OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Commodity Markets is 7. 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 2022-01-01 to 2026-01-01.)

Article	Citations
The strategic allocation to style-integrated portfolios of commodity futures	60
Financial investors and cross-commodity markets integration	59
Carr and Wu’s (2020) framework in the oil ETF option market	50
The economic impact of daily volatility persistence on energy markets	47
Commodity momentum: A tale of countries and sectors	44
Weathering market swings: Does climate risk matter for agricultural commodity price predictability?	44
Microstructure and high-frequency price discovery in the soybean complex	42
Editorial Board	41
Managing the oil market under misinformation: A reasonable quest?	32
Coal price shock propagation through sectoral financial interconnectedness in China's stock market: Quantile coherency network modelling and shock decomposition analysis	31
Commodity prices under the threat of operational disruptions: Labor strikes at copper mines	31
Quantile dependencies and connectedness between stock and precious metals markets	30
Extremal dependence in Australian electricity markets	29
Revisiting the Silver Crisis	26
The oil industry chain under climate risk: Evidence from China's listed oil companies	24
The evolution of commodity market financialization: Implications for portfolio diversification	24
Assessing government expenditures multipliers under oil price swings	23
Editorial Board	23
Logistics competition between the U.S. and Brazil for soybean shipments to China: An optimized Monte Carlo simulation approach	22
Equilibrium and real options in the ethanol industry: Modeling and empirical evidence	20
The role of financial development in enhancing trades in environmental goods: International insights from 119 countries	20
Editorial Board	19
The impact of economic policy uncertainties on the volatility of European carbon market	18
Do oil market shocks affect financial distress? Evidence from firm-level global data	18
Gold risk premium estimation with machine learning methods	18

Impact of supply chain pressure on traditional energy and metal markets: A Wavelet-based Quantile-on-Quantile perspective	17
The sensitivity of oil price shocks to preexisting market conditions: A GVAR analysis	16
Have the causal effects between equities, oil prices, and monetary policy changed over time?	16
Did grain futures prices overreact to the Russia–Ukraine war due to herding?	16
Psychological price barriers, El Niño, La Niña: New insights for the case of coffee	15
Interconnectedness and time-frequency spillover effects in crude oil, green finance and non-ferrous metal Markets: A high moments analysis	15
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
Are shocks in the stock markets driven by commodity markets? Evidence from Russia-Ukraine war	14
An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting	14
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
Boring finance. Petroleum exploration and firm debt: Evidence from Norway	12
Commodity market downturn: Systemic risk and spillovers during left tail events	11
Fourteen large commodity trading disasters: What happened and what can we learn?	11
Geopolitical risk and energy market tail risk forecasting: An explainable machine learning approach	11
Editorial Board	11
Intrinsic decompositions in gold forecasting	10
Oil–gas price relationships on three continents: Disruptions and equilibria	10
The midstream amplifier: Risk spillovers in China's lithium supply chain from mining to batteries	10
Revisiting the pricing impact of commodity market spillovers on equity markets	10
The pass-through of macro variable to volatility co-movement among U.S. currency and commodity futures markets system	10
Time to get mature: Collateral, flexibility and the hedging horizon decision	9
Trading-hour and nontrading-hour volatility in crude oil and U.S. dollar markets and its implications for portfolio optimization	9
Policy uncertainty and volatility spillovers in European electricity markets: Implications for market dynamics and innovation	9
Intraday volatility transmission in global energy markets: A Bayesian nonparametric approach	9
How far is too far for volatility transmission?	9
Causality in the aluminum market	8
A quantitative model of sustainability risk in finance	8
Systemwide directional connectedness from Crude Oil to sovereign credit risk	8
Modelling the evolution of wind and solar power infeed forecasts	7
When Chinese mania meets global frenzy: Commodity price bubbles	7
Commodity markets intervention: Consequences of speculation, and informed trading	7
Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic	7
Four Commitments of Traders Reports puzzles, revisited: Answers from grains and oilseeds futures markets	7
Forecasting volatility in commodity markets with long-memory models	7
Predicting commodity returns: Time series vs. cross sectional prediction models	7
The role of higher moments in predicting China's oil futures volatility: Evidence from machine learning models	7
A comparative study of factor models for different periods of the electricity spot price market	7
World regional natural gas prices: Convergence, divergence or what? New evidence	7
The asymmetric effect of G7 stock market volatility on predicting oil price volatility: Evidence from quantile autoregression model	7
Time-to-maturity and commodity futures return volatility: The role of time-varying asymmetric information	7
Forecasting the price of oil: A cautionary note	7
Assessing the impact of tax systems on investment incentives in future marine minerals projects on the Norwegian Continental Shelf	7