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Volatility spillover effects and cross hedging in corn and crude oil futures. (2011). Wu, Feng ; Guan, Zhengfei ; Myers, Robert J..
In: Journal of Futures Markets.
RePEc:wly:jfutmk:v:31:y:2011:i:11:p:1052-1075.

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  2. Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Luo, Jiawen ; Zhang, Zhendong.
    In: International Review of Financial Analysis.
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  8. Contemporaneous and lagged R2 decomposed connectedness approach: New evidence from the energy futures market. (2023). Gabauer, David ; Balli, Faruk ; Nhat, Tam Hoang.
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    In: Energy Economics.
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    In: Australian Journal of Agricultural and Resource Economics.
    RePEc:bla:ajarec:v:66:y:2022:i:2:p:447-470.

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  17. The impact of Brazil on global grain dynamics: A study on cross?market volatility spillovers. (2022). Mallory, Mindy L ; Avileis, Felipe G.
    In: Agricultural Economics.
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  18. Analyzing the frequency dynamics of volatility spillovers across precious and industrial metal markets. (2021). Lin, Boqiang ; Liu, Tangyong ; Gong, XU.
    In: Journal of Futures Markets.
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  20. Effectiveness of Artificial Neural Networks in Hedging against WTI Crude Oil Price Risk. (2021). Michalski, Marek ; Amasz, Bartosz ; Puka, Radosaw.
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  21. Cross hedging with stock index futures. (2021). Mohamad, Azhar ; Zainudin, Ahmad Danial.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:82:y:2021:i:c:p:128-144.

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  22. Tail dependence risk and spillovers between oil and food prices. (2021). Yoon, Seong-Min ; Hussain, Syed Jawad ; Hernandez, Jose Areola ; Hanif, Waqas.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:80:y:2021:i:c:p:195-209.

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  23. Cross-commodity hedging for illiquid futures: Evidence from Chinas base metal futures market. (2021). Tongurai, Jittima ; Chen, Xiangyu.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:49:y:2021:i:c:s1044028321000508.

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  24. Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method. (2021). Liu, Yun ; Gong, XU ; Wang, Xiong.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001277.

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  25. Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Suleman, Muhammed Tahir ; Boachie, Micheal Kofi.
    In: Energy.
    RePEc:eee:energy:v:219:y:2021:i:c:s0360544220326918.

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  26. Volatility spillovers between food and fuel markets: Do administrative regulations affect the transmission?. (2021). Rude, James ; Qiu, Feng ; An, Henry.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001413.

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  27. The Impact of Brazil on Global Grain Dynamics: A Study on Cross-Market Volatility Spillovers. (2021). Avileis, Felipe ; Mallory, Mindy.
    In: Papers.
    RePEc:arx:papers:2104.12706.

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    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:40:y:2020:i:5:p:722-748.

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  30. Estimating the connectedness of commodity futures using a network approach. (2020). Yu, Honghai ; Fang, Libing ; Ding, Sifang ; Xiao, Binqing.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:40:y:2020:i:4:p:598-616.

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  31. Conditional correlation and volatility between spot and futures markets for soybean and corn. (2020). Martines, Joo G ; de Sousa, Rui M ; Carlos , ; Tonin, Julyerme M.
    In: Agribusiness.
    RePEc:wly:agribz:v:36:y:2020:i:4:p:707-724.

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  32. Crude Oil Volatility Transmission Across Food Commodity Markets: A Multivariate BEKK-GARCH Approach. (2020). Maurya, Shipra ; Thenmozhi, M.
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:20:y:2020:i:2:p:131-164.

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  33. Risk Transmissions between Major Foreign Currencies: An Empirical Analysis from the U.S. Perspective. (2020). Baek, Chung.
    In: International Journal of Business and Economics.
    RePEc:ijb:journl:v:19:y:2020:i:2:p:151-168.

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  34. Does Bitcoin Hedge Commodity Uncertainty?. (2020). Nguyen, Thang ; Hoang, Khanh ; Poch, Kongchheng .
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:119-:d:369078.

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  35. The Impact of Implied Volatility Fluctuations on Vertical Spread Option Strategies: The Case of WTI Crude Oil Market. (2020). Iwaszczuk, Natalia ; Amasz, Bartosz.
    In: Energies.
    RePEc:gam:jeners:v:13:y:2020:i:20:p:5323-:d:427209.

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  36. Heterogeneous dependence between crude oil price volatility and China’s agriculture commodity futures: Evidence from quantile-on-quantile regression. (2020). Ma, Xiang ; Huang, Rui ; Zhu, Huiming ; Hau, Liya.
    In: Energy.
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    In: Energy Economics.
    RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930324x.

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    In: Agricultural Economics.
    RePEc:bla:agecon:v:51:y:2020:i:3:p:387-402.

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    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:2:p:396-:d:197566.

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    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:47:y:2019:i:c:p:174-194.

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    In: Economic Modelling.
    RePEc:eee:ecmode:v:82:y:2019:i:c:p:453-466.

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    In: Applied Economics and Finance.
    RePEc:rfa:aefjnl:v:5:y:2018:i:2:p:65-72.

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    In: Risks.
    RePEc:gam:jrisks:v:6:y:2018:i:4:p:120-:d:175263.

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    In: IJFS.
    RePEc:gam:jijfss:v:6:y:2018:i:2:p:44-:d:141779.

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    In: Energies.
    RePEc:gam:jeners:v:11:y:2018:i:6:p:1595-:d:153161.

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    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:42:y:2017:i:c:p:1274-1288.

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    In: Energy Economics.
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  52. Price trends and volatility scenarios for designing forest sector transformation. (2016). Bull, Gary ; Mabee, Warren ; Forsell, Nicklas ; Lochhead, Kyle ; Obersteiner, Michael ; Havlik, Petr ; Ghafghazi, Saeed .
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  60. Modelování provázanosti trhů potravin, biopaliv a fosilních paliv. (2014). Krištoufek, Ladislav ; Janda, Karel ; Štěpan Chrz, ; Kritoufek, Ladislav .
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