The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels

Return and volatility transmission between oil price shocks and agricultural commodities

(2021) Zaghum Umar et al.   PLoS One

Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact

(2021) Oliver Borgards 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

Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations

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

A tale of company fundamentals vs sentiment driven pricing: The case of GameStop

(2021) Zaghum Umar et al.   Journal of Behavioral and Experimental Finance

The COVID-19 pandemic and speculation in energy, precious metals, and agricultural futures

(2021) Imtiaz Sifat et al.   Journal of Behavioral and Experimental Finance

Introduction to the special issue on COVID‐19 and the Canadian agriculture and food sectors: Thoughts from the pandemic onset

(2020) Alan P. Ker et al.   CANADIAN JOURNAL OF AGRICULTURAL ECONOMICS-REVUE CANADIENNE D AGROECONOMIE

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

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

Infectious Diseases, Market Uncertainty and Oil Market Volatility

(2020) Elie Bouri et al.   Energies

Wavelet analysis of the co-movement and lead–lag effect among multi-markets

(2018) Qi Sun et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

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

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