After his appointment to Aberdare, a town where Dissenters were strong, Jenkins organised choral services with psalms being sung to Anglican chants and the canticles to Gregorian chants.
There are extant in manuscript other works by Azor; in Rome, in the Jesuit archives, a commentary on the Canticle of Canticles; at Würzburg, an exposition of the Psalms and at Alcalá, several theological treatises on parts of the Summa Theologiae of Thomas Aquinas.
He wrote the following commentaries: on the Pentateuch (Venice, 1567); on Canticles and Ecclesiastes, that on the latter being dedicated to King Henry II of France; on the Psalms (1586); "Mishpaṭ Ẓedeḳ," on Job (ib. 1589); on the books of Jonah, Habakkuk, and Zechariah, published with David ibn Hin's "Likkute Shoshannim" (Amsterdam, 1724).
He has composed numerous other works, including a Te Deum, a Latin Mass, and various Latin canticles.
Jellinek thinks (l.c.) that there were several haggadic midrashim to Canticles, each of which interpreted the book differently, one referring it to the exodus from Egypt, another to the revelations on Mt. Sinai, and a third to the Tabernacle or the Temple in Jerusalem; and that all these midrashim were then combined into one work, which, with various additions, forms the present Shir ha-Shirim Rabbah.
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Some scholars (I.H. Weiss, Dor iii. 263-264; and Adolf Jellinek, in a letter to Theodor, reprinted in Monatsschrift, 1879, pp. 237 et seq.), moreover, have assumed a direct connection between such ancient discourses and the present Canticles Rabbah, regarding this midrash as an old collection of these discourses, increased by various later additions.
The De Rossi Manuscript No. 541, at Parma, was discovered by S. Buber to contain, among other things, midrashim on four of the five "megillot": Canticles, Book of Ruth, Lamentations, and Ecclesiastes; these he published (Berlin, 1894) under the title of "Midrash Zuṭa," to distinguish them from the "Midrash Rabbah."
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Further, Naḥmanides (in Torat ha-Adam, p. 102c) cites it as "Midrash Shir ha-Shirim"; so does his pupil (teacher?) Azriel, in the commentary on Canticles generally ascribed to Naḥmanides himself; Abraham, son of Maimonides (see A. Neubauer, Ḳobeẓ 'Al Yad, iv. 63, Berlin, 1888), calls it "Agadat Shir ha-Shirim"; Recanati, in his commentary on the Pentateuch (on Beha'aloteka), cites the same passage quoted by Judah b. Barzilai.
Among his concert works are the 1989 "Runagate, Runagate" based on a poem by Robert Hayden about a fugitive slave and "Doxology Opera: The Doxy Canticles" in 2001 which features a libretto by Paul Carter Harrison.
Shir ha-Shirim Zutta, midrash, or, rather, homiletic commentary, on Canticles