Economics at your fingertips  

Journal of Commodity Markets

2016 - 2024

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.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 33, issue C, 2024

Revisiting the pricing impact of commodity market spillovers on equity markets Downloads
Francisco Pinto-Ávalos, Michael Bowe and Stuart Hyde
Tail risk spillover effects in commodity markets: A comparative study of crisis periods Downloads
Muhammad Abubakr Naeem, Foued Hamouda and Sitara Karim
Forecasting the price of oil: A cautionary note Downloads
Thomas Conlon, John Cotter and Emmanuel Eyiah-Donkor
Quantile coherency across bonds, commodities, currencies, and equities Downloads
Gazi Salah Uddin, Brian Lucey, Md Lutfur Rahman and David Stenvall
Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress Downloads
Jinxin Cui and Aktham Maghyereh
Option pricing revisited: The role of price volatility and dynamics Downloads
Jean-Paul Chavas, Jian Li and Linjie Wang
Does public information facilitate price consensus? Characterizing USDA announcement effects using realized volatility Downloads
Gabriel D. Bunek and Joseph P. Janzen
Carbon volatility connectedness and the role of external uncertainties: Evidence from China Downloads
Huayi Chen, Huai-Long Shi and Wei-Xing Zhou
Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis Downloads
Nikolaos Kyriazis, Stephanos Papadamou, Panayiotis Tzeremes and Shaen Corbet
How does carbon market interact with energy and sectoral stocks? Evidence from risk spillover and wavelet coherence Downloads
Lu-Tao Zhao, Hai-Yi Liu and Xue-Hui Chen
Cross-hedging wild salmon prices Downloads
Rune Nygaard and Kristin H. Roll

Volume 32, issue C, 2023

Estimation of value at risk for copper Downloads
Konstantinos Gkillas, Christoforos Konstantatos, Spyros Papathanasiou and Mark Wohar
The role of higher moments in predicting China's oil futures volatility: Evidence from machine learning models Downloads
Hongwei Zhang, Xinyi Zhao, Wang Gao and Zibo Niu
What moves commodity terms-of-trade? Evidence from 178 countries Downloads
Yousef Makhlouf, Neil M. Kellard and Dmitri Vinogradov
The evolution of commodity market financialization: Implications for portfolio diversification Downloads
Renée Fry-McKibbin and Kate McKinnon
Exploring volatility of crude oil intraday return curves: A functional GARCH-X model Downloads
Gregory Rice, Tony Wirjanto and Yuqian Zhao
The Fortune and crash of common risk factors in Chinese commodity markets Downloads
Hemei Li, Zhenya Liu and Yuqian Zhao
Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach Downloads
Michael Gaete and Rodrigo Herrera
Hedging with futures during nonconvergence in commodity markets Downloads
Alankrita Goswami, Berna Karali and Michael K. Adjemian
Commodity prices under the threat of operational disruptions: Labor strikes at copper mines Downloads
Viviana Fernandez, Boris Pastén-Henríquez, Pablo Tapia-Griñen and Rodrigo Wagner
Dynamic and asymmetric connectedness in the global “Carbon-Energy-Stock” system under shocks from exogenous events Downloads
Ming-Yuan Yang, Zhanghangjian Chen, Zongzheng Liang and Sai-Ping Li
How are climate risk shocks connected to agricultural markets? Downloads
Kun Guo, Yichong Li, Yunhan Zhang, Qiang Ji and Wanli Zhao
World regional natural gas prices: Convergence, divergence or what? New evidence Downloads
Jose Roberto Loureiro, Julian Inchauspe and Roberto F. Aguilera

Volume 31, issue C, 2023

Commodity futures return predictability and intertemporal asset pricing Downloads
John Cotter, Emmanuel Eyiah-Donkor and Valerio Potì
Logistics competition between the U.S. and Brazil for soybean shipments to China: An optimized Monte Carlo simulation approach Downloads
Gwen Kamrud, William W. Wilson and David Bullock
Trading time seasonality in electricity futures Downloads
Ståle Størdal, Christian-Oliver Ewald, Gudbrand Lien and Erik Haugom
Equilibrium and real options in the ethanol industry: Modeling and empirical evidence Downloads
Matt Davison and Nicolas Merener
Gold risk premium estimation with machine learning methods Downloads
Juan D. Díaz, Erwin Hansen and Gabriel Cabrera
The impact of financialization on the efficiency of commodity futures markets Downloads
Martin T. Bohl, Scott H. Irwin, Alexander Pütz and Christoph Sulewski
Explaining intraday crude oil returns with higher order risk-neutral moments Downloads
Patrick Wong
Carr and Wu’s (2020) framework in the oil ETF option market Downloads
Xiaolan Jia, Xinfeng Ruan and Jin E. Zhang
Do spot market auction data help price discovery? Downloads
Adrian Fernandez-Perez, Joëlle Miffre, Tilman Schoen and Ayesha Scott
Determinants and dynamic interactions of trader positions in the gold futures market Downloads
Yu-Lun Chen and Wan-Shin Mo
ETP tracking of U.S. agricultural and energy markets Downloads
Shamar Stewart, Olga Isengildina Massa, Colburn Hassman and Maximo de Leon
Parametric heat wave insurance Downloads
Karl Larsson
Wheat price volatility regimes over 140 years: An analysis of daily price ranges Downloads
Marco Haase, Heinz Zimmermann and Matthias Huss
Oil–gas price relationships on three continents: Disruptions and equilibria Downloads
Christoph Halser, Florentina Paraschiv and Marianna Russo
Dynamic connectedness between crude oil and equity markets: What about the effects of firm's solvency and profitability positions? Downloads
Faruk Balli, Hatice O Balli and Thi Thu Ha Nguyen
A review of the literature on LNG: Hubs development, market integration, and price discovery Downloads
Yuri Hupka, Ivilina Popova, Betty Simkins and Thomas Lee
Psychological price barriers, El Niño, La Niña: New insights for the case of coffee Downloads
Mark Holmes and Jesus Otero

Volume 30, issue C, 2023

Information effects of monetary policy announcements on oil price Downloads
Yang Yang, Jiqiang Zhang and Sanpan Chen
Composite jet fuel cross-hedging Downloads
Min Cao and Thomas Conlon
Systemwide directional connectedness from Crude Oil to sovereign credit risk Downloads
Vimmy Bajaj, Pawan Kumar and Vipul Kumar Singh
The asymmetric impact of global economic policy uncertainty on international grain prices Downloads
Shaobo Long, Jieyu Li and Tianyuan Luo
The relative pricing of WTI and Brent crude oil futures: Expectations or risk premia? Downloads
Xin Gao, Bingxin Li and Rui Liu
Realized higher-order moments spillovers between commodity and stock markets: Evidence from China Downloads
Hongwei Zhang, Chen Jin, Elie Bouri, Wang Gao and Yahua Xu
Commodity futures hedge ratios: A meta-analysis Downloads
Jędrzej Białkowski, Martin T. Bohl and Devmali Perera
Quantile dependencies and connectedness between stock and precious metals markets Downloads
Prachi Jain, Debasish Maitra, Ron P. McIver and Sang Hoon Kang
The economic impact of daily volatility persistence on energy markets Downloads
Christina Sklibosios Nikitopoulos, Alice Carole Thomas and Jianxin Wang
The CO2 cost pass-through in nonlinear emission trading schemes Downloads
Zhe Chen, Yan-ling Chen, Yue Su, Xue-ying Wang and You Wu
Currency crises in emerging countries: The commodity factor Downloads
Vincent Bodart and Jean-François Carpantier
Revisiting the Silver Crisis Downloads
Don Bredin, Valerio Potì and Enrique Salvador
Financialization of commodity markets ten years later Downloads
Wenjin Kang, Ke Tang and Ningli Wang
Microstructure and high-frequency price discovery in the soybean complex Downloads
Xinquan Zhou, Guillaume Bagnarosa, Alexandre Gohin, Joost M.E. Pennings and Philippe Debie
Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective Downloads
Jinxin Cui and Aktham Maghyereh
Quantifying impacts of competition and demand on the risk for fertilizer plant locations Downloads
William W. Wilson and Sumadhur Shakya
Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures Downloads
Juncal Cunado, Ioannis Chatziantoniou, David Gabauer, Fernando Perez de Gracia and Marfatia Hardik
A Bayesian perspective on commodity style integration Downloads
Ana-Maria Fuertes and Nan Zhao
Corporate commodity exposure: A multi-country longitudinal study Downloads
Xu Han, Elaine Laing, Brian Lucey and Samuel Vigne
Effects of global liquidity and commodity market shocks in a commodity-exporting developing economy Downloads
Gan-Ochir Doojav, Davaajargal Luvsannyam and Elbegjargal Enkh-Amgalan
Forecasting the U.S. season-average farm price of corn: Derivation of an alternative futures-based forecasting model Downloads
Xiaoli L. Etienne, Sara Farhangdoost, Linwood Hoffman and Brian Adam
Page updated 2024-04-23