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Citation Profile [Updated: 2022-11-01 10:22:50]
5 Years H Index
14
Impact Factor (IF)
1.71
5 Years IF
2.17
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
2016 0 0.53 0.25 0 20 20 319 5 5 0 0 1 20 5 0.25 0.21
2017 1.1 0.55 0.72 1.1 19 39 230 28 33 20 22 20 22 3 10.7 2 0.11 0.21
2018 1.85 0.57 1.56 1.85 24 63 112 98 131 39 72 39 72 17 17.3 10 0.42 0.24
2019 1.47 0.6 1.59 1.81 20 83 64 132 263 43 63 63 114 7 5.3 9 0.45 0.24
2020 1.02 0.73 1.73 1.78 21 104 80 180 443 44 45 83 148 9 5 11 0.52 0.34
2021 1.71 1.02 2.15 2.17 23 127 22 273 716 41 70 104 226 11 4 8 0.35 0.39
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
12016The 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

150
22017Reassessing 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

53
32016On 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

47
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

35
52017Price 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

34
62018Electricity 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

34
72017Do 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

32
82018An 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

21
92016Increasing 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

19
102020Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture. (2020). Yahya, Muhammad ; Oglend, Atle ; Dahl, Roy Endre. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851319300765.

Full description at Econpapers || Download paper

18
112020Econometric modelling and forecasting of intraday electricity prices. (2020). Ziel, Florian ; Narajewski, Micha. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:19:y:2020:i:c:s2405851319300728.

Full description at Econpapers || Download paper

18
122017Dynamic 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

17
132016Long-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

16
142019Can agricultural commodity prices predict Nigerias inflation?. (2019). Salisu, Afees ; Chiemeke, Charles C ; Tule, Moses K. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851318301107.

Full description at Econpapers || Download paper

14
152020Stock market response to potash mine disasters. (2020). Kowalewski, Oskar ; Piewanowski, Piotr. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851320300015.

Full description at Econpapers || Download paper

14
162017Agricultural price transmission: China relationships with world commodity markets. (2017). Gale, Fred ; Cooke, Bryce ; Arnade, Carlos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:28-40.

Full description at Econpapers || Download paper

13
172017A 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

12
182018Financialization and the returns to commodity investments. (2018). Smith, Aaron ; Sanders, Dwight R ; Irwin, Scott H ; Main, Scott. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:22-28.

Full description at Econpapers || Download paper

12
192019A review of the evidence on the relation between crude oil prices and petroleum product prices. (2019). Lee, Thomas K ; Hoelscher, Seth A ; Fernando, Chitru S ; Ederington, Louis H ; Linn, Scott C. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:1-15.

Full description at Econpapers || Download paper

11
202020Spillovers, integration and causality in LME non-ferrous metal markets. (2020). lucey, brian ; Yarovaya, Larisa ; Ciner, Cetin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:17:y:2020:i:c:s240585131730243x.

Full description at Econpapers || Download paper

11
212017A 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

11
222016Global 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

10
232017Portfolio investment: Are commodities useful?. (2017). Garcia, Philip ; Yan, Lei. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:8:y:2017:i:c:p:43-55.

Full description at Econpapers || Download paper

10
242017Heterogeneous 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

10
252016Momentum 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

10
262016Structural 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

10
272017Modeling 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

9
282020Comovement in the commodity futures markets: An analysis of the energy, grains, and livestock sectors. (2020). Putnam, Kyle J ; Adhikari, Ramesh. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:18:y:2020:i:c:s2405851318300680.

Full description at Econpapers || Download paper

9
292017Commodity 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

9
302017The 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

9
312016Determinants 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.

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8
322018Emergence 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.

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7
332016Natural 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.

Full description at Econpapers || Download paper

7
342018Globalization 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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6
352016The 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.

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6
362016The 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.

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5
372019How connected are the U.S. regional natural gas markets in the post-deregulation era? Evidence from time-varying connectedness analysis. (2019). Etienne, Xiaoli L ; Scarcioffolo, Alexandre Ribeiro. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:15:y:2019:i:c:1.

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5
382018Volatility 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.

Full description at Econpapers || Download paper

5
392021Are there price asymmetries in the U.S. beef market?. (2021). Schroeder, Ted ; Bachmeier, Lance J ; Pozo, Veronica F. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:21:y:2021:i:c:s2405851320300040.

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5
402018Intraday 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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5
412019Jumps in commodity markets. (2019). Prokopczuk, Marcel ; Benno, Duc Binh. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:55-70.

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5
422018Cod 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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5
432016Food 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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5
442018On the spot-futures relationship in crude-refined petroleum prices: New evidence from an ARDL bounds testing approach. (2018). Arfaoui, Mongi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:11:y:2018:i:c:p:48-58.

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5
452019Price volatility and speculative activities in futures commodity markets: A combination of combinations of p-values test. (2019). Leccadito, Arturo ; Algieri, Bernardina. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:40-54.

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5
462019The impact of long-short speculators on the volatility of agricultural commodity futures prices. (2019). Sulewski, Christoph ; Bohl, Martin T. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851317301630.

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5
472020Price discovery in agricultural commodity markets: Do speculators contribute?. (2020). Wellenreuther, Claudia ; Stefan, Martin ; Siklos, Pierre L ; Bohl, Martin T. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:18:y:2020:i:c:s2405851318300941.

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4
482016A 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.

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4
492019Risk premia in Chinese commodity markets. (2019). Molyboga, Marat ; Jiang, Cheng ; He, Chaohua . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:15:y:2019:i:c:5.

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4
502017Understanding 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.

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4
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12016The 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

93
22017Reassessing 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

41
32018Electricity 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

27
42017Price 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

24
52016On 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

22
62020Econometric modelling and forecasting of intraday electricity prices. (2020). Ziel, Florian ; Narajewski, Micha. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:19:y:2020:i:c:s2405851319300728.

Full description at Econpapers || Download paper

18
72017Do 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

18
82020Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture. (2020). Yahya, Muhammad ; Oglend, Atle ; Dahl, Roy Endre. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851319300765.

Full description at Econpapers || Download paper

17
92016The 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

16
102018An 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

15
112020Stock market response to potash mine disasters. (2020). Kowalewski, Oskar ; Piewanowski, Piotr. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851320300015.

Full description at Econpapers || Download paper

14
122019Can agricultural commodity prices predict Nigerias inflation?. (2019). Salisu, Afees ; Chiemeke, Charles C ; Tule, Moses K. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851318301107.

Full description at Econpapers || Download paper

11
132016Long-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

11
142020Spillovers, integration and causality in LME non-ferrous metal markets. (2020). lucey, brian ; Yarovaya, Larisa ; Ciner, Cetin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:17:y:2020:i:c:s240585131730243x.

Full description at Econpapers || Download paper

11
152017Agricultural price transmission: China relationships with world commodity markets. (2017). Gale, Fred ; Cooke, Bryce ; Arnade, Carlos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:28-40.

Full description at Econpapers || Download paper

11
162019A review of the evidence on the relation between crude oil prices and petroleum product prices. (2019). Lee, Thomas K ; Hoelscher, Seth A ; Fernando, Chitru S ; Ederington, Louis H ; Linn, Scott C. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:1-15.

Full description at Econpapers || Download paper

10
172017Dynamic 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

9
182017A 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

9
192016Increasing 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

9
202020Comovement in the commodity futures markets: An analysis of the energy, grains, and livestock sectors. (2020). Putnam, Kyle J ; Adhikari, Ramesh. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:18:y:2020:i:c:s2405851318300680.

Full description at Econpapers || Download paper

9
212018Financialization and the returns to commodity investments. (2018). Smith, Aaron ; Sanders, Dwight R ; Irwin, Scott H ; Main, Scott. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:22-28.

Full description at Econpapers || Download paper

8
222017Portfolio investment: Are commodities useful?. (2017). Garcia, Philip ; Yan, Lei. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:8:y:2017:i:c:p:43-55.

Full description at Econpapers || Download paper

7
232017Modeling 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

6
242016Global 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

6
252018Globalization 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.

Full description at Econpapers || Download paper

6
262017The 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

6
272017Heterogeneous 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

6
282018Cod 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.

Full description at Econpapers || Download paper

5
292021Are there price asymmetries in the U.S. beef market?. (2021). Schroeder, Ted ; Bachmeier, Lance J ; Pozo, Veronica F. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:21:y:2021:i:c:s2405851320300040.

Full description at Econpapers || Download paper

5
302016Momentum 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

5
312017Commodity 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

5
322016Natural 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.

Full description at Econpapers || Download paper

5
332018Volatility 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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5
342019The impact of long-short speculators on the volatility of agricultural commodity futures prices. (2019). Sulewski, Christoph ; Bohl, Martin T. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851317301630.

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352019Price volatility and speculative activities in futures commodity markets: A combination of combinations of p-values test. (2019). Leccadito, Arturo ; Algieri, Bernardina. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:40-54.

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4
362016Determinants 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.

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372016Structural 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.

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382019How connected are the U.S. regional natural gas markets in the post-deregulation era? Evidence from time-varying connectedness analysis. (2019). Etienne, Xiaoli L ; Scarcioffolo, Alexandre Ribeiro. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:15:y:2019:i:c:1.

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392017A 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.

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402019Risk premia in Chinese commodity markets. (2019). Molyboga, Marat ; Jiang, Cheng ; He, Chaohua . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:15:y:2019:i:c:5.

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412019Jumps in commodity markets. (2019). Prokopczuk, Marcel ; Benno, Duc Binh. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:55-70.

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422020Price discovery in agricultural commodity markets: Do speculators contribute?. (2020). Wellenreuther, Claudia ; Stefan, Martin ; Siklos, Pierre L ; Bohl, Martin T. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:18:y:2020:i:c:s2405851318300941.

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432018On the spot-futures relationship in crude-refined petroleum prices: New evidence from an ARDL bounds testing approach. (2018). Arfaoui, Mongi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:11:y:2018:i:c:p:48-58.

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442019The consignment mechanism in carbon markets: A laboratory investigation. (2019). Healy, Paul J ; Dormady, Noah . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:14:y:2019:i:c:p:51-65.

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452018Emergence 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.

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462016The 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.

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472018The effect of pit closure on futures trading. (2018). Onur, Esen ; Gousgounis, Eleni . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:69-90.

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482021The price of crude oil and (conditional) out-of-sample predictability of world industrial production. (2021). Nonejad, Nima. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s2405851321000015.

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492021When does USDA information have the most impact on crop and livestock markets?. (2021). Adjemian, Michael ; Irwin, Scott H ; Karali, Berna ; Cao, Xiang ; Isengildina-Massa, Olga ; Johansson, Robert C. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:22:y:2021:i:c:s2405851320300143.

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502018Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets. (2018). Conlon, Thomas ; Bredin, Don ; Spencer, Simon. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:9:y:2018:i:c:p:1-20.

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Citing documents used to compute impact factor: 70
YearTitle
2021Do natural hazards in the Gulf Coast still matter for state-level natural gas prices in the US? Evidence after the shale gas boom. (2021). Etienne, Xiaoli ; Huang, Kuan-Ming. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001729.

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2021An assessment of the effect of partisan ideology on shale gas production and the implications for environmental regulations. (2021). Chang, Chun-Ping ; Zhao, Xinxin ; Zheng, Mingbo ; Li, Boying. In: Economic Systems. RePEc:eee:ecosys:v:45:y:2021:i:3:s0939362521000558.

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2021Regime-switching energy price volatility: The role of economic policy uncertainty. (2021). Etienne, Xiaoli L ; Scarcioffolo, Alexandre R. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:336-356.

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2021Energy futures price prediction and evaluation model with deep bidirectional gated recurrent unit neural network and RIF-based algorithm. (2021). Wang, Jun. In: Energy. RePEc:eee:energy:v:216:y:2021:i:c:s0360544220324063.

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2021The relation between petroleum product prices and crude oil prices. (2021). Linn, Scott ; Zhang, Huiming ; Lee, Thomas K ; Fernando, Chitru S ; Ederington, Louis H. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304199.

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2021Are petrol retailers less responsive to changes in wholesale or crude oil prices when they face lower competition? The case of Greater Sydney. (2021). Valadkhani, Abbas ; Anwar, Sajid ; Nguyen, Jeremy ; Ghazanfari, Arezoo . In: Energy Policy. RePEc:eee:enepol:v:153:y:2021:i:c:s0301421521001476.

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2021Fuel price co-movements among France, Germany and Italy: A time-frequency investigation. (2021). Albulescu, Claudiu ; Mutascu, Mihai Ioan . In: Energy. RePEc:eee:energy:v:225:y:2021:i:c:s0360544221004850.

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2021Expanding Policy for Biodegradable Plastic Products and Market Dynamics of Bio-Based Plastics: Challenges and Opportunities. (2021). Ghani, Airin Abdul ; Ahmad, Mohd Hanafiah ; Mohamad, Fazeeda ; Mahmud, Fatimah ; Nawanir, Gusman ; Moshood, Taofeeq D ; Abdulghani, Airin. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:11:p:6170-:d:565735.

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2021Night trading with futures in China: The case of Aluminum and Copper. (2021). Todorova, Neda ; Klein, Tony. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002191.

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2021Do Jumps Matter in Both Equity Market Returns and Integrated Volatility: A Comparison of Asian Developed and Emerging Markets. (2021). Wong, Wing-Keung ; Hassan, Arshad ; Zada, Hassan. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:2:p:92-:d:576215.

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2021The Impact of Forecasting Jumps on Forecasting Electricity Prices. (2021). Kostrzewska, Jadwiga ; Kostrzewski, Maciej. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:2:p:336-:d:477466.

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2021Consignment auctions revisited. (2021). Liu, Yun ; Tan, Bowen. In: Economics Letters. RePEc:eee:ecolet:v:203:y:2021:i:c:s0165176521001245.

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2021Design of Combined Auction Model for Emission Rights of International Forestry Carbon Sequestration and Other Pollutants Based on SMRA. (2021). Yu, Qingyu ; Yuan, Hongxu ; Hua, Junyi ; Lv, Zhihao ; Guo, Hongpeng. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:20:p:11200-:d:653523.

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2021Price Discovery of Consignment Auctions for Emission Permits. (2021). Ahn, Young-Hwan ; Song, Jae-Do. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:21:p:6985-:d:663899.

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2021Manipulation via endowments: Quantifying the influence of market power on the emission trading scheme. (2021). Liu, Pengfei ; Zhu, Lei ; Wang, XU. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004102.

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2021Managing volatility in commodity momentum. (2021). Wang, Ying ; Xu, QI. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:5:p:758-782.

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2021Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty. (2021). Salisu, Afees ; GUPTA, RANGAN ; Das, Sonali ; Karmakar, Sayar. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_017.

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2021Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty. (2021). Salisu, Afees ; GUPTA, RANGAN ; Karmakar, Sayar ; Das, Sonali. In: Working Papers. RePEc:pre:wpaper:202133.

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2021.

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2021Are Agricultural Commodity Prices on a Conventional Wisdom with Inflation?. (2021). Tao, Ran ; Su, Chi-Wei ; Sun, Ting-Ting ; Qin, Meng. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:3:p:21582440211038347.

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2021Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals. (2021). Salisu, Afees ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:202144.

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2021Energy Prices and Households’ Incomes Growth Proportions in Russia’s Case Context. (2021). Didenko, Valentina ; Morozko, Natalia. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-30.

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2021On the joint volatility dynamics in dairy markets. (2021). Rezitis, Anthony ; Kastner, Gregor. In: Papers. RePEc:arx:papers:2104.12707.

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2021On the joint volatility dynamics in international dairy commodity markets. (2021). Kastner, Gregor ; Rezitis, Anthony N. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:65:y:2021:i:3:p:704-728.

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2021Pipeline capacity and the dynamics of Alberta crude oil price spreads. (2021). Thille, Henry ; Galay, Gregory. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:54:y:2021:i:3:p:1072-1102.

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2021Do oil shocks affect Chinese bank risk?. (2021). Ji, Qiang ; Zhang, Yang ; Ma, YU. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000712.

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2021The lead–lag relationship between spot and futures prices: Empirical evidence from the Indian commodity market. (2021). du Toit, Elda ; Hall, John H ; Pradhan, Rudra P. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309648.

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2021Fast & furious: Do psychological and legal factors affect commodity price volatility?. (2021). Algieri, Bernardina. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:4:p:980-1017.

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2021The Negative Pricing of the May 2020 WTI Contract. (2021). Joelle, Miffre ; Ana-Maria, Fuertes ; Adrian, Fernandez-Perez. In: MPRA Paper. RePEc:pra:mprapa:112352.

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2021The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels. (2021). Teplova, Tamara ; Gubareva, Mariya ; Umar, Zaghum. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001781.

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2021Extreme risk spillovers between crude palm oil prices and exchange rates. (2021). Lau, Wee-Yeap ; Go, You-How. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001315.

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2021The challenges of oil investing: Contango and the financialization of commodities. (2021). Moneta, Fabio ; Chincarini, Ludwig B. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003315.

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2021Energy commodities, precious metals and industrial metal markets: A nexus across different investment horizons and market conditions. (2021). Vo, Xuan Vinh ; Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720308746.

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2021Risk spillovers and diversification between oil and non-ferrous metals during bear and bull market states. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100146x.

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2021Quantile dependencies between precious and industrial metals futures and portfolio management. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Nekhili, Ramzi ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002415.

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2021Effects of non-ferrous metal prices and uncertainty on industry stock market under different market conditions. (2021). Chen, Jinyu ; Zhu, Xuehong. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002543.

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2021Modeling garch processes in base metals returns using panel data. (2021). Shachmurove, Yochanan ; Szczesny, Wiesaw ; Karwaski, Marek ; Krawiec, Monika ; Borkowski, Bolesaw. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004207.

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2021Using Artificial Neural networks and Optimal Scaling Model to Forecast Agriculture Commodity Price: An Ecological-economic Approach. (2021). Pi, Shih-Ming ; Forestal, Roberto Louis. In: Advances in Management and Applied Economics. RePEc:spt:admaec:v:11:y:2021:i:3:f:11_3_3.

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2021Is Futurization the Culprit for the Violent Fluctuation in China’s Apple Spot Price?. (2021). Hu, Xinyan ; Yan, Xuefei ; Chen, Haiting ; Liao, Jiahua ; Xie, Lin. In: Agriculture. RePEc:gam:jagris:v:11:y:2021:i:4:p:342-:d:534240.

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2021Dynamic frequency relationships and volatility spillovers in natural gas, crude oil, gas oil, gasoline, and heating oil markets: Implications for portfolio management. (2021). Vo, Xuan Vinh ; Ur, Mobeen ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001860.

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2021The dynamics of commodity return comovements. (2021). Wichmann, Robert ; Simen, Chardin Wese ; Prokopczuk, Marcel. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:10:p:1597-1617.

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2021Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks. (2021). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Sarwar, Suleman ; Khalfaoui, Rabeh. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003287.

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2021Multiscale spillovers, connectedness, and portfolio management among precious and industrial metals, energy, agriculture, and livestock futures. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003846.

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2021Price Transmission in Cotton Futures Market: Evidence from Three Countries. (2021). Soni, Tarun Kumar ; Singh, Amrinder . In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:444-:d:635358.

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2021Asymmetric between oil prices and renewable energy consumption in the G7 countries. (2021). Cheng, Hui ; Zhang, Hongwei ; Xiyu, Chen ; Guo, Yaoqi. In: Energy. RePEc:eee:energy:v:226:y:2021:i:c:s0360544221005685.

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2021.

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2021Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Parameter-rich models estimated via the LASSO. (2021). Weron, Rafał ; Marcjasz, Grzegorz ; Jędrzejewski, Arkadiusz. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2104.

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2021Regularized quantile regression averaging for probabilistic electricity price forecasting. (2021). Weron, Rafał ; Uniejewski, Bartosz. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000268.

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2021Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx. (2021). Weron, Rafał ; Marcjasz, Grzegorz ; Dubrawski, Artur ; Challu, Cristian ; Olivares, Kin G. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2107.

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2021Importance of the Long-Term Seasonal Component in Day-Ahead Electricity Price Forecasting Revisited: Parameter-Rich Models Estimated via the LASSO. (2021). Weron, Rafał ; Marcjasz, Grzegorz ; Jdrzejewski, Arkadiusz. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:11:p:3249-:d:567421.

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2021Liquidity costs on intraday power markets: Continuous trading versus auctions. (2021). Wozabal, David ; Kuppelwieser, Thomas. In: Energy Policy. RePEc:eee:enepol:v:154:y:2021:i:c:s0301421521001683.

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2021Short-term risk management for electricity retailers under rising shares of decentralized solar generation. (2021). Keles, Dogan ; Bertsch, Valentin ; Kraft, Emil ; Russo, Marianna. In: Working Paper Series in Production and Energy. RePEc:zbw:kitiip:57.

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2021Stochastic optimization of trading strategies in sequential electricity markets. (2021). Bertsch, Valentin ; Keles, Dogan ; Russo, Marianna ; Kraft, Emil. In: Working Paper Series in Production and Energy. RePEc:zbw:kitiip:58.

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2021Volatility and Dispersion of Hourly Electricity Contracts on the German Continuous Intraday Market. (2021). Naumann, Michael ; Baule, Rainer. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:22:p:7531-:d:676816.

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2021The effect of oil supply shocks on industry returns. (2021). Wu, Kai ; Li, Jay Y ; Huang, Dayong. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:24:y:2021:i:c:s2405851321000064.

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2021The shocks of natural hazards on financial systems. (2021). Chang, Chun-Ping ; Chen, Xia. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:105:y:2021:i:3:d:10.1007_s11069-020-04402-0.

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2021Sectoral Performance and the Government Interventions during COVID-19 Pandemic: Australian Evidence. (2021). Dao, Anh ; Nguyen, Dat ; Huynh, Nhan. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:178-:d:534775.

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2021On the relation between Pandemic Disease Outbreak News and Crude oil, Gold, Gold mining, Silver and Energy Markets. (2021). Shaikh, Imlak. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000428.

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2021Volatility forecasting of crude oil futures based on a genetic algorithm regularization online extreme learning machine with a forgetting factor: The role of news during the COVID-19 pandemic. (2021). Yang, Cai ; Zhang, Hongwei ; Weng, Futian. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001628.

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2021Market volatility and illiquidity during the COVID-19 outbreak: Evidence from the Saudi stock exchange through the wavelet coherence approaches. (2021). Alghassab, Waleed ; Talbi, Mariem ; Hkiri, Besma ; Tissaoui, Kais ; Alfreahat, Khaled Issa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001376.

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2021Analysis of the impact of COVID-19 pandemic on G20 stock markets. (2021). Dong, Zibing ; Wang, Jian ; Zhuang, Xintian ; Li, Yanshuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001455.

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2021Nexus Between Stock Returns, Funding Liquidity and COVID-19. (2021). Magwedere, Margaret Rutendo ; Marozva, Godfrey. In: SPOUDAI Journal of Economics and Business. RePEc:spd:journl:v:71:y:2021:i:3-4:p:86-100.

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2021Spillover across sovereign bond markets between the US and ASEAN4 economies. (2021). Nguyen, Huy Toan ; Yiu, Matthew S ; Tsang, Andrew. In: Journal of Asian Economics. RePEc:eee:asieco:v:76:y:2021:i:c:s1049007821000725.

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2021Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach. (2021). Raheem, Ibrahim ; Hille, Erik ; Tiwari, Aviral Kumar ; Kumar, Satish. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000660.

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2021Connectedness between oil and agricultural commodity prices during tranquil and volatile period. Is crude oil a victim indeed?. (2021). Mirza, Nawazish ; Sun, Yanpeng ; Hsueh, Hsin-Pei ; Qadeer, Abdul . In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001458.

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2021Volatility spillovers in commodity futures markets: A network approach. (2021). Yang, Jian ; Miao, Hong ; Li, Zheng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:12:p:1959-1987.

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2021Energy, agriculture, and precious metals: Evidence from time-varying Granger causal relationships for both return and volatility. (2021). Ajmi, Ahdi Noomen ; Mokni, Khaled ; Bouri, Elie ; Shahzad, Farrukh. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003081.

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2021Volatility linkages between stock and commodity markets revisited: Industry perspective and portfolio implications. (2021). Wang, Yudong ; Wen, Danyan. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003834.

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2021Oil Market Factors as a Source of Commonality in Liquidity in International Equity Markets. (2021). Noman, Abdullah ; Naka, Atsuyuki ; Alhassan, Abdulrahman. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:372-:d:613755.

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2021The impact of the change in USDA announcement release procedures on agricultural commodity futures. (2021). Tse, Yiuman ; Martinez, Valeria ; Indriawan, Ivan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s240585132030026x.

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Recent citations
Recent citations received in 2021

YearCiting document
2021Impacts of COVID?19 and Price Transmission in U.S. Meat Markets. (2021). Ramsey, Austin ; Hahn, William ; Holt, Matthew T ; Goodwin, Barry K. In: Agricultural Economics. RePEc:bla:agecon:v:52:y:2021:i:3:p:441-458.

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2021Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures: Some new empirical results. (2021). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004977.

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2021The impact of the change in USDA announcement release procedures on agricultural commodity futures. (2021). Tse, Yiuman ; Martinez, Valeria ; Indriawan, Ivan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s240585132030026x.

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2021Stock market volatility on shipping stock prices: GARCH models approach. (2021). Mokhtar, Kasypi ; Mhd, Siti Marsila. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000372.

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2021Changes of gold prices in COVID-19 pandemic: Daily evidence from Turkeys monetary policy measures with selected determinants. (2021). Depren, Serpil Kili ; Kartal, Mustafa Tevfik. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:170:y:2021:i:c:s0040162521003164.

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2021Exploring Spatial Price Relationships: The Case of African Swine Fever in China. (2021). Wang, Holly H ; Ma, Meilin ; Delgado, Michael. In: NBER Chapters. RePEc:nbr:nberch:14612.

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2021The Rationality of USDA Forecasts under Multivariate Asymmetric Loss. (2021). Kuethe, Todd ; Katchova, Ani L ; Bora, Siddhartha S. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:103:y:2021:i:3:p:1006-1033.

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2021Regional premiums in nonferrous metals markets. (2021). Gilbert, Christopher L. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:11:p:1693-1714.

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Recent citations received in 2020

YearCiting document
2020Trading on short-term path forecasts of intraday electricity prices. (2020). Weron, Rafał ; Chawla, Yash ; Marcjasz, Grzegorz ; Serafin, Tomasz. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2017.

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2020Optimal Order Execution in Intraday Markets: Minimizing Costs in Trade Trajectories. (2020). Ziel, Florian ; Kath, Christopher. In: Papers. RePEc:arx:papers:2009.07892.

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2020Ensemble forecasting for intraday electricity prices: Simulating trajectories. (2020). Ziel, Florian ; Narajewski, Micha. In: Applied Energy. RePEc:eee:appene:v:279:y:2020:i:c:s0306261920312824.

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2020Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns. (2020). Alhammadi, Salah ; Al-Awadhi, Ahmad ; Alsaifi, Khaled. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020300800.

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2020The impact of Coronavirus (COVID-19) outbreak on faith-based investments: An original analysis. (2020). Sherif, Mohamed. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303300.

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2020Co-movements and spillovers between prices of precious metals and non-ferrous metals: A multiscale analysis. (2020). Vo, Xuan Vinh ; Mensi, Walid ; Wanas, Idries Mohammad ; Ur, Mobeen ; Al-Yahyaee, Khamis Hamed. In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420720301173.

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2020Robust Optimization-Based Commodity Portfolio Performance. (2020). Panta, Humnath ; Putnam, Kyle J ; Adhikari, Ramesh. In: IJFS. RePEc:gam:jijfss:v:8:y:2020:i:3:p:54-:d:409459.

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2020Algorithmic Sangfroid? The Decline of Sensitivity of Crude Oil Prices to News on Potentially Disruptive Terror Attacks and Political Unrest. (2020). Cymerski, Jarosaw ; Osiichuk, Dmytro ; Mielcarz, Pawe. In: Sustainability. RePEc:gam:jsusta:v:13:y:2020:i:1:p:52-:d:466898.

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2020An international Comparison of the Economic Impacts of the COVID-19 Pandemic. (2020). Kirat, Yassine. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2818.

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2020Does Trading Volume explain the Information Flow of Crude Palm Oil Futures Returns?. (2020). Lau, Wee-Yeap ; Go, You-How. In: The Review of Finance and Banking. RePEc:rfb:journl:v:12:y:2020:i:2:p:115-136.

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2020.

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Recent citations received in 2019

YearCiting document
2019Efficiency and Forecast Performance of Commodity Futures Markets. (2019). Kalkuhl, Matthias ; Algieri, Bernardina. In: American Journal of Economics and Business Administration. RePEc:abk:jajeba:ajebasp.2019.19.34.

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2019Determination of Causality in Prices of Crude Oil. (2019). Sarwat, Salman ; Ahmed, Farhan ; Aqil, Muhammad ; Kashif, Muhammad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-04-37.

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2019Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?. (2019). Lin, Jia-Juan ; Zhang, Yue-Jun. In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s1057521919304387.

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2019Assessing the inflation hedging of gold and palladium in OECD countries. (2019). Salisu, Afees ; Oloko, Tirimisiyu ; Ndako, Umar. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:357-377.

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2019Assessing the inflation hedging potential of coal and iron ore in Australia. (2019). Salisu, Afees ; Adediran, Idris. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:53.

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2019Modelling the symmetric and asymmetric relationships between oil prices and those of corn, barley, and rapeseed oil. (2019). al Refai, Hisham ; Eissa, Mohamad Abdelaziz. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s030142071930460x.

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2019Measurement of Connectedness and Frequency Dynamics in Global Natural Gas Markets. (2019). Toyoshima, Yuki ; Nakajima, Tadahiro. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:20:p:3927-:d:277263.

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2019How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch. (2019). Salisu, Afees ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201946.

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2019Commodity dependence, global commodity chains, price volatility and financialisation: Price-setting and stabilisation in the cocoa sectors in Côte dIvoire and Ghana. (2019). Maile, Felix ; Grumiller, Jan ; Staritz, Cornelia ; Troster, Bernhard. In: Working Papers. RePEc:zbw:oefsew:62.

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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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2018Clean energy investing in public capital markets: Portfolio benefits of yieldcos. (2018). la Monaca, Sarah ; Byrne, Julie ; Assereto, Martina. In: Energy Policy. RePEc:eee:enepol:v:121:y:2018:i:c:p:383-393.

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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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2018Is the emergence of new sovereign wealth funds a fashion phenomenon?. (2018). Amar, Jeanne ; Kinon, Valerie ; Lecourt, Christelle. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:154:y:2018:i:4:d:10.1007_s10290-018-0319-3.

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2018Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO. (2018). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. 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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