Journal of Commodity Markets

Papers
(The H4-Index of Journal of Commodity Markets is 20. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-11-01 to 2025-11-01.)
ArticleCitations
The economic impact of daily volatility persistence on energy markets58
Weathering market swings: Does climate risk matter for agricultural commodity price predictability?57
Financial investors and cross-commodity markets integration47
Commodity momentum: A tale of countries and sectors42
The strategic allocation to style-integrated portfolios of commodity futures42
Carr and Wu’s (2020) framework in the oil ETF option market41
Microstructure and high-frequency price discovery in the soybean complex39
Editorial Board38
Managing the oil market under misinformation: A reasonable quest?30
Extremal dependence in Australian electricity markets30
Coal price shock propagation through sectoral financial interconnectedness in China's stock market: Quantile coherency network modelling and shock decomposition analysis29
Commodity prices under the threat of operational disruptions: Labor strikes at copper mines28
Quantile dependencies and connectedness between stock and precious metals markets24
Revisiting the Silver Crisis24
The evolution of commodity market financialization: Implications for portfolio diversification23
Editorial Board22
Gold risk premium estimation with machine learning methods22
Editorial Board21
Equilibrium and real options in the ethanol industry: Modeling and empirical evidence20
Do oil market shocks affect financial distress? Evidence from firm-level global data20
Assessing government expenditures multipliers under oil price swings20
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