Journal of Commodity Markets

Papers
(The TQCC of Journal of Commodity Markets is 9. 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 2022-05-01 to 2026-05-01.)
ArticleCitations
The strategic allocation to style-integrated portfolios of commodity futures66
Financial investors and cross-commodity markets integration59
Carr and Wu’s (2020) framework in the oil ETF option market58
Weathering market swings: Does climate risk matter for agricultural commodity price predictability?55
The economic impact of daily volatility persistence on energy markets55
Microstructure and high-frequency price discovery in the soybean complex52
Commodity momentum: A tale of countries and sectors43
Editorial Board37
Commodity prices under the threat of operational disruptions: Labor strikes at copper mines36
Extremal dependence in Australian electricity markets34
Managing the oil market under misinformation: A reasonable quest?33
Coal price shock propagation through sectoral financial interconnectedness in China's stock market: Quantile coherency network modelling and shock decomposition analysis31
From Paris to Pandemic: How climate risk and policy uncertainty shapes fossil and clean Energy commodities30
Quantile dependencies and connectedness between stock and precious metals markets29
Revisiting the Silver Crisis29
The oil industry chain under climate risk: Evidence from China's listed oil companies28
The evolution of commodity market financialization: Implications for portfolio diversification27
Gold risk premium estimation with machine learning methods25
Editorial Board24
Editorial Board24
The role of financial development in enhancing trades in environmental goods: International insights from 119 countries22
Equilibrium and real options in the ethanol industry: Modeling and empirical evidence21
Logistics competition between the U.S. and Brazil for soybean shipments to China: An optimized Monte Carlo simulation approach21
Do oil market shocks affect financial distress? Evidence from firm-level global data20
Assessing government expenditures multipliers under oil price swings19
The sensitivity of oil price shocks to preexisting market conditions: A GVAR analysis18
Did grain futures prices overreact to the Russia–Ukraine war due to herding?18
Impact of supply chain pressure on traditional energy and metal markets: A Wavelet-based Quantile-on-Quantile perspective18
The impact of economic policy uncertainties on the volatility of European carbon market18
Psychological price barriers, El Niño, La Niña: New insights for the case of coffee17
Interconnectedness and time-frequency spillover effects in crude oil, green finance and non-ferrous metal Markets: A high moments analysis17
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 stress15
Quantifying Electricity Market Stress: Constructing and Validating the Stress Index with Evidence from India15
Financialization of commodity markets ten years later14
Carbon pricing, commodity markets, and economic stability: Evidence from the EU ETS14
Are shocks in the stock markets driven by commodity markets? Evidence from Russia-Ukraine war13
Editorial Board13
Boring finance. Petroleum exploration and firm debt: Evidence from Norway12
Short- and long-term forecasting of electricity prices using embedding of calendar information in neural networks12
Does climate policy uncertainty impact gold-mining stock returns? International evidence12
Oil–gas price relationships on three continents: Disruptions and equilibria11
Geopolitical risk and energy market tail risk forecasting: An explainable machine learning approach11
Fourteen large commodity trading disasters: What happened and what can we learn?11
Intraday market momentum in coffee futures: Dynamics and drivers11
Dynamic effects of the global common volatility on precious metals and energy markets: Fourier quantile-on-quantile and Fourier quantile regressions11
Commodity market downturn: Systemic risk and spillovers during left tail events11
Volatility connectedness and its sources between crude oil and commodity sectors: Evidence from China11
Policy uncertainty and volatility spillovers in European electricity markets: Implications for market dynamics and innovation10
The pass-through of macro variable to volatility co-movement among U.S. currency and commodity futures markets system10
The midstream amplifier: Risk spillovers in China's lithium supply chain from mining to batteries9
Time to get mature: Collateral, flexibility and the hedging horizon decision9
A quantitative model of sustainability risk in finance9
Revisiting the pricing impact of commodity market spillovers on equity markets9
How far is too far for volatility transmission?9
Intrinsic decompositions in gold forecasting9
The asymmetric effect of G7 stock market volatility on predicting oil price volatility: Evidence from quantile autoregression model9
Causality in the aluminum market9
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