Commodity returns co-movement, uncertainty shocks, and the US dollar exchange rate

Liao, Wenting; Ma, Jun; Zhang, Chengsi

doi:10.1016/j.jimonfin.2024.103056

Journal of International Money and Finance

2024

DOI: 10.1016/j.jimonfin.2024.103056

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Commodity returns co-movement, uncertainty shocks, and the US dollar exchange rate

Wenting Liao,

Jun Ma,

Chengsi Zhang

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Cited by 3 publications

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What does energy price uncertainty reveal about the global energy crisis?

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The influence of uncertainty on commodity futures returns and trading behaviour

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Commodity returns co-movement, uncertainty shocks, and the US dollar exchange rate

Cited by 3 publications

References 54 publications

What does energy price uncertainty reveal about the global energy crisis?

What does energy price uncertainty reveal about the global energy crisis?

Does US financial uncertainty spill over through the (asymmetric) international credit channel? The role of market expectations

The influence of uncertainty on commodity futures returns and trading behaviour

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