[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]
IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1990 | 0 | 0.08 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
1991 | 0 | 0.08 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
1992 | 0 | 0.08 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
1993 | 0 | 0.1 | 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 | 0.05 | |||||
1995 | 0 | 0.19 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.08 | |||||
1996 | 0 | 0.22 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.1 | |||||
1997 | 0 | 0.22 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.09 | |||||
1998 | 0 | 0.26 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.12 | |||||
1999 | 0 | 0.28 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.14 | |||||
2000 | 0 | 0.33 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.15 | |||||
2001 | 0 | 0.36 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.15 | |||||
2002 | 0 | 0.39 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.21 | |||||
2003 | 0 | 0.4 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2 | |||||
2004 | 0 | 0.45 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2 | |||||
2005 | 0 | 0.46 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.22 | |||||
2006 | 0 | 0.46 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.21 | |||||
2007 | 0 | 0.42 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.18 | |||||
2008 | 0 | 0.44 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0.21 | |||||
2009 | 0 | 0.44 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0.21 | |||||
2010 | 0 | 0.43 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0.18 | |||||
2011 | 0 | 0.46 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0.21 | |||||
2012 | 0 | 0.47 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0.19 | |||||
2013 | 0 | 0.53 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0.22 | |||||
2014 | 0 | 0.55 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0.22 | |||||
2015 | 0 | 0.56 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0.21 | |||||
2016 | 0 | 0.58 | 0.15 | 0 | 20 | 20 | 62 | 3 | 4 | 0 | 0 | 1 | 33.3 | 3 | 0.15 | 0.2 | ||
2017 | 0.75 | 0.6 | 0.51 | 0.75 | 19 | 39 | 45 | 20 | 24 | 20 | 15 | 20 | 15 | 3 | 15 | 2 | 0.11 | 0.22 |
2018 | 1.26 | 0.76 | 1.13 | 1.26 | 24 | 63 | 14 | 71 | 95 | 39 | 49 | 39 | 49 | 16 | 22.5 | 8 | 0.33 | 0.31 |
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 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2016 | On 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 | 14 |
2 | 2017 | Do 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 | 12 |
3 | 2016 | The impact of speculation on commodity futures markets â 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 |
4 | 2016 | The 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 |
5 | 2016 | Increasing 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 |
6 | 2018 | Electricity 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 | 5 |
7 | 2017 | Dynamic 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 | 5 |
8 | 2017 | Reassessing the role of precious metals as safe havensâWhat 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 | 5 |
9 | 2016 | Long-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 | 4 |
10 | 2016 | Global 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 |
11 | 2017 | The 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 | 4 |
12 | 2016 | A 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 |
13 | 2016 | Structural 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 |
14 | 2016 | Determinants of the Atlantic salmon futures risk premium. (2016). Misund, BÃÂ¥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 |
15 | 2017 | Commodity 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 |
16 | 2017 | Price 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 | 3 |
17 | 2016 | The 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 |
18 | 2017 | Heterogeneous 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 | 3 |
19 | 2018 | An 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 | 3 |
20 | 2017 | A 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 |
21 | 2016 | The 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 |
22 | 2017 | Understanding 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 |
23 | 2017 | A 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 |
24 | 2018 | Financialization 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 | 2 |
25 | 2018 | Intraday 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 |
26 | 2017 | A 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. Full description at Econpapers || Download paper | 2 |
27 | 2016 | Momentum 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 |
28 | 2018 | Emergence 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 |
29 | 2016 | Natural 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 | 2 |
30 | 2017 | Modeling 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 |
31 | 2016 | Food 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. Full description at Econpapers || Download paper | 1 |
32 | 2017 | New 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. Full description at Econpapers || Download paper | 1 |
33 | 2018 | Integrating swaps and futures: A new direction for commodity research. (2018). Riggs, Lynn ; Onur, Esen ; Mixon, Scott . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:3-21. Full description at Econpapers || Download paper | 1 |
34 | 2016 | A 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. Full description at Econpapers || Download paper | 1 |
35 | 2019 | A 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 | 1 |
36 | 2018 | A 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. Full description at Econpapers || Download paper | 1 |
37 | 2016 | International 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. Full description at Econpapers || Download paper | 1 |
38 | 2017 | World 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. Full description at Econpapers || Download paper | 1 |
39 | 2016 | Commodities 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. Full description at Econpapers || Download paper | 1 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2016 | On 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 |
2 | 2016 | The 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 |
3 | 2017 | Do 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 |
4 | 2016 | The impact of speculation on commodity futures markets â 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 |
5 | 2016 | Increasing 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 |
6 | 2018 | Electricity 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 | 5 |
7 | 2017 | Reassessing the role of precious metals as safe havensâWhat 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 | 5 |
8 | 2017 | Dynamic 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 | 5 |
9 | 2016 | Global 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 |
10 | 2016 | Long-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 | 4 |
11 | 2017 | The 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 | 4 |
12 | 2016 | Structural 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 |
13 | 2016 | A 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 |
14 | 2016 | Determinants of the Atlantic salmon futures risk premium. (2016). Misund, BÃÂ¥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 |
15 | 2017 | Price 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 | 3 |
16 | 2017 | Commodity 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 |
17 | 2018 | An 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 | 3 |
18 | 2017 | Heterogeneous 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 | 3 |
19 | 2017 | A 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 |
20 | 2018 | Intraday 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 |
21 | 2018 | Financialization 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 | 2 |
22 | 2017 | Understanding 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 |
23 | 2016 | The 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 |
24 | 2017 | A 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. Full description at Econpapers || Download paper | 2 |
25 | 2016 | The 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 |
26 | 2016 | Momentum 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 |
27 | 2018 | Emergence 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 |
28 | 2017 | A 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 |
29 | 2017 | Modeling 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 |
Year | Title | |
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2018 | Reassessing 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. Full description at Econpapers || Download paper | |
2018 | Mapping 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. Full description at Econpapers || Download paper | |
2018 | Copper 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. Full description at Econpapers || Download paper | |
2018 | Toward 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. Full description at Econpapers || Download paper | |
2018 | Toward 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. Full description at Econpapers || Download paper | |
2018 | Guilty 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. Full description at Econpapers || Download paper | |
2018 | Volatility 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 | |
2018 | Electricity 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 | |
2018 | The impact of Chinese imports of soybean on port infrastructure in Brazil: A study based on the concept of the âBullwhip Effectâ. (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. Full description at Econpapers || Download paper | |
2018 | Is Commodity Index Investing Profitable?. (2018). Prokopczuk, Marcel ; Fethke, Tobias. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-635. Full description at Econpapers || Download paper | |
2018 | Maximum 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. Full description at Econpapers || Download paper | |
2018 | On 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. Full description at Econpapers || Download paper | |
2018 | Simulation Methods for Stochastic Storage Problems: A Statistical Learning Perspective. (2018). Maheshwari, Aditya ; Ludkovski, Michael. In: Papers. RePEc:arx:papers:1803.11309. Full description at Econpapers || Download paper | |
2018 | Estimating 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. Full description at Econpapers || Download paper | |
2018 | Oil, Equities, and the Zero Lower Bound. (2018). Vigfusson, Robert ; Datta, Deepa ; Kwon, Hannah ; Johannsen, Benjamin K. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-58. Full description at Econpapers || Download paper | |
2018 | The 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. Full description at Econpapers || Download paper | |
2018 | Gold 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. Full description at Econpapers || Download paper | |
2018 | Pipeline capacity and the dynamics of Alberta crude oil price spreads. (2018). Thille, Henry ; Galay, Gregory. In: Working Papers. RePEc:gue:guelph:2018-04. Full description at Econpapers || Download paper | |
2018 | Globalization 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 | |
2018 | Cod 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 | |
2018 | Do 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. Full description at Econpapers || Download paper | |
2018 | Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO. (2018). Weron, RafaÅ ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1807. Full description at Econpapers || Download paper | |
2018 | Incorporating 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. Full description at Econpapers || Download paper | |
2018 | Impacts 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. Full description at Econpapers || Download paper | |
2018 | Are 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. Full description at Econpapers || Download paper | |
2018 | Common 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. Full description at Econpapers || Download paper | |
2018 | Financial 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. Full description at Econpapers || Download paper | |
2018 | What drives food price volatility? Evidence based on a generalized VAR approach applied to the food, financial and energy markets. (2018). Åmiech, SÅawomir ; DÄ
browski, Marek ; Fijorek, Kamil ; Dbrowski, Marek A ; Papie, Monika. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201855. Full description at Econpapers || Download paper | |
2018 | Asymmetric 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. Full description at Econpapers || Download paper | |
2018 | Asymmetric 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. Full description at Econpapers || Download paper | |
2018 | A 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. Full description at Econpapers || Download paper | |
2018 | Oil 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. Full description at Econpapers || Download paper | |
2018 | The 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. Full description at Econpapers || Download paper | |
2018 | Structural Volatility Impulse Response Function and Asymptotic Inference. (2018). Liu, Xiaochun. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:16:y:2018:i:2:p:316-339.. Full description at Econpapers || Download paper | |
2018 | Spoofing and Pinging in Foreign Exchange Markets. (2018). Stenfors, Alexis ; Susai, Masayuki. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2018-05. Full description at Econpapers || Download paper | |
2018 | Examining 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. Full description at Econpapers || Download paper | |
2018 | Introductionâspecial 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. Full description at Econpapers || Download paper | |
2018 | Oil Price Volatility, Financial Institutions and Economic Growth. (2018). Mohaddes, Kamiar ; Mohtadi, Hamid ; Jarrett, Uchechukwu. In: Working Papers. RePEc:erg:wpaper:1230. Full description at Econpapers || Download paper | |
2018 | Reforming 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. Full description at Econpapers || Download paper | |
2018 | Oil Price Volatility, Financial Institutions and Economic Growth. (2018). Mohaddes, Kamiar ; Mohtadi, H ; Jarrett, U. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1851. Full description at Econpapers || Download paper | |
2018 | Reforming Fiscal Institutions in Resource-Rich Arab Economies: Policy Proposals. (2018). Mohaddes, Kamiar ; Nugent, Jeffrey ; Selim, Hoda. In: Working Papers. RePEc:erg:wpaper:1228. Full description at Econpapers || Download paper | |
2018 | The 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. Full description at Econpapers || Download paper | |
2018 | Reforming 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. Full description at Econpapers || Download paper | |
2018 | Modeling 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. Full description at Econpapers || Download paper | |
2018 | Heterogeneous 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. Full description at Econpapers || Download paper | |
2018 | Analysis 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. Full description at Econpapers || Download paper | |
2018 | Optimal Timing to Trade Along a Randomized Brownian Bridge. (2018). Leung, Tim ; Li, Xin. In: Papers. RePEc:arx:papers:1801.00372. Full description at Econpapers || Download paper | |
2018 | The 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. Full description at Econpapers || Download paper | |
2018 | Does 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. Full description at Econpapers || Download paper |
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2018 | Price 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. Full description at Econpapers || Download paper | |
2018 | A generalized Schwartz model for energy spot prices â 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. Full description at Econpapers || Download paper | |
2018 | The 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. Full description at Econpapers || Download paper | |
2018 | GCC Sovereign Wealth Funds: Why do they Take Control?. (2018). Carpantier, Jean-François ; Amar, Jeanne ; Lecourt, Christelle. In: Working Papers. RePEc:hal:wpaper:halshs-01936882. Full description at Econpapers || Download paper | |
2018 | Who Influences the Fundamental Value of Commodity Futures in Japan?. (2018). Watkins, Clinton ; Iwatsubo, Kentaro. In: Discussion Papers. RePEc:koe:wpaper:1830. Full description at Econpapers || Download paper | |
2018 | Navigating 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. Full description at Econpapers || Download paper | |
2018 | Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO. (2018). Weron, RafaÅ ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1807. Full description at Econpapers || Download paper | |
2018 | Electricity price forecasting. (2018). Weron, RafaÅ ; Ziel, Florian. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1808. Full description at Econpapers || Download paper |
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2017 | An 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. Full description at Econpapers || Download paper | |
2017 | Oil 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. Full description at Econpapers || Download paper |
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2016 | A 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. Full description at Econpapers || Download paper | |
2016 | Common and Fundamental Risk Factors in Shareholder Returns of Norwegian Salmon Producing Companies. (2016). Misund, BÃÂ¥rd. In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2016_017. Full description at Econpapers || Download paper | |
2016 | Global or domestic? Which shocks drive inflation in European small open economies?. (2016). KotÅowski, Jacek ; HaÅka, Aleksandra ; Haka, Aleksandra ; Kotowski, Jacek. In: NBP Working Papers. RePEc:nbp:nbpmis:232. Full description at Econpapers || Download paper |