Journal of Commodity Markets

2016 - 2025

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

From Elsevier
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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