The nexus between mineral, renewable commodities, and regional stock sectors during health and military crises

NS Al-Nassar, R Assaf, A Chaibi, B Makram - Resources Policy, 2024 - Elsevier
We examine the return and volatility spillover dynamics and their portfolio implications
among regional stock super-sectors, mineral (Energy, Industrial, and Precious Metals), and …

[HTML][HTML] Advancements in Soybean Price Forecasting: Impact of AI and Critical Research Gaps in Global Markets

FDC Mello, P Kumar, EG Sperandio Nascimento - Economies, 2024 - mdpi.com
Soybeans, a vital source of protein for animal feed and an essential industrial raw material,
are the most traded agricultural commodity worldwide. Accurate price forecasting is crucial …

Biofuel policies and their ripple effects: An analysis of vegetable oil price dynamics and global consumer responses

F Declerck, P Hikouatcha, G Tchoffo, R Tédongap - Energy Economics, 2023 - Elsevier
The paper analyzes the price dynamics of Palm, Soybean, Rapeseed, and Sunflower oils
due to their extensive uses in the food and fuel sectors and recent considerable price …

Beyond volatility: Systemic resilience and risk mitigation in interconnected commodity markets

VK Singh, P Kumar - Energy Economics, 2024 - Elsevier
In today's interconnected commodity markets, understanding volatility spillover dynamics is
crucial. This research builds on Diebold & Yilmaz (2012, 2014) to estimate System …

Dynamic linkage between environmental segments of stock markets: the role of global risk factors

VMS Gabriel, D Almeida, A Dionísio… - Journal of Sustainable …, 2024 - Taylor & Francis
This study evaluates the links between representative indices of companies with high
environmental performance and the propensity of such indices to economic and financial …

Connectedness of agricultural commodities futures returns: Do news media sentiments matter?

O Cepni, L Pham, U Soytas - Journal of Behavioral Finance, 2023 - Taylor & Francis
Using the novel daily commodity-specific Thomson Reuters Market Psych sentiment data
derived from news, social media, press releases, and regulatory filings, this study …

Agricultural price forecasting based on the spatial and temporal influences factors under spillover effects

D Tang, Q Cai, T Nie, Y Zhang, J Wu - Kybernetes, 2023 - emerald.com
Purpose Integrating artificial intelligence and quantitative investment has given birth to
various agricultural futures price prediction models suitable for nonlinear and non-stationary …

Role of Crude Oil in Determining the Price of Corn in the United States: A Non-parametric Approach

SK Mitra, D Pal - Journal of Quantitative Economics, 2024 - Springer
This paper explores the role of crude oil in determining corn prices for data on the weekly
front future prices in the United States. With 38% of corn production allocated toward fuel …

Dynamic linkage between environmental segments of stock markets: the role of global risk factors

D Almeida, V Gabriel, A Dionísio, P Ferreira - 2024 - dspace.uevora.pt
This study evaluates the links between representative indices of companies with high
environmental performance and the propensity of such indices to economic and financial …