Journal of Commodity Markets

2016 - 2025

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

From Elsevier
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Volume 30, issue C, 2023

Information effects of monetary policy announcements on oil price

Yang Yang, Jiqiang Zhang and Sanpan Chen

Composite jet fuel cross-hedging

Min Cao and Thomas Conlon

Systemwide directional connectedness from Crude Oil to sovereign credit risk

Vimmy Bajaj, Pawan Kumar and Vipul Kumar Singh

The asymmetric impact of global economic policy uncertainty on international grain prices

Shaobo Long, Jieyu Li and Tianyuan Luo

The relative pricing of WTI and Brent crude oil futures: Expectations or risk premia?

Xin Gao, Bingxin Li and Rui Liu

Realized higher-order moments spillovers between commodity and stock markets: Evidence from China

Hongwei Zhang, Chen Jin, Elie Bouri, Wang Gao and Yahua Xu

Commodity futures hedge ratios: A meta-analysis

Jędrzej Białkowski, Martin T. Bohl and Devmali Perera

Quantile dependencies and connectedness between stock and precious metals markets

Prachi Jain, Debasish Maitra, Ron P. McIver and Sang Hoon Kang

The economic impact of daily volatility persistence on energy markets

Christina Sklibosios Nikitopoulos, Alice Carole Thomas and Jianxin Wang

The CO2 cost pass-through in nonlinear emission trading schemes

Zhe Chen, Yan-ling Chen, Yue Su, Xue-ying Wang and You Wu

Currency crises in emerging countries: The commodity factor

Vincent Bodart and Jean-François Carpantier

Revisiting the Silver Crisis

Don Bredin, Valerio Potì and Enrique Salvador

Financialization of commodity markets ten years later

Wenjin Kang, Ke Tang and Ningli Wang

Microstructure and high-frequency price discovery in the soybean complex

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

Jinxin Cui and Aktham Maghyereh

Quantifying impacts of competition and demand on the risk for fertilizer plant locations

William W. Wilson and Sumadhur Shakya

Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures

Juncal Cunado, Ioannis Chatziantoniou, David Gabauer, Fernando Perez de Gracia and Marfatia Hardik

A Bayesian perspective on commodity style integration

Ana-Maria Fuertes and Nan Zhao

Corporate commodity exposure: A multi-country longitudinal study

Xu Han, Elaine Laing, Brian Lucey and Samuel Vigne

Effects of global liquidity and commodity market shocks in a commodity-exporting developing economy

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

Xiaoli Etienne, Sara Farhangdoost, Linwood Hoffman and Brian Adam

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