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Journal of Commodity Markets

2016 - 2016

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

From Elsevier
Series data maintained by Dana Niculescu ().

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Volume 4, issue 1, 2016

A tutorial on portfolio-based control algorithms for merchant energy trading operations pp. 1-13 Downloads
Nicola Secomandi
The dynamics of precious metal markets VaR: A GARCHEVT approach pp. 14-27 Downloads
Zijing Zhang and Hong-Kun Zhang
Commodities' common factor: An empirical assessment of the markets' drivers pp. 28-40 Downloads
Johannes Lübbers and Peter N. Posch
An equilibrium model for the OTC derivatives market with a collateral agreement pp. 41-55 Downloads
Kazuhiro Takino
The connectedness between crude oil and financial markets: Evidence from implied volatility indices pp. 56-69 Downloads
Basel Awartani, Maghyereh Aktham and Guermat Cherif

Volume 3, issue 1, 2016

The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies pp. 1-15 Downloads
Marco Haase, Yvonne Seiler Zimmermann and Heinz Zimmermann
Structural models for coupled electricity markets pp. 16-38 Downloads
Rüdiger Kiesel and Michael Kusterman
Momentum and mean-reversion in commodity spot and futures markets pp. 39-53 Downloads
Denis B. Chaves and Vivek Viswanathan
Investment in mutually exclusive transmission projects under policy uncertainty pp. 54-69 Downloads
Ida Bakke, Stein-Erik Fleten, Lars Ivar Hagfors, Verena Hagspiel and Beate Norheim
A cod is a cod, but is it a commodity? pp. 70-75 Downloads
Ingrid K. Pettersen and Øystein Myrland

Volume 2, issue 1, 2016

Global relationships across crude oil benchmarks pp. 1-5 Downloads
Janelle Mann and Peter Sephton
Determinants of the Atlantic salmon futures risk premium pp. 6-17 Downloads
Frank Asche, Bård Misund and Atle Oglend
Food safety regulations and fish trade: Evidence from European Union-Africa trade relations pp. 18-25 Downloads
Olayinka Kareem
Natural gas storage valuation, optimization, market and credit risk management pp. 26-44 Downloads
Matt Thompson
On the correlation between commodity and equity returns: Implications for portfolio allocation pp. 45-57 Downloads
Marco Lombardi and Francesco Ravazzolo

Volume 1, issue 1, 2016

Long-short commodity investing: A review of the literature pp. 3-13 Downloads
Joëlle Miffre
Roll strategy efficiency in commodity futures markets pp. 14-34 Downloads
Nick Taylor
The relationship between input-factor and output prices in commodity industries: The case of Norwegian salmon aquaculture pp. 35-47 Downloads
Frank Asche and Atle Oglend
Increasing trends in the excess comovement of commodity prices pp. 48-64 Downloads
Kazuhiko Ohashi and Tatsuyoshi Okimoto
International commodity trade, transport costs, and product differentiation pp. 65-76 Downloads
Colin Carter, James A. Chalfant, Navin Yavapolkul and Christine L. Carroll
Page updated 2017-10-14