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 2021-04-01 to 2025-04-01.)

Article	Citations
Corporate commodity exposure: A multi-country longitudinal study	56
The strategic allocation to style-integrated portfolios of commodity futures	42
Hedging with futures during nonconvergence in commodity markets	39
Profit margin hedging in the New Zealand dairy farming industry	34
Editorial Board	33
Editorial Board	29
Four Commitments of Traders Reports puzzles, revisited: Answers from grains and oilseeds futures markets	28
Trading time seasonality in electricity futures	27
Carr and Wu’s (2020) framework in the oil ETF option market	25
Do different speculation strategies cause distinct impacts on the volatility of the live cattle futures in Brazil?	23
Editorial Board	22
Are shocks in the stock markets driven by commodity markets? Evidence from Russia-Ukraine war	22
The economic impact of daily volatility persistence on energy markets	20
Microstructure and high-frequency price discovery in the soybean complex	20
Weathering market swings: Does climate risk matter for agricultural commodity price predictability?	18
Gold as a financial instrument	17
Commodity momentum: A tale of countries and sectors	17
Conditional feeder cattle hedge ratios: Cross hedging with fluctuating corn prices	17
Do the basis and other predictors of futures return also predict spot return with the same signs and magnitudes? Evidence from the LME	16
Anything but gold - The golden constant revisited	15
Can gold hedge against oil price movements: Evidence from GARCH-EVT wavelet modeling	15
Forecasting the dynamic relationship between crude oil and stock prices since the 19th century	14
An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting	14
Explaining intraday crude oil returns with higher order risk-neutral moments	14
The “necessary evil” in Chinese commodity markets	14

Financialization of commodity markets ten years later	14
Economic drivers of volatility and correlation in precious metal markets	13
The role of higher moments in predicting China's oil futures volatility: Evidence from machine learning models	13
Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe	13
Editorial Board	13
How does carbon market interact with energy and sectoral stocks? Evidence from risk spillover and wavelet coherence	13
Seasonality patterns in LNG shipping spot and time charter freight rates	12
Understanding the variance of earnings growth: The case of shipping	12
Oil price volatility and corporate cash holding	12
Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach	11
Boring finance. Petroleum exploration and firm debt: Evidence from Norway	10
Nash equilibria in greenhouse gas offset credit markets	10
Coal price shock propagation through sectoral financial interconnectedness in China's stock market: Quantile coherency network modelling and shock decomposition analysis	9
Commodity prices under the threat of operational disruptions: Labor strikes at copper mines	9
Does public information facilitate price consensus? Characterizing USDA announcement effects using realized volatility	8
When does USDA information have the most impact on crop and livestock markets?	8
Stock return predictability using economic narrative: Evidence from energy sectors	8
Oil jump tail risk as a driver of inflation dynamics	8
Managing the oil market under misinformation: A reasonable quest?	8
Quantifying impacts of competition and demand on the risk for fertilizer plant locations	7
Editorial Board	7
Editorial Board	7
Rational destabilization in commodity markets	7
The commodities/equities beta term-structure	7
The Fortune and crash of common risk factors in Chinese commodity markets	7
Option pricing revisited: The role of price volatility and dynamics	7
Editorial Board	7
Editorial Board	7
USDA reports affect the stock market, too	7
Time-varying and multi-scale analysis of copper price influencing factors based on LASSO and EMD methods	7