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Journal of Commodity Markets / Elsevier

Citation Profile [Updated: 2026-05-04 07:00:09]
5 Years H Index
27
Impact Factor (IF)
2.16
5 Years IF
1.79
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2016 0 0.5 0.25 0 20 20 465 5 10 0 0 1 20 5 0.25 0.2
2017 1.05 0.51 0.74 1.05 19 39 424 29 39 20 21 20 21 3 10.3 4 0.21 0.2
2018 1.95 0.52 1.67 1.95 24 63 258 105 144 39 76 39 76 17 16.2 11 0.46 0.22
2019 1.44 0.53 1.59 1.81 20 83 189 132 276 43 62 63 114 7 5.3 9 0.45 0.21
2020 1.05 0.63 1.76 1.81 21 104 305 183 459 44 46 83 150 9 4.9 12 0.57 0.3
2021 1.78 0.73 2.27 2.31 23 127 157 288 747 41 73 104 240 12 4.2 8 0.35 0.27
2022 1.98 0.72 1.99 1.9 44 171 305 340 1087 44 87 107 203 30 8.8 21 0.48 0.22
2023 1.73 0.67 1.91 1.7 61 232 354 442 1529 67 116 132 225 78 17.6 43 0.7 0.19
2024 2.29 0.73 2.18 1.88 48 280 163 610 2139 105 240 169 318 91 14.9 44 0.92 0.22
2025 2.16 0.96 1.93 1.79 49 329 19 636 2775 109 235 197 353 115 18.1 15 0.31 0.28
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12016The connectedness between crude oil and financial markets: Evidence from implied volatility indices. (2016). Maghyereh, Aktham ; Awartani, Basel ; Aktham, Maghyereh ; Cherif, Guermat . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:4:y:2016:i:1:p:56-69.

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201
22017Reassessing the role of precious metals as safe havens–What colour is your haven and why?. (2017). lucey, brian ; Li, Sile. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:1-14.

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100
32020Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture. (2020). Dahl, Roy Endre ; Yahya, Muhammad ; Oglend, Atle. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851319300765.

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100
42016On the correlation between commodity and equity returns: Implications for portfolio allocation. (2016). Ravazzolo, Francesco ; Lombardi, Marco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:2:y:2016:i:1:p:45-57.

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69
52018Electricity markets around the world. (2018). Trueck, Stefan ; Truck, Stefan ; Mayer, Klaus. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:9:y:2018:i:c:p:77-100.

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64
62017Price discovery in agricultural commodity markets in the presence of futures speculation. (2017). Jung, Robert ; Dimpfl, Thomas ; Flad, Michael . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:5:y:2017:i:c:p:50-62.

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57
72020Econometric modelling and forecasting of intraday electricity prices. (2020). Narajewski, Micha ; Ziel, Florian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:19:y:2020:i:c:s2405851319300728.

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53
82017Do sovereign wealth funds dampen the negative effects of commodity price volatility?. (2017). Mohaddes, Kamiar ; Raissi, Mehdi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:8:y:2017:i:c:p:18-27.

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53
92023How are climate risk shocks connected to agricultural markets?. (2023). Zhang, Yunhan ; Li, Yichong ; Zhao, Wanli ; Ji, Qiang ; Guo, Kun. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000570.

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51
102018An update on speculation and financialization in commodity markets. (2018). Harris, Jeffrey ; Boyd, Naomi E ; Li, Bingxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:91-104.

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51
112016The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies. (2016). Zimmermann, Yvonne Seiler ; Haase, Marco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:3:y:2016:i:1:p:1-15.

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48
122022Spillovers among energy commodities and the Russian stock market. (2022). Lorusso, Marco ; Costola, Michele. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851322000071.

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36
132023Financialization of commodity markets ten years later. (2023). Tang, Ke ; Kang, Wenjin ; Wang, Ningli. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300003x.

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35
142023Realized higher-order moments spillovers between commodity and stock markets: Evidence from China. (2023). Xu, Yahua ; Gao, Wang ; Zhang, Hongwei ; Bouri, Elie ; Jin, Chen. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000320.

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35
152016Increasing trends in the excess comovement of commodity prices. (2016). Okimoto, Tatsuyoshi ; Ohashi, Kazuhiko. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:1:y:2016:i:1:p:48-64.

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35
162023Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets. (2023). lucey, brian ; Wei, YU ; Wang, Yizhi ; Vigne, Samuel A. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000629.

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33
172020Spillovers, integration and causality in LME non-ferrous metal markets. (2020). Yarovaya, Larisa ; lucey, brian ; Ciner, Cetin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:17:y:2020:i:c:s240585131730243x.

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33
182020Stock market response to potash mine disasters. (2020). Śpiewanowski, Piotr ; Kowalewski, Oskar. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851320300015.

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31
192022The connectedness in the world petroleum futures markets using a Quantile VAR approach. (2022). Tiwari, Aviral ; Abakah, Emmanuel ; Hammoudeh, Shawkat ; Jena, Sangram Keshari ; Aikins, Emmanuel Joel. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000556.

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31
202017Dynamic correlations between BRIC and U.S. stock markets: The asymmetric impact of volatility expectations in oil, gold and financial markets. (2017). Soytas, Ugur ; Sarı, Ramazan ; Sari, Ramazan ; Kocaarslan, Baris ; Gormus, Alper. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:41-56.

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30
212017Agricultural price transmission: China relationships with world commodity markets. (2017). Gale, Fred ; Arnade, Carlos ; Cooke, Bryce. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:28-40.

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30
222022The impact of economic policy uncertainties on the volatility of European carbon market. (2022). Xiong, Xiong ; Duc, Toan Luu ; Dai, Peng-Fei ; Wang, Jiqiang. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:26:y:2022:i:c:s2405851321000416.

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30
232019A review of the evidence on the relation between crude oil prices and petroleum product prices. (2019). Linn, Scott ; Lee, Thomas K ; Hoelscher, Seth A ; Ederington, Louis H ; Fernando, Chitru S. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:1-15.

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30
242017A Markov regime-switching model of crude oil market integration. (2017). Kuck, Konstantin ; Schweikert, Karsten. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:6:y:2017:i:c:p:16-31.

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29
252024Tail risk spillover effects in commodity markets: A comparative study of crisis periods. (2024). Karim, Sitara ; Naeem, Muhammad Abubakr ; Hamouda, Foued. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000600.

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28
262023Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures. (2023). Gabauer, David ; Chatziantoniou, Ioannis ; Hardik, Marfatia ; Cunado, Juncal ; de Gracia, Fernando Perez. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300017x.

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28
272019Can agricultural commodity prices predict Nigerias inflation?. (2019). tule, moses ; Salisu, Afees ; Chiemeke, Charles C. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851318301107.

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27
282022Economic drivers of volatility and correlation in precious metal markets. (2022). Walther, Thomas ; Nguyen, Duc Khuong ; Goutte, Stéphane ; Dinh, Theu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s240585132100074x.

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26
292018Globalization and commoditization: The transformation of the seafood market. (2018). Asche, Frank ; Anderson, James ; Garlock, Taryn. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:12:y:2018:i:c:p:2-8.

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26
302023Evolution of the information transmission between Chinese and international oil markets: A quantile-based framework. (2023). Ren, Xiaohang ; Duan, Kun ; Chen, Jinyu ; Wen, Fenghua. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000617.

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25
312023Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132.

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25
322017A review of the literature on commodity risk management. (2017). Simkins, Betty ; Treanor, Stephen D ; Carter, David A ; Rogers, Daniel A. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:8:y:2017:i:c:p:1-17.

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24
332018Financialization and the returns to commodity investments. (2018). Main, Scott ; Irwin, Scott H ; Sanders, Dwight R ; Smith, Aaron. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:22-28.

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24
342022Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe. (2022). Yang, Lu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000192.

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24
352019Jumps in commodity markets. (2019). Prokopczuk, Marcel ; Benno, Duc Binh. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:55-70.

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22
362016Long-short commodity investing: A review of the literature. (2016). Miffre, Joelle. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:1:y:2016:i:1:p:3-13.

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22
372022Spillovers beyond the variance: Exploring the higher order risk linkages between commodity markets and global financial markets. (2022). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851322000162.

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22
382024Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress. (2024). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000703.

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22
392024Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers. (2024). Hanif, Waqas ; Hadhri, Sinda ; el Khoury, Rim. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000230.

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21
402020Comovement in the commodity futures markets: An analysis of the energy, grains, and livestock sectors. (2020). Adhikari, Ramesh ; Putnam, Kyle J. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:18:y:2020:i:c:s2405851318300680.

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21
412017Portfolio investment: Are commodities useful?. (2017). Garcia, Philip ; Yan, Lei. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:8:y:2017:i:c:p:43-55.

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20
422022Safe-haven properties of soft commodities during times of Covid-19. (2022). Syriopoulos, Konstantinos ; Rubbaniy, Ghulame ; Samitas, Aristeidis ; Khalid, Ali Awais. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000568.

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19
432016Structural models for coupled electricity markets. (2016). Kiesel, Rudiger ; Kusterman, Michael . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:3:y:2016:i:1:p:16-38.

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19
442016Global relationships across crude oil benchmarks. (2016). Sephton, Peter ; Mann, Janelle. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:2:y:2016:i:1:p:1-5.

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19
452017Commodity market volatility in the presence of U.S. and Chinese macroeconomic news. (2017). Smales, Lee. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:15-27.

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19
462019Price volatility and speculative activities in futures commodity markets: A combination of combinations of p-values test. (2019). Algieri, Bernardina ; Leccadito, Arturo. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:40-54.

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18
472024Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis. (2024). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000047.

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17
482021Asymmetric volatility in commodity markets. (2021). Mu, Xiaoyi ; Chen, Yu-Fu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:22:y:2021:i:c:s2405851320300167.

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17
492023Tail dependence, dynamic linkages, and extreme spillover between the stock and Chinas commodity markets. (2023). Wang, Suhui. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851323000028.

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16
502023Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic. (2023). Stankov, Petar ; Mensi, Walid ; Enilov, Martin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000642.

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16
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12023How are climate risk shocks connected to agricultural markets?. (2023). Zhang, Yunhan ; Li, Yichong ; Zhao, Wanli ; Ji, Qiang ; Guo, Kun. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000570.

Full description at Econpapers || Download paper

50
22020Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture. (2020). Dahl, Roy Endre ; Yahya, Muhammad ; Oglend, Atle. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851319300765.

Full description at Econpapers || Download paper

44
32023Realized higher-order moments spillovers between commodity and stock markets: Evidence from China. (2023). Xu, Yahua ; Gao, Wang ; Zhang, Hongwei ; Bouri, Elie ; Jin, Chen. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000320.

Full description at Econpapers || Download paper

33
42023Financialization of commodity markets ten years later. (2023). Tang, Ke ; Kang, Wenjin ; Wang, Ningli. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300003x.

Full description at Econpapers || Download paper

31
52024Tail risk spillover effects in commodity markets: A comparative study of crisis periods. (2024). Karim, Sitara ; Naeem, Muhammad Abubakr ; Hamouda, Foued. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000600.

Full description at Econpapers || Download paper

28
62022The impact of economic policy uncertainties on the volatility of European carbon market. (2022). Xiong, Xiong ; Duc, Toan Luu ; Dai, Peng-Fei ; Wang, Jiqiang. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:26:y:2022:i:c:s2405851321000416.

Full description at Econpapers || Download paper

26
72023Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures. (2023). Gabauer, David ; Chatziantoniou, Ioannis ; Hardik, Marfatia ; Cunado, Juncal ; de Gracia, Fernando Perez. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300017x.

Full description at Econpapers || Download paper

25
82023Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets. (2023). lucey, brian ; Wei, YU ; Wang, Yizhi ; Vigne, Samuel A. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000629.

Full description at Econpapers || Download paper

24
92023Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132.

Full description at Econpapers || Download paper

23
102024Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress. (2024). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000703.

Full description at Econpapers || Download paper

22
112024Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers. (2024). Hanif, Waqas ; Hadhri, Sinda ; el Khoury, Rim. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000230.

Full description at Econpapers || Download paper

21
122022Spillovers among energy commodities and the Russian stock market. (2022). Lorusso, Marco ; Costola, Michele. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851322000071.

Full description at Econpapers || Download paper

20
132022The connectedness in the world petroleum futures markets using a Quantile VAR approach. (2022). Tiwari, Aviral ; Abakah, Emmanuel ; Hammoudeh, Shawkat ; Jena, Sangram Keshari ; Aikins, Emmanuel Joel. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000556.

Full description at Econpapers || Download paper

20
142018Electricity markets around the world. (2018). Trueck, Stefan ; Truck, Stefan ; Mayer, Klaus. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:9:y:2018:i:c:p:77-100.

Full description at Econpapers || Download paper

19
152016The connectedness between crude oil and financial markets: Evidence from implied volatility indices. (2016). Maghyereh, Aktham ; Awartani, Basel ; Aktham, Maghyereh ; Cherif, Guermat . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:4:y:2016:i:1:p:56-69.

Full description at Econpapers || Download paper

18
162018An update on speculation and financialization in commodity markets. (2018). Harris, Jeffrey ; Boyd, Naomi E ; Li, Bingxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:91-104.

Full description at Econpapers || Download paper

18
172020Econometric modelling and forecasting of intraday electricity prices. (2020). Narajewski, Micha ; Ziel, Florian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:19:y:2020:i:c:s2405851319300728.

Full description at Econpapers || Download paper

17
182022Economic drivers of volatility and correlation in precious metal markets. (2022). Walther, Thomas ; Nguyen, Duc Khuong ; Goutte, Stéphane ; Dinh, Theu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s240585132100074x.

Full description at Econpapers || Download paper

17
192024Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis. (2024). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000047.

Full description at Econpapers || Download paper

17
202022Spillovers beyond the variance: Exploring the higher order risk linkages between commodity markets and global financial markets. (2022). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851322000162.

Full description at Econpapers || Download paper

16
212017Reassessing the role of precious metals as safe havens–What colour is your haven and why?. (2017). lucey, brian ; Li, Sile. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:1-14.

Full description at Econpapers || Download paper

16
222023Evolution of the information transmission between Chinese and international oil markets: A quantile-based framework. (2023). Ren, Xiaohang ; Duan, Kun ; Chen, Jinyu ; Wen, Fenghua. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000617.

Full description at Econpapers || Download paper

15
232023Quantile dependencies and connectedness between stock and precious metals markets. (2023). Kang, Sang Hoon ; McIver, Ron P ; Jain, Prachi ; Maitra, Debasish. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000411.

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15
242023Tail dependence, dynamic linkages, and extreme spillover between the stock and Chinas commodity markets. (2023). Wang, Suhui. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851323000028.

Full description at Econpapers || Download paper

14
252023Dynamic and asymmetric connectedness in the global “Carbon-Energy-Stock” system under shocks from exogenous events. (2023). Liang, Zongzheng ; Chen, Zhanghangjian ; Yang, Ming-Yuan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000569.

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262021Asymmetric volatility in commodity markets. (2021). Mu, Xiaoyi ; Chen, Yu-Fu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:22:y:2021:i:c:s2405851320300167.

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272022Safe-haven properties of soft commodities during times of Covid-19. (2022). Syriopoulos, Konstantinos ; Rubbaniy, Ghulame ; Samitas, Aristeidis ; Khalid, Ali Awais. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000568.

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282020Spillovers, integration and causality in LME non-ferrous metal markets. (2020). Yarovaya, Larisa ; lucey, brian ; Ciner, Cetin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:17:y:2020:i:c:s240585131730243x.

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292020Dealing with tail risk in energy commodity markets: Futures contracts versus exchange-traded funds. (2020). Arunanondchai, Panit ; Sukcharoen, Kunlapath ; Leatham, David J. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851319300777.

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302023Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic. (2023). Stankov, Petar ; Mensi, Walid ; Enilov, Martin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000642.

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12
312016On the correlation between commodity and equity returns: Implications for portfolio allocation. (2016). Ravazzolo, Francesco ; Lombardi, Marco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:2:y:2016:i:1:p:45-57.

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322023The asymmetric impact of global economic policy uncertainty on international grain prices. (2023). Luo, Tianyuan ; Long, Shaobo ; Li, Jieyu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000307.

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332024Stress from attention: The relationship between climate change attention and crude oil markets. (2024). Lin, Boqiang ; Chen, Yiyang ; Gong, XU. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000187.

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342019Can agricultural commodity prices predict Nigerias inflation?. (2019). tule, moses ; Salisu, Afees ; Chiemeke, Charles C. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851318301107.

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352022An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting. (2022). Wang, Shixuan ; Liu, Zhenya ; Han, Xuyuan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000222.

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362019A review of the evidence on the relation between crude oil prices and petroleum product prices. (2019). Linn, Scott ; Lee, Thomas K ; Hoelscher, Seth A ; Ederington, Louis H ; Fernando, Chitru S. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:1-15.

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372017Agricultural price transmission: China relationships with world commodity markets. (2017). Gale, Fred ; Arnade, Carlos ; Cooke, Bryce. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:28-40.

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382024Coal price shock propagation through sectoral financial interconnectedness in Chinas stock market: Quantile coherency network modelling and shock decomposition analysis. (2024). Xu, Yushi ; Zhang, Yan ; Zhu, Xintong ; Huang, Jionghao. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000114.

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392022Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe. (2022). Yang, Lu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000192.

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402023Currency crises in emerging countries: The commodity factor. (2023). Carpantier, Jean-François ; Bodart, Vincent. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000447.

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412023Speculation or actual demand? The return spillover effect between stock and commodity markets. (2023). Gao, Tianshu ; Wang, Shu ; Zhou, Baicheng. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000654.

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422024How does carbon market interact with energy and sectoral stocks? Evidence from risk spillover and wavelet coherence. (2024). Zhao, Lu-Tao ; Chen, Xue-Hui ; Liu, Hai-Yi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000059.

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432021Speculation and the informational efficiency of commodity futures markets. (2021). Bohl, Martin T ; Sulewski, Christoph ; Putz, Alexander. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s2405851320300362.

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442018Financialization and the returns to commodity investments. (2018). Main, Scott ; Irwin, Scott H ; Sanders, Dwight R ; Smith, Aaron. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:22-28.

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452022Short- and long-term forecasting of electricity prices using embedding of calendar information in neural networks. (2022). Michaeli, Hendrik ; Schirra, Florian ; Ramentol, Enislay ; Wagner, Andreas. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851322000046.

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462022Can gold hedge against oil price movements: Evidence from GARCH-EVT wavelet modeling. (2022). lucey, brian ; Wang, Xinya ; Huang, Shupei. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000593.

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472023The relative pricing of WTI and Brent crude oil futures: Expectations or risk premia?. (2023). Gao, Xin ; Liu, Rui. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000319.

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8
482021Do oil and gas price shocks have an impact on bank performance?. (2021). Md-Rus, Rohani ; Taufil-Mohd, Kamarun Nisham ; Saha, Asish ; Ulazeez, Abd. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:22:y:2021:i:c:s2405851320300246.

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492021The dynamics of oil on China’s commodity sectors: What can we learn from a quantile perspective?. (2021). Wu, Bi-Bo. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s2405851320300350.

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8
502022The sugar-ethanol-oil nexus in Brazil: Exploring the pass-through of international commodity prices to national fuel prices. (2022). Palazzi, Rafael Baptista ; Klotzle, Marcelo Cabus ; Meira, Erick. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851322000150.

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Citing documents used to compute impact factor: 235
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2025Investor Structure and Corn Futures Price Volatility in China: Evidence Based on the Agent-Based Model. (2025). Zhao, Yuhe ; Ju, Ronghua. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-024-10613-5.

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2025Hedging shipping freight rates using conditional Value-at-Risk and Buffered Probability of Exceedance. (2025). Sun, Xiaolin ; Pouliasis, Panos K ; Alizadeh, Amir H. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:40:y:2025:i:c:s2405851325000595.

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2025Predicting commodity returns: Time series vs. cross sectional prediction models. (2025). Angelidis, Timotheos ; Sakkas, Athanasios ; Tessaromatis, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000194.

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2025Understanding the informal economy: The influence of political ideology during financial crises. (2025). Ho, Thuy Tien ; Nguyen, Thanh Cong. In: Economic Modelling. RePEc:eee:ecmode:v:142:y:2025:i:c:s0264999324002918.

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2025Event-driven changes in connectedness among commodities and commodity currencies: A quantile, network and probabilistic analysis. (2025). Kočenda, Evžen ; Albrecht, Peter ; de Oliveira, Alexandre Silva ; Koenda, Even ; Ceretta, Paulo Sergio ; Drbek, Michal. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000376.

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2025The pass-through of macro variable to volatility co-movement among U.S. currency and commodity futures markets system. (2025). Yousaf, Imran ; Wang, Jiqian ; Marco, Chi Keung ; Dai, Xingyu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000078.

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2025Twin commodity shocks: A multi-to-one CoVaR analysis of systemic risk spillovers from gold and crude oil to emerging market currencies. (2025). Wang, Mengjiao ; Liu, Jianxu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:39:y:2025:i:c:s2405851325000443.

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2025Time to get mature: Collateral, flexibility and the hedging horizon decision. (2025). Schiozer, Rafael ; Jankensgrd, Hkan ; Marinelli, Nicoletta. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851324000679.

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2025Fast and Slow Level Shifts in Intraday Stochastic Volatility. (2025). , Igor ; Virbickait, Audron ; Hedibert, Freitas Lopes ; Nguyen, Hoang. In: Working Papers. RePEc:hhs:oruesi:2025_012.

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2025Macroeconomic Conditions, Speculation, and Commodity Futures Returns. (2025). Putnam, Kyle J ; Adhikari, Ramesh. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:1:p:5-:d:1562677.

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2025Causality Analysis of COVID-19 Induced Crashes in Stock and Commodity Markets: A Topological Perspective. (2025). Sharma, Buddha Nath ; Rai, Anish ; Nurujjaman, MD ; Luwang, SR ; Majhi, Sushovan. In: Papers. RePEc:arx:papers:2502.14431.

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2025The predictive effect of heterogeneous investor behavior on commodity pricing. (2025). Li, Zhou ; Shao, Hang. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04795-y.

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2025Is corn still king? Unravelling time-varying interactions among soft commodities. (2025). Auret, Christo ; Sayed, Ayesha. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:1:d:10.1007_s40822-024-00296-6.

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2025Climate risk perception and oil financialization in China: Evidence from a time-varying Granger model. (2025). Ren, Xiaohang ; Fu, Chenjia ; Jin, YI. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004550.

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2025Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market. (2025). faff, robert ; Yew, Rand Kwong ; Ramesh, Shietal. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000489.

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2025Financialization trends and climate policy uncertainty: Implications for China’s nonferrous metal market. (2025). Ren, Xiaohang ; Xu, Ziyue ; Yuan, LI ; Tao, Lizhu ; Fu, Chenjia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001783.

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2025Impact of supply chain pressure on traditional energy and metal markets: A Wavelet-based Quantile-on-Quantile perspective. (2025). Gözgör, Giray ; Elsayed, Ahmed ; Khalfaoui, Rabeh ; Gozgor, Giray ; Tarchella, Salma. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000169.

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2025Commodity correlation risk. (2025). Sakemoto, Ryuta ; Byrne, Joseph P. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000170.

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2025Financial risk management innovation in global commodity futures markets: A macroeconomic attention perspective. (2025). Ma, Feng ; Lu, Xinjie ; Wang, Tianyang ; Guo, Qiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x25001374.

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2025The impact of cross-border capital flows macro-prudential management policy on bank credit. (2025). Fu, Kaina ; Cui, Yuanmiao ; Fang, Xia ; Hu, Xuyiyang ; Yang, Zhenyu. In: Journal of Asian Economics. RePEc:eee:asieco:v:100:y:2025:i:c:s1049007825001034.

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2025Does excess futures market demand affect the spot price of oil?. (2025). Decoste, Joseph. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325004487.

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2025Systemic risk of commodity traders. (2025). Adams, Zeno ; Glck, Thorsten. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:179:y:2025:i:c:s0165188925001320.

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2025Connectedness between gold, copper, fossil fuels, and major stock markets: Implications for portfolio management. (2025). Ahmadian Yazdi, Farzaneh ; Ramsheh, Manijeh ; Al-Yahyaee, Khamis Hamed ; Ahmadian-Yazdi, Farzaneh ; Mensi, Walid ; Al-Kharusi, Sami. In: Resources Policy. RePEc:eee:jrpoli:v:109:y:2025:i:c:s0301420725002703.

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2025Exploring the cost of carry in Chinese energy futures: Does it interact with the energy stock market?. (2025). Lin, Boqiang ; Tian, Weimin. In: Energy. RePEc:eee:energy:v:337:y:2025:i:c:s0360544225043452.

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2025The impact of financial stress shocks on commodity prices. (2025). Zhou, Zhiping ; Wang, Kai ; Zhang, Cheng. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:159:y:2025:i:c:s0261560625001718.

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2025Time-frequency quantile co-movement between agricultural commodities and sovereign CDS: Evidence from Latin America countries. (2025). Zeng, Qingyao ; Hau, Liya ; Zhu, Huiming ; Yang, Dingyi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:80:y:2025:i:c:s0275531925004131.

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2025Time-varying spillover effects within and between industrial metal markets. (2025). Rathgeber, Andreas ; Schischke, Amelie. In: Mineral Economics. RePEc:spr:minecn:v:38:y:2025:i:4:d:10.1007_s13563-025-00529-3.

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2025Connectedness among diverse financial assets: Evidence from cryptocurrency uncertainty indices. (2025). Batra, Shallu ; Danso, Albert ; Yadav, Mahender ; Tiwari, Aviral Kumar. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:210:y:2025:i:c:s0040162524006723.

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2025Can joint modelling of external variables sampled at different frequencies enhance long-term Bitcoin volatility forecasts?. (2025). Ilgin, Cihan ; Zdemir, Mehmet Ozan ; Aras, Serkan. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324017082.

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2025Relationship of green cryptocurrencies, energy tokens, centralized and decentralized exchange tokens with crypto policy uncertainty. (2025). He, Feng ; Yousaf, Imran ; Nasir, Rana Muhammad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005361.

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2025Dynamic Interlinkages Between Precious Metal, Exchange Rate and Crude Oil: Evidence from an Extended TVP‑VAR Analysis. (2025). Aik, Abdullah ; Yildirim, Durmu Ari ; Polat, Onur ; Ertugrul, Hasan Murat. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:2:d:10.1007_s10614-024-10750-x.

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2025Black market prices as inflation predictor: Evidence from China’s hyperinflation. (2025). Sha, Yezhou ; Wu, XI. In: Finance Research Letters. RePEc:eee:finlet:v:84:y:2025:i:c:s1544612325010633.

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2025Uncertainty or investor attention: Which has more impact on Bitcoin volatility?. (2025). Ilgin, Cihan ; Zdemir, Mehmet Ozan ; Aras, Serkan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002582.

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2025Cross-market volatility forecasting with attention-based spatial–temporal graph convolutional networks. (2025). Zhou, Yang ; Gong, Jue ; Wang, Gang-Jin ; Xie, Chi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000611.

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2025Predicting Chinas transportation sector volatility: Evidence from a new economic indicator. (2025). Li, Jian. In: Finance Research Letters. RePEc:eee:finlet:v:84:y:2025:i:c:s1544612325010967.

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2025Forecasting volatility in the Chinese stock market: Comparative performance of carbon transition risk indicators. (2025). Zhang, Sisi ; Luo, Qin ; Mei, Dexiang. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pb:s1544612325017520.

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2025Does fear sentiment drive cryptocurrency volatility? Evidence from Google trends data. (2025). Sharma, Chandan ; Biswas, Pratik. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pb:s1544612325017647.

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2025Asymmetric impact of global crude oil on Chinese sectors and optimal portfolio strategies: An analysis of the higher-order moment tail risk spillovers. (2025). Li, Xinran ; Cheng, Sheng ; Liang, Ruibin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000737.

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2025Energy price uncertainty and sectoral tail risk: Evidence from quantile-on-quantile connectedness. (2025). Lin, Boqiang ; Lan, Tianxu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:40:y:2025:i:c:s240585132500056x.

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2025Government Announcements Through Harvest Reports, Extreme Market Conditions, and Commodity Price Volatility. (2025). Sobrinho, Erica Juvercina ; Malaquias, Rodrigo Fernandes. In: Commodities. RePEc:gam:jcommo:v:4:y:2025:i:4:p:21-:d:1756850.

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2025On the time-varying responses of Fintech stock returns to geopolitical, financial and market sentiment shocks. (2025). SAADAOUI, Zied ; Boufateh, Talel ; Jiao, Zhilun. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:101:y:2025:i:c:s1062976924001571.

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2025Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change. (2025). Zhou, Wei-Xing ; Shao, Ying-Hui ; Yang, Yan-Hong. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s154461232401403x.

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2025Examining perceived spillovers among climate risk, fossil fuel, renewable energy, and carbon markets: A higher-order moment and quantile analysis. (2025). Cui, Jinxin ; Maghyereh, Aktham. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000145.

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2025The midstream amplifier: Risk spillovers in Chinas lithium supply chain from mining to batteries. (2025). Yang, Lanyong ; Dou, Shiquan ; Liu, Gang ; Xu, Deyi ; Zhu, Yongguang. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000157.

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2025Stock–Commodity Correlations, Optimal Hedging, and Climate Risks. (2025). Demiralay, Sercan ; Gencer, Hatice Gaye ; Brauneis, Alexander. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:10:p:1693-1716.

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2025Risk spillover effect and portfolio strategy between Chinese commodity futures market and international green finance market. (2025). Mao, Xiaodan ; Liu, Jian ; Chen, Chaoqiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:79:y:2025:i:c:s0275531925003320.

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2025Does Financial Stress Affect Commodity Futures Traders’ Positions?. (2025). Nesmith, Travis ; Heppe, Yang ; Du, Shengwu. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-82.

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2025How do environmental concerns and global economic conditions affect energy prices?. (2025). ben Jabeur, Sami ; Boubaker, Sabri ; Carmona, Pedro ; Stef, Nicolae. In: Energy Policy. RePEc:eee:enepol:v:204:y:2025:i:c:s0301421525001879.

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2025Assessing energy sector resilience to adverse shocks: A scenario-based QVAR approach. (2025). Zheng, Tingguo ; Ye, Shiqi ; Zhou, MO ; Zhang, Hongyin. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325005602.

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2025Geopolitical risk and extreme spillovers among oil-based energy commodities. (2025). Pastorek, Daniel ; Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even. In: Energy Economics. RePEc:eee:eneeco:v:152:y:2025:i:c:s0140988325008072.

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2025Media coverage of climate change risks and the performance of clean versus dirty energy market. (2025). ben Jabeur, Sami ; Scherer, Robert F ; Zaier, Leila Hedhili ; Mokni, Khaled. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:40:y:2025:i:c:s2405851325000674.

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2025Capacity Building goals in young people with cerebral palsy in Australia: Analysis of publicly available National disability Insurance Scheme data. (2025). Cleary, Stacey L ; Ding, Jacqueline Y ; Morgan, Prue E. In: Children and Youth Services Review. RePEc:eee:cysrev:v:176:y:2025:i:c:s0190740925002786.

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2025Can Including Cryptocurrencies with Stocks in Portfolios Enhance Returns in Small Economies? An Analysis of Fiji’s Stock Market. (2025). Stauvermann, Peter ; Kumar, Ronald ; Ghanbari, Hossein. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:9:p:484-:d:1736887.

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2025Cryptocurrency in global dynamics: Analyzing the Crypto Volatility Index and financial markets with machine learning. (2025). Roviello, Alba ; Piscopo, Gabriella ; Levantesi, Susanna. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:674:y:2025:i:c:s0378437125004224.

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2025Exploring the dynamic nexus of traditional and digital assets in inflationary times: The role of safe havens, tech stocks, and cryptocurrencies. (2025). Dimitriadis, Konstantinos A ; Koursaros, Demetris ; Savva, Christos S. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001907.

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2025Selective futures hedging in the Nordic electricity market. (2025). Torro, Hipolit ; Furi, Dolores. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pd:s1544612325014059.

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2025Risk contagion among renewable energy, fossil energy and agricultural commodity markets: Insights from dynamic networks. (2025). Jin, Yujia ; Liu, Bai ; Zhang, Ailian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:87:y:2025:i:c:p:1361-1378.

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2025Agricultural Futures Contracts as Part of a Sustainable Investment Strategy: Issues and Opportunities. (2025). Martell, Terrence F ; Skou, Lene ; Demir, Mert. In: Commodities. RePEc:gam:jcommo:v:4:y:2025:i:3:p:15-:d:1722400.

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2025Multiscale dynamic linkages of Chinas financial markets under exchange rate shocks: An MJMD approach. (2025). Jiang, Yuanyuan ; Sun, Yadong ; Gao, Wang ; Liu, Mengyue ; Wei, Jiajia. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pa:s1057521925007628.

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2025DeltaHedge: A Multi-Agent Framework for Portfolio Options Optimization. (2025). Ba, Feliks ; Chudziak, Jaroslaw A. In: Papers. RePEc:arx:papers:2509.12753.

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2025Forecasting gasoline prices using oil prices: New evidence based on the rocket and feather hypothesis. (2025). Wang, Yudong ; Wen, Danyan ; Zhang, Yaojie ; He, Mengxi. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s0360544225037570.

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2025Forecasting energy commodity returns: Can weak factors and nonlinearity help?. (2025). Ma, Yong ; Liu, Xiaojun. In: Economic Modelling. RePEc:eee:ecmode:v:153:y:2025:i:c:s0264999325002901.

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2025Quantile connectedness across BRICS and international grain futures markets: Insights from the Russia-Ukraine conflict. (2024). Zhou, Wei-Xing ; Shao, Ying-Hui ; Yang, Yan-Hong. In: Papers. RePEc:arx:papers:2409.19307.

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2025Metals of the future in a world in crisis: Geopolitical disruptions and the cleantech metal industry. (2025). Hsu, Kuang-Chung ; Pham, Linh. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007126.

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2025The asymmetric response of higher-order moments of precious metals to energy shocks and financial stresses: Evidence from time-frequency connectedness approach. (2025). He, Miao ; Zhang, Hongwei ; Jin, Xiaoman ; Gao, Wang. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008806.

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2025The short- and long-run cyclical variation of the cross-asset nexus: Mixed-frequency evidence on financial and ‘financialised’ assets. (2025). Yfanti, Stavroula ; Wu, Jiaying ; Karanasos, Menelaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000066.

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2025How Do Carbon Market and Fossil Energy Market Affect Each Other During the COVID-19, Russia–Ukraine War and Israeli–Palestinian Conflict?. (2025). Liu, Xiangyu ; Jiang, Wei ; Zhang, Jierui ; Wei, Hua. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:17:p:4724-:d:1742599.

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2025The Impacts of the Conflicts Between Israel and Hamas, as well as Between Russia and Ukraine, on Financial Assets and Crypto-Currencies. (2025). Moussa, Wajdi ; Mgadmi, Nidhal ; Abidi, Ameni ; Hachicha, Njib. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:2:d:10.1007_s10614-024-10776-1.

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2025Multiscale extreme risk spillover between shipping and commodity markets: An analysis based on GARCH-Copula-CoVaR. (2025). Bei, Honghan ; Wang, Qian ; Yan, Xiaoxiao ; Geng, Xinpeng. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325003883.

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2025Performance of systemic stress in agricultural commodities and its implication for volatility prediction in SSA equities. (2025). Lin, Boqiang ; Zheng, Qingying ; Wu, Jintao. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:39:y:2025:i:c:s2405851325000248.

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2025How financial markets respond to climate policy uncertainty: A dynamic resilience analysis. (2025). Yao, Xiaoyang ; Le, Wei ; Maimaitijiang, Sairidaer ; Li, Jianfeng. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:39:y:2025:i:c:s2405851325000340.

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2025Mapping risk transmission in Chinas energy industry chain: Insights derived from the industry chain structure. (2025). Fu, Yating ; Liu, Rongyan ; He, Lingyun ; Chen, Ling. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:87:y:2025:i:c:p:971-996.

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2025Network transitions in the cryptocurrency market: The impact of regional conflicts. (2025). Zhang, Yuanyuan ; Liao, Xin ; Chan, Stephen ; Lord, Nicholas ; Chu, Jeffrey ; Yang, Hanfang ; Chandrashekhar, Durga. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:680:y:2025:i:c:s037843712500665x.

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2025The effect of oil prices on the US shipping stock prices: The mediating role of freight rates and economic indicators. (2025). Merika, Anna ; Andrikopoulos, Andreas ; Stoupos, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000182.

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2025Mineral price shocks on macroeconomic aggregates in a highly dependent small open economy: Evidence from Peru, 2003–2024. (2025). Riquelme, Andrs ; Snchez-Dvila, Elmer. In: Resources Policy. RePEc:eee:jrpoli:v:108:y:2025:i:c:s0301420725002193.

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2025Multiscale dynamic interdependency between China’s crude oil futures and petrochemical-related commodity futures: An integrated perspective from the industry chain system. (2025). Feng, Yun ; Yang, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002213.

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2025Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks. (2025). GUPTA, RANGAN ; Plakandaras, Vasilios ; Ji, Qiang ; Foglia, Matteo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004604.

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2025Comparison of the interdependence relationship between crude oil futures and spot in China and international crude oil markets − evidence from time-frequency and quantile perspectives. (2025). Shi, Fengyuan ; Deng, Yiwen ; Guo, Yaoqi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000300.

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2025Extreme events and quantile time-frequency volatility connectedness across crude oil, green bonds and low-carbon equity markets. (2025). Wang, Jikai ; Qiao, Gaoxiu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001618.

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2025Nexus between renewable-disaggregated non-renewable energy consumption and economic growth in GCC countries: a Cobb-Douglas production function analysis. (2025). , Sameer ; Alareqi, Mohammed Muneer ; Ali, Ebrahim Mohammed ; Xiuwu, Zhang ; Abdullah, Ebrahim Abbas ; Abdelwahed, Amr. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-05041-1.

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2025Disentangling market drivers and macro uncertainty risks in crude oil futures pricing: A multi-scale quantile regression and causal forest approach. (2025). Zhu, Junhua ; Zhang, Aixin ; Wang, Feng ; Liu, Jia ; Yu, Xiaobing ; Mao, Yaqi. In: Energy. RePEc:eee:energy:v:332:y:2025:i:c:s0360544225029044.

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2025How major geopolitical events affect tail risk contagion in global crude oil markets —evidence from the Russia-Ukraine conflict. (2025). Xiong, Xiong ; Jia, Kai-Wen ; Gong, Xiao-Li. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006860.

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2025Cross-category spillovers of uncertainties in energy transition: Insights from a full-distributional framework. (2025). Ren, Xiaohang ; Parhi, Mamata ; Duan, Kun ; Li, Jingyao. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325006371.

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2025Risk spillover changes among commodity futures, stock and ESG markets: A study based on multidimensional higher order moment perspective. (2025). Zhou, Luohui ; Yu, Peining ; Li, Chujin ; Chen, Zejun. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324013138.

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2025Music stocks and music tokens: Extreme connectedness and portfolio applications. (2025). Ustaoglu, Buse. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000358.

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2025Exploring global financial interdependencies among ASEAN-5, major developed and developing markets. (2025). Kumar, Pankaj ; Yadav, Mahender ; Saini, Mohit ; Dhingra, Barkha. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494924000471.

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2025Price contagion and risk spillover in the global commodities market: COVID-19 pandemic vs. global financial crisis. (2025). Kamal, Md Mostafa ; Roca, Eduardo ; Lin, Chen ; Reza, Rajibur. In: Resources Policy. RePEc:eee:jrpoli:v:103:y:2025:i:c:s0301420725000959.

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2025How geopolitical risk affects the market performance of airline stocks?. (2025). Su, Chi Wei ; Song, Xin Yue ; Qin, Meng. In: Transport Policy. RePEc:eee:trapol:v:172:y:2025:i:c:s0967070x2500321x.

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2025Decomposed and partial connectedness between oil shocks and sovereign credit risk in emerging economies: Insights from the Russia-Ukraine war. (2025). Naifar, Nader. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:39:y:2025:i:c:s2405851325000364.

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2025Understanding the connectedness between US traditional assets and green cryptocurrencies during crises. (2025). Corbet, Shaen ; Kyriazis, Nikolaos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001147.

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2025Interconnectedness and time-frequency spillover effects in crude oil, green finance and non-ferrous metal Markets: A high moments analysis. (2025). Ma, Yiming ; Niu, Hongli. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:40:y:2025:i:c:s2405851325000601.

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2025A gentle reminder: Should returns be interpreted as log differences?. (2025). Okorie, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007968.

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2025Investigation into the influence of varied plasma types and treatment durations on the combustion characteristics and kinetics of pulverised coal. (2025). Zuo, Haibin ; Wang, Jingsong ; Xue, Qingguo ; Guo, Yuhang ; Yang, Fan. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s0360544225039817.

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2025Natural disaster shocks and commodity market volatility: A machine learning approach. (2025). Samitas, Aristeidis ; Mertzanis, Charilaos ; Kampouris, Ilias. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24003706.

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2025Prediction of Chinese stock volatility: Harnessing higher-order moments information of stock and futures markets. (2025). Wang, Yunrun ; Qiao, Gaoxiu ; Liu, Wenwen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925001199.

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2025Risk connectedness and portfolios between fossil energy, new energy and environmental governance markets. (2025). He, Miao ; Gao, Wang ; Zhang, Hongwei. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003217.

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2025Gold and cryptocurrencies as safe-havens: Lessons from wartime. (2025). Pastn-Henrquez, Boris ; Tapia-Grien, Pablo ; Seplveda-Velsquez, Jorge. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325004933.

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2025Temporal dynamics of geopolitical risk: An empirical study on energy commodity interest-adjusted spreads. (2025). Lucey, Brian ; Rao, Amar ; Kumar, Satish. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007758.

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2025Study on the time-frequency risk spillover network of “carbon-energy-stock” system under climate risk shock. (2025). Liu, Chunna ; Lu, Shiyi ; Shen, Jian ; Zhi, Jiaqi ; Shi, Changfeng ; Ma, Shihan. In: Energy. RePEc:eee:energy:v:334:y:2025:i:c:s036054422503083x.

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2025The asymmetric effects of European carbon emission trading system on European stock market returns: The moderating role of oil price uncertainty. (2025). Selmi, Refk ; Tabash, Mosab I ; Sheikh, Umaid A ; Saleh, Mamdouh Abdulaziz ; Hammoudeh, Shawkat. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004119.

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2025Multiscale dependence and risk contagion between European carbon market, energy, and financial markets. (2025). Cao, Yuan ; Wang, Jia ; Xiong, Xiong. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s0360544225039106.

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2025Utilizing LASSO-VAR and frequency decomposition to analyze the climate risk contagion network: Implementing decarbonization strategies in finance. (2025). Huang, Zeyu ; Wang, Yanan ; Zhou, Hanyu. In: Energy Economics. RePEc:eee:eneeco:v:152:y:2025:i:c:s0140988325008291.

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2025Dynamic risk spillovers between crude oil futures and the Chinese stock market under exogenous shocks: A refined analysis with stock clustering. (2025). Sui, Cong ; Jia, Boxiang ; Zhao, Wenjie ; Guo, Hongyue. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s2214635025000681.

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2025Asymmetric connectedness among regional green economies, carbon markets, and oil shocks. (2025). Teplova, Tamara ; Hanif, Waqas ; el Khoury, Rim ; Gubareva, Mariya. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025005799.

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2025Research on the risk spillover effect between China’s national carbon emissions trading market and crude oil futures market. (2025). Bai, Xuerong ; Yang, Fan ; Chen, Yan. In: PLOS ONE. RePEc:plo:pone00:0316353.

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2025Sailing through uncertainty: Shippings role in financial shock transmission and hedging strategies. (2025). Syriopoulos, Theodore ; Kenourgios, Dimitris ; Koutsokostas, Drosos ; Papathanasiou, Spyros. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325000869.

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2025Wavelet Entropy for Efficiency Assessment of Price, Return, and Volatility of Brent and WTI During Extreme Events. (2025). Lahmiri, Salim. In: Commodities. RePEc:gam:jcommo:v:4:y:2025:i:2:p:4-:d:1617157.

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2025The risk connectedness between international crude oil market and Chinese asset markets: From the perspective of common and idiosyncratic information. (2025). Tao, Zhensheng ; Yao, Xiaoyang ; Yu, Senyuan ; Li, Jianfeng ; Wang, Hui. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pa:s1057521925007495.

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2025Interactive effects of economic, geopolitical, and climate risks on commodity volatility. (2025). Leirvik, Thomas. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:40:y:2025:i:c:s2405851325000625.

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2025Impact of geopolitical risks on crude oil security: A copula-based assessment framework. (2025). Wang, Shuang ; Li, Jing. In: Energy. RePEc:eee:energy:v:318:y:2025:i:c:s0360544225005043.

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2025Land transfer and cropping structure: Evidence from China. (2025). Qian, Yifan ; Yao, Xingjian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1492-1513.

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2025New paths of the time-varying Granger-causality test under extreme shocks: An analysis of geopolitical risk and crude oil markets. (2025). Zhao, Chunlan ; Guo, Xiaozhu ; Hong, Yanran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002508.

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2025Risk, uncertainty, world business cycles, and the U.S. stock-oil relationship. (2025). Mollick, Andr Varella. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:39:y:2025:i:c:s2405851325000352.

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2025Spillover effects from oil markets on international ethanol markets and Chinese electricity production. (2025). Rodrigues, Mauro ; Attlio, Luccas Assis ; Faria, Joao Ricardo ; Silva, Emilson. In: Energy Policy. RePEc:eee:enepol:v:207:y:2025:i:c:s0301421525003751.

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2025Analyzing the dynamics of oil price volatility: a comparative study of market fundamentals and global uncertainty. (2025). el Amine, Youness ; Benboubker, Mounir. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:42:y:2025:i:3:d:10.1007_s40888-025-00373-2.

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2025Climate risk and predictability of global stock market volatility. (2025). Ma, Yong ; Zhou, Mingtao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000253.

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2025Physical vs. Transition climate risks: Asymmetric effects on stock return predictability. (2025). Ma, Yong ; Zhou, Mingtao. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003539.

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2025Geopolitical risk and energy market tail risk forecasting: An explainable machine learning approach. (2025). Abdullah, Mohammad ; Abakah, Emmanuel ; Tiwari, Aviral Kumar. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:39:y:2025:i:c:s2405851325000224.

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2025The oil industry chain under climate risk: Evidence from Chinas listed oil companies. (2025). Qin, Jingrui ; Liu, Dun ; Liang, Chao. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:40:y:2025:i:c:s2405851325000637.

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2025News-based equity market uncertainty aligned: An informative predictor for gold market volatility. (2025). Ma, Yong ; Li, Shuaibing. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:40:y:2025:i:c:s2405851325000662.

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2025How does digital finance affect imports, exports and trade balance: Evidence from China. (2025). Li, Hongya ; Lin, Xiaobin ; Zhang, Zhaoyong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025002175.

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2025Balancing Natural Resources and Human and Social Capital: Pathways to Economic Diversification in Mongolia. (2025). Nganou, Jean-Pascal N ; Gylfason, Thorvaldur. In: Comparative Economic Studies. RePEc:pal:compes:v:67:y:2025:i:2:d:10.1057_s41294-024-00246-w.

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2025Evolution of the oil and gas price-linkage with multiple uncertainties. (2025). Zhang, Dayong ; Wang, Tiantian ; Wu, Fei. In: Energy Economics. RePEc:eee:eneeco:v:151:y:2025:i:c:s0140988325007200.

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2025U.S. PRESIDENTIAL ELECTIONS AND AGRICULTURAL MARKET VOLATILITY. IS THERE A “TRUMP EFFECT” ON GRAIN COMMODITIES?. (2025). Wielechowski, Micha ; Czech, Katarzyna. In: Roczniki (Annals). RePEc:ags:paaero:359314.

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2025“Volatility in a Mug Cup”: Spillovers among cocoa, coffee, sugar futures and the role of climate policy risk. (2025). Lin, Boqiang ; Du, Anna Min ; Ge, Jiamin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004276.

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2025Quantile return connectedness of theme factors and portfolio implications: Evidence from the US and China. (2025). Shi, Huai-Long ; Chen, Huayi. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000067.

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2025Empirical analysis of spillover effects across key carbon-emitting sectors using quantile regression: perspectives from China. (2025). Bao, Jiangnan ; Chevallier, Julien ; Gao, Chunxing ; Jiang, Wei. In: SN Business & Economics. RePEc:spr:snbeco:v:5:y:2025:i:10:d:10.1007_s43546-025-00916-6.

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2025Tail Dependence of Liquidity and Volatility in Carbon Futures Market: Evidence From EU ETS. (2025). Cai, Xiaohan ; Yan, BO. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:46:y:2025:i:6:p:3538-3570.

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2025Change in farmer expectations from information surprises in the corn market. (2025). Mintert, James ; Langemeier, Michael ; Kuethe, Todd ; Fiechter, Chad. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:107:y:2025:i:1:p:231-247.

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2025Do Corn Options Update Volatility Expectations in the Wake of USDA Reports?. (2025). Yang, Yao ; McKenzie, Andrew. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:10:p:1852-1868.

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2025Energy, metals, cereals and G7 indices: Russia–Ukraine conflict and risk spillovers. (2025). Leone, Maria ; Manelli, Alberto ; Pace, Roberta. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s1544612325008165.

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2025The impact of commodity prices on developed and emerging financial markets during COVID-19 pandemic and Russia–Ukraine war: evidence from the Dynamic ARDL approach. (2025). Bouabdallah, Wassila ; Mouffok, Omar. In: SN Business & Economics. RePEc:spr:snbeco:v:5:y:2025:i:7:d:10.1007_s43546-025-00846-3.

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2025Can cryptocurrency or gold rescue BRICS stocks amid the Russia-Ukraine conflict?. (2025). Stankov, Petar ; Enilov, Martin ; Wang, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004089.

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2025Machine learning the performance of hedge fund. (2025). Jiang, Fuwei ; Wang, Wanwan ; Ma, Tian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:155:y:2025:i:c:s0261560625000671.

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2025Geopolitical risk, macroeconomic factors and different assets during the war periods: Implications for herding and portfolio diversification. (2025). Kang, Sang Hoon ; Mejri, Sami ; Khan, Nasir ; Leccadito, Arturo. In: Economic Modelling. RePEc:eee:ecmode:v:153:y:2025:i:c:s0264999325003074.

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2025Tail risk interconnectedness between cryptocurrency and clean energy markets under geopolitical conflicts. (2025). Xiong, Xiong ; Li, YE ; Gong, Xiao-Li. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:668:y:2025:i:c:s0378437125002389.

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2025Spillover dynamics between green and non-green cryptocurrencies: Unrevealing the role of geopolitical risk. (2025). Leccadito, Arturo ; Mejri, Sami ; Jareo, Francisco ; Khan, Nasir. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003879.

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2025Risk transmission between oil price shocks and major equity indices across bull and bear markets over various time horizons. (2025). Gubareva, Mariya ; Teplova, Tamara ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000993.

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2025The influence of maritime freight cost tail risk on publicly traded industrial and transport companies. (2025). Corbet, Shaen ; Mukherjee, Abhishek ; Ryan, Michael ; Akyildirim, Erdinc. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625000932.

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2025Is connectedness between commodity volatility indices and G-7 stock market returns the same across return quantiles?. (2025). Hadhri, Sinda ; Hanif, Waqas ; el Khoury, Rim. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:79:y:2025:i:c:s1042444x25000258.

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2025Managing extreme risks and interdependence between green cryptocurrencies and precious metals. (2025). Ur, Shafique ; Wu, Desheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925004946.

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2025Energy, critical minerals, and precious metals: Navigating interconnectedness and portfolio strategies in investment risk management. (2025). Akadiri, Seyi ; Ozkan, Oktay. In: Resources Policy. RePEc:eee:jrpoli:v:110:y:2025:i:c:s0301420725002892.

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2025Multiscale tail risk integration between safe-haven assets and Africa’s emerging equity market. (2025). Aikins, Emmanuel Joel ; Abdullah, Mohammad ; Amponsah, Dan Owusu ; Lee, Chi-Chuan ; Abor, Joshua Yindenaba. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002195.

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2025Cross‐Sectoral Crash Risk and Expected Commodity Futures Returns. (2025). Jiang, Ying ; Liu, Xiaoquan ; Lu, Zhenyu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:10:p:1636-1664.

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2025The divergence of China’s prices under economic policy uncertainty shock: A time-varying perspective. (2025). Zhang, Yuan ; Xue, Ning ; Long, Shaobo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002705.

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2025Exploring the dynamic connectedness between uranium stocks and metals: Implications for portfolio diversification. (2025). Ullah, Alishba Rahman ; Ijaz, Muhammad Shahzad ; Kang, Sang Hoon. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003172.

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2025Dynamics of extreme spillovers across European sustainability markets. (2025). Mensi, Walid ; Fasanya, Ismail O ; Vo, Xuan Vinh ; Kang, Sang Hoon. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:1:d:10.1007_s40822-024-00272-0.

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2025Asymmetric connectedness in the Chinese stock sectors: Overnight and daytime return spillovers. (2025). Yuan, Xianghui ; Zhao, Chencheng ; Long, Jun ; Li, Xiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003378.

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2025Extreme dependence, connectedness, and causality between US sector stocks and oil shocks. (2025). Mensi, Walid ; Gk, Remzi ; Kang, Sang Hoon ; Vo, Xuan Vinh ; Gemici, Eray. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000991.

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2025Tail risk contagion and connectedness between crude oil, natural gas, heating oil, precious metals, and international stock markets. (2025). Gk, Remzi ; Gemici, Eray ; Mensi, Walid ; Kang, Sang Hoon. In: International Economics. RePEc:eee:inteco:v:181:y:2025:i:c:s2110701724000933.

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2025Do stock market quantiles intervene in the transmission of positive and negative shocks in the commodity futures and forex market returns?. (2025). Grebinevych, Oksana ; Tabash, Mosab I ; Saleh, Mamdouh Abdulaziz ; Roubaud, David ; Sheikh, Umaid A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:79:y:2025:i:c:s027553192500337x.

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2025Return connectedness between energy commodities and stock markets: New evidence from 31 energy sector companies in Europe. (2025). Kliber, Agata ; Echaust, Krzysztof ; Just, Magorzata. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925001814.

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2025The Impact of Exogenous Variables on Soybean Freight: A Machine Learning Analysis. (2025). Marsola, Karina Braga ; Oliveira, Thayane Caroline ; Mann, Paulo ; Ribeiro, Matheus Yasuo ; Ramos, Andra Leda. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:3:p:1067-:d:1578876.

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2025Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Shamsudin, Luqman ; Li, Xiao. In: FEEM Working Papers. RePEc:ags:feemwp:349169.

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2025Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Li, Xiao ; Shamsudin, Luqman. In: Working Papers. RePEc:fem:femwpa:2025.04.

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2025Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Li, Xiao ; Shamsudin, Luqman. In: Papers. RePEc:arx:papers:2501.16069.

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2025Commodity Price Crash Risk and Crash Risk Contagion. (2025). Jain, Prachi ; Maitra, Debasish. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:4:p:343-378.

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2025Cross-quantile risk assessment: The interplay of crude oil, artificial intelligence, clean tech, and other markets. (2025). Shafiullah, Muhammad ; Gubareva, Mariya ; Teplova, Tamara. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007941.

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2025Quantile and Time–Frequency Risk Spillover Between Climate Policy Uncertainty and Grains Commodity Markets. (2025). Zeng, Hongjun ; Ahmed, Abdullahi D ; Abedin, Mohammad Zoynul ; Lucey, Brian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:6:p:659-682.

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2025Evaluating the hedging potential of energy, metals, and agricultural commodities for U.S. stocks post-COVID-19. (2025). Han, Seungoh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000208.

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2025Asymmetric tail risk dynamics, efficiency and risk spillover among FinTech stocks, cryptocurrencies and traditional assets. (2025). Wali, G M ; Ferdous, Mohammad Ashraful ; Abdullah, Mohammad. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000092.

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2025Risk across the spectrum: Unpacking the nexus of global oil uncertainty, geopolitical tensions, energy volatility, and US-China trade tensions. (2025). Akadiri, Seyi ; Ozkan, Oktay. In: Energy Policy. RePEc:eee:enepol:v:202:y:2025:i:c:s0301421525001168.

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2025Exploring shock transmission and risk diversification in REIT, commodity, and green bond markets under extreme market conditions. (2025). Alghazali, Abdullah ; Belghouthi, Houssem Eddine ; Nabli, Mohamed Amine ; Mensi, Walid ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:103:y:2025:i:c:s0301420725000996.

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2025Dynamic spillovers between Chinese oil futures market and global financial markets under geopolitical risks. (2025). Xu, Nan ; Zhang, Weiqian ; Li, Songsong ; Romanova, Valentina. In: Energy. RePEc:eee:energy:v:326:y:2025:i:c:s0360544225019164.

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2025Resilience of energy market under geopolitical risks: What’s the policy implications?. (2025). Chang, Chun-Ping ; Li, Jing ; Yin, Zhujia ; Zhu, Yingxin ; Cao, Jie. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1706-1724.

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2025Multidimensional risk contagions in commodity markets: A multi-layer information networks method. (2025). Mi, Yunlong ; Zhu, Huan ; Wang, Zongrun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s106294082500097x.

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2025Risk spillovers among energy, metals, and agriculture commodity markets: A network perspective. (2025). Liu, Zixin ; Zhang, Shuguang ; Zou, Renhao. In: Finance Research Letters. RePEc:eee:finlet:v:83:y:2025:i:c:s1544612325007615.

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2025Quality differences, location, and coffee price returns networks: Insights from a high-dimensional CoVaR-copula analysis. (2025). Otero, Jesus ; Melo-Velandia, Luis ; Ramrez-Gonzlez, Mahicol Stiben. In: International Review of Financial Analysis. RePEc:eee:finana:v:107:y:2025:i:c:s1057521925006246.

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2025Riding the storm: AI-driven spillover effects across technology, commodities, and conventional markets. (2025). Bakry, Walid ; Gul, Raazia ; Arfaoui, Nadia ; Bhatti, Muhammad Ishaq ; Naeem, Muhammad Abubakr. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:93:y:2025:i:c:s0927538x25001829.

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2025Risk and return analysis between digital and conventional financial assets in a turbulent geopolitical environment. (2025). Ullah, Mirzat. In: Digital Finance. RePEc:spr:digfin:v:7:y:2025:i:3:d:10.1007_s42521-025-00147-2.

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2025An IID Test for Functional Time Series with Applications to High-Frequency VIX Index Data. (2025). Siu, Tak Kuen ; Shang, Han Lin ; Huang, Xin. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:2:p:25-:d:1580573.

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2025A Functional Garch Model with Multiple Constant Parameters. (2025). Li, Zhouzhi ; Liu, Jiaguo ; Sun, Hao. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:5:d:10.1007_s10614-025-10843-1.

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2025Pandemic, Ukraine, OPEC+ and strategic stockpiles: Taming the oil market in turbulent times. (2025). Smith, James ; Pierru, Axel ; Almutairi, Hossa. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001422.

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2025The dynamic connectedness between oil price shocks and emerging market economies stock markets: Evidence from new approaches. (2025). Tiwari, Aviral ; Bekun, Festus ; Dam, Mehmet Metin ; Altinta, Halil. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008107.

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2025Energy shocks and stock market returns under COVID-19: New insights from the United States. (2025). Ulazeez, Abd. In: Energy. RePEc:eee:energy:v:316:y:2025:i:c:s0360544225001884.

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2025Asymmetric dynamics between supply chain disruptions, oil price shocks, and U.S. investor sentiment. (2025). Li, Linyue. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002646.

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2025Dynamic connectedness of decomposed energy-risks shocks and the United States’ S&P 500 indexes. (2025). Alola, Andrew Adewale ; Altinta, Halil ; Dam, Mehmet Metin. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s0360544225035042.

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2025Dynamic connectedness between oil shocks and BRICS stock markets. (2025). Kang, Sang Hoon ; el Khoury, Rim ; Mensi, Walid. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s1544612325008608.

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2025Quantile time-frequency spillovers among climate policy uncertainty, energy markets, and stock markets. (2025). He, Zhifang ; Abedin, Mohammad Zoynul ; Miftah, Badir ; Qian, Wanchuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s105905602500591x.

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2025Quantile VAR connectedness and price spillovers between soybean and energy. (2025). Gangopadhyay, Partha ; Das, Narasingha ; Akadiri, Seyi ; Abbas, Qaiser ; Janjua, Laeeq Razzak ; Tanin, Tauhidul Islam. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325006012.

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2025Examining the impact of natural gas price volatility on Euro zone inflation expectations. (2025). Chibane, Messaoud ; Kuhanathan, Ano. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:104:y:2025:i:c:s1062976925001036.

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2025Regime-dependent volatility spillover asymmetry in Shanghai and Hong Kong stock markets with forecasting and portfolio inferences. (2025). Wang, Xuewu ; Lin, Wensheng. In: Economic Modelling. RePEc:eee:ecmode:v:152:y:2025:i:c:s0264999325002639.

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2025Spillover effects between climate policy uncertainty, energy markets, and food markets: A time-frequency analysis. (2025). Zhou, Wei-Xing ; Zhang, Ting ; Li, Peng-Fei. In: Papers. RePEc:arx:papers:2503.06599.

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2025Global Climate Risk Perception and Its Dynamic Impact on the Clean Energy Market: New Evidence from Contemporaneous and Lagged R 2 Decomposition Connectivity Approaches. (2025). Yang, Jianlan ; Lin, Sheng ; Yi, Dan. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:8:p:3596-:d:1635984.

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2025Geopolitical risk and vulnerability of energy markets. (2025). Liu, Zhenhua ; Ji, Qiang ; Ding, Zhihua ; Yuan, Xinting ; Wang, Yushu. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007643.

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2025Effects of the climate-related sentiment on agricultural spot prices: Insights from Wavelet Rényi Entropy analysis. (2025). Quaresima, Greta ; Mazzoccoli, Alessandro ; Mastroeni, Loretta. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008557.

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2025Time-frequency spillover and early warning of climate risk in international energy markets and carbon markets: From the perspective of complex network and machine learning. (2025). Shi, Changfeng ; Xu, Changxin ; Chen, Zixu ; Zhu, Wenjun ; Zhi, Jiaqi ; Yu, Yue. In: Energy. RePEc:eee:energy:v:318:y:2025:i:c:s0360544225004992.

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2025Can corporate climate risk drive digital transformation? Evidence from Chinese heavy-polluting enterprises. (2025). Zhang, Qiuyue ; Chen, Wen. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:212:y:2025:i:c:s0040162525000216.

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2025The impact of climate risks on global energy production and consumption: New evidence from causality-in-quantile and wavelet analysis. (2025). Gao, Hanxiao ; Lan, Yong ; Li, Hailing ; Zhang, Hua ; Zhou, Ping. In: Energy. RePEc:eee:energy:v:319:y:2025:i:c:s036054422500492x.

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2025Risk spillovers between the BRICS and the U.S. staple grain futures markets. (2025). Zhou, Wei-Xing ; Yang, Yan-Hong ; Shao, Ying-Hui. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s154461232500100x.

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2025Energy Transition Consumption, Climate Risk Regulation and Economic Well-Being of Rural Households. (2025). Wang, Siqian ; Zhuang, Lei. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:16:p:7372-:d:1724755.

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2025The effect of compound heat-drought risk on municipal corporate bonds pricing: Evidence from China. (2025). Wang, Yujing ; Li, Ping ; Lei, Ziqi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825001020.

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2025Spillover effects between climate policy uncertainty, energy markets, and food markets: A time–frequency analysis. (2025). Zhou, Wei-Xing ; Zhang, Ting ; Li, Peng-Fei. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s1544612325008128.

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2025Energy poverty vs. climate risk: Unveiling threats to global and regional human development. (2025). Xiang, Ruilin ; Yang, Qiming ; Zhang, Liyuan ; Liao, Bowen. In: Energy. RePEc:eee:energy:v:339:y:2025:i:c:s036054422504589x.

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2025The effect of green finance on corporate biodiversity risks. (2025). Zhang, Zhenhua ; Wang, Yongjian. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pb:s1057521925008051.

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2025How Climate Shocks Affect Stock Market Risk Spillovers: Evidence from Causal Forest Algorithm. (2025). Huang, Yujie ; Shu, Mingyu ; Wang, Jieli ; Liu, Baoliu. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:5:d:10.1007_s10614-025-10860-0.

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2025Multiscale risk spillovers among critical mineral markets - insights from conditional and aggregated connectedness approach. (2025). Gao, Wang ; Wei, Jiajia ; Zhang, Hongwei. In: International Review of Financial Analysis. RePEc:eee:finana:v:107:y:2025:i:c:s105752192500609x.

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2025The risk spillover between the crude oil market and the tanker market under the influence of the carbon market. (2025). Zhang, Xinru ; Lv, Liang ; Li, Jinyang ; Meng, Bin. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:204:y:2025:i:c:s1366554525004867.

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2025Systemic Financial Risk of Stock Market Based on Multiscale Networks. (2025). Xiang, Youtao ; Borjigin, Sumuya. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10680-8.

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2025Higher moments interaction between the US treasury yields, energy assets, and green cryptos: Dynamic analysis with portfolio implications. (2025). Umar, Zaghum ; Sokolova, Tatiana ; Iqbal, Najaf ; Shaoyong, Zhang. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007862.

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2025Optimal portfolio selection of Chinas green bond and stock markets: Evidence from the multi-frequency extreme risk connectedness. (2025). Dai, Jing ; Huang, Wei-Qiang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:208-237.

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2025The impact of Russia’s Geopolitical Risk on stock markets’ high-moment risk. (2025). Azimli, Asil ; Kalmaz, Demet Beton. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000645.

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2025Quantile connectedness among climate policy uncertainty, news sentiment, oil and renewables in China. (2025). Cheung, Adrian ; Yan, Wan-Lin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000704.

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2025Moment connectedness and driving factors in the energy-food nexus: A time-frequency perspective. (2025). Nguyen, Duc Khuong ; Dai, Yun-Shi ; Goutte, St'Ephane ; Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:2510.24174.

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2025Time–Frequency Connectedness Among NFT Assets. (2025). Yeap, Xiu Wei ; Brahmana, Rayenda ; Lean, Hooi Hooi. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:6:d:10.1007_s10614-025-10878-4.

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2025Impacts of geographical conflicts on risk tango between oil and equity markets: An empirical evidence from oil-importing and exporting nations. (2025). Ullah, Aziz ; Jin, Ying ; Lu, Chih-Chiang ; Peng, Kang-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000592.

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2025Detangling Risk Premiums: Common and Idiosyncratic Components of Crude Oil, Corn, and Ethanol Futures. (2025). Liu, Rui ; Etienne, Xiaoli. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:9:p:1409-1427.

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2025Oil shocks and firm investment on the two sides of the Atlantic. (2025). Vinci, Francesca ; Parisi, Laura ; Kostakis, Vasileios ; Longaric, Pablo Anaya. In: Working Paper Series. RePEc:ecb:ecbwps:20253116.

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2025Is energy risk scale Invariant? evidence from crude oil futures. (2025). Grobys, Klaus. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001160.

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2025Decoding systemic risks across commodities and emerging market stock markets. (2025). Karim, Sitara ; Ghorbel, Ahmed ; Ghallabi, Fahmi. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00732-1.

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2025The dynamics between clean energy, green bonds, grain commodities, and cryptocurrencies: evidence from correlation and portfolio hedging. (2025). Işık, cem ; Iik, Cem ; Yan, Jiale ; Wu, Ran. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:4:d:10.1007_s10644-025-09902-2.

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2025Mapping complex interdependencies through higher order moments: Cross-market spillovers and shocks in BRICS. (2025). faff, robert ; Ijaz, Muhammad Shahzad ; Munir, Irfan ; Khurram, Mahrukh. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s154461232500354x.

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2025Interconnectedness and determinants of sectoral stock markets in China: Insights from higher-order moment contagion analysis. (2025). Gao, Yang ; Zhao, Wandi ; Zhang, Mengwan ; Cao, Jiawen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:87:y:2025:i:c:p:831-859.

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2025Quadrant categorization of spillover determinants of sovereign risk of BRICIT nations: a Bayesian approach. (2025). Kumar, Pawan ; Singh, Vipul Kumar. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00699-z.

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2025Commodity dependence: Providing information on emerging market CDS spreads when economic indicators are absent. (2025). Zyildirim, Sheyla ; Ordu-Akkaya, Beyza Mina. In: Emerging Markets Review. RePEc:eee:ememar:v:67:y:2025:i:c:s1566014125000482.

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2025Commodity Option Return Predictability. (2025). Gagnon, Mariehlne ; Aka, Constant ; Power, Gabriel J. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:10:p:1544-1578.

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2025Large Language Models and Futures Price Factors in China. (2025). Zhou, Heyang ; Cheng, Yuhan ; Liu, Yanchu. In: Papers. RePEc:arx:papers:2509.23609.

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2025Greater fragility, greater exposure: A network-based analysis of climate policy uncertainty shocks and G20 stock markets stability. (2025). Wan, Yu-Fan ; Wu, Feng-Lin ; Wang, Ming-Hui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002687.

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2025How do carbon markets interact with energy-intensive sectors? Evidence from price connectedness. (2025). Lien, Donald ; Xu, Yingying. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000206.

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2025Connectedness of China’s green bond and green stock markets at the low- and high-order moments: The role of economic and climate policy uncertainty. (2025). Wang, Bin ; Yan, Wan-Lin ; Kong, Adrian Wai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000506.

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2025Asymmetric volatility spillover effects from energy, agriculture, green bond, and financial market uncertainty on carbon market during major market crisis. (2025). Huang, Wucaihong ; Maneejuk, Paravee ; Yamaka, Woraphon. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002543.

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2025Financial markets and environmental risks: unveiling the impact of climate uncertainty. (2025). Alharbi, Samar S ; Xiaoyang, XU ; Ali, Shoaib ; Rasheed, Muhammad Shahid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002545.

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2025Internal and external risk spillovers in energy and metal markets: the role of economic policy uncertainties. (2025). Li, Xinran ; Tang, Tao ; Cheng, Sheng ; Liang, Ruibin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:87:y:2025:i:c:p:1742-1762.

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2025The transmission of coal price shock to Chinese industry: Sub-sectors and regions heterogeneity. (2025). Lin, Boqiang ; Lan, Tianxu. In: Energy. RePEc:eee:energy:v:316:y:2025:i:c:s0360544225001136.

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2025Do coal price shocks affect the risk-taking of listed companies in China?. (2025). Lin, Boqiang ; Song, Yijie. In: Resources Policy. RePEc:eee:jrpoli:v:101:y:2025:i:c:s0301420724008250.

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2025The influence of coal price uncertainty on investment and consumption dynamics: Evidence from China. (2025). Lin, Boqiang ; Lan, Tianxu. In: Energy Policy. RePEc:eee:enepol:v:198:y:2025:i:c:s0301421525000242.

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2025Coal price jumps in China and their impact on the industrial sector. (2025). Lin, Boqiang ; Shi, Fengyuan. In: Energy. RePEc:eee:energy:v:326:y:2025:i:c:s0360544225019139.

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2025Economic policy uncertainty, coal price, and industrial output: Evidence from China. (2025). Lin, Boqiang ; Wang, Zhijun. In: Energy. RePEc:eee:energy:v:332:y:2025:i:c:s0360544225028403.

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2025China’s impact on global commodity returns: A time-varying perspective. (2025). Chen, Leqin. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:74:y:2025:i:c:p:677-689.

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2025Merton (1976) implied jump. (2025). Fan, Zheqi ; Ruan, Xinfeng ; Yu, Junhong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:180:y:2025:i:c:s0165188925001654.

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2025Shipping news sentiment as a predictor of iron ore freight rates: Hybrid evidence from lexicon-based analysis and threshold autoregression modelling. (2025). Shi, Wenming ; Chen, Kecai ; Xu, Luxuan ; Peng, Yongyuan ; Gong, Yuting. In: Transport Policy. RePEc:eee:trapol:v:169:y:2025:i:c:p:178-190.

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2025Structural dynamics and volatility channels in bulk shipping: A time and frequency domain connectedness analysis. (2025). Nilu, Tanzila Yeasmin ; Ahmed, Shek ; Wang, Chuanxu. In: Energy. RePEc:eee:energy:v:336:y:2025:i:c:s0360544225037922.

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2025Nonlinear risk dynamics and strategic Management: Insights for LNG shipping policy and practice. (2025). Bin, Meng ; Jingjing, Dong ; Shuiyang, Chen. In: Transport Policy. RePEc:eee:trapol:v:173:y:2025:i:c:s0967070x25002860.

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2025El Clasico of Housing: Bubbles in Madrid and Barcelona€™s Real Estate Markets. (2025). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gaomez-Puig, Marta ; Fernaandez-Paerez, Adrian. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:2503.

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Recent citations received in 2025
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2025Loss functions in regression models: Impact on profits and risk in day-ahead electricity trading. (2025). Weron, Rafał ; Serafin, Tomasz. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004207.

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2025Multi-objective seasonal peak-shaving scheduling optimization for nuclear-powered seawater desalination in electricity spot markets. (2025). Xu, Zipeng ; Han, Yumeng ; Huang, Jiguang ; Zhang, Heng ; Chen, Haiping ; Gao, Dan ; Wang, Chenhui. In: Energy. RePEc:eee:energy:v:338:y:2025:i:c:s0360544225044834.

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2025The risk connectedness between international crude oil market and Chinese asset markets: From the perspective of common and idiosyncratic information. (2025). Tao, Zhensheng ; Yao, Xiaoyang ; Yu, Senyuan ; Li, Jianfeng ; Wang, Hui. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pa:s1057521925007495.

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2025Do geopolitical risks impede the global supply chain?. (2025). Dong, Rongrong ; Qin, Meng ; Su, Chi Wei. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pa:s1544612325010694.

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2025Climate–biodiversity–finance nexus: Comparative evidence from the U.S. and China. (2025). Xing, Xiaoyun ; Deng, Jing ; Chen, Guorong. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pa:s1544612325015259.

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2025How ESG performance aspiration gap affect the supply chain stability?. (2025). Wu, Jing ; Zhang, Hengfeng. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pa:s1544612325016605.

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2025Interconnectedness and time-frequency spillover effects in crude oil, green finance and non-ferrous metal Markets: A high moments analysis. (2025). Ma, Yiming ; Niu, Hongli. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:40:y:2025:i:c:s2405851325000601.

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2025Interactive effects of economic, geopolitical, and climate risks on commodity volatility. (2025). Leirvik, Thomas. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:40:y:2025:i:c:s2405851325000625.

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2025The oil industry chain under climate risk: Evidence from Chinas listed oil companies. (2025). Qin, Jingrui ; Liu, Dun ; Liang, Chao. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:40:y:2025:i:c:s2405851325000637.

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2025The dynamics of energy transition metals under climate policy uncertainty. (2025). Hailemariam, Abebe ; Ivanovski, Kris. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:40:y:2025:i:c:s2405851325000649.

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2025From day-ahead to mid and long-term horizons with econometric electricity price forecasting models. (2025). Ghelasi, Paul ; Ziel, Florian. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:217:y:2025:i:c:s1364032125003570.

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2025Multi-objective carbon-energy portfolio optimization under investment horizon heterogeneity. (2025). Wang, Qunwei ; Li, Matthew C ; Xiao, Ling ; Xue, Jianhao ; Dai, Xingyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:79:y:2025:i:c:s0275531925002922.

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2025Risk spillover effect and portfolio strategy between Chinese commodity futures market and international green finance market. (2025). Mao, Xiaodan ; Liu, Jian ; Chen, Chaoqiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:79:y:2025:i:c:s0275531925003320.

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2025Multiscale information network among fossil energy, renewable energy and ESG investment under the Russo-Ukrainian conflict. (2025). Xue, Wenxin ; Liu, Qigui ; Hau, Liya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:80:y:2025:i:c:s0275531925004106.

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2025Multi-Moment and Multilayer Analysis of Connectedness among Clean, Brown, and Technology ETFs: The Role of Climate Risk. (2025). GUPTA, RANGAN ; Bouri, Elie ; Olaniran, Abeeb. In: Working Papers. RePEc:pre:wpaper:202519.

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Recent citations received in 2024
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2024Analyzing selected cryptocurrencies spillover effects on global financial indices: Comparing risk measures using conventional and eGARCH-EVT-Copula approaches. (2024). Desheng, Wu Dash ; Ahmad, Touqeer ; Ur, Shafique ; Karamoozian, Amirhossein. In: Papers. RePEc:arx:papers:2407.15766.

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2024Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change. (2024). Zhou, Wei-Xing ; Shao, Ying-Hui ; Yang, Yan-Hong. In: Papers. RePEc:arx:papers:2408.09669.

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2024Children dually involved with statutory child protection and juvenile justice in Australia: A developmental cascade framework. (2024). Evans, Phillipa ; White, Jordan ; Katz, Ilan. In: Children and Youth Services Review. RePEc:eee:cysrev:v:161:y:2024:i:c:s0190740924002172.

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2024The connectedness and structural changes among green and conventional energy markets with CO2 emissions in the United States. (2024). Si, Kamel ; Cifuentes-Faura, Javier ; Alofaysan, Hind. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:80-94.

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2024Connectedness among Chinese climate policy uncertainty, exchange rate, Chinese and international crude oil markets: Insights from time and frequency domain analyses of high order moments. (2024). Cheung, Adrian (Wai-Kong) ; Yan, Wan-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001001.

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2024African forex markets: Modeling their predictability and the asymmetric effects of oil and geopolitical risk. (2024). Teplova, Tamara ; Huang, Shoujun ; Gubareva, Mariya ; Bossman, Ahmed. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003876.

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2024Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach. (2024). , Walid. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004043.

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2024How do global commodities react to increasing geopolitical risks? New insights into the Russia-Ukraine and Palestine-Israel conflicts. (2024). Hammoudeh, Shawkat ; Mejri, Sami ; Khan, Nasir. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005206.

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2024Extreme risk spillovers in international energy markets: New insights from multilayer networks in the frequency domain. (2024). Liu, Yueli ; Jin, Xiu ; Chen, NA ; Yu, Jinming. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006169.

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2024Energy firms in China towards resilience: A dynamic quantile connectedness approach. (2024). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Karadimitropoulou, Aikaterini ; Karkalakos, Sotiris ; Koulmas, Pavlos. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006297.

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2024Scrutinizing multi-scale and multi-quantile interactions in commodity markets: A petrochemical industrial chain perspective. (2024). Feng, Yun ; Yang, Jie. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324007278.

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2024Coal price, economic growth and electricity consumption in China under the background of energy transition. (2024). Lin, Boqiang ; Shi, Fengyuan. In: Energy Policy. RePEc:eee:enepol:v:195:y:2024:i:c:s0301421524004208.

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2024Volatility spillovers among economic policy uncertainty, energy and carbon markets—The quantile time-frequency perspective. (2024). Liu, Xutang ; Jiang, Wei ; Dong, Lingfei ; Zou, Liming. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224024575.

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2024Financial fusion: Bridging Islamic and Green investments in the European stock market. (2024). Sensoy, Ahmet ; Karim, Sitara ; Husain, Afzol. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002734.

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2024Dot-com and AI bubbles: Can data from the past be helpful to match the price bubble euphoria phase using dynamic time warping?. (2024). Potrykus, Marcin. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008298.

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2024Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress. (2024). Tiwari, Aviral ; Billah, Syed ; Hoque, Mohammad Enamul ; Alam, Md Rafayet. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s104402832400036x.

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2024Multilayer networks for measuring interconnectedness among global stock markets through the lens of trading volume-price relationship. (2024). Borjigin, Sumuya ; Xiang, Youtao. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000784.

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2024Do agricultural swaps co-move with equity markets? Evidence from the COVID-19 crisis. (2024). Prager, Daniel L ; Burns, Christopher B. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000242.

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2024Weathering market swings: Does climate risk matter for agricultural commodity price predictability?. (2024). Zhou, Mingtao ; Ma, Yong ; Li, Shuaibing. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000424.

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2024Importance of geopolitical risk in volatility structure: New evidence from biofuels, crude oil, and grains commodity markets. (2024). Karkowska, Renata ; Urjasz, Szczepan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s240585132400059x.

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2024Forecasting crude oil returns with oil-related industry ESG indices. (2024). Zhang, Yaojie ; Li, Kaixin ; Wang, Yudong. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000631.

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2024Commodity market downturn: Systemic risk and spillovers during left tail events. (2024). Çevik, Emrah ; Kirimhan, Destan ; Gunay, Samet. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000643.

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2024AI, FinTech and clean minerals: A wavelet analysis and quantile value-at-risk investigation. (2024). Lim, Weng Marc ; Husain, Afzol ; Karim, Sitara ; Tehseen, Shehnaz ; Chan, Ling-Foon. In: Resources Policy. RePEc:eee:jrpoli:v:99:y:2024:i:c:s0301420724006871.

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2024Impact of oil and gold prices on Bitcoin price during Russia-Ukraine and Israel-Gaza wars. (2024). Karimi, Mohammad Sharif ; Zeinedini, Shabnam ; Falahati, Ali ; Khanzadi, Azad. In: Resources Policy. RePEc:eee:jrpoli:v:99:y:2024:i:c:s0301420724007724.

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2024Geopolitical shocks and commodity market dynamics: New evidence from the Russia-Ukraine conflict. (2024). Stenvall, David ; Lindahl, Robert ; Aizenman, Joshua ; Uddin, Gazi Salah. In: European Journal of Political Economy. RePEc:eee:poleco:v:85:y:2024:i:c:s0176268024000764.

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2024Quantile volatility connectedness among themes and sectors: Novel evidence from China. (2024). Shi, Huai-Long ; Zhou, Bin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001431.

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2024Short-term impacts vs. long-term contributions: The role of clean energy and ESG investments in China. (2024). Wang, Yuzhan ; Fu, Yaping ; Chen, Yanan ; Qi, Haozhi. In: Renewable Energy. RePEc:eee:renene:v:233:y:2024:i:c:s0960148124011996.

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2024Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. (2024). Maghyereh, Aktham ; Cui, Jinxin ; Liao, Dijia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004623.

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2024Tail risk spillover network among green bond, energy and agricultural markets under extreme weather scenarios. (2024). Xue, Jianhao ; Dai, Xingyu ; Nghiem, Xuan-Hoa ; Zhang, Dongna ; Wang, Qunwei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024006993.

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2024What Insights Do Short-Maturity (7DTE) Return Predictive Regressions Offer about Risk Preferences in the Oil Market?. (2024). Zhang, Zhaowei ; Gao, Xiaohui ; Bakshi, Gurdip. In: Commodities. RePEc:gam:jcommo:v:3:y:2024:i:2:p:14-247:d:1403633.

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2024Forecasting Copper Prices Using Deep Learning: Implications for Energy Sector Economies. (2024). Derakhshani, Reza ; Zarin, Naeeme Amani ; Amani, Mohammad Mahdi ; Jalaee, Mahdis Sadat ; Ghaseminejad, Amin. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:15:p:2316-:d:1441948.

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2024Recursive Estimation of the Expectile-Based Shortfall in Functional Ergodic Time Series. (2024). Almulhim, Fatimah A ; Alamari, Mohammed B ; Rachdi, Mustapha ; Laksaci, Ali. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:24:p:3956-:d:1545194.

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2024Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach. (2024). Salisu, Afees ; GUPTA, RANGAN ; Cepni, Oguzhan ; Caraiani, Petre. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:4:d:10.1007_s11156-024-01295-z.

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2024Modelling and forecasting crude oil price volatility with climate policy uncertainty. (2024). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi ; Wen, Danyan. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03561-w.

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2024Energy profile and oil shocks: a dynamic analysis of their impact on stock markets. (2024). Maghyereh, Aktham ; Ziadat, Salem Adel. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:3:d:10.1007_s40822-024-00277-9.

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2024Do asymmetric oil shocks impact gold and Bitcoin returns symmetrically? A comparison between the COVID-19 pandemic and the Russo-Ukrainian war. (2024). GUENICHI, Hassan ; Ayad, Hicham ; Djedaiet, Aissa. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:4:d:10.1007_s12197-024-09692-9.

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2024Managing risk and reaping rewards: Climate‐change futures as a game‐changer for energy futures markets. (2024). Hassan, M. Kabir ; Hoque, Mohammad Enamul ; Pezzo, Luca. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:8:p:1338-1356.

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Recent citations received in 2023
YearCiting document
2023Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises?. (2023). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Kyriazis, Nikolaos A. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003140.

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2023The commodity risk premium and neural networks. (2023). faff, robert ; Yew, Rand Kwong ; Miffre, Joelle ; Rad, Hossein. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823001007.

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2023The role of the COVID-19 pandemic in time-frequency connectedness between oil market shocks and green bond markets: Evidence from the wavelet-based quantile approaches. (2023). Ren, Xiaohang ; Gözgör, Giray ; Qi, Yinshu ; Wei, Ping ; Gozgor, Giray. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300155x.

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2023The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach. (2023). Ren, Xiaohang ; Zhang, Rui ; Zhong, Meirui. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002062.

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2023Price risk transmissions in the water-energy-food nexus: Impacts of climate risks and portfolio implications. (2023). Le, Trung H ; Pham, Linh ; Do, Hung X. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002852.

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2023Dynamics of the return and volatility connectedness among green finance markets during the COVID-19 pandemic. (2023). Ye, Zhitao ; Lu, Xunfa ; Huang, Nan ; Mo, Jianlei. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003584.

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2023Modeling extreme risk spillovers between crude oil and Chinese energy futures markets. (2023). SUN, Xianming ; Ren, Xiaohang ; JAWADI, Fredj ; Li, Yiying ; Bu, Ruijun. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005054.

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2023Transformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices. (2023). Wang, Xiuqing ; Hao, Yun ; Huang, Wenyang ; Gao, Tianxiao. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323006047.

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2023Intraday and overnight tail risks and return predictability in the crude oil market: Evidence from oil-related regular news and extreme shocks. (2023). Xu, Yahua ; Bouri, Elie ; Zhang, Dingsheng ; Wang, Cheng. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323006199.

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2023The hedging performance of green bond markets in China and the U.S.: Novel evidence from cryptocurrency uncertainty. (2023). Wang, Zhixian ; Zhong, Yufei ; Zhang, Yuchen ; Chen, Xuesheng. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006928.

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2023Understanding interconnections among steel, coal, iron ore, and financial assets in the US and China using an advanced methodology. (2023). Tiwari, Aviral ; Gholami, Samad ; Asadi, Mehrad ; Ghasemi, Hamid Reza ; Roubaud, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003058.

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2023Quantile prediction for Bitcoin returns using financial assets’ realized measures. (2023). Kawakami, Tabito. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pa:s1544612323002167.

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2023Predicting gold volatility: Exploring the impact of extreme risk in the international commodity market. (2023). Tang, Yusui ; Zhong, Juandan. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008632.

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2023Quantile connectedness between cryptocurrency and commodity futures. (2023). Park, Sung Y. ; Joo, Young C. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008449.

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2023Liquidity risk, return performance, and tracking error: Synthetic vs. Physical ETFs. (2023). Seok, Sangik ; Kim, Jinhwan ; Cho, Hoon. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001531.

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2023The role of higher moments in predicting Chinas oil futures volatility: Evidence from machine learning models. (2023). Niu, Zibo ; Zhao, Xinyi ; Gao, Wang ; Zhang, Hongwei. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000429.

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2023The Fortune and crash of common risk factors in Chinese commodity markets. (2023). Liu, Zhenya ; Zhao, Yuqian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000521.

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2023Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach. (2023). Herrera, Rodrigo ; Gaete, Michael. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000533.

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2023Dynamic and asymmetric connectedness in the global “Carbon-Energy-Stock” system under shocks from exogenous events. (2023). Liang, Zongzheng ; Chen, Zhanghangjian ; Yang, Ming-Yuan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000569.

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2023Dynamic spillover between traditional energy markets and emerging green markets: Implications for sustainable development. (2023). Ren, Xiaohang ; Xiao, YA ; Duan, Xiaoping ; Taghizadeh-Hesary, Farhad. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001915.

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2023The impact of international commodity price shocks on macroeconomic fundamentals: Evidence from the US and China. (2023). Zhang, Tianding ; Li, Jie ; Qian, Chenqi. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006153.

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2023Examining the interplay of green bonds and fossil fuel markets: The influence of investor sentiments. (2023). Zhu, Yingfu ; Huang, Leping ; Zhang, Kuo ; Wang, Jingxin. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008826.

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2023Risk spillovers of critical metals firms. (2023). Uribe, Jorge ; Restrepo, Natalia ; Ceballos, Juan Camilo. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723008462.

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2023Is gold a safe haven for the CIVETS countries under extremely adverse market conditions? Some new evidence from the MF-DCCA analysis. (2023). Bentes, Sonia R. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:623:y:2023:i:c:s0378437123004533.

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2023Forecasting the stock-cryptocurrency relationship: Evidence from a dynamic GAS model. (2023). Ivanovski, Kris ; Hailemariam, Abebe. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:97-111.

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2023How does Chinas crude oil futures affect the crude oil prices at home and abroad? Evidence from the cross-market exchange rate spillovers. (2023). Sun, Chuanwang ; Peng, Yiqi ; Zhan, Yanhong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:88:y:2023:i:c:p:204-222.

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2023Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications. (2023). Ding, Zhihua ; Liu, Zhenhua ; Ji, Qiang ; Zhai, Pengxiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923001654.

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2023Time-Varying Impact of Commodity Prices on Output Growth and Inflation in the Eastern European Countries. (2023). Shevchuk, Viktor ; Kopych, Roman. In: Commodities. RePEc:gam:jcommo:v:3:y:2023:i:1:p:2-35:d:1303628.

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2023Continuous Wavelet Transform of Time-Frequency Analysis Technique to Capture the Dynamic Hedging Ability of Precious Metals. (2023). Lobon, Oana-Ramona ; Qin, Meng ; Wang, Kai-Hua ; Su, Chi-Wei. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:5:p:1186-:d:1083136.

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2023Risk valuation of quanto derivatives on temperature and electricity. (2023). Alfonsi, Aurlien ; Vadillo, Nerea. In: Post-Print. RePEc:hal:journl:hal-04358505.

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2023Swings in Crude Oil Valuations: Analyzing Their Bearing on China€™s Stock Market Returns amid the COVID-19 Pandemic Upheaval. (2023). Teng, Zhuoqi ; He, Yugang ; Wu, Renhong ; Coronel, Anibal. In: Discrete Dynamics in Nature and Society. RePEc:hin:jnddns:6695727.

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2023Investigating the interconnectedness of carbon, fossil energy, and financial markets: A dynamic spillover index approach. (2023). Dong, Peiwu ; Ju, Yanbing ; Li, Tianyou. In: PLOS ONE. RePEc:plo:pone00:0295363.

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2023Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence from Markov Switching Multifractal Models. (2023). GUPTA, RANGAN ; Cepni, Oguzhan ; Liu, Rui Peng ; Segnon, Mawuli. In: Working Papers. RePEc:pre:wpaper:202340.

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2023External Commodity Shocks and the Insulating Role of Fiscal Policy on Real Output: Evidence from a Commodity-Exporting Economy. (2023). Pontines, Victor ; Luvsannyam, davaajargal. In: Working Papers. RePEc:sea:wpaper:wp51.

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2023Green or grey stocks? Dynamic effects of carbon markets based on Chinese practices. (2023). Li, Xiang ; Xu, Yingying. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:6:d:10.1007_s00181-023-02439-1.

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2023Did real economic uncertainty drive risk connectedness in the oil–stock nexus during the COVID-19 outbreak? A partial wavelet coherence analysis. (2023). Maghyereh, Aktham ; Al-Shboul, Mohammad. In: Journal of Economic Structures. RePEc:spr:jecstr:v:12:y:2023:i:1:d:10.1186_s40008-023-00306-x.

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2023The effectiveness of crude oil futures hedging during infectious disease outbreaks in the 21st century. (2023). Go, Youhow ; Chan, Kam Fong ; Teo, Jiajun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1559-1575.

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2023Price-making in mineral provisioning systems and social-ecological transformation? The cases of copper, cobalt and lithium. (2023). Troster, Bernhard ; Wojewska, Aleksandra ; Staritz, Cornelia. In: Working Papers. RePEc:zbw:oefsew:74.

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Recent citations received in 2022
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2022Could Exist a Causality Between the Most Traded Commodities and Futures Commodity Prices in the Agricultural Market?. (2022). Ermak, Michal ; Ligocka, Marie. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:330101.

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2022COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets. (2022). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:702-715.

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2022Tail connectedness between lending/borrowing tokens and commercial bank stocks. (2022). Yousaf, Imran ; Esparcia, Carlos ; Jareo, Francisco. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003672.

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2022Hedging Geopolitical Risks with Different Asset Classes: A Focus on the Russian Invasion of Ukraine. (2022). Demir, Ender ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322003981.

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2022Regime-switching angular correlation diversification. (2022). Lee, Hsiang-Tai. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004330.

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2022Impact of Russian-Ukraine war on clean energy, conventional energy, and metal markets: Evidence from event study approach. (2022). Yousaf, Imran ; Riaz, Yasir ; Umar, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004093.

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2022Volatility spillovers between Turkish energy stocks and fossil fuel energy commodities based on time and frequency domain approaches. (2022). Taspinar, Nigar ; Coskun, Merve. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004111.

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2022Dynamic connectedness between clean energy stock markets and energy commodity markets during times of COVID-19: Empirical evidence from China. (2022). Peng, Pin ; Ma, Lijun ; Li, Kang ; Qi, Haozhi ; Chen, Hao. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005372.

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2022Asymmetric risk transmissions between oil, gold and US equities: Recent evidence from the realized variance of the futures prices. (2022). Maghyereh, Aktham ; Virk, Nader S ; Awartani, Basel. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005517.

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2022Oil and gold price prediction using optimized fuzzy inference system based extreme learning machine. (2022). Sahu, Tirath Prasad ; Das, Sudeepa ; Janghel, Rekh Ram. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005529.

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2022Interplay multifractal dynamics among metal commodities and US-EPU. (2022). Tabak, Benjamin ; Ferreira, Paulo ; Aslam, Faheem. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:606:y:2022:i:c:s0378437122006975.

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2022Infectious disease equity market volatility, geopolitical risk, speculation, and commodity returns: Comparative analysis of five epidemic outbreaks. (2022). Long, Shaobo ; Guo, Jiaqi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922000770.

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2022Model Analysis of Eco-Innovation for National Decarbonisation Transition in Integrated European Energy System. (2022). Koval, Viktor ; Olczak, Piotr ; Borodina, Oksana ; Lomachynska, Iryna ; Matuszewska, Dominika ; Mumladze, Anzor. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:9:p:3306-:d:807107.

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2022Indirect Thermographic Temperature Measurement of a Power-Rectifying Diode Die Based on a Heat Sink Thermogram. (2022). Druyski, Ukasz ; Dziarski, Krzysztof ; Dombek, Grzegorz ; Hulewicz, Arkadiusz. In: Energies. RePEc:gam:jeners:v:16:y:2022:i:1:p:332-:d:1017644.

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2022Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty. (2022). GUPTA, RANGAN ; Shiba, Sisa ; Goswami, Samrat ; Aye, Goodness C. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:11:p:525-:d:968525.

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2022Impact of Changes in Membership on Prices of a Unified Carbon Market: Case Study of the European Union Emissions Trading System. (2022). Xu, Yue ; Zhai, Dayu. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:21:p:13806-:d:952077.

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2022Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach. (2022). Herrera, Rodrigo ; Gaete, Michael. In: MPRA Paper. RePEc:pra:mprapa:115641.

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2022Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic. (2022). Maghyereh, Aktham ; Cui, Jinxin. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00395-w.

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2022Common Drivers of Commodity Futures?. (2022). Walther, Thomas ; Nguyen, Duc Khuong ; Klein, Tony ; Dudda, Tom. In: Working Papers. RePEc:use:tkiwps:2207.

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2022Common Drivers of Commodity Futures?. (2022). Walther, Thomas ; Nguyen, Duc Khuong ; Klein, Tony ; Dudda, Tom L. In: QBS Working Paper Series. RePEc:zbw:qmsrps:202205.

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