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Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non‐energy sectors
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
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What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
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Macroeconomic Attention and Commodity Market Volatility
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Energy uncertainty and corporate bankruptcy risk: International evidence
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Ambiguity about volatility in the commodity futures market
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Fear in commodity return prediction
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The impact of geopolitical uncertainty on energy volatility
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Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach
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News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets
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Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects?
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Dynamic linkages between economic policy uncertainty and the carbon futures market: Does Covid-19 pandemic matter?
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The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model
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How economic policy uncertainty affects asymmetric spillovers in food and oil prices: Evidence from wavelet analysis
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Media Content, African Swine Fever, a Trade War, and U.S. Lean Hog Futures
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Does economic policy uncertainty matter for commodity market in China? Evidence from quantile regression
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The soft commodities multiple bubbles tests: evidence from the New York Futures Markets
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Identifying the influential factors of commodity futures prices through a new text mining approach
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Price Volatility Modeling for the Lumber Futures Market: A Generalized Autoregressive Conditional Heteroskedasticity-Mixed Data Sampling Approach
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Cyclicality of commodity markets with respect to the U.S. economic policy uncertainty based on granger causality in quantiles
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The predictive power of macroeconomic uncertainty for commodity futures volatility
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Efficiency and Forecast Performance of Commodity Futures Markets
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EXPLORING THE ASYMMETRIC EFFECTS OF ECONOMIC POLICY UNCERTAINTY AND IMPLIED VOLATILITIES ON ENERGY FUTURES RETURNS: NOVEL INSIGHTS FROM QUANTILE-ON-QUANTILE REGRESSION
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