Journal of Commodity Markets

2016 - 2025

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

From Elsevier
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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

Comovement in the commodity futures markets: An analysis of the energy, grains, and livestock sectors: Ramesh Adhikari and Kyle J. Putnam
Price discovery in agricultural commodity markets: Do speculators contribute?: Martin T. Bohl, Pierre Siklos, Martin Stefan and Claudia Wellenreuther
Futures commission merchants, customer funds and capital requirements: An organizational analysis of the futures industry: Ekaterina E. Emm, Gerald D. Gay and Mo Shen
Commodity market flexibility and financial derivatives: Jostein Tvedt
Soybean quality differentials, blending, testing and spatial arbitrage: Wilson William, Bruce Dahl and David Hertsgaard

The impact of global financial crisis on informational efficiency: Evidence from price-volume relation in crude palm oil futures market: You-How Go and Wee Yeap Lau
Spillovers, integration and causality in LME non-ferrous metal markets: Cetin Ciner, Brian Lucey and Larisa Yarovaya
The determinants of the price-earnings ratio in the Norwegian aquaculture industry: Aigerim Itemgenova and Marius Sikveland
Tracking spot oil: The elusive quest: Ludwig Chincarini
Trilogy for troubleshooting convergence: Manipulation, structural imbalance, and storage rates: Scott H. Irwin

The impact of long-short speculators on the volatility of agricultural commodity futures prices: Martin T. Bohl and Christoph Sulewski
Do heterogeneous countries respond differently to oil price shocks?: Santiago Guerrero-Escobar, Gerardo Hernandez-del-Valle and Marco Hernandez-Vega
Are crude oil markets cointegrated? Testing the co-movement of weekly crude oil spot prices: Gregory Galay
Price discovery or noise: The role of arbitrage and speculation in explaining crude oil price behaviour: Obaid A. Awan
Can agricultural commodity prices predict Nigeria's inflation?: Moses Tule, Afees Salisu and Charles C. Chiemeke

How connected are the U.S. regional natural gas markets in the post-deregulation era? Evidence from time-varying connectedness analysis pp. -: Alexandre Ribeiro Scarcioffolo and Xiaoli Etienne
Commodity futures with thinly traded cash markets: The case of live cattle pp. -: Ted Schroeder, Glynn Tonsor and Brian Coffey
The ethanol mandate and crude oil and biofuel agricultural commodity price dynamics pp. -: Apostolos Serletis and Libo Xu
Do speculators drive commodity prices away from supply and demand fundamentals? pp. -: Raymond P.H. Fishe and Aaron Smith
Risk premia in Chinese commodity markets pp. -: Chaohua He, Cheng Jiang and Marat Molyboga