Journal of Financial Economic Policy: Volume 16 Issue 5

Guest editorial: Global energy and agricultural markets in times of uncertainty

Puneet Vatsa, Christopher Gan, Jungho Baek

Quantile time−frequency connectedness between energy and agriculture markets: a study during the COVID-19 crisis and the Russo−Ukrainian conflict

Mohamed Yousfi, Houssam Bouzgarrou

This paper aims to examine the volatility connectedness between energy and agricultural commodities across different quantiles and time horizons.

Volatility dynamics in energy and agriculture markets: An analysis of domestic and global uncertainty factors

Simran, Anil K. Sharma

This study aims to explore the intricate relationship between uncertainty indicators and volatility of commodity futures, with a specific focus on agriculture and energy sectors.

Connectedness of global energy markets with global agricultural, natural resources, and socially responsible investments using extended GFI

Muhammad Naeem Shahid

The study aims to investigate the risk transmission from COVID-19 to global agriculture, energy, natural resources/mining and environmentally/socially responsible investments…

Comparing the hedge and safe haven properties of individual commodities for China and United States equity sectors

Asima Siddique

The purpose of this paper is to scrutinize the safe haven benefits of 13 individual commodities for the USA and Chinese equity sectors during the financial turmoil period…

Assessing Bitcoin, gold and gold-backed cryptocurrencies as safe havens for energy and agricultural commodities: insights from COVID-19, Russia–Ukraine conflict and SVB collapse

Yasmine Snene Manzli, Ahmed Jeribi

This paper aims to investigate the safe haven feature of Bitcoin, gold and two gold-backed cryptocurrencies (DGX and PAXG) against energy and agricultural commodities (crude oil…

Mandatory climate disclosures: impacts on energy and agriculture markets

Linh Ho, Alan Renwick

With the rise of mandating climate-related disclosures (CRD), this paper aims to investigate how energy and agriculture markets are exposed to climate disclosure risk.