How connected is the agricultural commodity market to the news-based investor sentiment?

Long‐short speculator sentiment in agricultural commodity markets

(2022) Oliver Borgards et al.   INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS

The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns

(2021) Adam Makkonen 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

Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications

(2021) Muhammad Abubakr Naeem et al.   ENERGY ECONOMICS

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

(2021) Zaghum Umar et al.   RESOURCES POLICY

Patterns of Spillover in Energy, Agricultural, and Metal Markets: A Connectedness Analysis for Years 1780-2020

(2021) Zaghum Umar et al.   Finance Research Letters

Market uncertainty and sentiment around USDA announcements

(2021) An N. Q. Cao et al.   JOURNAL OF FUTURES MARKETS

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

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

Risk Transmission between Chinese and U.S. Agricultural Commodity Futures Markets—A CoVaR Approach

(2019) Yangmin Ke et al.   Sustainability

Vector autoregressive-based Granger causality test in the presence of instabilities

(2019) Barbara Rossi et al.   Stata Journal

CAUSAL ANALYSIS AFTER HAAVELMO

(2014) James Heckman et al.   ECONOMETRIC THEORY

Multifractal Detrended Cross-Correlation Analysis of agricultural futures markets

(2011) Ling-Yun He et al.   CHAOS SOLITONS & FRACTALS

Real-Time Measurement of Business Conditions

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