Journal of Commodity Markets

Papers
(The H4-Index of Journal of Commodity Markets is 17. 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 2021-04-01 to 2025-04-01.)
ArticleCitations
Corporate commodity exposure: A multi-country longitudinal study56
The strategic allocation to style-integrated portfolios of commodity futures42
Hedging with futures during nonconvergence in commodity markets39
Profit margin hedging in the New Zealand dairy farming industry34
Editorial Board33
Editorial Board29
Four Commitments of Traders Reports puzzles, revisited: Answers from grains and oilseeds futures markets28
Trading time seasonality in electricity futures27
Carr and Wu’s (2020) framework in the oil ETF option market25
Do different speculation strategies cause distinct impacts on the volatility of the live cattle futures in Brazil?23
Editorial Board22
Are shocks in the stock markets driven by commodity markets? Evidence from Russia-Ukraine war22
The economic impact of daily volatility persistence on energy markets20
Microstructure and high-frequency price discovery in the soybean complex20
Weathering market swings: Does climate risk matter for agricultural commodity price predictability?18
Gold as a financial instrument17
Commodity momentum: A tale of countries and sectors17
Conditional feeder cattle hedge ratios: Cross hedging with fluctuating corn prices17
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