Economics at your fingertips  

Journal of Commodity Markets

2016 - 2022

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

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 28, issue C, 2022

Linkage transitions between oil and the stock markets of countries with the highest COVID-19 cases Downloads
Saiful Izzuan Hussain, R. Nur-Firyal and Nadiah Ruza
Oil price volatility and corporate cash holding Downloads
Abdullah Bugshan
The quantile dependence of the stock returns of “clean” and “dirty” firms on oil demand and supply shocks Downloads
Yacouba Kassouri and Halil Altıntaş
How do USDA announcements affect international commodity prices? Downloads
Andrew M. McKenzie and Yangmin Ke
Common factors and the dynamics of cereal prices. A forecasting perspective Downloads
Marek Kwas, Alessia Paccagnini and Michał Rubaszek
Economic drivers of volatility and correlation in precious metal markets Downloads
Theu Dinh, Stéphane Goutte, Duc Khuong Nguyen and Thomas Walther
Warehouse load-out queues and aluminum prices Downloads
Christopher L. Gilbert
The commodities/equities beta term-structure Downloads
Atle Oglend
Intrinsic decompositions in gold forecasting Downloads
Vasilios Plakandaras and Qiang Ji
Short- and long-term forecasting of electricity prices using embedding of calendar information in neural networks Downloads
Andreas Wagner, Enislay Ramentol, Florian Schirra and Hendrik Michaeli
Interfuel substitution: A copula approach Downloads
Apostolos Serletis and Libo Xu
Forecasting volatility in commodity markets with long-memory models Downloads
Mesias Alfeus and Christina Sklibosios Nikitopoulos
Spillovers among energy commodities and the Russian stock market Downloads
Michele Costola and Marco Lorusso
The sugar-ethanol-oil nexus in Brazil: Exploring the pass-through of international commodity prices to national fuel prices Downloads
Rafael Baptista Palazzi, Erick Meira and Marcelo Cabus Klotzle
Spillovers beyond the variance: Exploring the higher order risk linkages between commodity markets and global financial markets Downloads
Jose E. Gomez-Gonzalez, Jorge Hirs-Garzon and Jorge M. Uribe
The strategic allocation to style-integrated portfolios of commodity futures Downloads
Hossein Rad, Rand Kwong Yew Low, Joëlle Miffre and Robert Faff
Not all gold shines in crisis times — Gold firms, gold bullion and the COVID-19 shock Downloads
Dirk G. Baur and Allan Trench

Volume 27, issue C, 2022

Gold as a financial instrument Downloads
Pedro Gomis-Porqueras, Shuping Shi and David Tan
Bubbles in US gasoline prices: Assessing the role of hurricanes and anti–price gouging laws Downloads
Gbadebo Oladosu
Causality in the aluminum market Downloads
Andrew Clark
Fourteen large commodity trading disasters: What happened and what can we learn? Downloads
Sjur Westgaard, Stein Frydenberg and Sunil K. Mohanty
The connectedness in the world petroleum futures markets using a Quantile VAR approach Downloads
Sangram Keshari Jena, Aviral Tiwari, Emmanuel Joel Aikins Abakah and Shawkat Hammoudeh
Safe-haven properties of soft commodities during times of Covid-19 Downloads
Ghulame Rubbaniy, Ali Awais Khalid, Konstantinos Syriopoulos and Aristeidis Samitas
Mine offtake contracting, strategic alliances and the equity market Downloads
Luiz Fernando Distadio and Andrew Ferguson
The sensitivity of oil price shocks to preexisting market conditions: A GVAR analysis Downloads
Jennifer Considine, Emre Hatipoglu and Abdullah Aldayel
Can gold hedge against oil price movements: Evidence from GARCH-EVT wavelet modeling Downloads
Xinya Wang, Brian Lucey and Shupei Huang
Commodity market indicators of a 2023 Texas winter freeze Downloads
Ehud I. Ronn

Volume 26, issue C, 2022

Time-to-maturity and commodity futures return volatility: The role of time-varying asymmetric information Downloads
Hoàng Long Phan, Ralf Zurbruegg, Paul Brockman and Yu, Chia-Feng (Jeffrey)
Commodity markets intervention: Consequences of speculation, and informed trading Downloads
Phat V. Luong and Ben Sopranzetti
Conditional feeder cattle hedge ratios: Cross hedging with fluctuating corn prices Downloads
Justin D. Bina, Ted Schroeder and Glynn Tonsor
Have returns and volatilities for financial assets responded to implied volatility during the COVID-19 pandemic? Downloads
Aktham Maghyereh, Hussein Abdoh and Basel Awartani
Sunshine vs. predatory trading effects in commodity futures markets: New evidence from index rebalancing Downloads
Lei Yan, Scott H. Irwin and Dwight R. Sanders
Profit margin hedging in the New Zealand dairy farming industry Downloads
Adrian Fernandez-Perez, Bart Frijns, Ilnara Gafiatullina and Alireza Tourani-Rad
How far is too far for volatility transmission? Downloads
Yao Yang and Berna Karali
Uncertainty-dependent and sign-dependent effects of oil market shocks Downloads
Bao H. Nguyen, Tatsuyoshi Okimoto and Trung Duc Tran
The impact of economic policy uncertainties on the volatility of European carbon market Downloads
Peng-Fei Dai, Xiong Xiong, Toan Luu Duc Huynh and Jiqiang Wang
Endogeneity of commodity price in freight cost models Downloads
Kian Guan Lim

Volume 25, issue C, 2022

Multi-commodity price risk hedging in the Atlantic salmon farming industry Downloads
Aleksander H. Haarstad, Maria Lavrutich, Kristian Strypet and Eivind Strøm
Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe Downloads
Lu Yang
The “necessary evil” in Chinese commodity markets Downloads
John Hua Fan, Di Mo and Tingxi Zhang
Do the basis and other predictors of futures return also predict spot return with the same signs and magnitudes? Evidence from the LME Downloads
Jian Jia and Sang Baum Kang
An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting Downloads
Xuyuan Han, Zhenya Liu and Shixuan Wang
Modelling the evolution of wind and solar power infeed forecasts Downloads
Wei Li and Florentina Paraschiv
Rational destabilization in commodity markets Downloads
David Batista Soares and Etienne Borocco

Volume 24, issue C, 2021

Forecasting the dynamic relationship between crude oil and stock prices since the 19th century Downloads
Kris Ivanovski and Abebe Hailemariam
Anything but gold - The golden constant revisited Downloads
Jean-François Carpantier
Predictability in commodity markets: Evidence from more than a century Downloads
Fabian Hollstein, Marcel Prokopczuk, Björn Tharann and Chardin Wese Simen
The effect of oil supply shocks on industry returns Downloads
Dayong Huang, Jay Y. Li and Kai Wu
The rise and breakup of the commodity exchange membership: An analysis of CBOT seat prices Downloads
Ekaterina E. Emm, Gerald D. Gay, Han Ma and Honglin Ren
Robust estimation of conditional risk measures using machine learning algorithm for commodity futures prices in the presence of outliers Downloads
J.W. Byers, I. Popova and B.J. Simkins
Page updated 2022-12-09