Dynamic spillovers of geopolitical risks and gold prices: New evidence from 18 emerging economies
Y Li, J Huang, J Chen - Resources Policy, 2021 - Elsevier
Based on the spillover index model, we study the dynamic spillover effects between the
geopolitical risks of 18 emerging countries and gold prices from February 1985 to June …
geopolitical risks of 18 emerging countries and gold prices from February 1985 to June …
On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis
The low correlation between commodities and traditional assets, particularly after the crash
of the equity market in the year 2000, is seemingly a major factor influencing global …
of the equity market in the year 2000, is seemingly a major factor influencing global …
Does hydropower production influence agriculture industry growth to achieve sustainable development in the EU economies?
M Alsaleh, AS Abdul-Rahim - Environmental Science and Pollution …, 2023 - Springer
There are many advantages of the hydropower industry, as an environmentally friendly
resource, and also some challenges that need to be overcome to fully exploit this …
resource, and also some challenges that need to be overcome to fully exploit this …
[HTML][HTML] Alarming contagion effects: the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures …
The inherent financial interconnections between crude oil prices, carbon emission
allowances, and agriculture commodity futures warrant a thorough investigation as fossil …
allowances, and agriculture commodity futures warrant a thorough investigation as fossil …
TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes
Amidst the current global inflationary challenges, the concurrent rise of energy and
agricultural commodity prices, which constitute the primary components of consumer prices …
agricultural commodity prices, which constitute the primary components of consumer prices …
Extreme co-movements between decomposed oil price shocks and sustainable investments
This paper investigates the extreme co-movements between three types of decomposed oil
price shocks, eg, supply shock, demand shock, and risk shock, and sustainable investments …
price shocks, eg, supply shock, demand shock, and risk shock, and sustainable investments …
Time-frequency dynamics of return spillover from crude oil to agricultural commodities
We explore return spillover from crude oil to ethanol, corn, soybean and wheat on daily data
during 17 May 2005–27 June 2018. This study is unique in capturing the time-frequency …
during 17 May 2005–27 June 2018. This study is unique in capturing the time-frequency …
The connectedness between natural resource commodities and stock market indices: Evidence from the Chinese economy
CL Chang, M Fang - Resources Policy, 2022 - Elsevier
Currently, the prices of natural resource commodities are considered as the foremost factor
influencing stock market indices, which has attracted the attention of researchers and …
influencing stock market indices, which has attracted the attention of researchers and …
Return and volatility connectedness among commodity markets during major crises periods: Static and dynamic analyses with asymmetries
MA Adeleke, OB Awodumi, AO Adewuyi - Resources Policy, 2022 - Elsevier
The role of the commodity markets in terms of contributions to output, income and
employment and in the transmission of global economic and financial shocks cannot be …
employment and in the transmission of global economic and financial shocks cannot be …
Investigating the spillovers between energy, food, and agricultural commodity markets: New insights from the quantile coherency approach
The prime objective of this research is to analyze the spillovers and associations between
the commodity markets of energy, food, and agriculture products. In doing so, the authors …
the commodity markets of energy, food, and agriculture products. In doing so, the authors …