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2. Gauging the Effect of Influential Observations on Measures of Relative Forecast Accuracy in a Post-COVID-19 Era: Application to Nowcasting Euro Area GDP Growth. (2021). Siliverstovs, Boriss.
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1. Commodity momentum decomposition. (2023). Sakemoto, Ryuta ; Iwanaga, Yasuhiro.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:43:y:2023:i:2:p:198-216.

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2. Do terms of trade affect economic growth? Robust evidence from India. (2023). Singh, Tarlok.
   In: Economics of Transition and Institutional Change.
   RePEc:wly:ectrin:v:31:y:2023:i:2:p:491-521.

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3. How do countries deal with global uncertainty? Domestic ability to absorb shock through the lens of the economic complexity and export diversification. (2023). Schinckus, Christophe ; Nguyen, Canh Phuc.
   In: Quality & Quantity: International Journal of Methodology.
   RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01478-7.

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4. Understanding Commodity Investments: Factor Analysis and Bibliometric Findings. (2023). Mirea, Marioara ; Munteanu, Ionela.
   In: Ovidius University Annals, Economic Sciences Series.
   RePEc:ovi:oviste:v:xxiii:y:2023:i:1:p:438-443.

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5. Cointegration between high base metals prices and backwardation: Getting ready for the metals super-cycle. (2023). Labeaga, Jose ; Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001216.

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6. Dynamic comovement and extreme risk spillovers between international crude oil and Chinas non-ferrous metal futures market. (2023). Zeng, Song ; Zhang, Tianding.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722007061.

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7. Global supply chain pressure and commodity markets: Evidence from multiple wavelet and quantile connectedness analyses. (2023). Gözgör, Giray ; Yarovaya, Larisa ; Khalfaoui, Rabeh ; Gozgor, Giray.
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10. Common factors of commodity prices. (2022). Giannone, Domenico ; Ferrara, Laurent ; delle Chiaie, Simona.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:37:y:2022:i:3:p:461-476.

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11. Common Drivers of Commodity Futures?. (2022). Walther, Thomas ; Nguyen, Duc Khuong ; Klein, Tony ; Dudda, Tom.
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12. Forecasting oil Prices: can large BVARs help?. (2022). Zhang, BO ; Nguyen, BH.
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13. World Commodity Prices and Economic Activity in Advanced and Emerging Economies. (2022). Serletis, Apostolos ; Liu, Jinan.
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14. Copper price forecasted by hybrid neural network with Bayesian Optimization and wavelet transform. (2022). Yi, Jiahui ; Cheng, Jinhua ; Liu, Kailei.
    In: Resources Policy.
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15. Modeling global real economic activity: Evidence from variable selection across quantiles. (2022). Stolbov, Mikhail ; Shchepeleva, Maria.
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16. Common factors and the dynamics of cereal prices. A forecasting perspective. (2022). Rubaszek, Michał ; Paccagnini, Alessia ; Kwas, Marek.
    In: Journal of Commodity Markets.
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17. Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
18. Oil price volatility predictability based on global economic conditions. (2022). Lai, Xiaodong ; Guo, Yangli ; Ma, Feng ; Li, Haibo.
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19. Unexpected economic growth and oil price shocks. (2022). Liao, Hua ; Wang, Fangzhi.
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20. Efficient markets are more connected: An entropy-based analysis of the energy, industrial metal and financial markets. (2022). Wang, Xiaoyang.
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21. Extreme price co-movement of commodity futures and industrial production growth: An empirical evaluation. (2022). Pantelous, Athanasios A ; Xie, Yuxin ; Wen, Xiaoqian.
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22. Forecasting equity returns: The role of commodity futures along the supply chain. (2021). Wu, Chongfeng ; Li, Chenchen ; Zhou, Chunyang.
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23. The dynamics of commodity return comovements. (2021). Wichmann, Robert ; Simen, Chardin Wese ; Prokopczuk, Marcel.
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24. Predictability of Aggregated Time Series. (2021). Snudden, Stephen ; Reinhard, Stephen Snudden.
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25. Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices. (2021). Lucchetti, Riccardo ; Casoli, Chiara.
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26. The price of crude oil and (conditional) out-of-sample predictability of world industrial production. (2021). Nonejad, Nima.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:23:y:2021:i:c:s2405851321000015.

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27. Speculation and the informational efficiency of commodity futures markets. (2021). Sulewski, Christoph ; Putz, Alexander ; Bohl, Martin T.
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28. Speculation and informational efficiency in commodity futures markets. (2021). Bonnier, Jean-Baptiste.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:117:y:2021:i:c:s026156062100108x.

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29. GEA tracker: A daily indicator of global economic activity. (2021). Perez Quiros, Gabriel ; Diaz, Elena Maria ; Perez-Quiros, Gabriel.
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30. A comparison of monthly global indicators for forecasting growth. (2021). Guérin, Pierre ; Guerin, Pierre ; Baumeister, Christiane.
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31. Forecasting crude oil prices with DSGE models. (2021). Rubaszek, Michał.
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32. Liquidity effects on price and return co-movements in commodity futures markets. (2021). Ding, Shusheng ; Zhang, Yongmin.
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33. Forecasting energy commodity prices: A large global dataset sparse approach. (2021). Vespignani, Joaquin ; Ravazzolo, Francesco ; Ferrari, Davide.
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34. Financialization, idiosyncratic information and commodity co-movements. (2021). Pan, Jiaofeng ; Wu, Fei ; Ji, Qiang ; Ma, Yan-Ran.
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35. The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis. (2021). Szafranek, Karol ; Rubaszek, Michał ; Uddin, Gazi Salah.
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36. Investigating dynamic price co-movements in the international milk market using copulas: The role of trade agreements. (2021). Rokopanos, Andreas ; Rezitis, Anthony ; Tsionas, Mike G.
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37. Terms-of-trade shocks are not all alike. (2021). Petrella, Ivan ; Juvenal, Luciana ; Dipace, Federico ; di Pace, Federico.
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38. Inference in heavy-tailed non-stationary multivariate time series. (2021). Cavaliere, Giuseppe ; Barigozzi, Matteo ; Trapani, Lorenzo.
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39. Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices. (2021). Lucchetti, Riccardo (Jack) ; Casoli, Chiara.
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40. A Dynamic Analysis of Collusive Action: The Case of the World Copper Market, 1882-2016. (2020). Stuermer, Martin ; Rausser, Gordon.
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41. Global Flight-to-Safety Shocks. (2020). Ahmed, Rashad.
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42. A Comparison of Monthly Global Indicators for Forecasting Growth. (2020). Guérin, Pierre ; Baumeister, Christiane.
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43. Does the Commodity Super Cycle Matter?. (2020). Schmitt-Grohe, Stephanie ; FERNÁNDEZ MARTIN, ANDRÉS ; Uribe, Martin.
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44. Commodity price pass-through and inflation regimes. (2020). Lan, Hao ; Abbas, Syed.
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45. Global economic activity indexes revisited. (2020). Funashima, Yoshito.
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46. Does the Commodity Super Cycle Matter?. (2020). FERNÁNDEZ MARTIN, ANDRÉS ; Uribe, Martin ; Schmitt-Grohe, Stephanie ; Fernandez, Andres.
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47. A Comparison of Monthly Global Indicators for Forecasting Growth. (2020). Guérin, Pierre ; Baumeister, Christiane.
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48. Carry Trades and Commodity Risk Factors. (2017). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher.
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49. The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies.. (2015). Manera, Matteo ; Galeotti, Marzio ; Bastianin, Andrea.
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