Journal of Commodity Markets

2016 - 2025

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

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Characteristics of petroleum product prices: A survey pp. 1-15: Louis H. Ederington, Chitru S. Fernando, Seth A. Hoelscher, Thomas K. Lee and Scott Linn
Illiquidity in the Japan electric power exchange pp. 16-39: Shin S. Ikeda
Do international primary commodity prices exhibit asymmetric adjustment? pp. 40-50: Atanu Ghoshray
The consignment mechanism in carbon markets: A laboratory investigation pp. 51-65: Noah Dormady and Paul J. Healy
An empirical analysis of the correlation between large daily changes in grain and oil futures prices pp. 66-75: Torun Fretheim

A review of the evidence on the relation between crude oil prices and petroleum product prices pp. 1-15: Louis H. Ederington, Chitru S. Fernando, Seth A. Hoelscher, Thomas K. Lee and Scott Linn
Market specific seasonal trading behavior in NASDAQ OMX electricity options pp. 16-29: Jussi Nikkinen and Timo Rothovius
Real option valuation of open pit mines with two processing methods pp. 30-39: Matías Siña and Juan Ignacio Guzmán
Price volatility and speculative activities in futures commodity markets: A combination of combinations of p-values test pp. 40-54: Bernardina Algieri and Arturo Leccadito
Jumps in commodity markets pp. 55-70: Duc Binh Benno Nguyen and Marcel Prokopczuk

Globalization and commoditization: The transformation of the seafood market pp. 2-8: James Anderson, Frank Asche and Taryn Garlock
Are Norwegian fishermen selling in the same market? pp. 9-18: Ingrid Kristine Pettersen, Eivind Hestvik Brækkan and Øystein Myrland
Common and fundamental risk factors in shareholder returns of Norwegian salmon producing companies pp. 19-30: Bård Misund
Country of origin growth modelling for imported salted & dried (Klippfisk) products to Brazil pp. 31-43: Daniel V. Gordon
Volatility spillover in seafood markets pp. 44-59: Roy Endré Dahl and Erlendur Jonsson
Optimal hedging strategies for salmon producers pp. 60-70: Peter Schütz and Sjur Westgaard
Cod stories: Trade dynamics and duration for Norwegian cod exports pp. 71-79: Frank Asche, Andreea L. Cojocaru, Ivar Gaasland and Hans-Martin Straume

Emergence of sovereign wealth funds pp. 1-21: Jean-François Carpantier and Wessel Vermeulen
Master limited partnerships: Is it a smart investment vehicle? pp. 22-36: Haiwei Chen and Thanh Ngo
Pricing electricity blackouts among South African households pp. 37-47: Nomsa Phindile Nkosi and Johane Dikgang
On the spot-futures relationship in crude-refined petroleum prices: New evidence from an ARDL bounds testing approach pp. 48-58: Arfaoui Mongi
Intraday seasonality in efficiency, liquidity, volatility and volume: Platinum and gold futures in Tokyo and New York pp. 59-71: Kentaro Iwatsubo, Clinton Watkins and Tao Xu

Introduction to the special issue on the financialization of commodities pp. 1-2: Colin Carter and Gabriel Power
Integrating swaps and futures: A new direction for commodity research pp. 3-21: Scott Mixon, Esen Onur and Lynn Riggs
Financialization and the returns to commodity investments pp. 22-28: Scott Main, Scott H. Irwin, Dwight R. Sanders and Aaron Smith
Guilty speculators? Range-based conditional volatility in a cross-section of wheat futures pp. 29-46: Marco Haase and Matthias Huss
The lifecycle of exchange-traded derivatives pp. 47-68: Grant Cavanaugh and Michael Penick
The effect of pit closure on futures trading pp. 69-90: Eleni Gousgounis and Esen Onur
An update on speculation and financialization in commodity markets pp. 91-104: Naomi E. Boyd, Jeffrey Harris and Bingxin Li

Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets pp. 1-20: Simon Spencer, Don Bredin and Thomas Conlon
A particle filtering approach to oil futures price calibration and forecasting pp. 21-34: Gaetano Fileccia and Carlo Sgarra
Latent jump diffusion factor estimation for commodity futures pp. 35-54: M.A.H. Dempster, Elena Medova and Ke Tang
The impact of Chinese imports of soybean on port infrastructure in Brazil: A study based on the concept of the “Bullwhip Effect” pp. 55-76: Daruichi Pereira de Lima, José Carlos Fioriolli, Antonio Domingos Padula and Guilherme Pumi
Electricity markets around the world pp. 77-100: Klaus Mayer and Stefan Trück

A review of the literature on commodity risk management pp. 1-17: David A. Carter, Daniel A. Rogers, Betty Simkins and Stephen D. Treanor
Do sovereign wealth funds dampen the negative effects of commodity price volatility? pp. 18-27: Kamiar Mohaddes and Mehdi Raissi
A century of interfuel substitution pp. 28-42: A. K. M. Nurul Hossain and Apostolos Serletis
Portfolio investment: Are commodities useful? pp. 43-55: Lei Yan and Philip Garcia

Reassessing the role of precious metals as safe havens–What colour is your haven and why? pp. 1-14: Sile Li and Brian Lucey
Commodity market volatility in the presence of U.S. and Chinese macroeconomic news pp. 15-27: Lee Smales
Agricultural price transmission: China relationships with world commodity markets pp. 28-40: Carlos Arnade, Bryce Cooke and Fred Gale
Dynamic correlations between BRIC and U.S. stock markets: The asymmetric impact of volatility expectations in oil, gold and financial markets pp. 41-56: Baris Kocaarslan, Ramazan Sarı, Alper Gormus and Ugur Soytas
Price co-movement and the crack spread in the US futures markets pp. 57-71: Panos Fousekis and Vasilis Grigoriadis

Predictability and underreaction in industry-level returns: Evidence from commodity markets pp. 1-15: Victor (Vic) Valcarcel, Andrew J. Vivian and Mark Wohar
A Markov regime-switching model of crude oil market integration pp. 16-31: Konstantin Kuck and Karsten Schweikert
Understanding the non-convergence of agricultural futures via stochastic storage costs and timing options pp. 32-49: Kevin Guo and Tim Leung
Real options and the value of oil and gas firms: An empirical analysis pp. 50-65: Amir H. Sabet and Richard Heaney
Modeling the multivariate dynamic dependence structure of commodity futures portfolios pp. 66-87: Matthias D. Aepli, Roland Füss, Tom Erik S. Henriksen and Florentina Paraschiv

The economics of commodity market manipulation: A survey pp. 1-17: Craig Pirrong
New indices of adequate and excess speculation and their relationship with volatility in the crude oil futures market pp. 18-35: Latha Shanker
Heterogeneous traders, liquidity, and volatility in crude oil futures market pp. 36-49: Erik Haugom and Rina Ray
Price discovery in agricultural commodity markets in the presence of futures speculation pp. 50-62: Thomas Dimpfl, Michael Flad and Robert Jung
World coal markets: Still weakly integrated and moving east pp. 63-76: Bo Liu and Hélyette Geman