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Financialization, crisis and commodity correlation dynamics

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References

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2013Speculators, commodities and cross-market linkages617 cited
2016Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets

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2011Should investors include commodities in their portfolios after all? New evidence342 cited

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2014Modeling volatility and correlations between emerging market stock prices and the prices of copper, oil and wheat321 cited

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2012Measuring contagion between energy market and stock market during financial crisis: A copula approach273 cited

2019Time-Varying Impact of Geopolitical Risks on Oil Prices259 cited

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2020Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China239 cited