Return and volatility transmission between oil price shocks and agricultural commodities

• Zaghum Umar,

  Roles Conceptualization, Data curation, Formal analysis, Investigation, Methodology, Project administration, Resources, Software, Supervision, Validation, Visualization, Writing – original draft, Writing – review & editing

  Affiliations College of Business, Zayed University, Abu Dhabi, United Arab Emirates, South Ural State University, Chelyabinsk, Russian Federation

  https://orcid.org/0000-0002-0425-2665

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• Mariya Gubareva ,

  Roles Conceptualization, Formal analysis, Funding acquisition, Investigation, Resources, Validation, Visualization, Writing – review & editing

  * E-mail: mgubareva@iscal.ipl.pt

  Affiliations ISCAL – Lisbon Accounting and Business School Instituto Politécnico de Lisboa, Lisbon, Portugal, SOCIUS / CSG - Research in Social Sciences and Management Rua Miguel Lupi, Lisbon, Portugal

  https://orcid.org/0000-0001-6829-7021

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• Muhammad Naeem,

  Roles Formal analysis, Methodology, Software, Validation, Writing – review & editing

  Affiliation UCP Business School, University of Central Punjab, Lahore, Punjab, Pakistan

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• Ayesha Akhter

  Roles Investigation, Methodology, Visualization

  Affiliation UCP Business School, University of Central Punjab, Lahore, Punjab, Pakistan

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