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2022International Review of Financial Analysis: Vol. 82Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?Amine Ben Amar, Stéphane Goutte, Mohammad Isleimeyyeh, Ramzi Benkraiemhttp://dx.doi.org/10.1016/j.irfa.2022.102190
2022The Quarterly Review of Economics and Finance: Vol. 85Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear marketsAmine Ben Amar, Stéphane Goutte, Mohammad Isleimeyyehhttp://dx.doi.org/10.1016/j.eneco.2012.07.026
2021Energy Economics: Vol. 99Oil price shocks and the return and volatility spillover between industrial and precious metalsZaghum Umar, Francisco Jareño, Ana Escribanohttp://dx.doi.org/10.1016/j.eneco.2021.105291
2020Energy Economics: Vol. 85Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implicationsKousik Guhathakurta, Saumya Ranjan Dash, Debasish Maitrahttp://dx.doi.org/10.1016/j.eneco.2019.104566
2020Journal of Economic Studies: Vol. 47, Issue 7The global price of oil, QE and the US high yield rateAnastasios Malliaris, Mary E. Malliarishttp://dx.doi.org/10.1007/978-3-319-54885-2_6
2018Energy Economics: Vol. 69Asymmetric responses in the timing, and magnitude, of changes in Australian monthly petrol prices to daily oil price changesAbbas Valadkhani, Russell Smythhttp://dx.doi.org/10.1016/j.eneco.2017.10.034
2016Applied Energy: Vol. 169Long run dynamic volatilities between OPEC and non-OPEC crude oil pricesHassan Belkacem Ghassan, Hassan Rafdan AlHajhojhttp://dx.doi.org/10.1016/j.apenergy.2016.02.057
2016Energy Economics: Vol. 59How is volatility in commodity markets linked to oil price shocks?Maryam Ahmadi, Niaz Bashiri Behmiri, Matteo Manerahttp://dx.doi.org/10.1016/j.qref.2022.04.009
2015SSRN Electronic JournalHow is Volatility in Commodity Markets Linked to Oil Price Shocks?Maryam Ahmadi, Niaz Bashiri Behmiri, Matteo Manerahttp://dx.doi.org/10.2139/ssrn.2718074
2015Journal of African Business: Vol. 16, Issue 1-2Price Transmission and Threshold Behavior in the African Catfish Supply Chain in UgandaJames Obadiah Bukenya, Maurice Ssebisubihttp://dx.doi.org/10.1080/15228916.2015.1035598
2015Energy Economics: Vol. 52Asymmetric pricing of diesel at its sourceAbbas Valadkhani, Russell Smyth, Farshid Vahidhttp://dx.doi.org/10.1016/j.eneco.2015.10.010
2015Resources Policy: Vol. 45What are metal prices like? Co-movement, price cycles and long-run trendsAnja Rossenhttp://dx.doi.org/10.1016/j.resourpol.2015.06.002
2014The Energy Journal: Vol. 35, Issue 1Dynamic Adjustment of Crude Oil Price SpreadsAtanu Ghoshray, Tatiana Trifonovahttp://dx.doi.org/10.1108/JES-01-2020-0025
2013SSRN Electronic JournalTime Variation in Precious Metal Safe Haven Status Evidence from the USABrian M. Lucey, Sile Lihttp://dx.doi.org/10.2139/ssrn.2335402
2013Journal of International Financial Markets, Institutions and Money: Vol. 27A momentum threshold model of stock prices and country risk ratings: Evidence from BRICS countriesTengdong Liu, Shawkat Hammoudeh, Mark A. Thompsonhttp://dx.doi.org/10.1016/j.intfin.2013.07.013
2012Energy Economics: Vol. 34, Issue 6Asymmetric adjustments in the ethanol and grains marketsChia-Lin Chang, Li-Hsueh Chen, Shawkat Hammoudeh, Michael McAleerhttp://dx.doi.org/10.5547/01956574.35.1.7
2010SSRN Electronic JournalAsymmetric Adjustments in the Ethanol and Grains MarketsChia-Lin Chang, Li-Hsueh Chen, Shawkat M. Hammoudeh, Michael McAleerhttp://dx.doi.org/10.2139/ssrn.1729126

 

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