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Journal of Commodity Markets

2016 - 2019

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

From Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

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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 T. 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

Volume 11, issue C, 2018

Emergence of sovereign wealth funds pp. 1-21 Downloads
Jean-François Carpantier and Wessel Vermeulen
Master limited partnerships: Is it a smart investment vehicle? pp. 22-36 Downloads
Haiwei Chen and Thanh Ngo
Pricing electricity blackouts among South African households pp. 37-47 Downloads
Nomsa Phindile Nkosi and Johane Dikgang
On the spot-futures relationship in crude-refined petroleum prices: New evidence from an ARDL bounds testing approach pp. 48-58 Downloads
Arfaoui Mongi
Intraday seasonality in efficiency, liquidity, volatility and volume: Platinum and gold futures in Tokyo and New York pp. 59-71 Downloads
Kentaro Iwatsubo, Clinton Watkins and Tao Xu

Volume 10, issue C, 2018

Introduction to the special issue on the financialization of commodities pp. 1-2 Downloads
Colin Carter and Gabriel J. Power
Integrating swaps and futures: A new direction for commodity research pp. 3-21 Downloads
Scott Mixon, Esen Onur and Lynn Riggs
Financialization and the returns to commodity investments pp. 22-28 Downloads
Scott Main, Scott H. Irwin, Dwight R. Sanders and Aaron Smith
Guilty speculators? Range-based conditional volatility in a cross-section of wheat futures pp. 29-46 Downloads
Marco Haase and Matthias Huss
The lifecycle of exchange-traded derivatives pp. 47-68 Downloads
Grant Cavanaugh and Michael Penick
The effect of pit closure on futures trading pp. 69-90 Downloads
Eleni Gousgounis and Esen Onur
An update on speculation and financialization in commodity markets pp. 91-104 Downloads
Naomi E. Boyd, Jeffrey Harris and Bingxin Li

Volume 9, issue C, 2018

Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets pp. 1-20 Downloads
Simon Spencer, Don Bredin and Thomas Conlon
A particle filtering approach to oil futures price calibration and forecasting pp. 21-34 Downloads
Gaetano Fileccia and Carlo Sgarra
Latent jump diffusion factor estimation for commodity futures pp. 35-54 Downloads
M.A.H. Dempster, Elena Medova and Ke Tang
The impact of Chinese imports of soybean on port infrastructure in Brazil: A study based on the concept of the “Bullwhip Effect” pp. 55-76 Downloads
Daruichi Pereira de Lima, José Carlos Fioriolli, Antonio Domingos Padula and Guilherme Pumi
Electricity markets around the world pp. 77-100 Downloads
Klaus Mayer and Stefan Trück

Volume 8, issue C, 2017

A review of the literature on commodity risk management pp. 1-17 Downloads
David A. Carter, Daniel A. Rogers, Betty Simkins and Stephen D. Treanor
Do sovereign wealth funds dampen the negative effects of commodity price volatility? pp. 18-27 Downloads
Kamiar Mohaddes and Mehdi Raissi
A century of interfuel substitution pp. 28-42 Downloads
A.K.M. Nurul Hossain and Apostolos Serletis
Portfolio investment: Are commodities useful? pp. 43-55 Downloads
Lei Yan and Philip Garcia

Volume 7, issue C, 2017

Reassessing the role of precious metals as safe havens–What colour is your haven and why? pp. 1-14 Downloads
Sile Li and Brian Lucey
Commodity market volatility in the presence of U.S. and Chinese macroeconomic news pp. 15-27 Downloads
Lee Smales
Agricultural price transmission: China relationships with world commodity markets pp. 28-40 Downloads
Carlos Arnade, Bryce Cooke and Fred Gale
Dynamic correlations between BRIC and U.S. stock markets: The asymmetric impact of volatility expectations in oil, gold and financial markets pp. 41-56 Downloads
Baris Kocaarslan, Ramazan Sarı, Alper Gormus and Ugur Soytas
Price co-movement and the crack spread in the US futures markets pp. 57-71 Downloads
Panos Fousekis and Vasilis Grigoriadis

Volume 6, issue C, 2017

Predictability and underreaction in industry-level returns: Evidence from commodity markets pp. 1-15 Downloads
Victor (Vic) Valcarcel, Andrew J. Vivian and Mark Wohar
A Markov regime-switching model of crude oil market integration pp. 16-31 Downloads
Konstantin Kuck and Karsten Schweikert
Understanding the non-convergence of agricultural futures via stochastic storage costs and timing options pp. 32-49 Downloads
Kevin Guo and Tim Leung
Real options and the value of oil and gas firms: An empirical analysis pp. 50-65 Downloads
Amir H. Sabet and Richard Heaney
Modeling the multivariate dynamic dependence structure of commodity futures portfolios pp. 66-87 Downloads
Matthias D. Aepli, Roland Füss, Tom Erik S. Henriksen and Florentina Paraschiv
Page updated 2019-12-15