Journal of Commodity Markets

2016 - 2025

Current editor(s): Marcel Prokopczuk, Betty Simkins and Sjur Westgaard

From Elsevier
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Volume 40, issue C, 2025

Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach

Stefano Grassi, Francesco Ravazzolo, Joaquin Vespignani and Giorgio Vocalelli

Block connectedness between the EU-ETS and corporate returns: Evidence from high- and low-emission firms

Susana Álvarez-Diez, J. Samuel Baixauli-Soler, Gabriel Lozano-Reina and Diego Rodríguez-Linares Rey

Energy price uncertainty and sectoral tail risk: Evidence from quantile-on-quantile connectedness

Boqiang Lin and Tianxu Lan

Testing the efficiency of oil price forecast revisions in times of COVID-19 and the Russia–Ukraine conflict

Ana María Iregui, Héctor M. Núñez and Jesús Otero

The other side of the coin: Speculation in bearish natural gas markets

Chanaka N. Ganepola, Alireza Zarei and Uchenna Tony-Okeke

Hedging shipping freight rates using conditional Value-at-Risk and Buffered Probability of Exceedance

Xiaolin Sun, Amir H. Alizadeh and Panos K. Pouliasis

Interconnectedness and time-frequency spillover effects in crude oil, green finance and non-ferrous metal Markets: A high moments analysis

Hongli Niu and Yiming Ma

Oil price volatility and corporate debt choice: Evidence from China

Yan Jiang, Tian Gan, Xiaokun Wei and Honghui Zou

Interactive effects of economic, geopolitical, and climate risks on commodity volatility

Thomas Leirvik

The oil industry chain under climate risk: Evidence from China's listed oil companies

Jingrui Qin, Dun Liu and Chao Liang

The dynamics of energy transition metals under climate policy uncertainty

Abebe Hailemariam and Kris Ivanovski

Seasonal variation in the impact of solar power generation on electricity price level and variability

Nobuhiro Fuke and Kazuhiko Ohashi

News-based equity market uncertainty aligned: An informative predictor for gold market volatility

Shuaibing Li and Yong Ma

Media coverage of climate change risks and the performance of clean versus dirty energy market

Leila Hedhili Zaier, Khaled Mokni, Robert F. Scherer and Sami Ben Jabeur

Climate change exposure risk, reserves and stock returns of oil and gas companies

Diana Castro, Juncal Cunado, Juan Equiza-Goñi and Fernando Perez de Gracia

Policy uncertainty and volatility spillovers in European electricity markets: Implications for market dynamics and innovation

Kyriaki Tselika, Maria Tselika and Elias Demetriades

Volume 39, issue C, 2025

Extremal dependence in Australian electricity markets

Lin Han, Ivor Cribben and Stefan Trück

Geopolitical risk and energy market tail risk forecasting: An explainable machine learning approach

Mohammad Ashraful Chowdhury, Mohammad Abdullah, Emmanuel Abakah and Aviral Kumar Tiwari

Performance of systemic stress in agricultural commodities and its implication for volatility prediction in SSA equities

Qingying Zheng, Jintao Wu and Boqiang Lin

How financial markets respond to climate policy uncertainty: A dynamic resilience analysis

Xiaoyang Yao, Sairidaer Maimaitijiang, Jianfeng Li and Wei Le

Risk, uncertainty, world business cycles, and the U.S. stock-oil relationship

André Varella Mollick

Decomposed and partial connectedness between oil shocks and sovereign credit risk in emerging economies: Insights from the Russia-Ukraine war

Nader Naifar

U.S. climate policy uncertainty shocks and the growth in renewable energy production

James Payne, Saban Nazlioglu, Ahmet Koncak and Bradley T. Ewing

Portfolio implications based on quantile connectedness among cryptocurrency, stock, energy, and safe-haven assets

Yulian Zhang and Shigeyuki Hamori

Supply and Demand shocks: the short-term and long-term drivers of oil price uncertainty

Theodora Bermpei and Athanasios Triantafyllou

Intraday volatility transmission in global energy markets: A Bayesian nonparametric approach

Martina Danielova Zaharieva, Audronė Virbickaitė and André Portela Santos

Assessing the impact of tax systems on investment incentives in future marine minerals projects on the Norwegian Continental Shelf

Verena Hagspiel, Ådne Jonsbråten, Maxime Lesage, Filip Fremo Minge and Farida Mustafina

How good are weather shocks for identifying energy elasticities? A LASSO-IV approach to European natural gas demand

Merve Olmez Turan, Ben Gilbert and Tulay Flamand

An analysis of the fuel price policy dilemma in Brazil

Leonardo Bispo de Jesus , Carlos Frederico Azeredo Uchôa and Rosangela Aparecida Soares Fernandes

Twin commodity shocks: A multi-to-one CoVaR analysis of systemic risk spillovers from gold and crude oil to emerging market currencies

Mengjiao Wang and Jianxu Liu

Smoothing quantile regression averaging: A new approach to probabilistic forecasting of electricity prices

Bartosz Uniejewski

Hedging grain price risk. Keep it simple! Econometric evidence from the grain markets, 1982–2024

Marie Steen, Sjur Westgaard and Ole Gjolberg

Volume 38, issue C, 2025

Financial investors and cross-commodity markets integration

Mohammad Isleimeyyeh

The short- and long-run cyclical variation of the cross-asset nexus: Mixed-frequency evidence on financial and ‘financialised’ assets

Menelaos Karanasos, Stavroula Yfanti and Jiaying Wu

The pass-through of macro variable to volatility co-movement among U.S. currency and commodity futures markets system

Xingyu Dai, Imran Yousaf, Jiqian Wang, Qunwei Wang and Chi Keung Marco Lau

Examining perceived spillovers among climate risk, fossil fuel, renewable energy, and carbon markets: A higher-order moment and quantile analysis

Jinxin Cui and Aktham Maghyereh

The midstream amplifier: Risk spillovers in China's lithium supply chain from mining to batteries

Lanyong Yang, Yongguang Zhu, Junhui Li, Shiquan Dou, Gang Liu and Deyi Xu

Impact of supply chain pressure on traditional energy and metal markets: A Wavelet-based Quantile-on-Quantile perspective

Ahmed Elsayed, Giray Gözgör, Rabeh Khalfaoui and Salma Tarchella

Commodity correlation risk

Joseph P. Byrne and Ryuta Sakemoto

The effect of oil prices on the US shipping stock prices: The mediating role of freight rates and economic indicators

Andreas Andrikopoulos, Anna Merika and Nikolaos Stoupos

Predicting commodity returns: Time series vs. cross sectional prediction models

Timotheos Angelidis, Athanasios Sakkas and Nikolaos Tessaromatis

Assessing government expenditures multipliers under oil price swings

El Mostafa Bentour

Trading-hour and nontrading-hour volatility in crude oil and U.S. dollar markets and its implications for portfolio optimization

Yu-Sheng Lai

Volume 37, issue C, 2025

Time to get mature: Collateral, flexibility and the hedging horizon decision

Håkan Jankensgård, Nicoletta Marinelli and Rafael Schiozer

Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market

Katarzyna Chȩć, Bartosz Uniejewski and Rafał Weron

A quantitative model of sustainability risk in finance

Takashi Kanamura

Do different speculation strategies cause distinct impacts on the volatility of the live cattle futures in Brazil?

Augusto Seabra Santos and Alexandre Almeida

Corporate reputational dynamics and their impact on global commodity markets

Iris Li, Erdinc Akyildirim, Thomas Conlon and Shaen Corbet

Media emotion intensity and commodity futures pricing

Yeguang Chi, Lina El-Jahel and Thanh Vu

Volume 36, issue C, 2024

Weathering market swings: Does climate risk matter for agricultural commodity price predictability?

Yong Ma, Mingtao Zhou and Shuaibing Li

Diversifying crude oil price risk with crude oil volatility index: The role of volatility-of-volatility

Leon Li and Peter Miu

Oil jump tail risk as a driver of inflation dynamics

Laurent Ferrara, Aikaterini Karadimitropoulou and Athanasios Triantafyllou

A comparative study of factor models for different periods of the electricity spot price market

Christian Laudagé, Florian Aichinger and Sascha Desmettre

Do oil market shocks affect financial distress? Evidence from firm-level global data

Mohammad Mahdi Mousavi, Giray Gözgör and Albert Acheampong

When Chinese mania meets global frenzy: Commodity price bubbles

John Hua Fan, Adrian Fernandez-Perez, Ivan Indriawan and Neda Todorova

The role of news sentiment in salmon price prediction using deep learning

Christian-Oliver Ewald and Yaoyu Li

Expected returns on commodity ETFs and their underlying assets

Gonzalo Cortazar, Hector Ortega, Joaquin Santa Maria and Eduardo S. Schwartz

Importance of geopolitical risk in volatility structure: New evidence from biofuels, crude oil, and grains commodity markets

Renata Karkowska and Szczepan Urjasz

Food-fuel nexus beyond mean-variance: New evidence from a quantile approach

Linjie Wang, Xiaoli Etienne and Jian Li

Connectedness between green bonds, clean energy markets and carbon quota prices: Time and frequency dynamics

Ingrid Emilie Flessum Ringstad and Kyriaki Tselika

Asymmetric multi-scale systemic risk spillovers across international commodity futures markets: The role of infectious disease uncertainty

Yanli Zhu, Xian Yang, Chuanhai Zhang, Sihan Liu and Jiayi Li

Forecasting crude oil returns with oil-related industry ESG indices

Kaixin Li, Zhikai Zhang, Yudong Wang and Yaojie Zhang

Commodity market downturn: Systemic risk and spillovers during left tail events

Samet Gunay, Destan Kirimhan and Emrah Çevik

Have the causal effects between equities, oil prices, and monetary policy changed over time?

Alexander Kurov, Eric Olson and Marketa Halova Wolfe

Carbon pricing and the commodity risk premium

Qiao Wang