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Journal of Commodity Markets

2016 - 2021

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

From Elsevier
Bibliographic data for series maintained by Nithya Sathishkumar ().

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Volume 21, issue C, 2021

Analysis of the risk premium in the forward market for salmon Downloads
Fred Espen Benth, Anne Maria Eikeset, Simon Asher Levin and Wanjuan Ren
Transportation costs: Mississippi River barge rates Downloads
Brian Wetzstein, Raymond Florax, Kenneth Foster and James Binkley
Monopolistic supply management in world metals markets: How large was Mount Isa? Downloads
Christopher L. Gilbert
Raising cane: Hedging calamity in Australian sugar Downloads
Colin Carter, K. Aleks Schaefer and Daniel Scheitrum
Are there price asymmetries in the U.S. beef market? Downloads
Veronica F. Pozo, Lance J. Bachmeier and Ted Schroeder

Volume 20, issue C, 2020

Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture Downloads
Roy Endré Dahl, Atle Oglend and Muhammad Yahya
Dealing with tail risk in energy commodity markets: Futures contracts versus exchange-traded funds Downloads
Panit Arunanondchai, Kunlapath Sukcharoen and David J. Leatham
New generation grain contracts in corn and soybean commodity markets Downloads
Lisa Elliott, Matthew Elliott, Chad Te Slaa and Zhiguang Wang
A comprehensive empirical analysis of the predictive impact of the price of crude oil on aggregate equity return volatility Downloads
Nima Nonejad
Stock market response to potash mine disasters Downloads
Oskar Kowalewski and Piotr Śpiewanowski

Volume 19, issue C, 2020

Product differentiation and dynamics of cost pass-through in the German fish market: An error-correction-distance measure approach Downloads
Thomas Bittmann, Julia Bronnmann and Daniel V. Gordon
Forecasting excess returns of the gold market: Can we learn from stock market predictions? Downloads
Hubert Dichtl
Econometric modelling and forecasting of intraday electricity prices Downloads
Michał Narajewski and Florian Ziel
The impact of oil shocks on innovation for alternative sources of energy: Is there an asymmetric response when oil prices go up or down? Downloads
Inês Carrilho Nunes and Margarida Catalão-Lopes
Precedence rules in matching algorithms Downloads
Richard Haynes and Esen Onur
The market response to government crop news under different release regimes Downloads
Michael Adjemian and Scott H. Irwin

Volume 18, issue C, 2020

Comovement in the commodity futures markets: An analysis of the energy, grains, and livestock sectors Downloads
Ramesh Adhikari and Kyle J. Putnam
Price discovery in agricultural commodity markets: Do speculators contribute? Downloads
Martin T. Bohl, Pierre L. Siklos, Martin Stefan and Claudia Wellenreuther
Futures commission merchants, customer funds and capital requirements: An organizational analysis of the futures industry Downloads
Ekaterina E. Emm, Gerald D. Gay and Mo Shen
Commodity market flexibility and financial derivatives Downloads
Jostein Tvedt
Soybean quality differentials, blending, testing and spatial arbitrage Downloads
Wilson William, Bruce Dahl and David Hertsgaard

Volume 17, issue C, 2020

The impact of global financial crisis on informational efficiency: Evidence from price-volume relation in crude palm oil futures market Downloads
You-How Go and Wee Yeap Lau
Spillovers, integration and causality in LME non-ferrous metal markets Downloads
Cetin Ciner, Brian Lucey and Larisa Yarovaya
The determinants of the price-earnings ratio in the Norwegian aquaculture industry Downloads
Aigerim Itemgenova and Marius Sikveland
Tracking spot oil: The elusive quest Downloads
Ludwig Chincarini
Trilogy for troubleshooting convergence: Manipulation, structural imbalance, and storage rates Downloads
Scott H. Irwin

Volume 16, issue C, 2019

The impact of long-short speculators on the volatility of agricultural commodity futures prices Downloads
Martin T. Bohl and Christoph Sulewski
Do heterogeneous countries respond differently to oil price shocks? Downloads
Santiago Guerrero-Escobar, Gerardo Hernandez-del-Valle and Marco Hernandez-Vega
Are crude oil markets cointegrated? Testing the co-movement of weekly crude oil spot prices Downloads
Gregory Galay
Price discovery or noise: The role of arbitrage and speculation in explaining crude oil price behaviour Downloads
Obaid A. Awan
Can agricultural commodity prices predict Nigeria's inflation? Downloads
Moses Tule, Afees Salisu and Charles C. Chiemeke

Volume 15, issue C, 2019

How connected are the U.S. regional natural gas markets in the post-deregulation era? Evidence from time-varying connectedness analysis pp. - Downloads
Alexandre Ribeiro Scarcioffolo and Xiaoli L. Etienne
Commodity futures with thinly traded cash markets: The case of live cattle pp. - Downloads
Ted Schroeder, Glynn Tonsor and Brian Coffey
The ethanol mandate and crude oil and biofuel agricultural commodity price dynamics pp. - Downloads
Apostolos Serletis and Libo Xu
Do speculators drive commodity prices away from supply and demand fundamentals? pp. - Downloads
Raymond P.H. Fishe and Aaron Smith
Risk premia in Chinese commodity markets pp. - Downloads
Chaohua He, Cheng Jiang and Marat Molyboga

Volume 14, issue C, 2019

Characteristics of petroleum product prices: A survey pp. 1-15 Downloads
Louis H. Ederington, Chitru S. Fernando, Seth A. Hoelscher, Thomas K. Lee and Scott Linn
Illiquidity in the Japan electric power exchange pp. 16-39 Downloads
Shin S. Ikeda
Do international primary commodity prices exhibit asymmetric adjustment? pp. 40-50 Downloads
Atanu Ghoshray
The consignment mechanism in carbon markets: A laboratory investigation pp. 51-65 Downloads
Noah Dormady and Paul J. Healy
An empirical analysis of the correlation between large daily changes in grain and oil futures prices pp. 66-75 Downloads
Torun Fretheim

Volume 13, issue C, 2019

A review of the evidence on the relation between crude oil prices and petroleum product prices pp. 1-15 Downloads
Louis H. Ederington, Chitru S. Fernando, Seth A. Hoelscher, Thomas K. Lee and Scott Linn
Market specific seasonal trading behavior in NASDAQ OMX electricity options pp. 16-29 Downloads
Jussi Nikkinen and Timo Rothovius
Real option valuation of open pit mines with two processing methods pp. 30-39 Downloads
Matías Siña and Juan Ignacio Guzmán
Price volatility and speculative activities in futures commodity markets: A combination of combinations of p-values test pp. 40-54 Downloads
Bernardina Algieri and Arturo Leccadito
Jumps in commodity markets pp. 55-70 Downloads
Duc Binh Benno Nguyen and Marcel Prokopczuk

Volume 12, issue C, 2018

Globalization and commoditization: The transformation of the seafood market pp. 2-8 Downloads
James Anderson, Frank Asche and Taryn Garlock
Are Norwegian fishermen selling in the same market? pp. 9-18 Downloads
Ingrid Kristine Pettersen, Eivind Hestvik Brækkan and Øystein Myrland
Common and fundamental risk factors in shareholder returns of Norwegian salmon producing companies pp. 19-30 Downloads
Bård Misund
Country of origin growth modelling for imported salted & dried (Klippfisk) products to Brazil pp. 31-43 Downloads
Daniel V. Gordon
Volatility spillover in seafood markets pp. 44-59 Downloads
Roy Endré Dahl and Erlendur Jonsson
Optimal hedging strategies for salmon producers pp. 60-70 Downloads
Peter Schütz and Sjur Westgaard
Cod stories: Trade dynamics and duration for Norwegian cod exports pp. 71-79 Downloads
Frank Asche, Andreea L. Cojocaru, Ivar Gaasland and Hans-Martin Straume
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