This study investigates the effects of oil price shocks on volatility of agricultural and metal
commodities. We decompose an oil price shock to its underlying components, including …

While the impacts of oil price changes on agricultural commodity markets are of great
interest to economists, previous studies do not differentiate oil-specific shocks from …

This paper studied the effect of global oil price shocks on agricultural commodities in China,
including strong wheat, corn, soybean, bean pulp, cotton and natural rubber. We regarded …

This study examines volatility transmission between oil and selected agricultural commodity
prices (wheat, corn, soybeans, and sugar). We apply the newly developed causality in …

This paper investigated the reaction of aggregate commodity market to oil price shocks and
also explored the effects of oil price shocks on China's fundamental industries: metals …

Any disruptive changes in the competitive environment, such as the US-China trade war,
may influence the price volatility of crude oil and agricultural commodities. This study …

The paper investigates the effects of oil price shocks on stock market volatility in Europe by
focusing on three measures of volatility, ie the conditional, the realized and the implied …

While there exists numerous studies on the macroeconomic effects of oil and commodity
shocks, the literature is quite silent on the impact of macroeconomic uncertainty on oil and …

In this study, the dynamic relation between global crude oil prices and stock prices is
investigated in terms of crude oil-exporting and-importing countries. The relationship …

This study analyses the implications of oil prices shocks for the BRICS economies. We
employed a time-varying structural vector autoregressive (TV-SVA) framework in which the …