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An analysis of commodity markets: What gain for investors?. (2013). Sharma, Susan ; Narayan, Seema.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:37:y:2013:i:10:p:3878-3889.

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  2. Evaluating the predictive power of intraday technical trading in Chinas crude oil market. (2022). Jin, Xiaoye.
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  3. Energy crypto currencies and leading U.S. energy stock prices: are Fibonacci retracements profitable?. (2022). Bhaskaran, Rajesh Kumar ; Nourani, Mohammad ; Gurrib, Ikhlaas.
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  4. The Profitability of Technical Analysis during the COVID-19 Market Meltdown. (2022). Gradojevic, Nikola ; Lento, Camillo.
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  5. Do Investment Strategies Matter for Trading Global Clean Energy and Global Energy ETFs?. (2022). Hsu, Chinning ; Ni, Yensen ; Day, Min-Yuh ; Huang, Paoyu.
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  6. Performance of intraday technical trading in China’s gold market. (2022). Jin, Xiaoye.
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  9. Technical Analysis, Energy Cryptos and Energy Equity Markets. (2022). Gurrib, Ikhlaas.
    In: International Journal of Energy Economics and Policy.
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  10. Central banks money market operations and daily stock returns. (2021). Sasidharan, Subash ; Chundakkadan, Radeef.
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  11. African equity markets’ exposure to oil and other commodities - implications for global portfolio diversification. (2021). ALAGIDEDE, IMHOTEP ; Sjo, BO ; Boako, Gideon.
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  13. Have trend-following signals in commodity futures markets become less reliable in recent years?. (2021). Auer, Benjamin R.
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  14. The Financialization of Crude Oil Markets and Its Impact on Market Efficiency: Evidence from the Predictive Ability and Performance of Technical Trading Strategies. (2021). Anghel, Andrei ; Tudor, Cristiana.
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  16. Terrorist attacks and oil prices: Hypothesis and empirical evidence. (2021). Gong, Qiang ; Narayan, Paresh Kumar ; Bach, Dinh Hoang.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000120.

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  17. The alpha momentum effect in commodity markets. (2021). Mikutowski, Mateusz ; Karathanasopoulos, Andreas ; Szczygielski, Jan Jakub ; Zaremba, Adam.
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  18. Economic news and the cross-section of commodity futures returns. (2021). Narayan, Paresh Kumar ; Bannigidadmath, Deepa.
    In: Journal of Behavioral and Experimental Finance.
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  19. Can the Leading US Energy Stock Prices be Predicted using the Ichimoku Cloud?. (2021). Kamalov, Firuz ; Gurrib, Ikhlaas ; Elshareif, Elgilani.
    In: International Journal of Energy Economics and Policy.
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  20. Modeling and forecasting commodity market volatility with long?term economic and financial variables. (2020). Walther, Thomas ; Nguyen, Duc Khuong.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:39:y:2020:i:2:p:126-142.

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  21. Investor strategies and Liquidity Premia in the European Green Bond market. (2020). Rannou, Yves ; Boutabba, Mohamed Amine.
    In: Post-Print.
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  22. The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach. (2020). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie ; Ji, Qiang.
    In: Research in International Business and Finance.
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  23. Analyzing volatility spillovers between oil market and Asian stock markets. (2020). Tiwari, Aviral ; Tingqiu, Cao ; Sarwar, Suleman.
    In: Resources Policy.
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  24. Investing in gold – Market timing or buy-and-hold?. (2020). Dichtl, Hubert ; Baur, Dirk G ; Wendt, Viktoria-Sophie ; Drobetz, Wolfgang.
    In: International Review of Financial Analysis.
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  25. Predictability in sovereign bond returns using technical trading rules: Do developed and emerging markets differ?. (2020). Fong, Tom ; Wu, Shui Tang.
    In: The North American Journal of Economics and Finance.
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  26. Do country risk and financial uncertainty matter for energy commodity futures?. (2019). Lee, Chien-Chiang ; Lien, Donald.
    In: Journal of Futures Markets.
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  27. Are cryptocurrencies contagious to Asian financial markets?. (2019). Hazrati, Shinta Amalina ; Soepriyanto, Gatot ; Handika, Rangga.
    In: Research in International Business and Finance.
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  28. Risk spillovers and portfolio management between precious metal and BRICS stock markets. (2019). Ruan, Weihua ; Fu, Yuyuan ; Jiang, Yonghong.
    In: Physica A: Statistical Mechanics and its Applications.
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  29. Portfolio management and dependencies among precious metal markets: Evidence from a Copula quantile-on-quantile approach. (2019). Wanas, Idries Mohammad ; Maitra, Debasish ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed.
    In: Resources Policy.
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    In: Resources Policy.
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  31. Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis. (2019). Wong, Wing-Keung ; Zhu, Zhenzhen ; Hoang, Thi-Hong-Van, ; el Khamlichi, Abdelbari.
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  32. Geopolitical risk and oil volatility: A new insight. (2019). Liu, Jing ; Zhang, Yaojie ; Tang, Yingkai ; Ma, Feng.
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  33. Liquidity pull-back and predictability of government security yield volatility. (2019). Sasidharan, Subash ; Chundakkadan, Radeef.
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  34. Oil price and automobile stock return co-movement: A wavelet coherence analysis. (2019). Pal, Debdatta ; Mitra, Subrata K.
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  35. Benefits and Consequences of Diversification: Evidence from Financialzed Commodity Portfolios. (2019). Ekananda, Mahjus ; Handika, Rangga.
    In: Asian Business Research Journal.
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  36. Economic significance of commodity return forecasts from the fractionally cointegrated VAR model. (2018). Xu, Ke ; Nielsen, Morten ; Narayan, Paresh Kumar ; Dolatabadi, Sepideh.
    In: Journal of Futures Markets.
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  37. The informational content of unconventional monetary policy on precious metal markets. (2018). Papadamou, Stephanos ; Sogiakas, Vasilios.
    In: Journal of Forecasting.
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  38. Modeling and forecasting commodity market volatility with long-term economic and financial variables. (2018). Walther, Thomas ; Nguyen, Duc Khuong.
    In: MPRA Paper.
    RePEc:pra:mprapa:84464.

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  39. Financialized Commodities and Stock Indices Volatilities. (2018). Handika, Rangga ; Ashraf, Sania.
    In: European Research Studies Journal.
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  40. The impact of monetary policy on gold price dynamics. (2018). Fan, Jingwen ; Tucker, Jon ; Zhu, Yanhui.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:44:y:2018:i:c:p:319-331.

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  41. Islamic spot and index futures markets: Where is the price discovery?. (2018). Karabiyik, Hande ; Westerlund, Joakim ; Bach, Dinh Hoang ; Narayan, Paresh Kumar.
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  42. Can economic policy uncertainty predict stock returns? Global evidence. (2018). Bach, Dinh Hoang ; Tran, Vuong Thao ; Sharma, Susan Sunila.
    In: Journal of International Financial Markets, Institutions and Money.
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  43. Does intraday technical trading have predictive power in precious metal markets?. (2018). Batten, Jonathan ; Urquhart, Andrew ; Peat, Maurice ; McGroarty, Frank ; Lucey, Brian M.
    In: Journal of International Financial Markets, Institutions and Money.
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  44. Will the energy price bubble burst?. (2018). Lee, Chien-Chiang ; Liu, Tie-Ying.
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  45. Forecasting the aggregate oil price volatility in a data-rich environment. (2018). Ma, Feng ; Zhang, Yaojie ; Wahab, M. I. M., ; Liu, Jing.
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  46. Convenience yield, realised volatility and jumps: Evidence from non-ferrous metals. (2018). Omura, Akihiro ; Todorova, Neda ; Chung, Richard ; Li, Bin.
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  47. DO TERRORIST ATTACKS IMPACT EXCHANGE RATE BEHAVIOR? NEW INTERNATIONAL EVIDENCE. (2018). Narayan, Paresh Kumar ; Bach, Dinh Hoang ; Khademalomoom, Siroos.
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  48. Demystifying the Meese–Rogoff puzzle: structural breaks or measures of forecasting accuracy?. (2017). Burns, Kelly ; Moosa, Imad.
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  49. Modelling the relationship between future energy intraday volatility and trading volume with wavelet. (2017). Ftiti, Zied ; JAWADI, Fredj ; Louhichi, Wal.
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  50. Economic significance of commodity return forecasts from the fractionally cointegrated VAR model. (2017). Nielsen, Morten ; Narayan, Paresh ; Xu, KE ; Dolatabadi, Sepideh.
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  51. Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis. (2017). Wong, Wing-Keung ; HOANG, Thi Hong Van ; EL KHAMLICHI, ABDELBARI ; van Hoang, Thi Hong.
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  52. Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?. (2017). Shahzad, Syed Jawad Hussain ; Jareño, Francisco ; Hussain, Syed Jawad ; Jareo, Francisco ; Ferrer, Roman ; Jammazi, Rania.
    In: International Review of Economics & Finance.
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  53. The financial economics of white precious metals — A survey. (2017). Vigne, Samuel A ; Yarovaya, Larisa ; Oconnor, Fergal A ; Lucey, Brian M.
    In: International Review of Financial Analysis.
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  54. Estimating the speed of adjustment to target levels: The case of energy prices. (2017). Narayan, Seema.
    In: Energy Economics.
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  55. Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Junior, Leonidas Sandoval .
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  56. Gold and inflation(s) – A time-varying relationship. (2017). Lucey, Brian M ; Vigne, Samuel A ; Sharma, Susan Sunila.
    In: Economic Modelling.
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  57. Parameter instability, stochastic volatility and estimation based on simulated likelihood: Evidence from the crude oil market. (2017). Nonejad, Nima.
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  58. A panel stationarity test with gradual structural shifts: Re-investigate the international commodity price shocks. (2017). Karul, Cagin ; Nazlioglu, Saban.
    In: Economic Modelling.
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  59. Examining the Common Dynamics of Commodity Futures Prices. (2017). Gross, Christian.
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  60. Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities. (2016). Verousis, Thanos ; Psaradellis, Ioannis ; Sermpinis, Georgios ; Stasinakis, Charalampos.
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  61. Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Junior, Leonidas Sandoval .
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  62. Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach. (2016). Heller, David ; Lahiani, Amine ; van Hoang, Thi Hong.
    In: Post-Print.
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  63. On the time scale behavior of equity-commodity links: Implications for portfolio management. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Sjo, BO.
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  64. Intraday volatility interaction between the crude oil and equity markets. (2016). Sharma, Susan ; Narayan, Paresh ; Bach, Dinh Hoang.
    In: Journal of International Financial Markets, Institutions and Money.
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  65. Stock return predictability and determinants of predictability and profits. (2016). Narayan, Paresh ; Bannigidadmath, Deepa.
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  66. Detecting nonlinear dependencies in eurozone peripheral equity markets: A multistep filtering approach. (2016). Bekiros, Stelios ; Avdoulas, Christos ; Boubaker, Sabri.
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  67. Do oil producing countries offer international diversification benefits? Evidence from GCC countries. (2016). Charfeddine, Lanouar ; Mimouni, Karim.
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  68. Global financial conditions and asset markets: Evidence from fragile emerging economies. (2016). Yildirim, Zekeriya.
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  69. Gold returns: Do business cycle asymmetries matter? Evidence from an international country sample. (2016). Apergis, Nicholas ; Eleftheriou, Sofia .
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  71. Can consumer price index predict gold price returns?. (2016). Sharma, Susan.
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  72. Interpreting the movement of oil prices: Driven by fundamentals or bubbles?. (2016). Zhang, Yue-Jun ; Yao, Ting.
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  73. Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach. (2016). Lahiani, Amine ; HOANG, Thi Hong Van ; Heller, David ; van Hoang, Thi Hong.
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  75. Time-varying saving–investment relationship and the Feldstein–Horioka puzzle. (2016). Ma, Wei ; Li, Haiqi.
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  76. Competition and petrol pricing in the smartphone era: Evidence from Singapore. (2016). Liu, Ming-Hua ; Zhang, Yang ; Margaritis, Dimitris.
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  80. Oil prices, exchange rate, and the price asymmetry in the Taiwanese retail gasoline market. (2016). Chou, Kuo-Wei ; Tseng, Yi-Heng.
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