Unveiling commodities-financial markets intersections from a bibliometric perspective

【Author】 Mbarki, Imen; Khan, Muhammad Arif; Karim, Sitara; Paltrinieri, Andrea; Lucey, Brian M.

【Source】RESOURCES POLICY

【影响因子】8.222

【Abstract】The prominence of commodity markets within the domains of empirical finance and energy economics is well established, largely due to oil's importance and its relationship with other commodities and financial markets. In this study, we present a bibliometric examination of 437 journal articles addressing the phenomenon of commodity connectedness, spanning the period from 1994 to 2022. The research methods include a blend of qualitative and quantitative approaches, incorporating bibliometrics and content analysis. Based on the findings of the analysis, four primary research streams have been identified within the literature concerning commodity connectedness, namely (1) commodity interconnectivity, (2) the relationship between traditional commodities, renewable energy, and cryptocurrencies, (3) the relationship between oil and stock markets, and (4) studies utilizing copula methods to examine the interconnectivity between oil and financial markets. We proposed 15 future research questions for further investigation in the domain of commodity connectedness, including topics such as the impact of the post-COVID era and global uncertainties on commodity markets, how commodities can address the issue of climate change, the exponential growth of cryptocurrencies as a new financial asset, and the impact of the ongoing Russia-Ukraine conflict on commodity and financial markets.

【Keywords】Bibliometric; Commodity connectedness; Meta-literature; Co-movement models; Financial markets

【发表时间】2023 JUN

【收录时间】2023-07-26

【文献类型】实证数据

【主题类别】

区块链治理-市场治理-市场分析