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Global supply chain pressure and commodity markets: Evidence from multiple wavelet and quantile connectedness analyses

Citations

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Cited by:

  1. Gök, Remzi & Bouri, Elie & Gemici, Eray, 2023. "Volatility spillovers between sovereign CDS and futures markets in various volatility states: Evidence from an emerging economy around the pandemic," Research in International Business and Finance, Elsevier, vol. 66(C).
  2. Liang Wang & Xianyan Xiong & Ziqiu Cao, 2023. "Time-frequency volatility spillovers between Chinese renminbi onshore and offshore markets during the COVID-19 crisis," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 10(1), pages 1-14, December.
  3. Su, Chi Wei & Dong, Rongrong & Qin, Meng, 2025. "Do geopolitical risks impede the global supply chain?," Finance Research Letters, Elsevier, vol. 85(PA).
  4. Zhou, Youcheng & Li, Bingchen & Zhao, Mengqi, 2025. "Asymmetric association between supply chain bottlenecks and consumer energy prices: Evidence from quantile-on-quantile approach," Energy Economics, Elsevier, vol. 147(C).
  5. Iqbal, Najaf & Umar, Zaghum & Ruman, Asif M. & Jiang, Shaohua, 2024. "The term structure of yield curve and connectedness among ESG investments," Research in International Business and Finance, Elsevier, vol. 67(PA).
  6. Wang, Zhi & Peng, Xingxing, 2025. "How monetary policy and supply chain shocks impact the consumer energy prices using nonlinear ARDL and wavelet coherence approach," Energy Economics, Elsevier, vol. 147(C).
  7. Weiwei Fu & Junyi Feng & Giray Gozgor, 2025. "The Impact of Biodiversity Risk on Supply Chain Strategy: Evidence From the Chinese MNEs," Business Strategy and the Environment, Wiley Blackwell, vol. 34(8), pages 9637-9651, December.
  8. Ma, Yong & Zhou, Mingtao & Li, Shuaibing, 2024. "Weathering market swings: Does climate risk matter for agricultural commodity price predictability?," Journal of Commodity Markets, Elsevier, vol. 36(C).
  9. Chishti, Muhammad Zubair & Xia, Xiqiang & Dogan, Eyup, 2025. "Corrigendum to “Understanding the effects of artificial intelligence on energy transition: The moderating role of Paris Agreement” [Energy Economics Volume 131, March 2024, 107388]," Energy Economics, Elsevier, vol. 142(C).
  10. Irfanullah Khan & Muhammad Tayyab & Faheem Ur Rehman, 2026. "Exploring global contagion in artificial Intelligence, supply chain pressure, oil price, and economic policy uncertainty: insights from a bayesian TVP-SV-VAR model," Economic Change and Restructuring, Springer, vol. 59(1), pages 1-34, February.
  11. Mousavi, Mohammad Mahdi & Gozgor, Giray & Acheampong, Albert, 2024. "Do oil market shocks affect financial distress? Evidence from firm-level global data," Journal of Commodity Markets, Elsevier, vol. 36(C).
  12. Ren, Xiaohang & Fu, Chenjia & Jin, Chenglu & Li, Yuyi, 2024. "Dynamic causality between global supply chain pressures and China's resource industries: A time-varying Granger analysis," International Review of Financial Analysis, Elsevier, vol. 95(PA).
  13. Yang, Shaopeng & Fu, Yuxi, 2025. "Interconnectedness among supply chain disruptions, energy crisis, and oil market volatility on economic resilience," Energy Economics, Elsevier, vol. 143(C).
  14. Ullah, Assad & Bouri, Elie & Bukhari, Azaz Ali Ather & Bukhari, Waqar Ali Ather, 2025. "Global supply chain pressure and Chinese business and consumer confidence," Research in International Business and Finance, Elsevier, vol. 77(PB).
  15. Fan, Congying & Peng, Ke, 2025. "How does supply chain finance drive corporate green transition? The role of credit resource availability," Finance Research Letters, Elsevier, vol. 86(PA).
  16. Zheng, Xiaxuan & Chen, Yueyan, 2024. "Does supply-chain-finance help to improve the efficiency of outward foreign direct investment?," Finance Research Letters, Elsevier, vol. 59(C).
  17. Wang, Minglu & Ouyang, Kexin & Jing, Peng, 2025. "Dynamic interplay of energy uncertainty, supply chain disruption, and digital transformation on China's renewable energy stocks," Energy Economics, Elsevier, vol. 141(C).
  18. Dou, Junyi & Li, Kun & Qin, Meng & Albu, Lucian Liviu, 2025. "Towards energy security: Could renewable energy endure uncertainties in the energy market?," Economic Analysis and Policy, Elsevier, vol. 86(C), pages 461-474.
  19. Ling Liu & Mehboob Ul Hassan & Moona Shamim & Ilma Sharif & Syed Tehseen Jawaid, 2025. "How global supply chain pressure and economic policy uncertainty impact the prices of energy transition metals," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 161(4), pages 1573-1597, November.
  20. Elsayed, Ahmed H. & Gozgor, Giray & Khalfaoui, Rabeh & Tarchella, Salma, 2025. "Impact of supply chain pressure on traditional energy and metal markets: A Wavelet-based Quantile-on-Quantile perspective," Journal of Commodity Markets, Elsevier, vol. 38(C).
  21. Jia, Yiqing & Liu, Yang & Taghizadeh-Hesary, Farhad, 2025. "The nexus among geopolitical risk, metal prices, and global supply chain pressure: Evidence from the TVP-SV-VAR approach," Economic Analysis and Policy, Elsevier, vol. 85(C), pages 1776-1789.
  22. Ren, Xiaohang & Li, Jingyao & Duan, Kun & Parhi, Mamata, 2025. "Cross-category spillovers of uncertainties in energy transition: Insights from a full-distributional framework," Energy Economics, Elsevier, vol. 149(C).
  23. Chen, Yan & Zhang, Ruiqian & Lyu, Jiayi & Ma, Xin, 2024. "The butterfly effect of cloud computing on the low-carbon economy," Technological Forecasting and Social Change, Elsevier, vol. 204(C).
  24. Polat, Onur & Somani, Dhanashree & Gupta, Rangan & Karmakar, Sayar, 2025. "Shortages and machine-learning forecasting of oil returns volatility: 1900–2024," Finance Research Letters, Elsevier, vol. 79(C).
  25. 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).
  26. Guchhait, Rekha & Sarkar, Biswajit, 2024. "A decision-making problem for product outsourcing with flexible production under a global supply chain management," International Journal of Production Economics, Elsevier, vol. 272(C).
  27. Kim, Won Joong & Ko, Juyoung & Kwon, Won Soon & Piao, Chunyan, 2025. "Time-varying sources of fluctuations in global inflation," Economic Modelling, Elsevier, vol. 143(C).
  28. Liu, Yao & Yao, Zhigang, 2025. "Soft commodity volatility prediction: A perspective of climate risk concerns," Finance Research Letters, Elsevier, vol. 85(PC).
  29. Kong, Fanna & Gao, Zhuoqiong & Oprean-Stan, Camelia, 2023. "Green bond in China: An effective hedge against global supply chain pressure?," Energy Economics, Elsevier, vol. 128(C).
  30. Adeel Riaz & Assad Ullah & Bashir Muhammad, 2025. "The impact of global supply chain pressure on the stock market: A sectoral view," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 12(1), pages 1-10, December.
  31. Li, Lingxiao & Wen, Jun & Li, Yan & Mu, Zi, 2025. "Supply chain challenges and energy insecurity: The role of AI in facilitating renewable energy transition," Energy Economics, Elsevier, vol. 144(C).
  32. Zhangying Li & O-Chia Chuang & Rangan Gupta & Elie Bouri, 2025. "The Roles of Global Supply Chain Pressure and Economic Conditions in Forecasting the VaR of Commodity Markets: A Quantile GARCH-MIDAS Approach," Working Papers 202528, University of Pretoria, Department of Economics.
  33. Liu, Ling & Gozgor, Giray & Mahalik, Mantu Kumar & Pal, Shreya, 2025. "The impact of the US-China tensions on FDI dynamics in emerging economies," Finance Research Letters, Elsevier, vol. 78(C).
  34. Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2024. "Do Shortages Forecast Aggregate and Sectoral U.S. Stock Market Realized Variance? Evidence from a Century of Data," Working Papers 202450, University of Pretoria, Department of Economics.
  35. Kim, Dong-Jun & Noh, Eunjung & Choi, Sun-Yong, 2025. "Quantile spillover effects and sector dynamics in U.S. stock markets: Normal vs. extreme market conditions," Finance Research Letters, Elsevier, vol. 83(C).
  36. Bouri, Elie & Nekhili, Ramzi & Todorova, Neda, 2023. "Dynamic co-movement in major commodity markets during crisis periods: A wavelet local multiple correlation analysis," Finance Research Letters, Elsevier, vol. 55(PB).
  37. Oguzhan Ozcelebi & Ronald McIver & Sang Hoon Kang, 2025. "The dynamics of frequency connectedness between technology ETFs and uncertainty indices under extreme market conditions," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-33, December.
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