This paper examines the short- and long-run daily relationships for a grain-energy nexus that includes the prices of corn, crude oil, ethanol, gasoline, soybeans, and sugar, and their open interest. The empirical results demonstrate the presence of these relationships in this nexus, and...

The effect of sanctions, oil revenues, exchange rate, and inflation on different regimes of the Iranian stock market is examined in two cases (with and without considering institutional quality) during the 1984-2020 period, using the threshold Structural Vector Autoregression model (TSVAR)...