• The impact  of commodity markets uncertainty on real and financial process in countries at different level of economic development
• The National Science Centre – 2017/25/B/HS4/01058
• Principal Investigator: dr hab. Śmiech Sławomir, prof UEK, Key Investigator: dr hab. Monika Papież, prof. UEK

Śmiech, S., Papież, M., Rubaszek, M., and Snarska, M. (2021). The role of oil price uncertainty shocks on oil-exporting countries. Energy Economics, 93, 105028. https://doi.org/10.1016/j.eneco.2020.105028

Śmiech, S., Papież, M., and Shahzad, S. J. H. (2020). Spillover among financial, industrial and consumer uncertainties. The case of EU member states. International Review of Financial Analysis, 70. https://doi.org/10.1016/j.irfa.2020.101497

Śmiech, S., Papież, M., Fijorek, K., and Dąbrowski, M. A. (2019). What drives food price volatility? Evidence based on a generalized VAR approach applied to the food, financial and energy markets. Economics, 13. https://doi.org/10.5018/economics-ejournal.ja.2019-14

Śmiech, S., Papież, M., and Dąbrowski, M. A. (2019). How important are different aspects of uncertainty in driving industrial production in the CEE countries? Research in International Business and Finance, 50, 252–266. https://doi.org/10.1016/j.ribaf.2019.05.008

Śmiech, S., Papież, M., and Fijorek, K. (2017). Volatility spillovers between food, energy, US dollar, and equity markets. Evidence from Diebold-Yilmaz’s approach. In M. Papież and S. Śmiech (Eds.), The 11th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena. Conference Proceeding. Foundation of the Cracow University of Economics, Cracow.