Concepedia

Commodity Volatility Indexes

Commodity Volatility Indexes is a quantitative metric that measures the expected volatility of commodity prices over a specified period, derived from the prices of options and futures contracts within commodity markets, thereby providing a forward-looking indicator of market uncertainty and risk specific to commodity assets.

89

Publications

6.5K

Citations

218

Authors

163

Institutions

Publications per year

2017–2026

62

Parents

Publications

89

Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold

Walid Mensi, Beljid Makram, Adel Boubaker et al. · Economic Modelling · 2013 · 542 citations

, , +14

The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes

Aktham Maghyereh, Basel Awartani, Elie Bouri · Energy Economics · 2016 · 422 citations · Full text

, , +17

Winners and losers in the commodity lottery: The impact of terms of trade growth and volatility in the Periphery 1870–1939

Christopher Blattman, Jason Hwang, Jeffrey G. Williamson · Journal of Development Economics · 2005 · 348 citations

, , +16

Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?

Elie Bouri, Naji Jalkh, Péter Molnár et al. · Applied Economics · 2017 · 329 citations

, , +15

Oil price uncertainty and clean energy stock returns: New evidence from crude oil volatility index

Anupam Dutta · Journal of Cleaner Production · 2017 · 315 citations

, , +17

1–5 of 89

Authors

218

  1. EB
    Elie Bouri

    Lebanese American University, Lebanon

    7 publications · 1.1K citations

    7

    h-index

  2. AD
    Anupam Dutta

    University of Vaasa, Finland

    4 publications · 514 citations

    4

    h-index

  3. DR
    David Roubaud

    Montpellier Business School, France

    3 publications · 514 citations

    3

    h-index

  4. ZU
    Zaghum Umar

    Zayed University, United Arab Emirates

    3 publications · 232 citations

    3

    h-index

  5. AA
    Afees A. Salisu

    University of Ibadan, Nigeria

    3 publications · 263 citations

    3

    h-index

1–5 of 218

Institutions

163

  1. Holy Spirit University of Kaslik

    Beirut, Lebanon

    6 h-index

    6 publications

    1.1K citations

  2. University of Ibadan

    Ibadan, Nigeria

    4 h-index

    10 publications

    624 citations

  3. Central University of Finance and Economics

    Beijing, China

    4 h-index

    5 publications

    360 citations

  4. University of Vaasa

    Vaasa, Finland

    4 h-index

    5 publications

    528 citations

  5. New Mexico State University

    Las Cruces, United States

    3 h-index

    3 publications

    155 citations

  6. University of Castilla-La Mancha

    Ciudad Real, Spain

    3 h-index

    6 publications

    244 citations

  7. Montpellier Business School

    Montpellier, France

    3 h-index

    3 publications

    514 citations

  8. Zayed University

    Abu Dhabi, United Arab Emirates

    3 h-index

    5 publications

    276 citations

1–8 of 163

Venues

  1. Resources Policy

    18 publications · 1K citations

    17

    h-index

  2. Energy Economics

    5 publications · 1K citations

    5

    h-index

  3. Applied Economics Letters

    4 publications · 182 citations

    4

    h-index

  4. SSRN Electronic Journal

    Repository · 3 publications · 59 citations

    3

    h-index

  5. Sustainability

    3 publications · 61 citations

    3

    h-index

1–5