Wadud, SaniaGronwald, MarcDurand, RobertLee, Seungho2023-02-272023-02-272023-05Wadud, S, Gronwald, M, Durand, R & Lee, S 2023, 'Co-Movement between Commodity and Equity Markets Revisited : An Application of the Thick Pen Method', International Review of Financial Analysis, vol. 87, 102568. https://doi.org/10.1016/j.irfa.2023.1025681057-5219ORCID: /0000-0002-0038-517X/work/166662435https://hdl.handle.net/2164/20192The corresponding author acknowledge financial support from the Aberdeen-Curtin Alliance: The University of Aberdeen, UK and Curtin University, Australia . The authors are grateful to Agnieszka Jach for sharing the code for Multi-thickness Thick Pen Measure of Association. The authors are thankful to the anonymous reviewer, Dirk Baur and Xiaoyi Mu for the careful reading and thoughtful comments that helped improve the clarity of the paper.166170404engco-movementfinancialisationthick pen measurecommodity marketsequity marketsH Social SciencesHJournal article10.1016/j.irfa.2023.10256887