OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Commodity Markets is 8. 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.)

Article	Citations
The economic impact of daily volatility persistence on energy markets	58
Weathering market swings: Does climate risk matter for agricultural commodity price predictability?	57
Financial investors and cross-commodity markets integration	47
The strategic allocation to style-integrated portfolios of commodity futures	42
Commodity momentum: A tale of countries and sectors	42
Carr and Wu’s (2020) framework in the oil ETF option market	41
Microstructure and high-frequency price discovery in the soybean complex	39
Editorial Board	38
Managing the oil market under misinformation: A reasonable quest?	30
Extremal dependence in Australian electricity markets	30
Coal price shock propagation through sectoral financial interconnectedness in China's stock market: Quantile coherency network modelling and shock decomposition analysis	29
Commodity prices under the threat of operational disruptions: Labor strikes at copper mines	28
Quantile dependencies and connectedness between stock and precious metals markets	24
Revisiting the Silver Crisis	24
The evolution of commodity market financialization: Implications for portfolio diversification	23
Editorial Board	22
Gold risk premium estimation with machine learning methods	22
Editorial Board	21
Equilibrium and real options in the ethanol industry: Modeling and empirical evidence	20
Do oil market shocks affect financial distress? Evidence from firm-level global data	20
Assessing government expenditures multipliers under oil price swings	20
Logistics competition between the U.S. and Brazil for soybean shipments to China: An optimized Monte Carlo simulation approach	18
The role of financial development in enhancing trades in environmental goods: International insights from 119 countries	18
The impact of economic policy uncertainties on the volatility of European carbon market	17
Impact of supply chain pressure on traditional energy and metal markets: A Wavelet-based Quantile-on-Quantile perspective	16

The sensitivity of oil price shocks to preexisting market conditions: A GVAR analysis	16
Did grain futures prices overreact to the Russia–Ukraine war due to herding?	16
Have the causal effects between equities, oil prices, and monetary policy changed over time?	16
Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress	15
Forecasting the dynamic relationship between crude oil and stock prices since the 19th century	15
Psychological price barriers, El Niño, La Niña: New insights for the case of coffee	15
Are shocks in the stock markets driven by commodity markets? Evidence from Russia-Ukraine war	15
An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting	14
Boring finance. Petroleum exploration and firm debt: Evidence from Norway	13
Editorial Board	13
Financialization of commodity markets ten years later	13
Short- and long-term forecasting of electricity prices using embedding of calendar information in neural networks	12
Editorial Board	11
Commodity market downturn: Systemic risk and spillovers during left tail events	11
Oil–gas price relationships on three continents: Disruptions and equilibria	11
Revisiting the pricing impact of commodity market spillovers on equity markets	10
Geopolitical risk and energy market tail risk forecasting: An explainable machine learning approach	10
Robust estimation of conditional risk measures using machine learning algorithm for commodity futures prices in the presence of outliers	10
The midstream amplifier: Risk spillovers in China's lithium supply chain from mining to batteries	10
The pass-through of macro variable to volatility co-movement among U.S. currency and commodity futures markets system	10
Fourteen large commodity trading disasters: What happened and what can we learn?	10
Intraday volatility transmission in global energy markets: A Bayesian nonparametric approach	9
Intrinsic decompositions in gold forecasting	9
How far is too far for volatility transmission?	9
Trading-hour and nontrading-hour volatility in crude oil and U.S. dollar markets and its implications for portfolio optimization	9
Time to get mature: Collateral, flexibility and the hedging horizon decision	9
The asymmetric effect of G7 stock market volatility on predicting oil price volatility: Evidence from quantile autoregression model	8
Systemwide directional connectedness from Crude Oil to sovereign credit risk	8
The effect of oil supply shocks on industry returns	8
Causality in the aluminum market	8