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Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets. (2016). Enders, Walter ; Brooks, Robert ; Teterin, Pavel .
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:38:y:2016:i:pa:p:22-36.

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  1. Forecasting the volatility of crude oil basis: Univariate models versus multivariate models. (2024). Wang, Yudong ; Geng, Qianjie.
    In: Energy.
    RePEc:eee:energy:v:295:y:2024:i:c:s0360544224007412.

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  2. Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?. (2023). Zhang, Han.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004045.

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  3. What can be learned from the historical trend of crude oil prices? An ensemble approach for crude oil price forecasting. (2023). Wang, Shouyang ; Wei, Yunjie ; Lin, Wencan ; Cheng, Zishu.
    In: Energy Economics.
    RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002347.

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  4. The US-China trade war and the volatility linkages between energy and agricultural commodities. (2023). Poon, Wai-Ching ; Bouri, Elie ; Hasanov, Akram Shavkatovich ; Ling, Natalie Fang.
    In: Energy Economics.
    RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001032.

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  5. Samuelson hypothesis and carry arbitrage: U.S. and China. (2022). Brooks, Joshua A.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001012.

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  6. Oil Price Pass through to Agricultural Commodities†. (2021). Skolrud, Tristan ; Lundberg, Clark ; Chatrath, Arjun ; Adrangi, Bahram.
    In: American Journal of Agricultural Economics.
    RePEc:wly:ajagec:v:103:y:2021:i:2:p:721-742.

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  7. Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Suleman, Muhammed Tahir ; Boachie, Micheal Kofi.
    In: Energy.
    RePEc:eee:energy:v:219:y:2021:i:c:s0360544220326918.

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  8. The role of news sentiment in oil futures returns and volatility forecasting: Data-decomposition based deep learning approach. (2021). Wang, Shouyang ; Li, Xuerong ; Jiang, Shangrong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000451.

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  9. A model of dynamic tail dependence between crude oil prices and exchange rates. (2021). Ye, Wuyi ; Guo, Ranran.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001534.

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  10. The causal linkage between inflation and inflation uncertainty under structural breaks: Evidence from Turkey. (2021). Üçler, Gülbahar ; Bulut, Umit ; Apergis, Nicholas ; Ozsahin, Serife.
    In: Manchester School.
    RePEc:bla:manchs:v:89:y:2021:i:3:p:259-275.

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  11. Movements in international bond markets: The role of oil prices. (2020). GUPTA, RANGAN ; Bouri, Elie ; Nazlioglu, Saban.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:68:y:2020:i:c:p:47-58.

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  12. Heterogeneous dependence between crude oil price volatility and China’s agriculture commodity futures: Evidence from quantile-on-quantile regression. (2020). Ma, Xiang ; Huang, Rui ; Zhu, Huiming ; Hau, Liya.
    In: Energy.
    RePEc:eee:energy:v:213:y:2020:i:c:s0360544220318880.

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  13. Price and volatility linkages between international REITs and oil markets. (2020). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban.
    In: Energy Economics.
    RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301195.

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  14. Movements in International Bond Markets: The Role of Oil Prices. (2019). GUPTA, RANGAN ; Bouri, Elie ; Nazlioglu, Saban.
    In: Working Papers.
    RePEc:pre:wpaper:201935.

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  15. Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models?. (2019). He, Ling-Yun ; Ripple, Ronald ; Yao, Ting ; Zhang, Yue-Jun.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:59:y:2019:i:c:p:302-317.

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  16. Modeling volatility of precious metals markets by using regime-switching GARCH models. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Mubashra, Sana ; Naeem, Muhammad.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719303022.

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  17. Correlation dynamics of crude oil with agricultural commodities: A comparison between energy and food crops. (2019). Mitra, Subrata K ; Pal, Debdatta.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:82:y:2019:i:c:p:453-466.

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  18. International interdependence between cash crop and staple food futures price indices: A wavelet-BEKK-GARCH assessment. (2018). Heckelei, Thomas ; Grosche, S ; Amrouk, E M.
    In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia.
    RePEc:ags:iaae18:277376.

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  19. Study on spillover effect between international soybean market and Chinas domestic soybean market. (2017). Ma, Kun ; Diao, Gang.
    In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA.
    RePEc:col:000107:016035.

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  20. Study on spillover effect between international soybean market and Chinas domestic soybean market. (2017). Ma, Kun ; Diao, Gang.
    In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA.
    RePEc:col:000107:016034.

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  21. Study on spillover effect between international soybean market and Chinas domestic soybean market. (2017). Ma, Kun ; Diao, Gang.
    In: Revista ESPE - Ensayos sobre Política Económica.
    RePEc:bdr:ensayo:v:35:y:2017:i:84:p:260-266.

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  22. .

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