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 2021-08-01 to 2025-08-01.)

Article	Citations
Weathering market swings: Does climate risk matter for agricultural commodity price predictability?	58
Carr and Wu’s (2020) framework in the oil ETF option market	52
Commodity momentum: A tale of countries and sectors	43
The strategic allocation to style-integrated portfolios of commodity futures	38
Financial investors and cross-commodity markets integration	37
The economic impact of daily volatility persistence on energy markets	36
Microstructure and high-frequency price discovery in the soybean complex	33
Editorial Board	29
Commodity prices under the threat of operational disruptions: Labor strikes at copper mines	29
Managing the oil market under misinformation: A reasonable quest?	27
Quantile dependencies and connectedness between stock and precious metals markets	26
Coal price shock propagation through sectoral financial interconnectedness in China's stock market: Quantile coherency network modelling and shock decomposition analysis	23
Revisiting the Silver Crisis	22
The evolution of commodity market financialization: Implications for portfolio diversification	22
Logistics competition between the U.S. and Brazil for soybean shipments to China: An optimized Monte Carlo simulation approach	20
Editorial Board	19
Equilibrium and real options in the ethanol industry: Modeling and empirical evidence	19
Do oil market shocks affect financial distress? Evidence from firm-level global data	18
Editorial Board	18
Assessing government expenditures multipliers under oil price swings	17
The impact of economic policy uncertainties on the volatility of European carbon market	17
The role of financial development in enhancing trades in environmental goods: International insights from 119 countries	17
Gold risk premium estimation with machine learning methods	16
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	15

Have the causal effects between equities, oil prices, and monetary policy changed over time?	15
Did grain futures prices overreact to the Russia–Ukraine war due to herding?	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	14
An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting	14
Psychological price barriers, El Niño, La Niña: New insights for the case of coffee	14
Forecasting the dynamic relationship between crude oil and stock prices since the 19th century	14
Financialization of commodity markets ten years later	13
Are shocks in the stock markets driven by commodity markets? Evidence from Russia-Ukraine war	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
Editorial Board	11
The impact of the change in USDA announcement release procedures on agricultural commodity futures	11
Commodity market downturn: Systemic risk and spillovers during left tail events	10
Robust estimation of conditional risk measures using machine learning algorithm for commodity futures prices in the presence of outliers	10
Oil–gas price relationships on three continents: Disruptions and equilibria	10
Intrinsic decompositions in gold forecasting	10
Editorial Board	10
Fourteen large commodity trading disasters: What happened and what can we learn?	10
Revisiting the pricing impact of commodity market spillovers on equity markets	10
Trading-hour and nontrading-hour volatility in crude oil and U.S. dollar markets and its implications for portfolio optimization	9
The pass-through of macro variable to volatility co-movement among U.S. currency and commodity futures markets system	9
Time to get mature: Collateral, flexibility and the hedging horizon decision	9
The midstream amplifier: Risk spillovers in China's lithium supply chain from mining to batteries	9
The asymmetric effect of G7 stock market volatility on predicting oil price volatility: Evidence from quantile autoregression model	9
The effect of oil supply shocks on industry returns	8
How far is too far for volatility transmission?	8
Intraday volatility transmission in global energy markets: A Bayesian nonparametric approach	8
Forecasting volatility in commodity markets with long-memory models	8
Causality in the aluminum market	8