Journal of Commodity Markets

2016 - 2025

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

From Elsevier
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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

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

Forecasting the dynamic relationship between crude oil and stock prices since the 19th century: Kris Ivanovski and Abebe Hailemariam
Anything but gold - The golden constant revisited: Jean-François Carpantier
Predictability in commodity markets: Evidence from more than a century: Fabian Hollstein, Marcel Prokopczuk, Björn Tharann and Chardin Wese Simen
The effect of oil supply shocks on industry returns: Dayong Huang, Jay Y. Li and Kai Wu
The rise and breakup of the commodity exchange membership: An analysis of CBOT seat prices: Ekaterina E. Emm, Gerald D. Gay, Han Ma and Honglin Ren
Robust estimation of conditional risk measures using machine learning algorithm for commodity futures prices in the presence of outliers: J.W. Byers, I. Popova and B.J. Simkins

The impact of the change in USDA announcement release procedures on agricultural commodity futures: Ivan Indriawan, Valeria Martinez and Yiuman Tse
The first commodity futures index of 1933: Geetesh Bhardwaj, Rajkumar Janardanan and K. Rouwenhorst
The dynamics of oil on China’s commodity sectors: What can we learn from a quantile perspective?: Bi-Bo Wu
Speculation and the informational efficiency of commodity futures markets: Martin T. Bohl, Alexander Pütz and Christoph Sulewski
The price of crude oil and (conditional) out-of-sample predictability of world industrial production: Nima Nonejad
Unit roots in real primary commodity prices? A meta-analysis of the Grilli and Yang data set: Diego Winkelried

When does USDA information have the most impact on crop and livestock markets?: Olga Isengildina-Massa, Xiang Cao, Berna Karali, Scott H. Irwin, Michael Adjemian and Robert C. Johansson
Accrual earnings management in response to an oil price shock: Frode Kjærland, Fredrik Kosberg and Mathias Misje
Asymmetric volatility in commodity markets: Yu-Fu Chen and Xiaoyi Mu
Do oil and gas price shocks have an impact on bank performance?: Abdulazeez Y.H. Saif-Alyousfi, Asish Saha, Rohani Md-Rus and Kamarun Nisham Taufil-Mohd
The impact of speculation on commodity prices: A Meta-Granger analysis: Thomas Wimmer, Jerome Geyer-Klingeberg, Marie Hütter, Florian Schmid and Andreas Rathgeber
Commodity index risk premium: Gonzalo Cortazar, Hector Ortega, Maximiliano Rojas and Eduardo S. Schwartz

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

Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture: Roy Endré Dahl, Atle Oglend and Muhammad Yahya
Dealing with tail risk in energy commodity markets: Futures contracts versus exchange-traded funds: Panit Arunanondchai, Kunlapath Sukcharoen and David J. Leatham
New generation grain contracts in corn and soybean commodity markets: 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: Nima Nonejad
Stock market response to potash mine disasters: Oskar Kowalewski and Piotr Śpiewanowski

Product differentiation and dynamics of cost pass-through in the German fish market: An error-correction-distance measure approach: Thomas Bittmann, Julia Bronnmann and Daniel V. Gordon
Forecasting excess returns of the gold market: Can we learn from stock market predictions?: Hubert Dichtl
Econometric modelling and forecasting of intraday electricity prices: 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?: Inês Carrilho Nunes and Margarida Catalão-Lopes
Precedence rules in matching algorithms: Richard Haynes and Esen Onur
The market response to government crop news under different release regimes: Michael Adjemian and Scott H. Irwin