Journal of Commodity Markets

2016 - 2025

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 29, issue C, 2023

The role of financial development in enhancing trades in environmental goods: International insights from 119 countries

Le Thanh Ha

Evolution of the information transmission between Chinese and international oil markets: A quantile-based framework

Kun Duan, Xiaohang Ren, Fenghua Wen and Jinyu Chen

Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets

Yu Wei, Yizhi Wang, Brian Lucey and Samuel A. Vigne

Does commodity price uncertainty matter for the cost of credit? Evidence from developing and advanced economies

Theodora Bermpei, Aikaterini Karadimitropoulou, Athanasios Triantafyllou and Jebreel Alshalahi

Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic

Martin Enilov, Walid Mensi and Petar Stankov

Speculation or actual demand? The return spillover effect between stock and commodity markets

Shu Wang, Baicheng Zhou and Tianshu Gao

Volatility in US dairy futures markets

Zaifeng Fan, Jeff Jump, Yiuman Tse and Linda Yu

Theory of storage implications in the European natural gas market

Beatriz Martínez and Hipolit Torro

Commodities failing in auctions: The story of unsold cod in Norway

Geir Sogn-Grundvåg and Dengjun Zhang

Tail dependence, dynamic linkages, and extreme spillover between the stock and China's commodity markets

Suhui Wang

Commodity momentum: A tale of countries and sectors

John Hua Fan and Xiao Qiao

Volume 28, issue C, 2022

Linkage transitions between oil and the stock markets of countries with the highest COVID-19 cases

Saiful Izzuan Hussain, R. Nur-Firyal and Nadiah Ruza

Oil price volatility and corporate cash holding

Abdullah Bugshan

The quantile dependence of the stock returns of “clean” and “dirty” firms on oil demand and supply shocks

Yacouba Kassouri and Halil Altıntaş

How do USDA announcements affect international commodity prices?

Andrew M. McKenzie and Yangmin Ke

Common factors and the dynamics of cereal prices. A forecasting perspective

Marek Kwas, Alessia Paccagnini and Michał Rubaszek

Economic drivers of volatility and correlation in precious metal markets

Theu Dinh, Stéphane Goutte, Duc Khuong Nguyen and Thomas Walther

Warehouse load-out queues and aluminum prices

Christopher L. Gilbert

The commodities/equities beta term-structure

Atle Oglend

Intrinsic decompositions in gold forecasting

Vasilios Plakandaras and Qiang Ji

Short- and long-term forecasting of electricity prices using embedding of calendar information in neural networks

Andreas Wagner, Enislay Ramentol, Florian Schirra and Hendrik Michaeli

Interfuel substitution: A copula approach

Apostolos Serletis and Libo Xu

Forecasting volatility in commodity markets with long-memory models

Mesias Alfeus and Christina Nikitopoulos-Sklibosios

Spillovers among energy commodities and the Russian stock market

Michele Costola and Marco Lorusso

The sugar-ethanol-oil nexus in Brazil: Exploring the pass-through of international commodity prices to national fuel prices

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

Jose Gomez-Gonzalez, Jorge Hirs-Garzon and Jorge Uribe

The strategic allocation to style-integrated portfolios of commodity futures

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

Dirk G. Baur and Allan Trench

Volume 27, issue C, 2022

Gold as a financial instrument

Pedro Gomis-Porqueras, Shuping Shi and David Tan

Bubbles in US gasoline prices: Assessing the role of hurricanes and anti–price gouging laws

Gbadebo Oladosu

Causality in the aluminum market

Andrew Clark

Fourteen large commodity trading disasters: What happened and what can we learn?

Sjur Westgaard, Stein Frydenberg and Sunil K. Mohanty

The connectedness in the world petroleum futures markets using a Quantile VAR approach

Sangram Keshari Jena, Aviral Tiwari, Emmanuel Abakah and Shawkat Hammoudeh

Safe-haven properties of soft commodities during times of Covid-19

Ghulame Rubbaniy, Ali Awais Khalid, Konstantinos Syriopoulos and Aristeidis Samitas

Mine offtake contracting, strategic alliances and the equity market

Luiz Fernando Distadio and Andrew Ferguson

The sensitivity of oil price shocks to preexisting market conditions: A GVAR analysis

Jennifer Considine, Emre Hatipoglu and Abdullah Aldayel

Can gold hedge against oil price movements: Evidence from GARCH-EVT wavelet modeling

Xinya Wang, Brian Lucey and Shupei Huang

Commodity market indicators of a 2023 Texas winter freeze

Ehud I. Ronn

Volume 26, issue C, 2022

Time-to-maturity and commodity futures return volatility: The role of time-varying asymmetric information

Hoàng Long Phan, Ralf Zurbruegg, Paul Brockman and Chia-Feng (Jeffrey) Yu

Commodity markets intervention: Consequences of speculation, and informed trading

Phat V. Luong and Ben Sopranzetti

Conditional feeder cattle hedge ratios: Cross hedging with fluctuating corn prices

Justin D. Bina, Ted Schroeder and Glynn Tonsor

Have returns and volatilities for financial assets responded to implied volatility during the COVID-19 pandemic?

Aktham Maghyereh, Hussein Abdoh and Basel Awartani

Sunshine vs. predatory trading effects in commodity futures markets: New evidence from index rebalancing

Lei Yan, Scott H. Irwin and Dwight R. Sanders

Profit margin hedging in the New Zealand dairy farming industry

Adrian Fernandez-Perez, Bart Frijns, Ilnara Gafiatullina and Alireza Tourani-Rad

How far is too far for volatility transmission?

Yao Yang and Berna Karali

Uncertainty-dependent and sign-dependent effects of oil market shocks

Bao H. Nguyen, Tatsuyoshi Okimoto and Trung Duc Tran

The impact of economic policy uncertainties on the volatility of European carbon market

Peng-Fei Dai, Xiong Xiong, Toan Luu Duc Huynh and Jiqiang Wang

Endogeneity of commodity price in freight cost models

Kian Guan Lim

Volume 25, issue C, 2022

Multi-commodity price risk hedging in the Atlantic salmon farming industry

Aleksander H. Haarstad, Maria Lavrutich, Kristian Strypet and Eivind Strøm

Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe

Lu Yang

The “necessary evil” in Chinese commodity markets

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

Jian Jia and Sang Baum Kang

An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting

Xuyuan Han, Zhenya Liu and Shixuan Wang

Modelling the evolution of wind and solar power infeed forecasts

Wei Li and Florentina Paraschiv

Rational destabilization in commodity markets

David Batista Soares and Etienne Borocco