COVID‐19 and tail risk contagion across commodity futures markets

Effects of the Covid‐19 pandemic on derivatives markets: Evidence from global futures and options exchanges

(2022) Ekaterina E. Emm et al.   JOURNAL OF FUTURES MARKETS

Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities

(2022) Saqib Farid et al.   ENERGY ECONOMICS

Contagion and Tail Risk in Complex Financial Networks

(2022) Kumushoy Abduraimova   JOURNAL OF BANKING & FINANCE

The impact of COVID‐19 on the interdependence between US and Chinese oil futures markets

(2022) Yongmin Zhang et al.   JOURNAL OF FUTURES MARKETS

Does clean energy matter? Revisiting the spillovers between energy and foreign exchange markets

(2022) Yang Liu et al.   JOURNAL OF FUTURES MARKETS

Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain

(2022) Muhammad Abubakr Naeem et al.   ENERGY ECONOMICS

Dynamic spillover transmission in agricultural commodity markets: What has changed after the COVID-19 threat?

(2022) Małgorzata Just et al.   ECONOMICS LETTERS

Time‐varying pure contagion effect between energy and nonenergy commodity markets

(2022) Xu Gong et al.   JOURNAL OF FUTURES MARKETS

Hedging commodities in times of distress: The case of COVID‐19

(2022) Luiz Augusto Magalhães et al.   JOURNAL OF FUTURES MARKETS

COVID-19 impact on multifractality of energy prices: Asymmetric multifractality analysis

(2022) Khalid Khan et al.   ENERGY

Time-frequency connectedness between energy and nonenergy commodity markets during COVID-19: Evidence from China

(2022) Hao Chen et al.   RESOURCES POLICY

Multivariate crash risk

(2021) Fousseni Chabi-Yo et al.   JOURNAL OF FINANCIAL ECONOMICS

Cross-border systemic risk spillovers in the global oil system: Does the oil trade pattern matter?

(2021) Bo Zhu et al.   ENERGY ECONOMICS

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

(2021) Zaghum Umar et al.   APPLIED ECONOMICS

Connectedness between oil and agricultural commodity prices during tranquil and volatile period. Is crude oil a victim indeed?

(2021) Yanpeng Sun et al.   RESOURCES POLICY

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

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

Oil prices and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak

(2021) Ngo Thai Hung   RESOURCES POLICY

Impact of COVID-19 pandemic on crude oil prices: Evidence from Econophysics approach

(2021) Cheima Gharib et al.   RESOURCES POLICY

The effects of commodity financialization on commodity market volatility

(2021) Shusheng Ding et al.   RESOURCES POLICY

Cross-stock market spillovers through variance risk premiums and equity flows

(2021) Masazumi Hattori et al.   JOURNAL OF INTERNATIONAL MONEY AND FINANCE

COVID-19 impact on commodity futures volatilities

(2021) Yongmin Zhang et al.   Finance Research Letters

Volatility spillovers in commodity futures markets: A network approach

(2021) Jian Yang et al.   JOURNAL OF FUTURES MARKETS

Safe-haven properties of soft commodities during times of Covid-19

(2021) Ghulame Rubbaniy et al.   Journal of Commodity Markets

COVID-19 induced lockdown effects on agricultural commodity prices and consumer behaviour in India – Implications for food loss and waste management

(2021) AG Adeeth Cariappa et al.   SOCIO-ECONOMIC PLANNING SCIENCES

Food supply chains during the COVID‐19 pandemic

(2020) Jill E. Hobbs   CANADIAN JOURNAL OF AGRICULTURAL ECONOMICS-REVUE CANADIENNE D AGROECONOMIE

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

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

Real-Time Measurement of Business Conditions

(2009) S. Borağan Aruoba et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Pair-copula constructions of multiple dependence

(2007) Kjersti Aas et al.   INSURANCE MATHEMATICS & ECONOMICS