Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era

Oil price shocks and the return and volatility spillover between industrial and precious metals

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Spillovers in higher moments and jumps across US stock and strategic commodity markets

(2021) Elie Bouri et al.   RESOURCES POLICY

Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis

(2021) Zaghum Umar et al.   Pacific-Basin Finance Journal

Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis

(2021) Zaghum Umar et al.   Research in International Business and Finance

Analysis of the impact of COVID-19 on the correlations between crude oil and agricultural futures

(2020) Jian Wang et al.   CHAOS SOLITONS & FRACTALS

Can economic policy uncertainty help to forecast the volatility: A multifractal perspective

(2017) Zhicao Liu et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Energy prices and agricultural commodity prices: Testing correlation using copulas method

(2015) Krishna H. Koirala et al.   ENERGY

On the network topology of variance decompositions: Measuring the connectedness of financial firms

(2014) Francis X. Diebold et al.   JOURNAL OF ECONOMETRICS

Do food and oil prices co-move?

(2012) Juan C. Reboredo   ENERGY POLICY