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How connected is the agricultural commodity market to the news-based investor sentiment?
16 references·1 citing·33 second hop
How connected is the agricultural commodity market to the news-based investor sentiment? (2022)How connected is the agricultural commodi…The Unprecedented Stock Market Reaction to COVID-19 (2020)The Unprecedented Stock Marke…Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Refined Measures of Dynamic C…How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques (2020)How COVID-19 drives connected…Economic uncertainty before and during the COVID-19 pandemic (2020)Economic uncertainty before a…COVID-Induced Economic Uncertainty (2020)COVID-Induced Economic Uncert…Information interdependence among energy, cryptocurrency and major commodity markets (2019)Information interdependence a…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)Dynamic spillover effects amo…Speculators, commodities and cross-market linkages (2013)Speculators, commodities and …Index Investment and the Financialization of Commodities (2012)Index Investment and the Fina…Financialization, crisis and commodity correlation dynamics (2012)Financialization, crisis and …Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Real-Time Measurement of Business Conditions (2009)Real-Time Measurement of Busi…Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Measuring Financial Asset Ret…Estimation and Inference of Impulse Responses by Local Projections (2005)Estimation and Inference of I…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter? (2024)Forecasting the realized vola…Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Dynamic Conditional Correlation (2002)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Financialization of Commodity Markets (2013)A Model of Financialization of Commodities (2016)Discretion versus policy rules in practice (1993)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Macroeconomic Shocks and Their Propagation (2016)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Measuring Geopolitical Risk (2022)Measuring Uncertainty (2015)A critical analysis of the impacts of COVID-19 on the global economy and ecosystems and opportunities for circular economy strategies (2020)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)Fear, lockdown, and diversion: Comparing drivers of pandemic economic decline 2020 (2020)Efficient Tests for an Autoregressive Unit Root (1996)Return connectedness across asset classes around the COVID-19 outbreak (2020)Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies (2021)Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets (2022)Irreversibility, Uncertainty, and Cyclical Investment (1980)Investment Under Uncertainty. (1994)A Literature Review of the Economics of Covid-19 (2020)COVID-19 pandemic and economic crisis: the Nigerian experience and structural causes (2020)Energy consumption, economic policy uncertainty and carbon emissions; causality evidence from resource rich economies (2020)The robustness of identified VAR conclusions about money (1998)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)The Role of Monetary Policy (1995)The Impact of Uncertainty Shocks (2009)Stock markets’ reaction to COVID-19: Cases or fatalities? (2020)
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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
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397 cited
  • 2019Information interdependence among energy, cryptocurrency and major commodity markets303 cited
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    • 2024Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?22 cited