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1. Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China. (2021). Huo, Rui ; Ahmed, Abdullahi D.
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2. Determinants of the crude oil futures curve: Inventory, consumption and volatility. (2017). Yeung, Danny ; Thorp, Susan ; Nikitopoulos-Sklibosios, Christina ; Squires, Matthew.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:84:y:2017:i:c:p:53-67.

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3. An equilibrium model for spot and forward prices of commodities. (2017). Anthropelos, Michail ; Papapantoleon, Antonis ; Kupper, Michael.
   In: Papers.
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4. Forecasting oil price realized volatility: A new approach. (2016). Filis, George ; Degiannakis, Stavros.
   In: MPRA Paper.
   RePEc:pra:mprapa:69105.

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5. Comovement and the financialization of commodities. (2016). Taschini, Luca ; Bonato, Matteo.
   In: GRI Working Papers.
   RePEc:lsg:lsgwps:wp215.

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6. Increasing Trends in the Excess Comovement of Commodity Prices. (2016). Okimoto, Tatsuyoshi ; Ohashi, Kazuhiko .
   In: CAMA Working Papers.
   RePEc:een:camaaa:2016-09.

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7. Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data. (2015). Baruník, Jozef ; Avdulaj, Krenar ; Barunik, Jozef.
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8. Financialization in Commodity Markets: A Passing Trend or the New Normal?. (2015). Adams, Zeno.
   In: Working Papers on Finance.
   RePEc:usg:sfwpfi:2014:13.

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9. Can oil prices forecast exchange rates?. (2015). Rossi, Barbara ; Rogoff, Kenneth ; Ferraro, Domenico.
   In: Economics Working Papers.
   RePEc:upf:upfgen:1461.

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10. Market making and risk management in options markets. (2015). Boyd, Naomi.
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:18:y:2015:i:1:p:1-27.

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11. Cross-sectoral interactions in Islamic equity markets. (2015). Yılmaz, Mustafa ; Sensoy, Ahmet ; Hacihasanoglu, Erk ; Şensoy, Ahmet ; Yilmaz, Mustafa K. ; Ozturk, Kevser .
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    RePEc:eee:pacfin:v:32:y:2015:i:c:p:1-20.

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12. Dynamic convergence of commodity futures: Not all types of commodities are alike. (2015). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Hacihasanoglu, Erk ; Åžensoy, Ahmet.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:44:y:2015:i:c:p:150-160.

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13. Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates. (2015). Rossi, Barbara ; Rogoff, Kenneth ; Ferraro, Domenico.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:54:y:2015:i:c:p:116-141.

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14. Financialization in commodity markets: A passing trend or the new normal?. (2015). Adams, Zeno ; Gluck, Thorsten .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:60:y:2015:i:c:p:93-111.

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15. Do commodities add value in multi-asset portfolios? An out-of-sample analysis for different investment strategies. (2015). Wolff, Dominik ; Bessler, Wolfgang .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:60:y:2015:i:c:p:1-20.

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16. Oil prices and financial stress: A volatility spillover analysis. (2015). Soytas, Ugur ; Nazlioglu, Saban ; GUPTA, RANGAN.
    In: Energy Policy.
    RePEc:eee:enepol:v:82:y:2015:i:c:p:278-288.

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17. Interactions between oil and financial markets — Do conditions of financial stress matter?. (2015). Kao, Chung-Wei ; Wan, Jer-Yuh .
    In: Energy Economics.
    RePEc:eee:eneeco:v:52:y:2015:i:pa:p:160-175.

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18. Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data. (2015). Baruník, Jozef ; Avdulaj, Krenar.
    In: Energy Economics.
    RePEc:eee:eneeco:v:51:y:2015:i:c:p:31-44.

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19. Exogenous impacts on the links between energy and agricultural commodity markets. (2015). Yin, Libo ; Han, Liyan ; Zhou, Yimin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:49:y:2015:i:c:p:350-358.

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20. Does the Euro affect the dynamic relation between stock market liquidity and the business cycle?. (2015). Khallouli, Wajih ; Smimou, K.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:25:y:2015:i:c:p:125-153.

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21. Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics. (2015). Joets, Marc.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:247:y:2015:i:1:p:204-215.

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22. Precious metals, cereal, oil and stock market linkages and portfolio risk management: Evidence from Saudi Arabia. (2015). Mensi, walid ; Kang, Sang Hoon ; Hammoudeh, Shawkat.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:51:y:2015:i:c:p:340-358.

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23. Correlations between oil and stock markets: A wavelet-based approach. (2015). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:50:y:2015:i:c:p:212-227.

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24. Finanzspekulation und Rohstoffpreise. (2015). Rieth, Malte ; Hachula, Michael .
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    RePEc:diw:diwrup:63de.

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25. Can Oil Prices Forecast Exchange Rates?. (2015). Rossi, Barbara ; Rogoff, Kenneth ; Ferraro, Domenico.
    In: Working Papers.
    RePEc:bge:wpaper:803.

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26. A Tale for Two Tails: Explaining Extreme Events in Financialized Agricultural markets. (2015). Kalkuhl, Matthias ; Algieri, Bernardina ; Koch, Nicolas.
    In: 2015 Conference (59th), February 10-13, 2015, Rotorua, New Zealand.
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27. Sorting out commodity and macroeconomic risk in expected stock returns. (2014). Boons, M. F..
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28. Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence. (2014). Filis, George ; Antonakakis, Nikolaos ; Chatziantoniou, Ioannis.
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29. Liquidity Risk and the Dynamics of Arbitrage Capital. (2014). Vayanos, Dimitri ; Kondor, Péter.
    In: NBER Working Papers.
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30. Effects of Index-Fund Investing on Commodity Futures Prices. (2014). Wu, Jing Cynthia ; Hamilton, James.
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31. Bubbles, Food Prices, and Speculation: Evidence from the CFTCs Daily Large Trader Data Files. (2014). Aulerich, Nicole M. ; Irwin, Scott H. ; Garcia, Philip.
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32. Commodity returns co-movements: Fundamentals or style effect?. (2014). Moussa, Zakaria ; Darné, Olivier ; Darne, Olivier ; Charlot, Philippe.
    In: Working Papers.
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33. Liquidity risk and the dynamics of arbitrage capital. (2014). Vayanos, Dimitri ; Kondor, Péter.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:55910.

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34. Linear and non-linear Granger causality between oil spot and futures prices: A wavelet based test. (2014). Masih, Abul ; Alzahrani, Mohammed ; Al-Titi, Omar.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:48:y:2014:i:pa:p:175-201.

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35. Tail events: A new approach to understanding extreme energy commodity prices. (2014). Koch, Nicolas.
    In: Energy Economics.
    RePEc:eee:eneeco:v:43:y:2014:i:c:p:195-205.

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36. Liquidity Risk and the Dynamics of Arbitrage Capital. (2014). Vayanos, Dimitri ; Kondor, Péter.
    In: CEPR Discussion Papers.
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37. Monetary policy surprises, positions of traders, and changes in commodity futures prices. (2013). Gospodinov, Nikolay ; Jamali, Ibrahim.
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    RePEc:fip:fedawp:2013-12.

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38. The Effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Derivatives and Credit Default Swaps. (2013). Bernales, Alejandro ; Arrata, William ; Coudert, Virginie.
    In: SUERF 50th Anniversary Volume Chapters.
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39. 50 Years of Money and Finance: Lessons and Challenges. (2013). Balling, Morten ; Ayuso, Juan ; Blundell-Wignall, Adrian ; Coudert, Virginie ; Frost, Jon ; Blanco, Roberto ; de Haan, Jakob ; McCauley, Robert N. ; Ma, Guonan ; Molyneux, Philip ; Gnan, Ernest ; Atkinson, Paul ; Masciandaro, Donato ; Jackson, Patricia ; Llewellyn, David T. ; Thygesen, Niels C. ; Pattipeilohy, Christiaan ; Tabbae, Mostafa ; Goodhart, Charles ; White, William R. ; Roulet, Caroline ; Arrata, William ; Quintyn, Marc ; Bernales, Alejandro ; van den End, Willem .
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    RePEc:ags:gewi13:156108.

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40. A brief essay on the financialization of agricultural commodity markets. (2012). Girardi, Daniele.
    In: MPRA Paper.
    RePEc:pra:mprapa:44771.

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41. Do financial investors affect the price of wheat?. (2012). Girardi, Daniele.
    In: MPRA Paper.
    RePEc:pra:mprapa:40285.

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42. Futures basis, inventory and commodity price volatility: An empirical analysis. (2012). Symeonidis, Lazaros ; Prokopczuk, Marcel ; Brooks, Chris ; Lazar, Emese.
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    RePEc:pra:mprapa:39903.

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43. Convective Risk Flows in Commodity Futures Markets. (2012). Xiong, Wei ; Kirilenko, Andrei ; Cheng, Ing-Haw.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17921.

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44. Measuring contagion between energy market and stock market during financial crisis: A copula approach. (2012). Huang, Dengshi ; Wei, YU ; Wen, Xiaoqian.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:5:p:1435-1446.

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45. Futures basis, inventory and commodity price volatility: An empirical analysis. (2012). Symeonidis, Lazaros ; Prokopczuk, Marcel ; Brooks, Chris.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:6:p:2651-2663.

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46. The role of financial investments in agricultural commodity derivatives markets. (2012). Di Nino, Virginia ; Borin, Alessandro ; DiNino, Virginia .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_849_12.

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47. Financialization and Structural Change in Commodity Futures Markets. (2012). Irwin, Scott ; Sanders, Dwight R..
    In: Journal of Agricultural and Applied Economics.
    RePEc:ags:joaaec:130280.

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48. Does the Masters Hypothesis Explain Recent Food Price Spikes?. (2012). Irwin, Scott.
    In: 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil.
    RePEc:ags:iaae12:126877.

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49. Do financial investors affect commodity prices? The case of Hard Red Winter Wheat. (2011). Girardi, Daniele.
    In: MPRA Paper.
    RePEc:pra:mprapa:35670.

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