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Risk appetite and the prices of precious metals. (2019). Qadan, Mahmoud.
In: Resources Policy.
RePEc:eee:jrpoli:v:62:y:2019:i:c:p:136-153.

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    RePEc:eee:jbfina:v:84:y:2017:i:c:p:9-24.

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  31. Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations?. (2017). Molnár, Peter ; Lyócsa, Štefan ; Todorova, Neda ; Molnar, Peter ; Lyocsa, Tefan.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:51:y:2017:i:c:p:228-247.

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  32. “De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets. (2017). Chevallier, Julien ; Guesmi, Khaled ; Zhang, Yue-Jun.
    In: Energy Economics.
    RePEc:eee:eneeco:v:68:y:2017:i:c:p:228-239.

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  33. Modeling and predicting oil VIX: Internet search volume versus traditional mariables. (2017). Campos, I ; Reyes, T ; Cortazar, G.
    In: Energy Economics.
    RePEc:eee:eneeco:v:66:y:2017:i:c:p:194-204.

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  34. The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes. (2017). Tiwari, Aviral ; Roubaud, David ; Mensi, walid ; Bouri, Elie ; Al-Yahyaee, Khamis.
    In: Energy Economics.
    RePEc:eee:eneeco:v:66:y:2017:i:c:p:122-139.

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  35. Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis. (2017). Pal, Debdatta ; Mitra, Subrata K.
    In: Energy Economics.
    RePEc:eee:eneeco:v:62:y:2017:i:c:p:230-239.

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  36. 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 .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:256:y:2017:i:3:p:945-961.

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  37. A panel stationarity test with gradual structural shifts: Re-investigate the international commodity price shocks. (2017). Karul, Cagin ; Nazlioglu, Saban.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:61:y:2017:i:c:p:181-192.

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  38. Oil and stock markets before and after financial crises : a local Gaussian correlation approach. (2017). Panagiotidis, Theodore ; Bampinas, Georgios.
    In: Bank of Estonia Working Papers.
    RePEc:eea:boewps:wp2016-11.

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  39. Examining the Common Dynamics of Commodity Futures Prices. (2017). Gross, Christian.
    In: CQE Working Papers.
    RePEc:cqe:wpaper:6317.

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  40. Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2017). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; Derek, Julien Chevallier .
    In: The Energy Journal.
    RePEc:aen:journl:ej38-2-bunn.

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  41. Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri.
    In: MPRA Paper.
    RePEc:pra:mprapa:75740.

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  42. 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 .
    In: MPRA Paper.
    RePEc:pra:mprapa:73397.

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  43. Comovement and the financialization of commodities. (2016). Taschini, Luca ; Bonato, Matteo.
    In: GRI Working Papers.
    RePEc:lsg:lsgwps:wp215.

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  44. Increasing Trends in the Excess Comovement of Commodity Prices. (2016). Okimoto, Tatsuyoshi ; Ohashi, Kazuhiko .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2016-09.

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  45. Stock markets’ bubbles burst and volatility spillovers in agricultural commodity markets. (2016). Baldi, Lucia ; Peri, Massimo ; Vandone, Daniela.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:38:y:2016:i:c:p:277-285.

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  46. A time-varying copula approach for modelling dependency: New evidence from commodity and stock markets. (2016). Charfeddine, Lanouar ; Benlagha, Noureddine.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:37-38:y:2016:i::p:168-189.

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  47. Increasing trends in the excess comovement of commodity prices. (2016). Okimoto, Tatsuyoshi ; Ohashi, Kazuhiko .
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:1:y:2016:i:1:p:48-64.

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  48. Financial Markets and Agricultural Commodities: Volatility Impulse Response Analysis. (2016). Vandone, Daniela ; Peri, Massimo ; Baldi, Lucia.
    In: 2016 International European Forum (151st EAAE Seminar), February 15-19, 2016, Innsbruck-Igls, Austria.
    RePEc:ags:iefi16:244461.

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  49. Comovements and Volatility Spillover in Commodity Markets. (2016). Wu, Ximing ; Chen, Sihong .
    In: 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts.
    RePEc:ags:aaea16:235686.

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