Citation analysis for Journal of Commodity Markets / Elsevier

Citation Profile [Updated: 2022-01-09 21:43:50]

5 Years H

Impact Factor

0.98

5 Years IF

1.49

Data available in this report

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

Main indicators

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1990	0	0.09	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	0.09	0	0	0	0	0		0	0		0			0		0	0.04
1993	0	0.11	0	0	0	0	0		0	0		0			0		0	0.05
1994	0	0.12	0	0	0	0	0		0	0		0			0		0	0.06
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	0.27	0	0	0	0	0		0	0		0			0		0	0.13
2000	0	0.32	0	0	0	0	0		0	0		0			0		0	0.14
2001	0	0.35	0	0	0	0	0		0	0		0			0		0	0.15
2002	0	0.37	0	0	0	0	0		0	0		0			0		0	0.19
2003	0	0.4	0	0	0	0	0		0	0		0			0		0	0.19
2004	0	0.44	0	0	0	0	0		0	0		0			0		0	0.2
2005	0	0.45	0	0	0	0	0		0	0		0			0		0	0.21
2006	0	0.46	0	0	0	0	0		0	0		0			0		0	0.2
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	0.2
2009	0	0.43	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	0.45	0	0	0	0	0		1	0		0			0		0	0.2
2012	0	0.45	0	0	0	0	0		1	0		0			0		0	0.19
2013	0	0.5	0	0	0	0	0		1	0		0			0		0	0.21
2014	0	0.51	0	0	0	0	0		1	0		0			0		0	0.2
2015	0	0.5	0	0	0	0	0		2	0		0			0		0	0.19
2016	0	0.5	0.2	0	20	20	167	4	6	0		0		1	25	4	0.2	0.18
2017	0.75	0.5	0.51	0.75	19	39	165	20	26	20	15	20	15	3	15	2	0.11	0.18
2018	1.33	0.54	1.19	1.33	24	63	78	75	101	39	52	39	52	16	21.3	9	0.38	0.21
2019	1.3	0.58	1.23	1.38	20	83	38	102	203	43	56	63	87	6	5.9	6	0.3	0.21
2020	0.98	0.75	1.41	1.49	21	104	33	147	350	44	43	83	124	8	5.4	8	0.38	0.29

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
SC:	selft citations in y to articles published in y-1 plus y-2
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series

#	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	40
2	2017	Reassessing the role of precious metals as safe havensÃ¢â¬âWhat 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	34
3	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	32
4	2016	The impact of speculation on commodity futures markets Ã¢â¬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	27
5	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	27
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	26
7	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	24
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 ; SarÃÂ±, 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	16
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	15
10	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	15
11	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	11
12	2020	Econometric 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	11
13	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	10
14	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	10
15	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	8
16	2019	Can 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	8
17	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	8
18	2017	Agricultural 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	8
19	2017	Modeling the multivariate dynamic dependence structure of commodity futures portfolios. (2017). Paraschiv, Florentina ; Erik, Tom ; Fuss, Roland ; ROLAND FÃSS, ; 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	8
20	2017	Portfolio 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
21	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	7
22	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	7
23	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	6
24	2020	Stock 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	6
25	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	6
26	2020	Dynamics 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	6
27	2016	Determinants of the Atlantic salmon futures risk premium. (2016). Misund, BÃÆÃÂ¥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	6
28	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	6
29	2020	Spillovers, 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	6
30	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	5
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	5
32	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	5
33	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	5
34	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	5
35	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	4
36	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	4
37	2020	Comovement 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	4
38	2018	On 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. Full description at Econpapers \|\| Download paper	4
39	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	4
40	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
41	2019	The 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. Full description at Econpapers \|\| Download paper	3
42	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	3
43	2019	How 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. Full description at Econpapers \|\| Download paper	3
44	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	3
45	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	3
46	2019	The 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. Full description at Econpapers \|\| Download paper	3
47	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	3
48	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	3
49	2019	Jumps 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. Full description at Econpapers \|\| Download paper	3
50	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

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2017	Reassessing the role of precious metals as safe havensÃ¢â¬âWhat 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	33
2	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	25
3	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	24
4	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	24
5	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	23
6	2016	The impact of speculation on commodity futures markets Ã¢â¬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	17
7	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	16
8	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	13
9	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 ; SarÃÂ±, 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	12
10	2020	Econometric 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	11
11	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	11
12	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	10
13	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	9
14	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	8
15	2019	Can 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	8
16	2017	Agricultural 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	7
17	2017	Portfolio 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
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	7
19	2020	Spillovers, 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	6
20	2017	Modeling the multivariate dynamic dependence structure of commodity futures portfolios. (2017). Paraschiv, Florentina ; Erik, Tom ; Fuss, Roland ; ROLAND FÃSS, ; 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
21	2020	Stock 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	6
22	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	5
23	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	5
24	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	5
25	2020	Dynamics 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	5
26	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
27	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
28	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	4
29	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	4
30	2020	Comovement 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	4
31	2018	On 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. Full description at Econpapers \|\| Download paper	4
32	2019	How 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. Full description at Econpapers \|\| Download paper	3
33	2019	Jumps 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. Full description at Econpapers \|\| Download paper	3
34	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	3
35	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	3
36	2019	The 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. Full description at Econpapers \|\| Download paper	3
37	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	3
38	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	3
39	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	3
40	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	3
41	2016	Determinants of the Atlantic salmon futures risk premium. (2016). Misund, BÃÆÃÂ¥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
42	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	3
43	2019	The 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. Full description at Econpapers \|\| Download paper	3
44	2019	Do heterogeneous countries respond differently to oil price shocks?. (2019). Hernandez-Vega, Marco ; Hernandez-Del, Gerardo ; Guerrero-Escobar, Santiago . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851317301952. Full description at Econpapers \|\| Download paper	2
45	2019	Risk 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. Full description at Econpapers \|\| Download paper	2
46	2018	Energy 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. Full description at Econpapers \|\| Download paper	2
47	2020	The impact of global financial crisis on informational efficiency: Evidence from price-volume relation in crude palm oil futures market. (2020). Lau, Wee Yeap ; Go, You-How. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:17:y:2020:i:c:s2405851317300028. Full description at Econpapers \|\| Download paper	2
48	2019	Market specific seasonal trading behavior in NASDAQ OMX electricity options. (2019). Rothovius, Timo ; Nikkinen, Jussi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:16-29. Full description at Econpapers \|\| Download paper	2
49	2018	Pricing electricity blackouts among South African households. (2018). Dikgang, Johane ; Nkosi, Nomsa Phindile. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:11:y:2018:i:c:p:37-47. Full description at Econpapers \|\| Download paper	2
50	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

Citing documents used to compute impact factor: 43

Year	Title
2020	Night trading and market quality: Evidence from Chinese and US precious metal futures markets. (2020). Liu, Xiaoquan ; Kellard, Neil ; Jiang, Ying. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:10:p:1486-1507. Full description at Econpapers \|\| Download paper
2020	Cross market predictions for commodity prices. (2020). Zhang, Yongmin ; Ding, Shusheng. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:455-462. Full description at Econpapers \|\| Download paper
2020	Commodity Prices in Empirical Research. (2020). Carpantier, Jean-Franois. In: Working Papers. RePEc:hal:wpaper:hal-02497404. Full description at Econpapers \|\| Download paper
2020	Local Gaussian correlations in financial and commodity markets. (2020). Chevallier, Julien ; Nguyen, Quynh Nga ; Zhu, Bangzhu ; Zhang, Lyuyuan ; Aboura, Sofiane. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:1:p:306-323. Full description at Econpapers \|\| Download paper
2020	Futures commission merchants, customer funds and capital requirements: An organizational analysis of the futures industry. (2020). Shen, MO ; Gay, Gerald D ; Emm, Ekaterina E. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:18:y:2020:i:c:s240585131930008x. Full description at Econpapers \|\| Download paper
2020	Returns to Investing in Commodity Futures: Separating the Wheat from the Chaff. (2020). Main, Scott ; Smith, Aaron ; Sanders, Dwight R ; Irwin, Scott H. In: Applied Economic Perspectives and Policy. RePEc:wly:apecpp:v:42:y:2020:i:4:p:583-610. Full description at Econpapers \|\| Download paper
2020	Measuring price discovery between nearby and deferred contracts in storable and nonstorable commodity futures markets. (2020). Mallory, Mindy ; Hu, Zhepeng ; Garcia, Philip ; Serra, Teresa. In: Agricultural Economics. RePEc:bla:agecon:v:51:y:2020:i:6:p:825-840. Full description at Econpapers \|\| Download paper
2020	Return dynamics during periods of high speculation in a thinly traded commodity market. (2020). Stefan, Martin ; Bohl, Martin T. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:1:p:145-159. Full description at Econpapers \|\| Download paper
2020	Price 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. Full description at Econpapers \|\| Download paper
2020	Earnings management under different ownership and corporate governance structure: A natural experiment with master limited partnerships. (2020). Ngo, Thanh ; Jory, Surendranath ; Chen, Haiwei. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:139-156. Full description at Econpapers \|\| Download paper
2020	Identifying the Dynamic Connectedness between Propane and Oil Prices: Evidence from Wavelet Analysis. (2020). Hung, Ngo Thai. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-37. Full description at Econpapers \|\| Download paper
2020	Does oil price have similar effects on the exchange rates of BRICS?. (2020). Lin, Boqiang ; Su, Tong. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s105752191930362x. Full description at Econpapers \|\| Download paper
2020	The state of research on sovereign wealth funds. (2020). Gao, Xuechen ; Megginson, William L. In: Global Finance Journal. RePEc:eee:glofin:v:44:y:2020:i:c:s1044028319300638. Full description at Econpapers \|\| Download paper
2020	New wealth, New wisdom: Updating the narrative of sovereign wealth fund creation. (2020). Gouett, Matthew. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719303666. Full description at Econpapers \|\| Download paper
2020	Back to government ownership: The Sovereign Wealth Funds phenomenon. (2020). Grira, Jocelyn. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319302156. Full description at Econpapers \|\| Download paper
2020	Sector connectedness in the Chinese stock markets. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Ma, Jun-Chao ; Jiang, Zhi-Qiang ; Shen, Ying-Ying. In: Papers. RePEc:arx:papers:2002.09097. Full description at Econpapers \|\| Download paper
2020	Trade dynamics and duration of Chinese food imports. (2020). Anderson, James L ; Asche, Frank ; Yang, Bixuan. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304525. Full description at Econpapers \|\| Download paper
2020	Generic promotion of Norwegian seafood exports. (2020). Williams, Gary ; Capps, Oral. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:307217. Full description at Econpapers \|\| Download paper
2020	Effect of Fisheries Subsidies Negotiations on Fish Production and Interest Rate. (2020). Kumar, Radika ; Arora, Pallavi ; Stauvermann, Peter Josef. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:12:p:297-:d:453203. Full description at Econpapers \|\| Download paper
2020	Jumps in the convenience yield of crude oil. (2020). Wilmot, Neil ; Mason, Charles. In: Resource and Energy Economics. RePEc:eee:resene:v:60:y:2020:i:c:s0928765518302744. Full description at Econpapers \|\| Download paper
2020	Barriers to grid-connected battery systems: Evidence from the Spanish electricity market. (2020). Soneira, David Soler ; Hu, YU ; Jes, Mar'Ia. In: Papers. RePEc:arx:papers:2007.00486. Full description at Econpapers \|\| Download paper
2020	Uncertainty in electricity markets from a semi-nonparametric approach. (2020). Perote, Javier ; Cortes, Lina M ; Trespalacios, Alfredo. In: Energy Policy. RePEc:eee:enepol:v:137:y:2020:i:c:s0301421519306780. Full description at Econpapers \|\| Download paper
2020	Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?. (2020). Weron, RafaÃâ ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:466-479. Full description at Econpapers \|\| Download paper
2020	Smart Energy Markets - Future electricity, gas and heating markets. (2020). Djorup, S ; Skov, I R ; Lund, Henrik ; Sorknas, P ; Fausto, F ; Morthorst, P E ; Skytte, K. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:119:y:2020:i:c:s1364032119308615. Full description at Econpapers \|\| Download paper
2020	Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark. (2020). Weron, RafaÃâ ; Marcjasz, Grzegorz ; de Schutter, Bart ; Lago, Jesus. In: Papers. RePEc:arx:papers:2008.08004. Full description at Econpapers \|\| Download paper
2020	Short-term effects of PV integration on global welfare and CO2 emissions. An application to the Iberian electricity market. (2020). Roman-Collado, R ; Nuez, F ; Arcos-Vargas, A. In: Energy. RePEc:eee:energy:v:200:y:2020:i:c:s0360544220306113. Full description at Econpapers \|\| Download paper
2020	Volatility spillovers in Australian electricity markets. (2020). Trueck, Stefan ; Truck, Stefan ; Kordzakhia, Nino ; Han, Lin. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301225. Full description at Econpapers \|\| Download paper
2020	Trading on short-term path forecasts of intraday electricity prices. (2020). Weron, RafaÅ ; Chawla, Yash ; Marcjasz, Grzegorz ; Serafin, Tomasz. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2017. Full description at Econpapers \|\| Download paper
2020	A dynamic network analysis of spot electricity prices in the Australian national electricity market. (2020). Truck, Stefan ; Yan, Guan. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303121. Full description at Econpapers \|\| Download paper
2020	Are Corn Futures Prices Getting Ã¢â¬ÅJumpyÃ¢â¬Â?. (2020). Couleau, Anabelle ; Garcia, Philip ; Serra, Teresa. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:102:y:2020:i:2:p:569-588. Full description at Econpapers \|\| Download paper
2020	Impact of Solar and Wind Prices on the Integrated Global Electricity Spot and Options Markets: A Time Series Analysis. (2020). Alsaedi, Yasir ; Wong, Victor ; Tularam, Gurudeo Anand. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-40. Full description at Econpapers \|\| Download paper
2020	Participation of photovoltaic power producers in short-term electricity markets based on rescheduling and risk-hedging mapping. (2020). Gibescu, Madeleine ; Paterakis, Nikolaos G ; Sanchez, Agustin A. In: Applied Energy. RePEc:eee:appene:v:266:y:2020:i:c:s0306261920302531. Full description at Econpapers \|\| Download paper
2020	The untold story of commodity futures in China. (2020). Fan, John Hua ; Zhang, Tingxi. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:4:p:671-706. Full description at Econpapers \|\| Download paper
2020	The heterogeneous behaviour of the inflation hedging property of cocoa. (2020). Salisu, Afees ; Oloko, Tirimisiyu ; Adediran, Idris ; Ohemeng, William. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303535. Full description at Econpapers \|\| Download paper
2020	The inflation hedging properties of gold, stocks and real estate: A comparative analysis. (2020). Salisu, Afees ; Raheem, Ibrahim ; Ndako, Umar. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719302697. Full description at Econpapers \|\| Download paper
2020	The COVID-19 global fear index and the predictability of commodity price returns. (2020). Salisu, Afees ; Raheem, Ibrahim ; Akanni, Lateef. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020302136. Full description at Econpapers \|\| Download paper
2020	Are commodity prices good predictors of inflation? The African perspective. (2020). Fasanya, Ismail ; Awodimila, Crystal P. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720301367. Full description at Econpapers \|\| Download paper
2020	Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis. (2020). Yoon, Seong-Min ; Jiang, Zhuhua. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301754. Full description at Econpapers \|\| Download paper
2020	Regulatory reform and market efficiency: The case of Indian agricultural commodity futures markets. (2020). Mishra, Sibanjan ; Mohanty, Sunil K. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531918308109. Full description at Econpapers \|\| Download paper
2020	Return and volatility transmission between Chinas and international crude oil futures markets: A first look. (2020). Yang, Jian ; Zhou, Yinggang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:6:p:860-884. Full description at Econpapers \|\| Download paper
2020	U.S. Monetary Policy and Herding: Evidence from Commodity Markets. (2020). Apergis, Nicholas ; Hayat, Tasawar ; Christou, Chritina ; Saeed, Tareq. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:48:y:2020:i:3:d:10.1007_s11293-020-09680-4. Full description at Econpapers \|\| Download paper
2020	Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets. (2020). el Meslmani, Nabil ; Lee, Seungho ; Switzer, Lorne N. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919309808. Full description at Econpapers \|\| Download paper
2020	Safe haven or risky hazard? Bitcoin during the Covid-19 bear market. (2020). McGee, Richard ; Conlon, Thomas. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320304244. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2020

Year	Citing document
2020	Trading on short-term path forecasts of intraday electricity prices. (2020). Weron, RafaÅ ; Chawla, Yash ; Marcjasz, Grzegorz ; Serafin, Tomasz. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2017. Full description at Econpapers \|\| Download paper
2020	Optimal Order Execution in Intraday Markets: Minimizing Costs in Trade Trajectories. (2020). Ziel, Florian ; Kath, Christopher. In: Papers. RePEc:arx:papers:2009.07892. Full description at Econpapers \|\| Download paper
2020	Ensemble 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. Full description at Econpapers \|\| Download paper
2020	The 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. Full description at Econpapers \|\| Download paper
2020	Co-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. Full description at Econpapers \|\| Download paper
2020	Robust Optimization-Based Commodity Portfolio Performance. (2020). Panta, Humnath ; Putnam, Kyle J ; Adhikari, Ramesh. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:3:p:54-:d:409459. Full description at Econpapers \|\| Download paper
2020	Algorithmic 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. Full description at Econpapers \|\| Download paper
2020	Does 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. Full description at Econpapers \|\| Download paper

Recent citations received in 2019

Year	Citing document
2019	Efficiency 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. Full description at Econpapers \|\| Download paper
2019	Determination 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. Full description at Econpapers \|\| Download paper
2019	Can 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. Full description at Econpapers \|\| Download paper
2019	Modelling 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. Full description at Econpapers \|\| Download paper
2019	How 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. Full description at Econpapers \|\| Download paper
2019	Commodity dependence, global commodity chains, price volatility and financialisation: Price-setting and stabilisation in the cocoa sectors in CÃÂ´te dIvoire and Ghana. (2019). Maile, Felix ; Grumiller, Jan ; Staritz, Cornelia ; Troster, Bernhard. In: Working Papers. RePEc:zbw:oefsew:62. Full description at Econpapers \|\| Download paper

Recent citations received in 2018

Year	Citing document
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 Ã¢â¬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-FranÃÆÃÂ§ois ; 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	Is 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. Full description at Econpapers \|\| Download paper
2018	Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO. (2018). Weron, RafaÃâ ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1807. Full description at Econpapers \|\| Download paper
2018	Electricity price forecasting. (2018). Weron, RafaÃâ ; Ziel, Florian. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1808. Full description at Econpapers \|\| Download paper

Recent citations received in 2017

Year	Citing document
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

10 most frequent citing series

#	Series	H	Cites
1	Resources Policy / Elsevier	43	52
2	Energy Economics / Elsevier	135	43
3	Journal of Commodity Markets / Elsevier	11	40
4	Journal of Futures Markets / John Wiley & Sons, Ltd.	38	23
5	The North American Journal of Economics and Finance / Elsevier	36	16
6	Papers / arXiv.org	65	15
7	International Review of Financial Analysis / Elsevier	49	14
8	Finance Research Letters / Elsevier	42	13
9	Research in International Business and Finance / Elsevier	31	10
10	Applied Energy / Elsevier	97	9
11	Energy Policy / Elsevier	134	9