2024. "Dynamic Linkages in Agricultural and Energy Markets: A Quantile Impulse Response Approach," 2024 Annual Meeting, July 28-30, New Orleans, LA 343541, Agricultural and Applied Economics Association.
  95. Pham, Son Duy & Nguyen, Thao Thac Thanh & Do, Hung Xuan, 2023. "Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications," Energy Economics, Elsevier, vol. 120(C).
  96. El Khoury, Rim & Alshater, Muneer M. & Li, Yanshuang & Xiong, Xiong, 2024. "Quantile time-frequency connectedness among G7 stock markets and clean energy markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 93(C), pages 71-90.
  97. Naeem, Muhammad Abubakr & Gul, Raazia & Farid, Saqib & Karim, Sitara & Lucey, Brian M., 2023. "Assessing linkages between alternative energy markets and cryptocurrencies," Journal of Economic Behavior & Organization, Elsevier, vol. 211(C), pages 513-529.
  98. Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara, 2023. "Asymmetric effects of market uncertainties on agricultural commodities," Energy Economics, Elsevier, vol. 127(PB).
  99. Mbarki, Imen & Omri, Abdelwahed & Naeem, Muhammad Abubakr, 2022. "From sentiment to systemic risk: Information transmission in Asia-Pacific stock markets," Research in International Business and Finance, Elsevier, vol. 63(C).
  100. Yousaf, Imran & Abrar, Afsheen & Yarovaya, Larisa, 2023. "Decentralized and centralized exchanges: Which digital tokens pose a greater contagion risk?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 89(C).
  101. Zhang, Hongwei & Zhang, Yubo & Gao, Wang & Li, Yingli, 2023. "Extreme quantile spillovers and drivers among clean energy, electricity and energy metals markets," International Review of Financial Analysis, Elsevier, vol. 86(C).
  102. Karim, Sitara & Shafiullah, Muhammad & Naeem, Muhammad Abubakr, 2024. "When one domino falls, others follow: A machine learning analysis of extreme risk spillovers in developed stock markets," International Review of Financial Analysis, Elsevier, vol. 93(C).
  103. Naeem, Muhammad Abubakr & Nguyen, Thi Thu Ha & Karim, Sitara & Lucey, Brian M., 2023. "Extreme downside risk transmission between green cryptocurrencies and energy markets: The diversification benefits," Finance Research Letters, Elsevier, vol. 58(PA).
  104. Wang, Jue & Zhou, Yuqin & Wu, Shan, 2025. "Quantile time-frequency connectedness and portfolio diversification: A study of clean energy and metal markets," Renewable Energy, Elsevier, vol. 238(C).
  105. Zhang, Jiahao & Zhang, Yifeng & Wei, Yu & Wang, Zhuo, 2024. "Normal and extreme impact and connectedness between fossil energy futures markets and uncertainties: Does El Niño-Southern Oscillation matter?," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 188-215.
  106. Faruk Urak, 2025. "Unraveling Turkish agricultural market challenges: Consequences of COVID‐19, Russia–Ukraine conflict, and energy market dynamics," Agribusiness, John Wiley & Sons, Ltd., vol. 41(2), pages 307-341, April.
  107. Huang, Jionghao & Chen, Baifan & Xu, Yushi & Xia, Xiaohua, 2023. "Time-frequency volatility transmission among energy commodities and financial markets during the COVID-19 pandemic: A Novel TVP-VAR frequency connectedness approach," Finance Research Letters, Elsevier, vol. 53(C).
  108. Abricha, Amal & Ben Amar, Amine & Bellalah, Makram, 2024. "Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 93(C), pages 229-246.
  109. Wu, Hao & Huang, Yuan, 2025. "Identifying risk transmission in carbon, energy and metal markets: Evidence from a novel quantile frequency connectedness approach," The North American Journal of Economics and Finance, Elsevier, vol. 76(C).
  110. Kamal, Md Mostafa & Roca, Eduardo & Li, Bin & Lin, Chen & Reza, Rajibur, 2025. "Price contagion and risk spillover in the global commodities market: COVID-19 pandemic vs. global financial crisis," Resources Policy, Elsevier, vol. 103(C).
  111. Chen, Xiangyu & Tongurai, Jittima, 2024. "Revisiting the interdependences across global base metal futures markets: Evidence during the main waves of the COVID-19 pandemic," Research in International Business and Finance, Elsevier, vol. 70(PB).
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