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Economic importance of correlations for energy and other commodities. (2022). Narayan, Paresh Kumar ; Bannigidadmath, Deepa.
In: Energy Economics.
RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000408.

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  2. Green innovation, natural extreme events, and energy transition: Evidence from Asia-Pacific economies. (2023). Chang, Chun-Ping ; Ma, Jie ; Wang, Xiao-Yang ; Wen, Jun ; Wei, Jia.
    In: Energy Economics.
    RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001366.

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  3. Trade policy uncertainty and financial investment: Evidence from Chinese energy firms. (2023). He, Zhongshi ; Zhan, Zhimin ; Lan, Fei ; Lin, Qianru.
    In: Energy Economics.
    RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005539.

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  4. Time-frequency connectedness between energy and nonenergy commodity markets during COVID-19: Evidence from China. (2022). Peng, Yun ; Chen, Hao ; Xu, Chao.
    In: Resources Policy.
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  39. Energy futures prices and commodity index investment: New evidence from firm-level position data. (2014). Irwin, Scott ; Sanders, Dwight R..
    In: Energy Economics.
    RePEc:eee:eneeco:v:46:y:2014:i:s1:p:s57-s68.

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  40. Price discrimination and limits to arbitrage: An analysis of global LNG markets. (2014). Ritz, Robert.
    In: Energy Economics.
    RePEc:eee:eneeco:v:45:y:2014:i:c:p:324-332.

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  41. A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil. (2014). Kilian, Lutz ; Baumeister, Christiane.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10162.

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  42. Financialization of Commodity Markets. (2014). Cheng, Ing-Haw ; Xiong, Wei.
    In: Annual Review of Financial Economics.
    RePEc:anr:refeco:v:6:y:2014:p:419-441.

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  43. Oil Volatility Risk and Expected Stock Returns. (2014). Christoffersen, Peter ; Pan, Xuhui .
    In: CREATES Research Papers.
    RePEc:aah:create:2015-06.

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  44. COMMODITY PRICE DYNAMICS AND DERIVATIVE VALUATION: A REVIEW. (2013). Prokopczuk, Marcel ; Back, Janis .
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:16:y:2013:i:06:n:s0219024913500325.

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  45. Futures trading and the excess comovement of commodity prices. (2013). Sévi, Benoît ; le Pen, Yannick ; Sevi, Benoit.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-19.

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  46. Futures trading and the excess comovement of commodity prices. (2013). Sevi, Benoit ; le Pen, Yannick.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-019.

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  47. Futures trading and the excess comovement of commodity prices. (2013). Sevi, Benoit ; le Pen, Yannick.
    In: Working Papers.
    RePEc:ipg:wpaper:19.

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  48. Monetary policy surprises, positions of traders, and changes in commodity futures prices. (2013). Gospodinov, Nikolay ; Jamali, Ibrahim.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2013-12.

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  49. Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2013). Sevi, Benoit ; le Pen, Yannick ; Chevallier, Julien ; Bunn, Derek.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/11692.

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  50. Volatility Risk Premia and Exchange Rate Predictability. (2013). Sarno, Lucio ; Ramadorai, Tarun ; Della Corte, Pasquale.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9549.

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