1. Speculation in Food and Commodities - A Research Report: A Critical Discussion of the Econometric Research Method and an Alternative Analysis. (2023). Conrad, Christian A.
   In: International Journal of Economics and Finance.
   RePEc:ibn:ijefaa:v:15:y:2023:i:6:p:14.

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2. Bubble behaviors in lithium price and the contagion effect: An industry chain perspective. (2023). Su, Chi-Wei ; Moldovan, Nicoleta-Claudia ; Qin, Meng ; Wang, Xiao-Qing.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004361.

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3. Financial Speculation Impact on Agricultural and Other Commodity Return Volatility: Implications for Sustainable Development and Food Security. (2022). Staugaitis, Algirdas Justinas ; Vaznonis, Bernardas.
   In: Agriculture.
   RePEc:gam:jagris:v:12:y:2022:i:11:p:1892-:d:969147.

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4. Time-frequency causality and connectedness between oil price shocks and the world food prices. (2022). Shah, Nida ; Belaid, Fateh ; Guesmi, Khaled ; Raza, Syed Ali.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001180.

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5. Sugar Prices vs. Financial Market Uncertainty in the Time of Crisis: Does COVID-19 Induce Structural Changes in the Relationship?. (2021). Smutka, Lubos ; Kotyza, Pavel ; Czech, Katarzyna ; Prochazka, Petr ; Wielechowski, Micha.
   In: Agriculture.
   RePEc:gam:jagris:v:11:y:2021:i:2:p:93-:d:484771.

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6. The impact of speculation on commodity prices: A Meta-Granger analysis. (2021). Rathgeber, Andreas ; Schmid, Florian ; Hutter, Marie ; Geyer-Klingeberg, Jerome ; Wimmer, Thomas.
   In: Journal of Commodity Markets.
   RePEc:eee:jocoma:v:22:y:2021:i:c:s2405851320300258.

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7. Regulatory reform and market efficiency: The case of Indian agricultural commodity futures markets. (2020). Mishra, Sibanjan ; Mohanty, Sunil K.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531918308109.

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8. Investor trading behavior on agricultural future prices. (2019). Huang, Jialiang ; Zhang, Rixin ; Zhou, Liyun.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:47:y:2019:i:c:p:365-379.

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9. Copper price determination: fundamentals versus non-fundamentals. (2018). Silva, Enrique ; Guzman, Juan Ignacio.
   In: Mineral Economics.
   RePEc:spr:minecn:v:31:y:2018:i:3:d:10.1007_s13563-017-0130-y.

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10. The sustainability of the interaction between Financial and commodity markets. (2018). Pace, Roberta ; Manelli, Alberto ; Leone, Maria ; de Cesari, Amedeo.
    In: RIVISTA DI STUDI SULLA SOSTENIBILITA'.
    RePEc:fan:rissri:v:html10.3280/riss2018-002009.

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11. Volatility forecasting using high frequency data: The role of after-hours information and leverage effects. (2017). Zhu, Xuehong ; Zhong, Meirui ; Zhang, Hongwei.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:54:y:2017:i:c:p:58-70.

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12. Short- and long-run causality across the implied volatility of crude oil and agricultural commodities. (2017). Roubaud, David ; Bouri, Elie ; Lien, Donald ; Kachacha, Imad .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-17-00098.

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13. Are US-Dollar-Hedged-ETF investors aggressive on exchange rates? A panel VAR approach. (2016). Vianna, Andre ; Shank, Corey.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:38:y:2016:i:c:p:430-438.

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14. Stock markets’ bubbles burst and volatility spillovers in agricultural commodity markets. (2016). Baldi, Lucia ; Peri, Massimo ; Vandone, Daniela.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:38:y:2016:i:c:p:277-285.

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15. Soft commodities and the global financial crisis: Implications for the economy, resources and institutions. (2016). Karyotis, Catherine ; Alijani, Sharam.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:37:y:2016:i:c:p:350-359.

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2. Aboura, S. ; Chevallier, J. Volatility returns with vengeance: financial markets vs commodities. 2015 Res. Int. Bus. Finance. 33 334-354

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4. Anzuini, A. ; Lombardi, M.J. ; Patrizio, P. The impact of monetary policy shocks on commodity prices. 2013 Int. J. Cent. Bank.. 9 119-144

5. Aulerich, N.M. ; Irwin, S.H. ; Garcia, P. Bubbles, food prices, and speculation: evidence from the CFTC's daily large trader data files. 2013 En : Chavas, J.-P. ; Hummels, D. ; Wright, B.D. Economics of Food Price Volatility. University of Chicago Press: Chicago

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8. Bohl, M.T. ; Stephan, P.M. Does futures speculation destabilize spot prices? New evidence for commodity markets. 2013 J. Agric. Appl. Econ.. 45 595-616

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14. Creti, A. ; Jöets, M. ; Mignon, V. On the links between stock and commodity markets’ volatility. 2013 Energy Econ.. 37 16-28

15. Demirer, R. ; Lee, H.-T. ; Lien, D.D. Does the stock market drive herd behavior in commodity futures market. 2015 Int. Rev. Financ. Anal.. 39 32-44

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19. Gaul, J. ; Theissen, E. A partially linear approach to modeling the dynamics of spot and futures prices. 2014 J. Futures Mark.. 35 371-384
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20. Gilbert, C.L. How to understand high food prices. 2010 J. Agric. Econ.. 61 398-425

21. Gilbert, C.L. Speculative influences on commodity futures prices 2006–08. UNCTAD Discussion Paper No.197. 2010 United Nation Conference on Trade and Development: Geneva, Switzerland
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22. Gilbert, C.L. ; Morgan, C.W. Food price volatility. 2010 Philos. Trans. R. Soc. Lond. B: Biol. Sci.. 365 3023-3034

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

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2. Modeling the flow of information between financial time-series by an entropy-based approach. (2021). Vellucci, P ; Mastroeni, L ; Benedetto, F.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03319-7.

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3. Stock market and deviations from covered interest parity. (2021). Ibhagui, Oyakhilome.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001104.

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4. .

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5. Contagion in Futures Metal Markets during the Recent Global Financial Crisis: Evidence from Gold, Silver, Copper, Zinc and Aluminium. (2020). Tsiaras, Konstantinos.
   In: SPOUDAI Journal of Economics and Business.
   RePEc:spd:journl:v:70:y:2020:i:3-4:p:42-55.

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6. Volatility spillovers and hedging effectiveness between the oil market and Eurozone sectors: A tale of two crises. (2020). Belhassine, Olfa.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531918310638.

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7. Energy price implications for emerging market bond returns. (2019). Morrison, Eleanor J.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:50:y:2019:i:c:p:398-415.

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8. Dynamic linkages between strategic commodities and stock market in Turkey: Evidence from SVAR-DCC-GARCH model. (2019). Civcir, Ä°rfan ; Akkoc, Ugur.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:62:y:2019:i:c:p:231-239.

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9. Modeling extreme risks in commodities and commodity currencies. (2018). Herrera, Rodrigo ; Clements, Adam ; Fuentes, Fernanda .
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:51:y:2018:i:c:p:108-120.

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10. Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes. (2018). Alexakis, Christos ; Pappas, Vasileios.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:73:y:2018:i:c:p:222-239.

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11. Contagion, volatility persistence and volatility spill-overs: The case of energy markets during the European financial crisis. (2017). Andriosopoulos, Kostas ; Spyrou, Spyros ; Galariotis, Emilios.
    In: Energy Economics.
    RePEc:eee:eneeco:v:66:y:2017:i:c:p:217-227.

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12. The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes. (2017). Tiwari, Aviral ; Roubaud, David ; Mensi, walid ; Bouri, Elie ; Al-Yahyaee, Khamis.
    In: Energy Economics.
    RePEc:eee:eneeco:v:66:y:2017:i:c:p:122-139.

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13. Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets. (2017). Yoon, Seong-Min ; McIver, Ron ; Kang, Sang Hoon.
    In: Energy Economics.
    RePEc:eee:eneeco:v:62:y:2017:i:c:p:19-32.

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14. Modelling Extreme Risks in Commodities and Commodity Currencies. (2016). Herrera, Rodrigo ; Clements, Adam ; Fuentes, Fernanda .
    In: NCER Working Paper Series.
    RePEc:qut:auncer:2016_06.

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15. Are US-Dollar-Hedged-ETF investors aggressive on exchange rates? A panel VAR approach. (2016). Vianna, Andre ; Shank, Corey.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:38:y:2016:i:c:p:430-438.

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16. Stock markets’ bubbles burst and volatility spillovers in agricultural commodity markets. (2016). Baldi, Lucia ; Peri, Massimo ; Vandone, Daniela.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:38:y:2016:i:c:p:277-285.

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17. The role of speculation in international futures markets on commodity prices. (2016). huchet, nicolas ; Fam, Papa Gueye .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:37:y:2016:i:c:p:49-65.

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18. Soft commodities and the global financial crisis: Implications for the economy, resources and institutions. (2016). Karyotis, Catherine ; Alijani, Sharam.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:37:y:2016:i:c:p:350-359.

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19. Growing pains: The evolution of new stock index futures in emerging markets. (2016). Alan, Nazli Sila ; Korkmaz, Sibel ; Karagozoglu, Ahmet K.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:37:y:2016:i:c:p:1-16.

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20. The asymmetric response of volatility to market changes and the volatility smile: Evidence from Australian options. (2015). Tanha, Hassan ; Dempsey, Michael.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:34:y:2015:i:c:p:164-176.

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21. MGARCH models: tradeoff between feasibility and flexibility. (2015). Ruiz, Esther ; Hotta, Luiz ; de Almeida, Daniel .
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws1516.

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