Journal of Commodity Markets

2016 - 2025

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

From Elsevier
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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

A tutorial on portfolio-based control algorithms for merchant energy trading operations pp. 1-13: Nicola Secomandi
The dynamics of precious metal markets VaR: A GARCHEVT approach pp. 14-27: Zijing Zhang and Hong-Kun Zhang
Commodities' common factor: An empirical assessment of the markets' drivers pp. 28-40: Johannes Lübbers and Peter Posch
An equilibrium model for the OTC derivatives market with a collateral agreement pp. 41-55: Kazuhiro Takino
The connectedness between crude oil and financial markets: Evidence from implied volatility indices pp. 56-69: Basel Awartani, Aktham Maghyereh and Guermat Cherif

The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies pp. 1-15: Marco Haase, Yvonne Seiler Zimmermann and Heinz Zimmermann
Structural models for coupled electricity markets pp. 16-38: Rüdiger Kiesel and Michael Kusterman
Momentum and mean-reversion in commodity spot and futures markets pp. 39-53: Denis B. Chaves and Vivek Viswanathan
Investment in mutually exclusive transmission projects under policy uncertainty pp. 54-69: Ida Bakke, Stein-Erik Fleten, Lars Ivar Hagfors, Verena Hagspiel and Beate Norheim
A cod is a cod, but is it a commodity? pp. 70-75: Ingrid K. Pettersen and Øystein Myrland

Global relationships across crude oil benchmarks pp. 1-5: Janelle Mann and Peter Sephton
Determinants of the Atlantic salmon futures risk premium pp. 6-17: Frank Asche, Bård Misund and Atle Oglend
Food safety regulations and fish trade: Evidence from European Union-Africa trade relations pp. 18-25: Olayinka Kareem
Natural gas storage valuation, optimization, market and credit risk management pp. 26-44: Matt Thompson
On the correlation between commodity and equity returns: Implications for portfolio allocation pp. 45-57: Marco Lombardi and Francesco Ravazzolo

Long-short commodity investing: A review of the literature pp. 3-13: Joëlle Miffre
Roll strategy efficiency in commodity futures markets pp. 14-34: Nick Taylor
The relationship between input-factor and output prices in commodity industries: The case of Norwegian salmon aquaculture pp. 35-47: Frank Asche and Atle Oglend
Increasing trends in the excess comovement of commodity prices pp. 48-64: Kazuhiko Ohashi and Tatsuyoshi Okimoto
International commodity trade, transport costs, and product differentiation pp. 65-76: Colin Carter, James A. Chalfant, Navin Yavapolkul and Christine L. Carroll