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Citation Profile [Updated: 2019-09-04 10:18:12]
5 Years H
5
Impact Factor
1.23
5 Years IF
1.23
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.1 0 0 0 0 0 0 0 0 0 0 0.04
1991 0 0.1 0 0 0 0 0 0 0 0 0 0 0.04
1992 0 0.09 0 0 0 0 0 0 0 0 0 0 0.04
1993 0 0.11 0 0 0 0 0 0 0 0 0 0 0.05
1994 0 0.11 0 0 0 0 0 0 0 0 0 0 0.04
1995 0 0.19 0 0 0 0 0 0 0 0 0 0 0.07
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.09
1997 0 0.26 0 0 0 0 0 0 0 0 0 0 0.09
1998 0 0.27 0 0 0 0 0 0 0 0 0 0 0.1
1999 0 0.31 0 0 0 0 0 0 0 0 0 0 0.13
2000 0 0.38 0 0 0 0 0 0 0 0 0 0 0.15
2001 0 0.39 0 0 0 0 0 0 0 0 0 0 0.14
2002 0 0.4 0 0 0 0 0 0 0 0 0 0 0.17
2003 0 0.42 0 0 0 0 0 0 0 0 0 0 0.18
2004 0 0.47 0 0 0 0 0 0 0 0 0 0 0.19
2005 0 0.51 0 0 0 0 0 0 0 0 0 0 0.2
2006 0 0.5 0 0 0 0 0 0 0 0 0 0 0.2
2007 0 0.44 0 0 0 0 0 0 0 0 0 0 0.17
2008 0 0.47 0 0 0 0 0 1 0 0 0 0 0.19
2009 0 0.49 0 0 0 0 0 1 0 0 0 0 0.19
2010 0 0.46 0 0 0 0 0 1 0 0 0 0 0.16
2011 0 0.48 0 0 0 0 0 1 0 0 0 0 0.19
2012 0 0.51 0 0 0 0 0 1 0 0 0 0 0.19
2013 0 0.58 0 0 0 0 0 1 0 0 0 0 0.2
2014 0 0.58 0 0 0 0 0 1 0 0 0 0 0.19
2015 0 0.59 0 0 0 0 0 1 0 0 0 0 0.19
2016 0 0.64 0.15 0 20 20 59 3 4 0 0 1 33.3 3 0.15 0.19
2017 0.75 0.66 0.51 0.75 19 39 38 20 24 20 15 20 15 3 15 2 0.11 0.2
2018 1.23 0.89 1.11 1.23 24 63 9 70 94 39 48 39 48 16 22.9 8 0.33 0.29
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12016On the correlation between commodity and equity returns: Implications for portfolio allocation. (2016). Ravazzolo, Francesco ; Lombardi, Marco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:2:y:2016:i:1:p:45-57.

Full description at Econpapers || Download paper

13
22016The connectedness between crude oil and financial markets: Evidence from implied volatility indices. (2016). Awartani, Basel ; Aktham, Maghyereh ; Cherif, Guermat . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:4:y:2016:i:1:p:56-69.

Full description at Econpapers || Download paper

11
32017Do sovereign wealth funds dampen the negative effects of commodity price volatility?. (2017). Mohaddes, Kamiar ; Raissi, Mehdi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:8:y:2017:i:c:p:18-27.

Full description at Econpapers || Download paper

11
42016The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies. (2016). Zimmermann, Heinz ; Haase, Marco . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:3:y:2016:i:1:p:1-15.

Full description at Econpapers || Download paper

11
52016Increasing trends in the excess comovement of commodity prices. (2016). Okimoto, Tatsuyoshi ; Ohashi, Kazuhiko . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:1:y:2016:i:1:p:48-64.

Full description at Econpapers || Download paper

8
62017Reassessing the role of precious metals as safe havens–What colour is your haven and why?. (2017). Lucey, Brian M ; Li, Sile . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:1-14.

Full description at Econpapers || Download paper

4
72016Structural models for coupled electricity markets. (2016). Kusterman, Michael ; Kiesel, Rudiger . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:3:y:2016:i:1:p:16-38.

Full description at Econpapers || Download paper

4
82017Dynamic correlations between BRIC and U.S. stock markets: The asymmetric impact of volatility expectations in oil, gold and financial markets. (2017). Soytas, Ugur ; Sarı, Ramazan ; Gormus, Alper ; Sari, Ramazan ; Kocaarslan, Baris. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:41-56.

Full description at Econpapers || Download paper

4
92016Global relationships across crude oil benchmarks. (2016). Sephton, Peter ; Mann, Janelle. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:2:y:2016:i:1:p:1-5.

Full description at Econpapers || Download paper

4
102016A cod is a cod, but is it a commodity?. (2016). Pettersen, Ingrid K ; Myrland, Oystein. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:3:y:2016:i:1:p:70-75.

Full description at Econpapers || Download paper

4
112016The relationship between input-factor and output prices in commodity industries: The case of Norwegian salmon aquaculture. (2016). Oglend, Atle ; Asche, Frank. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:1:y:2016:i:1:p:35-47.

Full description at Econpapers || Download paper

3
122017A review of the literature on commodity risk management. (2017). Simkins, Betty ; Treanor, Stephen D ; Rogers, Daniel A ; Carter, David A. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:8:y:2017:i:c:p:1-17.

Full description at Econpapers || Download paper

3
132018Electricity markets around the world. (2018). Trueck, Stefan ; Truck, Stefan ; Mayer, Klaus . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:9:y:2018:i:c:p:77-100.

Full description at Econpapers || Download paper

3
142016Determinants of the Atlantic salmon futures risk premium. (2016). Misund, BÃ¥rd ; Oglend, Atle ; Asche, Frank. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:2:y:2016:i:1:p:6-17.

Full description at Econpapers || Download paper

3
152017The economics of commodity market manipulation: A survey. (2017). Pirrong, Craig. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:5:y:2017:i:c:p:1-17.

Full description at Econpapers || Download paper

3
162017Commodity market volatility in the presence of U.S. and Chinese macroeconomic news. (2017). Smales, L A. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:15-27.

Full description at Econpapers || Download paper

3
172018Emergence of sovereign wealth funds. (2018). Vermeulen, W N ; Carpantier, J.-F., . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:11:y:2018:i:c:p:1-21.

Full description at Econpapers || Download paper

2
182016Momentum and mean-reversion in commodity spot and futures markets. (2016). Viswanathan, Vivek ; Chaves, Denis B. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:3:y:2016:i:1:p:39-53.

Full description at Econpapers || Download paper

2
192017Price discovery in agricultural commodity markets in the presence of futures speculation. (2017). Jung, Robert ; Flad, Michael ; Dimpfl, Thomas. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:5:y:2017:i:c:p:50-62.

Full description at Econpapers || Download paper

2
202018An update on speculation and financialization in commodity markets. (2018). Li, Bingxin ; Harris, Jeffrey H ; Boyd, Naomi E. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:91-104.

Full description at Econpapers || Download paper

2
212016Natural gas storage valuation, optimization, market and credit risk management. (2016). Thompson, Matt . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:2:y:2016:i:1:p:26-44.

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2
222017Modeling the multivariate dynamic dependence structure of commodity futures portfolios. (2017). Paraschiv, Florentina ; Erik, Tom ; Fuss, Roland ; ROLAND FÜSS, ; Aepli, Matthias D. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:6:y:2017:i:c:p:66-87.

Full description at Econpapers || Download paper

2
232017Heterogeneous traders, liquidity, and volatility in crude oil futures market. (2017). Ray, Rina ; Haugom, Erik. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:5:y:2017:i:c:p:36-49.

Full description at Econpapers || Download paper

2
242016The dynamics of precious metal markets VaR: A GARCHEVT approach. (2016). Zhang, Zijing . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:4:y:2016:i:1:p:14-27.

Full description at Econpapers || Download paper

2
252017Understanding the non-convergence of agricultural futures via stochastic storage costs and timing options. (2017). Leung, Tim ; Guo, Kevin . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:6:y:2017:i:c:p:32-49.

Full description at Econpapers || Download paper

2
262016Long-short commodity investing: A review of the literature. (2016). Miffre, Joelle. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:1:y:2016:i:1:p:3-13.

Full description at Econpapers || Download paper

2
272017A Markov regime-switching model of crude oil market integration. (2017). Kuck, Konstantin ; Schweikert, Karsten. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:6:y:2017:i:c:p:16-31.

Full description at Econpapers || Download paper

2
282018Intraday seasonality in efficiency, liquidity, volatility and volume: Platinum and gold futures in Tokyo and New York. (2018). Watkins, Clinton ; Xu, Tao ; Iwatsubo, Kentaro. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:11:y:2018:i:c:p:59-71.

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2
292017A century of interfuel substitution. (2017). Serletis, Apostolos ; Nurul Hossain, A. K. M., . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:8:y:2017:i:c:p:28-42.

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1
302016Commodities common factor: An empirical assessment of the markets drivers. (2016). Posch, Peter N ; Lubbers, Johannes . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:4:y:2016:i:1:p:28-40.

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1
312016Food safety regulations and fish trade: Evidence from European Union-Africa trade relations. (2016). Kareem, Olayinka. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:2:y:2016:i:1:p:18-25.

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1
322017New indices of adequate and excess speculation and their relationship with volatility in the crude oil futures market. (2017). Shanker, Latha. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:5:y:2017:i:c:p:18-35.

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1
332016A tutorial on portfolio-based control algorithms for merchant energy trading operations. (2016). Secomandi, Nicola. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:4:y:2016:i:1:p:1-13.

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1
342018A particle filtering approach to oil futures price calibration and forecasting. (2018). Sgarra, Carlo ; Fileccia, Gaetano . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:9:y:2018:i:c:p:21-34.

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1
352016International commodity trade, transport costs, and product differentiation. (2016). Carter, Colin ; Carroll, Christine L ; Yavapolkul, Navin ; Chalfant, James A. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:1:y:2016:i:1:p:65-76.

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1
362017World coal markets: Still weakly integrated and moving east. (2017). Geman, Helyette ; Liu, BO. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:5:y:2017:i:c:p:63-76.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12016On the correlation between commodity and equity returns: Implications for portfolio allocation. (2016). Ravazzolo, Francesco ; Lombardi, Marco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:2:y:2016:i:1:p:45-57.

Full description at Econpapers || Download paper

12
22016The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies. (2016). Zimmermann, Heinz ; Haase, Marco . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:3:y:2016:i:1:p:1-15.

Full description at Econpapers || Download paper

11
32016The connectedness between crude oil and financial markets: Evidence from implied volatility indices. (2016). Awartani, Basel ; Aktham, Maghyereh ; Cherif, Guermat . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:4:y:2016:i:1:p:56-69.

Full description at Econpapers || Download paper

11
42017Do sovereign wealth funds dampen the negative effects of commodity price volatility?. (2017). Mohaddes, Kamiar ; Raissi, Mehdi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:8:y:2017:i:c:p:18-27.

Full description at Econpapers || Download paper

10
52016Increasing trends in the excess comovement of commodity prices. (2016). Okimoto, Tatsuyoshi ; Ohashi, Kazuhiko . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:1:y:2016:i:1:p:48-64.

Full description at Econpapers || Download paper

8
62016Global relationships across crude oil benchmarks. (2016). Sephton, Peter ; Mann, Janelle. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:2:y:2016:i:1:p:1-5.

Full description at Econpapers || Download paper

4
72016A cod is a cod, but is it a commodity?. (2016). Pettersen, Ingrid K ; Myrland, Oystein. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:3:y:2016:i:1:p:70-75.

Full description at Econpapers || Download paper

4
82017Dynamic correlations between BRIC and U.S. stock markets: The asymmetric impact of volatility expectations in oil, gold and financial markets. (2017). Soytas, Ugur ; Sarı, Ramazan ; Gormus, Alper ; Sari, Ramazan ; Kocaarslan, Baris. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:41-56.

Full description at Econpapers || Download paper

4
92016Structural models for coupled electricity markets. (2016). Kusterman, Michael ; Kiesel, Rudiger . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:3:y:2016:i:1:p:16-38.

Full description at Econpapers || Download paper

4
102017Reassessing the role of precious metals as safe havens–What colour is your haven and why?. (2017). Lucey, Brian M ; Li, Sile . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:1-14.

Full description at Econpapers || Download paper

4
112017A review of the literature on commodity risk management. (2017). Simkins, Betty ; Treanor, Stephen D ; Rogers, Daniel A ; Carter, David A. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:8:y:2017:i:c:p:1-17.

Full description at Econpapers || Download paper

3
122017The economics of commodity market manipulation: A survey. (2017). Pirrong, Craig. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:5:y:2017:i:c:p:1-17.

Full description at Econpapers || Download paper

3
132017Commodity market volatility in the presence of U.S. and Chinese macroeconomic news. (2017). Smales, L A. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:15-27.

Full description at Econpapers || Download paper

3
142018Electricity markets around the world. (2018). Trueck, Stefan ; Truck, Stefan ; Mayer, Klaus . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:9:y:2018:i:c:p:77-100.

Full description at Econpapers || Download paper

3
152016Determinants of the Atlantic salmon futures risk premium. (2016). Misund, BÃ¥rd ; Oglend, Atle ; Asche, Frank. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:2:y:2016:i:1:p:6-17.

Full description at Econpapers || Download paper

3
162016Momentum and mean-reversion in commodity spot and futures markets. (2016). Viswanathan, Vivek ; Chaves, Denis B. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:3:y:2016:i:1:p:39-53.

Full description at Econpapers || Download paper

2
172018Intraday seasonality in efficiency, liquidity, volatility and volume: Platinum and gold futures in Tokyo and New York. (2018). Watkins, Clinton ; Xu, Tao ; Iwatsubo, Kentaro. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:11:y:2018:i:c:p:59-71.

Full description at Econpapers || Download paper

2
182017Understanding the non-convergence of agricultural futures via stochastic storage costs and timing options. (2017). Leung, Tim ; Guo, Kevin . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:6:y:2017:i:c:p:32-49.

Full description at Econpapers || Download paper

2
192018Emergence of sovereign wealth funds. (2018). Vermeulen, W N ; Carpantier, J.-F., . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:11:y:2018:i:c:p:1-21.

Full description at Econpapers || Download paper

2
202016The relationship between input-factor and output prices in commodity industries: The case of Norwegian salmon aquaculture. (2016). Oglend, Atle ; Asche, Frank. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:1:y:2016:i:1:p:35-47.

Full description at Econpapers || Download paper

2
212016Long-short commodity investing: A review of the literature. (2016). Miffre, Joelle. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:1:y:2016:i:1:p:3-13.

Full description at Econpapers || Download paper

2
222017Modeling the multivariate dynamic dependence structure of commodity futures portfolios. (2017). Paraschiv, Florentina ; Erik, Tom ; Fuss, Roland ; ROLAND FÜSS, ; Aepli, Matthias D. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:6:y:2017:i:c:p:66-87.

Full description at Econpapers || Download paper

2
232018An update on speculation and financialization in commodity markets. (2018). Li, Bingxin ; Harris, Jeffrey H ; Boyd, Naomi E. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:91-104.

Full description at Econpapers || Download paper

2
242016The dynamics of precious metal markets VaR: A GARCHEVT approach. (2016). Zhang, Zijing . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:4:y:2016:i:1:p:14-27.

Full description at Econpapers || Download paper

2
252017A Markov regime-switching model of crude oil market integration. (2017). Kuck, Konstantin ; Schweikert, Karsten. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:6:y:2017:i:c:p:16-31.

Full description at Econpapers || Download paper

2
262017Heterogeneous traders, liquidity, and volatility in crude oil futures market. (2017). Ray, Rina ; Haugom, Erik. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:5:y:2017:i:c:p:36-49.

Full description at Econpapers || Download paper

2
272017Price discovery in agricultural commodity markets in the presence of futures speculation. (2017). Jung, Robert ; Flad, Michael ; Dimpfl, Thomas. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:5:y:2017:i:c:p:50-62.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 48
YearTitle
2018The asymmetric return-volatility relationship of commodity prices. (2018). Baur, Dirk G ; Dimpfl, Thomas. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:378-387.

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2018Is Commodity Index Investing Profitable?. (2018). Prokopczuk, Marcel ; Fethke, Tobias. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-635.

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2018The impact of Chinese imports of soybean on port infrastructure in Brazil: A study based on the concept of the “Bullwhip Effect”. (2018). Pumi, Guilherme ; Padula, Antonio Domingos ; Fioriolli, Jose Carlos ; de Lima, Daruichi Pereira. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:9:y:2018:i:c:p:55-76.

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2018Reassessing the information content of the Commitments of Traders positioning data for exchange rate changes. (2018). Steenkamp, Daan ; Mulligan, Nicholas. In: Reserve Bank of New Zealand Analytical Notes series. RePEc:nzb:nzbans:2018/03.

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2018Mapping algorithms, agricultural futures, and the relationship between commodity investment flows and crude oil futures prices. (2018). Yan, Lei ; Sanders, Dwight R ; Irwin, Scott H. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:486-504.

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2018Copper price determination: fundamentals versus non-fundamentals. (2018). Guzman, Juan Ignacio ; Silva, Enrique. In: Mineral Economics. RePEc:spr:minecn:v:31:y:2018:i:3:d:10.1007_s13563-017-0130-y.

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2018Toward generalization of futures contracts for raw materials: A probabilistic answer applied to metal markets. (2018). Fizaine, Florian. In: Resources Policy. RePEc:eee:jrpoli:v:59:y:2018:i:c:p:379-388.

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2018Toward generalization of futures contracts for raw materials: A probabilistic answer applied to metal markets. (2018). Fizaine, Florian. In: Post-Print. RePEc:hal:journl:halshs-01957410.

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2018Guilty speculators? Range-based conditional volatility in a cross-section of wheat futures. (2018). Huss, Matthias ; Haase, Marco . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:29-46.

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2018Volatility spillover in seafood markets. (2018). Jonsson, Erlendur ; Dahl, Roy Endre . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:12:y:2018:i:c:p:44-59.

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2018Maximum diversification strategies along commodity risk factors. (2018). Bernardi, Simone ; Lohre, Harald ; Leippold, Markus. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:1:p:53-78.

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2018On the impact of non-tariff measures on trade performances of African agri-food sector. (2018). Santeramo, Fabio ; Lamonaca, Emilia. In: MPRA Paper. RePEc:pra:mprapa:91206.

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2018Simulation Methods for Stochastic Storage Problems: A Statistical Learning Perspective. (2018). Ludkovski, Michael ; Maheshwari, Aditya. In: Papers. RePEc:arx:papers:1803.11309.

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2018Gold and crude oil prices after the great moderation. (2018). Sephton, Peter ; Mann, Janelle. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:273-281.

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2018Pipeline capacity and the dynamics of Alberta crude oil price spreads. (2018). Thille, Henry ; Galay, Gregory. In: Working Papers. RePEc:gue:guelph:2018-04.

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2018Globalization and commoditization: The transformation of the seafood market. (2018). Garlock, Taryn ; Asche, Frank ; Anderson, James L. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:12:y:2018:i:c:p:2-8.

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2018Cod stories: Trade dynamics and duration for Norwegian cod exports. (2018). Straume, Hans-Martin ; Gaasland, Ivar ; Cojocaru, Andreea L ; Asche, Frank. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:12:y:2018:i:c:p:71-79.

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2018Financial risk network architecture of energy firms. (2018). Uribe, Jorge ; Manotas, Diego ; Restrepo, Natalia . In: Applied Energy. RePEc:eee:appene:v:215:y:2018:i:c:p:630-642.

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2018What drives food price volatility? Evidence based on a generalized VAR approach applied to the food, financial and energy markets. (2018). Dąbrowski, Marek ; Fijorek, Kamil ; Dbrowski, Marek A ; Papie, Monika ; Miech, Sawomir. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201855.

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2018Asymmetric volatility spillovers between crude oil and international financial markets. (2018). Wang, Xunxiao ; Wu, Chongfeng. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:592-604.

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2018Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index. (2018). Xiao, Jihong ; Wen, Fenghua ; Zhou, Min. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:777-786.

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2018A dynamic network analysis of the world oil market: Analysis of OPEC and non-OPEC members. (2018). Tas, Bedri ; sbia, rashid ; al Rousan, Sahel. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:28-41.

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2018Oil market volatility and stock market volatility. (2018). Molnár, Peter ; Molnar, Peter ; Bata, Milan. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:204-214.

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2018Electricity markets around the world. (2018). Trueck, Stefan ; Truck, Stefan ; Mayer, Klaus . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:9:y:2018:i:c:p:77-100.

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2018Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach. (2018). Tiwari, Aviral ; Shahbaz, Muhammad ; Das, Debojyoti ; Hasim, Haslifah M ; Bhatia, Vaneet. In: Resources Policy. RePEc:eee:jrpoli:v:55:y:2018:i:c:p:244-252.

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2018Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO. (2018). Weron, Rafał ; Marcjasz, Grzegorz ; Uniejewski, Bartosz . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1807.

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2018Incorporating unit commitment aspects to the European electricity markets algorithm: An optimization model for the joint clearing of energy and reserve markets. (2018). Koltsaklis, Nikolaos E ; Dagoumas, Athanasios S. In: Applied Energy. RePEc:eee:appene:v:231:y:2018:i:c:p:235-258.

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2018Impacts of Changes in Market Fundamentals and Price Momentum on Hedging Live Cattle. (2018). Tonsor, Glynn ; Schroeder, Ted ; Coffey, Brian. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:267607.

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2018Are Norwegian fishermen selling in the same market?. (2018). Myrland, Oystein ; Brakkan, Eivind Hestvik ; Pettersen, Ingrid Kristine. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:12:y:2018:i:c:p:9-18.

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2018Oil Price Volatility, Financial Institutions and Economic Growth. (2018). Mohaddes, Kamiar ; Mohtadi, Hamid ; Jarrett, Uchechukwu. In: Working Papers. RePEc:erg:wpaper:1230.

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2018Reforming Fiscal Institutions in Resource-Rich Arab Economies: Policy Proposals. (2018). Mohaddes, Kamiar ; Selim, H ; Nugent, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1848.

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2018Oil Price Volatility, Financial Institutions and Economic Growth. (2018). Mohaddes, Kamiar ; Mohtadi, H ; Jarrett, U. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1851.

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2018Reforming Fiscal Institutions in Resource-Rich Arab Economies: Policy Proposals. (2018). Mohaddes, Kamiar ; Nugent, Jeffrey ; Selim, Hoda. In: Working Papers. RePEc:erg:wpaper:1228.

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2018The dynamics and determinants of Kuwaits long-run economic growth. (2018). Mohaddes, Kamiar ; Al-Musallam, Marwa ; Alawadhi, Ahmad ; Burney, Nadeem A. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:289-304.

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2018Reforming Fiscal Institutions in Resource-Rich Arab Economies: Policy Proposals. (2018). Selim, Hoda ; Nugent, Jeffrey ; Mohaddes, Kamiar. In: Globalization Institute Working Papers. RePEc:fip:feddgw:346.

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2018Spoofing and Pinging in Foreign Exchange Markets. (2018). Stenfors, Alexis ; Susai, Masayuki. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2018-05.

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2018Examining new geographies of coal: Dissenting energyscapes in Colombia and Turkey. (2018). Cardoso, Andrea ; Turhan, Ethemcan. In: Applied Energy. RePEc:eee:appene:v:224:y:2018:i:c:p:398-408.

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2018Introduction—special issue on commodity and energy markets in the Journal of Banking and Finance. (2018). Roncoroni, Andrea ; Ronn, Ehud I ; Prokopczuk, Marcel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:1-4.

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2018Modeling and forecasting commodity market volatility with long-term economic and financial variables. (2018). Walther, Thomas ; Nguyen, Duc Khuong. In: MPRA Paper. RePEc:pra:mprapa:84464.

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2018Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets. (2018). Mishra, Anil ; Ahmad, Wasim ; Daly, Kevin. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:117-133.

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2018Analysis of the international propagation of contagion between oil and stock markets. (2018). Zhang, Guofu ; Liu, Wei. In: Energy. RePEc:eee:energy:v:165:y:2018:i:pa:p:469-486.

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2018The effects of uncertainty measures on the price of gold. (2018). Gözgör, Giray ; Bilgin, Mehmet ; Sheng, Xin ; Marco, Chi Keung ; Gozgor, Giray . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:1-7.

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2018Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396.

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2018Common and fundamental risk factors in shareholder returns of Norwegian salmon producing companies. (2018). Misund, Brd. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:12:y:2018:i:c:p:19-30.

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2018Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing. (2018). Guidolin, Massimo ; Pedio, Manuela ; Giampietro, Marta. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:2:p:685-702.

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2018Oil, Equities, and the Zero Lower Bound. (2018). Vigfusson, Robert ; Kwon, Hannah ; Johannsen, Benjamin K ; Datta, Deepa Dhume. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-58.

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2018The effect of the rebalancing horizon on the tradeoff between hedging effectiveness and transaction costs. (2018). Jitmaneeroj, Boonlert. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:282-298.

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2018Optimal Timing to Trade Along a Randomized Brownian Bridge. (2018). Leung, Tim ; Li, Xin. In: Papers. RePEc:arx:papers:1801.00372.

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Recent citations
Recent citations received in 2018

YearCiting document
2018Price Discovery in Agricultural Commodity Markets: Do Speculators Contribute?. (2018). Siklos, Pierre ; Wellenreuther, Claudia ; Stefan, Martin ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:7518.

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2018A generalized Schwartz model for energy spot prices — Estimation using a particle MCMC method. (2018). Brix, Anne Floor ; Wei, Wei ; Lunde, Asger. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:560-582.

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2018The application of distributive justice to energy taxation utilising sovereign wealth funds. (2018). Heffron, Raphael J. In: Energy Policy. RePEc:eee:enepol:v:122:y:2018:i:c:p:649-654.

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2018GCC Sovereign Wealth Funds: Why do they Take Control?. (2018). Carpantier, Jean-François ; Amar, Jeanne ; Lecourt, Christelle. In: Working Papers. RePEc:hal:wpaper:halshs-01936882.

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2018Who Influences the Fundamental Value of Commodity Futures in Japan?. (2018). Watkins, Clinton ; Iwatsubo, Kentaro. In: Discussion Papers. RePEc:koe:wpaper:1830.

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2018Navigating the oil bubble: A non-linear heterogeneous-agent dynamic model of futures oil pricing. (2018). Cifarelli, Giulio ; Paesani, Paolo. In: MPRA Paper. RePEc:pra:mprapa:90470.

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2018Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO. (2018). Weron, Rafał ; Marcjasz, Grzegorz ; Uniejewski, Bartosz . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1807.

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2018Electricity price forecasting. (2018). Weron, Rafał ; Ziel, Florian. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1808.

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Recent citations received in 2017

YearCiting document
2017An analysis of the interdependence between cash crop and staple food futures prices. (2017). Heckelei, Thomas ; Grosche, Stephanie-Carolin ; Mamoun, EL. In: Discussion Papers. RePEc:ags:ubfred:265665.

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2017Oil prices and the global economy: Is it different this time around?. (2017). Pesaran, M ; Mohaddes, Kamiar. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:315-325.

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Recent citations received in 2016

YearCiting document
2016A tutorial on portfolio-based control algorithms for merchant energy trading operations. (2016). Secomandi, Nicola. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:4:y:2016:i:1:p:1-13.

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2016Common and Fundamental Risk Factors in Shareholder Returns of Norwegian Salmon Producing Companies. (2016). Misund, BÃ¥rd. In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2016_017.

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2016Global or domestic? Which shocks drive inflation in European small open economies?. (2016). Kotłowski, Jacek ; Hałka, Aleksandra ; Haka, Aleksandra ; Kotowski, Jacek. In: NBP Working Papers. RePEc:nbp:nbpmis:232.

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