On the public citation graph

Macroeconomic Attention and Commodity Market Volatility

https://doi.org/10.2139/ssrn.4657183
0 signed · 87 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/for.2373openalex-extracted
The Information Content of Intraday Implied Volatility for Volatility Forecasting
inferredcites →https://doi.org/10.1002/for.2617openalex-extracted
Modeling and forecasting commodity market volatility with long‐term economic and financial variables
inferredcites →https://doi.org/10.1002/fut.21916openalex-extracted
Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non‐energy sectors
inferredcites →https://doi.org/10.1002/jae.2298openalex-extracted
A comprehensive look at financial volatility prediction by economic variables
inferredcites →https://doi.org/10.1016/j.econlet.2012.05.018openalex-extracted
Communication matters: US monetary policy and commodity price volatility
inferredcites →https://doi.org/10.1016/j.econlet.2014.12.030openalex-extracted
Commodity price changes and the predictability of economic policy uncertainty
inferredcites →https://doi.org/10.1016/j.econmod.2020.02.038openalex-extracted
Macroeconomic forecasts and commodity futures volatility
inferredcites →https://doi.org/10.1016/j.eneco.2017.09.016openalex-extracted
Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty?
inferredcites →https://doi.org/10.1016/j.eneco.2017.09.017openalex-extracted
Does the volatility of commodity prices reflect macroeconomic uncertainty?
inferredcites →https://doi.org/10.1016/j.eneco.2019.01.010openalex-extracted
Forecasting oil price volatility: Forecast combination versus shrinkage method
inferredcites →https://doi.org/10.1016/j.eneco.2019.03.016openalex-extracted
Volatility forecasting in commodity markets using macro uncertainty
inferredcites →https://doi.org/10.1016/j.eneco.2019.07.003openalex-extracted
Energy finance: Frontiers and future development
inferredcites →https://doi.org/10.1016/j.eneco.2019.104482openalex-extracted
Financial Liquidity, Geopolitics, and Oil Prices
inferredcites →https://doi.org/10.1016/j.eneco.2020.104862openalex-extracted
Global factors, uncertainty, weather conditions and energy prices: On the drivers of the duration of commodity price cycle phases
inferredcites →https://doi.org/10.1016/j.eneco.2021.105189openalex-extracted
Forecasting crude oil prices: A scaled PCA approach
inferredcites →https://doi.org/10.1016/j.eneco.2022.105904openalex-extracted
Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions
inferredcites →https://doi.org/10.1016/j.eneco.2022.105936openalex-extracted
Forecasting crude oil volatility with uncertainty indicators: New evidence
inferredcites →https://doi.org/10.1016/j.eneco.2022.105960openalex-extracted
Oil tail risk and the tail risk of the US Dollar exchange rates
inferredcites →https://doi.org/10.1016/j.frl.2017.07.017openalex-extracted
Geopolitical risks and the oil-stock nexus over 1899–2016
inferredcites →https://doi.org/10.1016/j.frl.2023.103907openalex-extracted
Monetary policy and uncertainty resolution in commodity markets
inferredcites →https://doi.org/10.1016/j.frl.2023.104167openalex-extracted
Macroeconomic attention and oil futures volatility prediction
inferredcites →https://doi.org/10.1016/j.ijforecast.2013.09.003openalex-extracted
Forecasting commodity price indexes using macroeconomic and financial predictors
inferredcites →https://doi.org/10.1016/j.ijforecast.2021.07.005openalex-extracted
Forecasting European carbon returns using dimension reduction techniques: Commodity versus financial fundamentals
inferredcites →https://doi.org/10.1016/j.ijforecast.2021.12.013openalex-extracted
Forecasting crude oil market volatility using variable selection and common factor
inferredcites →https://doi.org/10.1016/j.intfin.2012.11.007openalex-extracted
Financialization, crisis and commodity correlation dynamics
inferredcites →https://doi.org/10.1016/j.intfin.2022.101603openalex-extracted
Macroeconomic attention and stock market return predictability
inferredcites →https://doi.org/10.1016/j.iref.2015.10.043openalex-extracted
Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach
inferredcites →https://doi.org/10.1016/j.iref.2023.06.015openalex-extracted
Factors behind the performance of green bond markets
inferredcites →https://doi.org/10.1016/j.iref.2023.09.012openalex-extracted
Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?
inferredcites →https://doi.org/10.1016/j.irfa.2021.101743openalex-extracted
The impact of geopolitical uncertainty on energy volatility
inferredcites →https://doi.org/10.1016/j.irfa.2022.102099openalex-extracted
Exchange rate return predictability in times of geopolitical risk
inferredcites →https://doi.org/10.1016/j.irfa.2022.102339openalex-extracted
Macroeconomic attention, economic policy uncertainty, and stock volatility predictability
inferredcites →https://doi.org/10.1016/j.jbankfin.2011.06.007openalex-extracted
Impact of macroeconomic news on metal futures
inferredcites →https://doi.org/10.1016/j.jbankfin.2012.05.003openalex-extracted
On the diversification benefits of commodities from the perspective of euro investors
inferredcites →https://doi.org/10.1016/j.jbankfin.2013.07.016openalex-extracted
Predicting stock returns: A regime-switching combination approach and economic links
inferredcites →https://doi.org/10.1016/j.jbankfin.2015.07.008openalex-extracted
Financialization in commodity markets: A passing trend or the new normal?
inferredcites →https://doi.org/10.1016/j.jbankfin.2020.105823openalex-extracted
Hedging geopolitical risk with precious metals
inferredcites →https://doi.org/10.1016/j.jbankfin.2022.106458openalex-extracted
The conditional impact of investor sentiment in global stock markets: A two-channel examination
inferredcites →https://doi.org/10.1016/j.jcomm.2017.06.002openalex-extracted
Commodity market volatility in the presence of U.S. and Chinese macroeconomic news
inferredcites →https://doi.org/10.1016/j.jeconom.2006.05.023openalex-extracted
Approximately normal tests for equal predictive accuracy in nested models
inferredcites →https://doi.org/10.1016/j.jempfin.2018.03.002openalex-extracted
Oil and the short-term predictability of stock return volatility
inferredcites →https://doi.org/10.1016/j.jempfin.2019.08.007openalex-extracted
Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?
inferredcites →https://doi.org/10.1016/j.jempfin.2020.05.007openalex-extracted
Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection
inferredcites →https://doi.org/10.1016/j.jempfin.2021.01.007openalex-extracted
Forecasting Volatility Using Double Shrinkage Methods
inferredcites →https://doi.org/10.1016/j.jfineco.2012.06.005openalex-extracted
‘Déjà vol’: Predictive regressions for aggregate stock market volatility using macroeconomic variables
inferredcites →https://doi.org/10.1016/j.jimonfin.2013.06.012openalex-extracted
Commodity price shocks and the business cycle: Structural evidence for the U.S.
inferredcites →https://doi.org/10.1016/j.jimonfin.2015.06.003openalex-extracted
US monetary policy and sectoral commodity prices
inferredcites →https://doi.org/10.1016/j.jimonfin.2017.05.006openalex-extracted
Forecasting oil price realized volatility using information channels from other asset classes
inferredcites →https://doi.org/10.1016/j.jimonfin.2017.06.002openalex-extracted
Option-Implied Expectations in Commodity Markets and Monetary Policy
inferredcites →https://doi.org/10.1016/j.jimonfin.2018.06.001openalex-extracted
The impact of uncertainty shocks on the volatility of commodity prices
inferredcites →https://doi.org/10.1016/j.jimonfin.2019.102063openalex-extracted
The economic drivers of commodity market volatility
inferredcites →https://doi.org/10.1016/j.jimonfin.2021.102355openalex-extracted
Stock market volatility and jumps in times of uncertainty
inferredcites →https://doi.org/10.1016/j.resourpol.2009.12.002openalex-extracted
The macroeconomic determinants of volatility in precious metals markets
inferredcites →https://doi.org/10.1016/j.resourpol.2020.101813openalex-extracted
Macro factors and the realized volatility of commodities: A dynamic network analysis
inferredcites →https://doi.org/10.1016/j.resourpol.2021.102224openalex-extracted
Economic drivers of commodity volatility: The case of copper
inferredcites →https://doi.org/10.1016/j.resourpol.2022.102852openalex-extracted
Forecasting China's crude oil futures volatility: How to dig out the information of other energy futures volatilities?
inferredcites →https://doi.org/10.1093/jjfinec/nbu001openalex-extracted
Testing for Predictability in Conditionally Heteroskedastic Stock Returns
inferredcites →https://doi.org/10.1093/qje/qjw024openalex-extracted
Measuring Economic Policy Uncertainty*
inferredcites →https://doi.org/10.1093/rfs/hhac011openalex-extracted
Macroeconomic Attention and Announcement Risk Premia
inferredcites →https://doi.org/10.1093/rfs/hhm014openalex-extracted
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
inferredcites →https://doi.org/10.1093/rfs/hhm055openalex-extracted
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
inferredcites →https://doi.org/10.1093/rfs/hhp063openalex-extracted
Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy
inferredcites →https://doi.org/10.1093/rfs/hhu080openalex-extracted
Investor Sentiment Aligned: A Powerful Predictor of Stock Returns
inferredcites →https://doi.org/10.1093/rfs/hhy041openalex-extracted
Risk Everywhere: Modeling and Managing Volatility
inferredcites →https://doi.org/10.1111/1468-0262.00418openalex-extracted
Modeling and Forecasting Realized Volatility
inferredcites →https://doi.org/10.1111/j.1467-9868.2005.00503.xopenalex-extracted
Regularization and Variable Selection Via the Elastic Net
inferredcites →https://doi.org/10.1111/j.1477-9552.2010.00248.xopenalex-extracted
How to Understand High Food Prices
inferredcites →https://doi.org/10.1111/j.2517-6161.1996.tb02080.xopenalex-extracted
Regression Shrinkage and Selection Via the Lasso
inferredcites →https://doi.org/10.1111/jofi.12408openalex-extracted
A Model of Financialization of Commodities
inferredcites →https://doi.org/10.1111/obes.12124openalex-extracted
Macroeconomic Uncertainty and Oil Price Volatility
inferredcites →https://doi.org/10.1257/aer.20131193openalex-extracted
Measuring Uncertainty
inferredcites →https://doi.org/10.1257/aer.20191823openalex-extracted
Measuring Geopolitical Risk
inferredcites →https://doi.org/10.1257/aer.99.3.1053openalex-extracted
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
inferredcites →https://doi.org/10.1287/mnsc.2013.1838openalex-extracted
Forecasting the Equity Risk Premium: The Role of Technical Indicators
inferredcites →https://doi.org/10.1287/mnsc.2021.4020openalex-extracted
Scaled PCA: A New Approach to Dimension Reduction
inferredcites →https://doi.org/10.2139/ssrn.1148741openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.1257858openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.1568267openalex-extracted
Forecasting the Equity Risk Premium: The Role of Technical Indicators
inferredcites →https://doi.org/10.2139/ssrn.2016994openalex-extracted
A Comprehensive Look at Financial Volatility Prediction by Economic Variables
inferredcites →https://doi.org/10.2139/ssrn.267792openalex-extracted
Modeling and Forecasting Realized Volatility
inferredcites →https://doi.org/10.2139/ssrn.2722591openalex-extracted
Risk Everywhere: Modeling and Managing Volatility
inferredcites →https://doi.org/10.2139/ssrn.2736181openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.874146openalex-extracted
inferredcites →https://doi.org/10.2307/1992439openalex-extracted
Commodity Prices, Money Surprises and Fed Credibilit
inferredcites →https://doi.org/10.2307/2527343openalex-extracted
Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts
inferredcites →https://doi.org/10.2469/faj.v68.n6.5openalex-extracted
Index Investment and the Financialization of Commodities
inferredcites →https://doi.org/10.7208/chicago/9780226092126.003.0008openalex-extracted
The Effect of Monetary Policy on Real Commodity Prices
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.