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.

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

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