1. Extreme events, economic uncertainty and speculation on occurrences of price bubbles in crude oil futures. (2024). Chang, Chiu-Lan.
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   RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000264.

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2. A systematic review on price volatility in agriculture. (2024). Canavari, Maurizio ; Vitali, Giuliano ; Mustafa, Zeeshan ; Huffaker, Ray.
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   RePEc:bla:jecsur:v:38:y:2024:i:1:p:268-294.

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3. A good hedge or safe haven? The hedging ability of Chinas commodity futures market under extreme market conditions. (2023). Xiong, Tao ; Huang, Huilian.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:43:y:2023:i:7:p:968-1035.

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4. Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen.
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   RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953.

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5. Impacts of trading restrictions on price volatilities and speculative activities: Evidence from CSI 300 futures. (2023). Zhang, QI ; Chang, Chiu-Lan ; Fang, Ming.
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7. Forecasting the volatility of agricultural commodity futures: The role of co?volatility and oil volatility. (2022). Luo, Jiawen ; Ji, Qiang ; Marfatia, Hardik A.
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8. Short-Term Speculation Effects on Agricultural Commodity Returns and Volatility in the European Market Prior to and during the Pandemic. (2022). Vaznonis, Bernardas ; Staugaitis, Algirdas Justinas.
   In: Agriculture.
   RePEc:gam:jagris:v:12:y:2022:i:5:p:623-:d:803771.

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9. 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.
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10. The “necessary evil” in Chinese commodity markets. (2022). Zhang, Tingxi ; Mo, DI ; Fan, John Hua.
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11. A novel text-based framework for forecasting agricultural futures using massive online news headlines. (2022). Li, Guowen ; Wenli, Guo ; Wei, LU ; Zhu, Xiaoqian ; Liu, Mingxi.
    In: International Journal of Forecasting.
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12. Kurzfristige Perspektiven der Rohstoffpreisentwicklung. (2021). Dirks, Maximilian W ; Kirsch, Florian ; Schmidt, Torsten.
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    RePEc:zbw:rwipro:251878.

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13. Realized volatility forecasting and volatility spillovers: Evidence from Chinese non?ferrous metals futures. (2021). Su, Xingze ; Chang, Xiaohui ; Xin, Yang ; Wang, Donghua.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2713-2731.

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14. 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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15. Macroeconomic forecasts and commodity futures volatility. (2021). Liu, Xiaoquan ; Jiang, Ying ; Deschamps, Bruno ; Guo, Ranran ; Ye, Wuyi.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:94:y:2021:i:c:p:981-994.

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16. Optimal forecast combination based on ensemble empirical mode decomposition for agricultural commodity futures prices. (2020). Fang, Yongmei ; Heravi, Saeed ; Wu, Shangjuan ; Guan, BO.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:39:y:2020:i:6:p:877-886.

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17. Contagion of future-level sentiment in Chinese Agricultural Futures Markets. (2020). Huang, Jialiang ; Zhou, Liyun.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x19307048.

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18. The trilogy of China cotton markets: The lead–lag relationship among spot, forward, and futures markets. (2019). Martell, Terrence F ; Demir, Mert ; Wang, Jun.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:39:y:2019:i:4:p:522-534.

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19. Efficiency and Forecast Performance of Commodity Futures Markets. (2019). Kalkuhl, Matthias ; Algieri, Bernardina.
    In: American Journal of Economics and Business Administration.
    RePEc:abk:jajeba:ajebasp.2019.19.34.

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20. The Effect of Exchange Rate Volatility on Agricultural Exports in Nigeria: An Autoregressive Distributed Lag (ARDL) Bounds Test Approach. (2018). Akinbode, S O ; Ojo, O T.
    In: Nigerian Journal of Agricultural Economics.
    RePEc:ags:naaenj:280316.

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2. Clarifying the Response of Gold Return to Financial Indicators: An Empirical Comparative Analysis Using Ordinary Least Squares, Robust and Quantile Regressions. (2019). Miyazaki, Takashi.
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3. Forecasting base metal prices with the Chilean exchange rate. (2019). Pincheira, Pablo ; Hardy, Nicolas ; Brown, Pablo Pincheira.
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4. Asymmetrical long-run dependence between oil price and US dollar exchange rate—Based on structural oil shocks. (2016). Gu, Rongbao ; Jiang, Jiaqi .
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5. Collateral Damage; Dollar Strength and Emerging Markets’ Growth. (2015). Magud, Nicolas ; Mariscal, Rodrigo ; Druck, Pablo F.
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6. Evaluating a Year of Oil Price Volatility. (2015). Tuzemen, Didem ; Smith, Andrew ; Nie, Jun ; Davig, Troy ; CAKIR MELEK, NIDA.
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7. The linkage between oil and agricultural commodity prices in the light of the perceived global risk. (2014). Kablamaci, Baris ; Gözgör, Giray ; Gozgor, Giray .
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8. The impact of the Euro area macroeconomy on energy and non-energy global commodity prices. (2014). Papież, Monika ; Śmiech, Sławomir ; Dąbrowski, Marek ; Dbrowski, Marek A..
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9. Co-movement of commodity prices – results from dynamic time warping classification. (2014). Śmiech, Sławomir.
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10. A simple model of an oil based global savings glut—the “China factor”and the OPEC cartel. (2014). Gros, Daniel ; Belke, Ansgar.
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11. On the risk comovements between the crude oil market and the U.S. dollar exchange rates. (2014). Keddad, Benjamin ; DE TRUCHIS, Gilles.
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12. On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVPVAR models with stochastic volatility. (2014). Teulon, Frédéric ; JEBABLI, Ikram ; AROURI, Mohamed.
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13. On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates. (2014). Keddad, Benjamin ; DE TRUCHIS, Gilles.
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14. A factor model for co-movements of commodity prices. (2014). West, Kenneth ; Wong, Ka-Fu .
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15. Oil and US dollar exchange rate dependence: A detrended cross-correlation approach. (2014). Reboredo, Juan ; Zebende, Gilney F. ; Rivera-Castro, Miguel A..
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16. On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates. (2014). Keddad, Benjamin ; DE TRUCHIS, Gilles.
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17. Exogenous Shocks and Information Transmission in Global Copper Futures Markets. (2013). Yin, Libo ; Han, Liyan.
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18. Oil and gold price dynamics in a multivariate cointegration framework. (2013). Czudaj, Robert ; Beckmann, Joscha.
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19. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals. (2013). Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat ; AROURI, Mohamed ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, .
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20. Oil prices and effective dollar exchange rates. (2013). Czudaj, Robert ; Beckmann, Joscha.
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21. The extreme value in crude oil and US dollar markets. (2013). Wu, Chih-Chiang ; Chen, Wei-Peng ; Choudhry, Taufiq.
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22. The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework. (2013). Tiwari, Aviral ; Mutascu, Mihai Ioan ; Albulescu, Claudiu.
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23. Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?. (2013). Czudaj, Robert ; Beckmann, Joscha.
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24. A wavelet decomposition approach to crude oil price and exchange rate dependence. (2013). Reboredo, Juan ; Rivera-Castro, Miguel A..
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25. Primary commodity prices: Co-movements, common factors and fundamentals. (2013). Fiess, Norbert ; Fazio, Giorgio ; Byrne, Joseph.
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26. Can Exchange Rates Forecast Commodity Prices? Recent Evidence using Australian Data. (2013). Rohde, Nicholas ; Burgess, Kieran .
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27. Global commodity cycles and linkages: a FAVAR approach. (2012). Schnatz, Bernd ; Osbat, Chiara ; Lombardi, Marco.
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28. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals. (2012). Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat ; AROURI, Mohamed ; Arouri, Mohamed El Hedi, .
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31. Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysis. (2012). Wang, Yudong ; Wu, Chongfeng.
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33. The Role of Speculation in Oil Markets: What Have We Learned So Far?. (2012). Mahadeva, Lavan ; Kilian, Lutz ; Fattouh, Bassam .
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34. Precios de bienes primarios e inflación en Colombia. (2012). González-Molano, Eliana ; Arango Thomas, Luis ; Gonzalez, Eliana Rocio ; Chavarro, Ximena .
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35. Growth in Emerging Market Economies and the Commodity Boom of 2003–2008: Evidence from Growth Forecast Revisions. (2012). Vasishtha, Garima ; Arbatli, Elif.
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36. Primary commodity prices : co-movements, common factors and fundamentals. (2011). Fiess, Norbert ; Fazio, Giorgio ; Byrne, Joseph.
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38. Oil prices, exchange rates and emerging stock markets. (2011). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
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39. Asset Arbitrage and the Price of Oil. (2011). Tyers, Rodney ; Arora, Vipin.
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40. Risk factors in oil and gas industry returns: International evidence. (2011). Veiga, Helena ; Ramos, Sofia.
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41. Do global risk perceptions influence world oil prices?. (2011). Soytas, Ugur ; Sarı, Ramazan ; Hacihasanoglu, Erk ; HACIHASANOĞLU, ERK.
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42. Causal modeling and inference for electricity markets. (2011). Loland, Anders ; Wilhelmsen, Mathilde ; Ferkingstad, Egil .
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43. The Effect of Monetary Policy on Commodity Prices: Disentangling the Evidence for Individual Prices. (2011). Ojeda-Joya, Jair ; Granados, Joan Camilo ; Arteaga, Carolina ; cabrales, Carolina Arteaga ; Joan Camilo Granados Castro, .
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44. The Effect of Monetary Policy on Commodity Prices: Disentangling the Evidence for Individual Prices. (2011). Ojeda-Joya, Jair ; Granados, Joan Camilo ; Arteaga, Carolina ; cabrales, Carolina Arteaga ; Joan Camilo Granados Castro, .
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45. Causal modeling and inference for electricity markets. (2011). Loland, Anders ; Wilhelmsen, Mathilde ; Ferkingstad, Egil .
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46. A hybrid commodity price-forecasting model applied to the sugar–alcohol sector. (2011). Ribeiro, Celma O. ; Oliveira, Sydnei M..
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47. Asset Value, Interest Rates and Oil Price Volatility. (2011). Arora, Vipin.
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48. Oil Prices, Exchange Rates and Emerging Stock Markets. (2010). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
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49. Primary commodity prices: co-movements, common factors and fundamentals. (2010). Fiess, Norbert ; Fazio, Giorgio ; Byrne, Joseph.
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50. Editorial introduction of the special issue: Energy sector pricing and macroeconomic dynamics. (2009). Malliaris, Anastasios ; KYRTSOU, Catherine.
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