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Journal of Commodity Markets / Elsevier

Citation Profile [Updated: 2026-07-12 11:58:33]
5 Years H Index
27
Impact Factor (IF)
0.46
5 Years IF
0.4
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 0.49 0.25 0 20 20 477 5 10 0 0 1 20 5 0.25 0.2
2017 1.05 0.51 0.74 1.05 19 39 431 29 39 20 21 20 21 3 10.3 4 0.21 0.2
2018 1.95 0.52 1.67 1.95 24 63 265 105 144 39 76 39 76 17 16.2 11 0.46 0.22
2019 1.44 0.53 1.59 1.81 20 83 189 132 276 43 62 63 114 7 5.3 9 0.45 0.21
2020 1.05 0.63 1.76 1.81 21 104 315 183 459 44 46 83 150 9 4.9 12 0.57 0.3
2021 1.78 0.72 2.28 2.32 23 127 167 289 748 41 73 104 241 12 4.2 8 0.35 0.26
2022 1.98 0.71 1.99 1.91 44 171 320 341 1089 44 87 107 204 30 8.8 21 0.48 0.21
2023 1.73 0.66 1.92 1.72 61 232 390 445 1534 67 116 132 227 78 17.5 43 0.7 0.19
2024 2.29 0.71 2.18 1.89 48 280 186 611 2145 105 240 169 319 91 14.9 44 0.92 0.21
2025 2.29 0.94 2.06 1.9 49 329 34 677 2822 109 250 197 374 115 17 17 0.35 0.27
2026 0.46 0.47 0.4 22 351 0 166 2988 97 45 225 91 33 19.9 1 0.05
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years 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). Maghyereh, Aktham ; Awartani, Basel ; Aktham, Maghyereh ; Cherif, Guermat . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:4:y:2016:i:1:p:56-69.

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206
22017Reassessing the role of precious metals as safe havens–What colour is your haven and why?. (2017). lucey, brian ; Li, Sile. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:1-14.

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103
32020Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture. (2020). Dahl, Roy Endre ; Yahya, Muhammad ; Oglend, Atle. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851319300765.

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102
42016On 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.

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71
52018Electricity markets around the world. (2018). Trueck, Stefan ; Truck, Stefan ; Mayer, Klaus. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:9:y:2018:i:c:p:77-100.

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65
62023How are climate risk shocks connected to agricultural markets?. (2023). Zhang, Yunhan ; Li, Yichong ; Zhao, Wanli ; Ji, Qiang ; Guo, Kun. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000570.

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59
72017Price discovery in agricultural commodity markets in the presence of futures speculation. (2017). Jung, Robert ; Dimpfl, Thomas ; Flad, Michael . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:5:y:2017:i:c:p:50-62.

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57
82018An update on speculation and financialization in commodity markets. (2018). Harris, Jeffrey ; Boyd, Naomi E ; Li, Bingxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:91-104.

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55
92020Econometric modelling and forecasting of intraday electricity prices. (2020). Narajewski, Micha ; Ziel, Florian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:19:y:2020:i:c:s2405851319300728.

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55
102017Do 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.

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53
112016The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies. (2016). Zimmermann, Yvonne Seiler ; Haase, Marco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:3:y:2016:i:1:p:1-15.

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49
122023Realized higher-order moments spillovers between commodity and stock markets: Evidence from China. (2023). Xu, Yahua ; Gao, Wang ; Zhang, Hongwei ; Bouri, Elie ; Jin, Chen. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000320.

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39
132022Spillovers among energy commodities and the Russian stock market. (2022). Lorusso, Marco ; Costola, Michele. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851322000071.

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38
142023Financialization of commodity markets ten years later. (2023). Tang, Ke ; Kang, Wenjin ; Wang, Ningli. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300003x.

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38
152016Increasing 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.

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36
162023Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets. (2023). lucey, brian ; Wei, YU ; Wang, Yizhi ; Vigne, Samuel A. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000629.

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34
172020Spillovers, integration and causality in LME non-ferrous metal markets. (2020). Yarovaya, Larisa ; lucey, brian ; Ciner, Cetin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:17:y:2020:i:c:s240585131730243x.

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33
182023Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures. (2023). Gabauer, David ; Chatziantoniou, Ioannis ; Hardik, Marfatia ; Cunado, Juncal ; de Gracia, Fernando Perez. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300017x.

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33
192022The connectedness in the world petroleum futures markets using a Quantile VAR approach. (2022). Tiwari, Aviral ; Abakah, Emmanuel ; Hammoudeh, Shawkat ; Jena, Sangram Keshari ; Aikins, Emmanuel Joel. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000556.

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33
202022The impact of economic policy uncertainties on the volatility of European carbon market. (2022). Xiong, Xiong ; Duc, Toan Luu ; Dai, Peng-Fei ; Wang, Jiqiang. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:26:y:2022:i:c:s2405851321000416.

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32
212024Tail risk spillover effects in commodity markets: A comparative study of crisis periods. (2024). Karim, Sitara ; Naeem, Muhammad Abubakr ; Hamouda, Foued. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000600.

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32
222017Dynamic 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 ; Sari, Ramazan ; Kocaarslan, Baris ; Gormus, Alper. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:41-56.

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31
232020Stock market response to potash mine disasters. (2020). Śpiewanowski, Piotr ; Kowalewski, Oskar. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851320300015.

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31
242019A review of the evidence on the relation between crude oil prices and petroleum product prices. (2019). Linn, Scott ; Lee, Thomas K ; Hoelscher, Seth A ; Ederington, Louis H ; Fernando, Chitru S. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:1-15.

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30
252017Agricultural price transmission: China relationships with world commodity markets. (2017). Gale, Fred ; Arnade, Carlos ; Cooke, Bryce. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:28-40.

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30
262017A 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.

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30
272019Can agricultural commodity prices predict Nigerias inflation?. (2019). tule, moses ; Salisu, Afees ; Chiemeke, Charles C. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851318301107.

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27
282022Economic drivers of volatility and correlation in precious metal markets. (2022). Walther, Thomas ; Nguyen, Duc Khuong ; Goutte, Stéphane ; Dinh, Theu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s240585132100074x.

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27
292018Globalization and commoditization: The transformation of the seafood market. (2018). Asche, Frank ; Anderson, James ; Garlock, Taryn. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:12:y:2018:i:c:p:2-8.

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26
302023Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132.

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26
312023Evolution of the information transmission between Chinese and international oil markets: A quantile-based framework. (2023). Ren, Xiaohang ; Duan, Kun ; Chen, Jinyu ; Wen, Fenghua. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000617.

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26
322022Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe. (2022). Yang, Lu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000192.

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25
332016Long-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.

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24
342018Financialization and the returns to commodity investments. (2018). Main, Scott ; Irwin, Scott H ; Sanders, Dwight R ; Smith, Aaron. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:22-28.

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24
352017A review of the literature on commodity risk management. (2017). Simkins, Betty ; Treanor, Stephen D ; Carter, David A ; Rogers, Daniel A. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:8:y:2017:i:c:p:1-17.

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24
362024Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers. (2024). Hanif, Waqas ; Hadhri, Sinda ; el Khoury, Rim. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000230.

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23
372024Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress. (2024). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000703.

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22
382020Comovement in the commodity futures markets: An analysis of the energy, grains, and livestock sectors. (2020). Adhikari, Ramesh ; Putnam, Kyle J. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:18:y:2020:i:c:s2405851318300680.

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22
392019Jumps 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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22
402022Spillovers beyond the variance: Exploring the higher order risk linkages between commodity markets and global financial markets. (2022). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851322000162.

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22
412022Safe-haven properties of soft commodities during times of Covid-19. (2022). Syriopoulos, Konstantinos ; Rubbaniy, Ghulame ; Samitas, Aristeidis ; Khalid, Ali Awais. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000568.

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21
422017Portfolio 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.

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20
432017Commodity market volatility in the presence of U.S. and Chinese macroeconomic news. (2017). Smales, Lee. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:15-27.

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20
442016Global 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.

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19
452016Structural models for coupled electricity markets. (2016). Kiesel, Rudiger ; Kusterman, Michael . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:3:y:2016:i:1:p:16-38.

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19
462021Asymmetric volatility in commodity markets. (2021). Mu, Xiaoyi ; Chen, Yu-Fu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:22:y:2021:i:c:s2405851320300167.

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18
472023Quantile dependencies and connectedness between stock and precious metals markets. (2023). Kang, Sang Hoon ; McIver, Ron P ; Jain, Prachi ; Maitra, Debasish. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000411.

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18
482019Price volatility and speculative activities in futures commodity markets: A combination of combinations of p-values test. (2019). Algieri, Bernardina ; Leccadito, Arturo. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:40-54.

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18
492024Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis. (2024). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000047.

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17
502023Tail dependence, dynamic linkages, and extreme spillover between the stock and Chinas commodity markets. (2023). Wang, Suhui. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851323000028.

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17
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12023How are climate risk shocks connected to agricultural markets?. (2023). Zhang, Yunhan ; Li, Yichong ; Zhao, Wanli ; Ji, Qiang ; Guo, Kun. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000570.

Full description at Econpapers || Download paper

35
22024Tail risk spillover effects in commodity markets: A comparative study of crisis periods. (2024). Karim, Sitara ; Naeem, Muhammad Abubakr ; Hamouda, Foued. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000600.

Full description at Econpapers || Download paper

26
32023Financialization of commodity markets ten years later. (2023). Tang, Ke ; Kang, Wenjin ; Wang, Ningli. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300003x.

Full description at Econpapers || Download paper

23
42020Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture. (2020). Dahl, Roy Endre ; Yahya, Muhammad ; Oglend, Atle. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851319300765.

Full description at Econpapers || Download paper

20
52022The impact of economic policy uncertainties on the volatility of European carbon market. (2022). Xiong, Xiong ; Duc, Toan Luu ; Dai, Peng-Fei ; Wang, Jiqiang. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:26:y:2022:i:c:s2405851321000416.

Full description at Econpapers || Download paper

20
62020Econometric modelling and forecasting of intraday electricity prices. (2020). Narajewski, Micha ; Ziel, Florian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:19:y:2020:i:c:s2405851319300728.

Full description at Econpapers || Download paper

17
72023Realized higher-order moments spillovers between commodity and stock markets: Evidence from China. (2023). Xu, Yahua ; Gao, Wang ; Zhang, Hongwei ; Bouri, Elie ; Jin, Chen. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000320.

Full description at Econpapers || Download paper

17
82024Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers. (2024). Hanif, Waqas ; Hadhri, Sinda ; el Khoury, Rim. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000230.

Full description at Econpapers || Download paper

16
92023Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures. (2023). Gabauer, David ; Chatziantoniou, Ioannis ; Hardik, Marfatia ; Cunado, Juncal ; de Gracia, Fernando Perez. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300017x.

Full description at Econpapers || Download paper

15
102024Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress. (2024). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000703.

Full description at Econpapers || Download paper

15
112024Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis. (2024). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000047.

Full description at Econpapers || Download paper

14
122018Electricity 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

12
132023Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132.

Full description at Econpapers || Download paper

12
142025Examining perceived spillovers among climate risk, fossil fuel, renewable energy, and carbon markets: A higher-order moment and quantile analysis. (2025). Cui, Jinxin ; Maghyereh, Aktham. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000145.

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12
152023Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets. (2023). lucey, brian ; Wei, YU ; Wang, Yizhi ; Vigne, Samuel A. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000629.

Full description at Econpapers || Download paper

12
162022Economic drivers of volatility and correlation in precious metal markets. (2022). Walther, Thomas ; Nguyen, Duc Khuong ; Goutte, Stéphane ; Dinh, Theu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s240585132100074x.

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11
172023Dynamic and asymmetric connectedness in the global “Carbon-Energy-Stock” system under shocks from exogenous events. (2023). Liang, Zongzheng ; Chen, Zhanghangjian ; Yang, Ming-Yuan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000569.

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11
182017Reassessing the role of precious metals as safe havens–What colour is your haven and why?. (2017). lucey, brian ; 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

11
192023Quantile dependencies and connectedness between stock and precious metals markets. (2023). Kang, Sang Hoon ; McIver, Ron P ; Jain, Prachi ; Maitra, Debasish. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000411.

Full description at Econpapers || Download paper

10
202022The connectedness in the world petroleum futures markets using a Quantile VAR approach. (2022). Tiwari, Aviral ; Abakah, Emmanuel ; Hammoudeh, Shawkat ; Jena, Sangram Keshari ; Aikins, Emmanuel Joel. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000556.

Full description at Econpapers || Download paper

10
212018An update on speculation and financialization in commodity markets. (2018). Harris, Jeffrey ; Boyd, Naomi E ; Li, Bingxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:91-104.

Full description at Econpapers || Download paper

9
222023Evolution of the information transmission between Chinese and international oil markets: A quantile-based framework. (2023). Ren, Xiaohang ; Duan, Kun ; Chen, Jinyu ; Wen, Fenghua. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000617.

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9
232024Importance of geopolitical risk in volatility structure: New evidence from biofuels, crude oil, and grains commodity markets. (2024). Karkowska, Renata ; Urjasz, Szczepan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s240585132400059x.

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9
242024How does carbon market interact with energy and sectoral stocks? Evidence from risk spillover and wavelet coherence. (2024). Zhao, Lu-Tao ; Chen, Xue-Hui ; Liu, Hai-Yi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000059.

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9
252024Stress from attention: The relationship between climate change attention and crude oil markets. (2024). Lin, Boqiang ; Chen, Yiyang ; Gong, XU. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000187.

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262021Speculation and the informational efficiency of commodity futures markets. (2021). Bohl, Martin T ; Sulewski, Christoph ; Putz, Alexander. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s2405851320300362.

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272022Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe. (2022). Yang, Lu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000192.

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282022Spillovers among energy commodities and the Russian stock market. (2022). Lorusso, Marco ; Costola, Michele. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851322000071.

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8
292024Coal price shock propagation through sectoral financial interconnectedness in Chinas stock market: Quantile coherency network modelling and shock decomposition analysis. (2024). Xu, Yushi ; Zhang, Yan ; Zhu, Xintong ; Huang, Jionghao. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000114.

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302020Spillovers, integration and causality in LME non-ferrous metal markets. (2020). Yarovaya, Larisa ; lucey, brian ; Ciner, Cetin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:17:y:2020:i:c:s240585131730243x.

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8
312016The connectedness between crude oil and financial markets: Evidence from implied volatility indices. (2016). Maghyereh, Aktham ; Awartani, Basel ; Aktham, Maghyereh ; Cherif, Guermat . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:4:y:2016:i:1:p:56-69.

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322022Spillovers beyond the variance: Exploring the higher order risk linkages between commodity markets and global financial markets. (2022). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851322000162.

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332024Weathering market swings: Does climate risk matter for agricultural commodity price predictability?. (2024). Zhou, Mingtao ; Ma, Yong ; Li, Shuaibing. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000424.

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342024Blessings or curse: How do media climate change concerns affect commodity tail risk spillovers?. (2024). Pham, Linh ; Kamal, Javed Bin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000266.

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7
352019A review of the evidence on the relation between crude oil prices and petroleum product prices. (2019). Linn, Scott ; Lee, Thomas K ; Hoelscher, Seth A ; Ederington, Louis H ; Fernando, Chitru S. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:1-15.

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362022Safe-haven properties of soft commodities during times of Covid-19. (2022). Syriopoulos, Konstantinos ; Rubbaniy, Ghulame ; Samitas, Aristeidis ; Khalid, Ali Awais. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000568.

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372023Speculation or actual demand? The return spillover effect between stock and commodity markets. (2023). Gao, Tianshu ; Wang, Shu ; Zhou, Baicheng. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000654.

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7
382022An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting. (2022). Wang, Shixuan ; Liu, Zhenya ; Han, Xuyuan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000222.

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7
392021Do oil and gas price shocks have an impact on bank performance?. (2021). Md-Rus, Rohani ; Taufil-Mohd, Kamarun Nisham ; Saha, Asish ; Ulazeez, Abd. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:22:y:2021:i:c:s2405851320300246.

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6
402020Dealing with tail risk in energy commodity markets: Futures contracts versus exchange-traded funds. (2020). Arunanondchai, Panit ; Sukcharoen, Kunlapath ; Leatham, David J. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851319300777.

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6
412016On 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.

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6
422017Price discovery in agricultural commodity markets in the presence of futures speculation. (2017). Jung, Robert ; Dimpfl, Thomas ; Flad, Michael . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:5:y:2017:i:c:p:50-62.

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6
432022Short- and long-term forecasting of electricity prices using embedding of calendar information in neural networks. (2022). Michaeli, Hendrik ; Schirra, Florian ; Ramentol, Enislay ; Wagner, Andreas. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851322000046.

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6
442023Information effects of monetary policy announcements on oil price. (2023). Yang, Yang ; Chen, Sanpan ; Zhang, Jiqiang. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000265.

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6
452021Asymmetric volatility in commodity markets. (2021). Mu, Xiaoyi ; Chen, Yu-Fu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:22:y:2021:i:c:s2405851320300167.

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6
462024Are shocks in the stock markets driven by commodity markets? Evidence from Russia-Ukraine war. (2024). Biswas, Priti ; Jain, Prachi ; Maitra, Debasish. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000060.

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6
472022Forecasting volatility in commodity markets with long-memory models. (2022). Nikitopoulos-Sklibosios, Christina ; Alfeus, Mesias. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s240585132200006x.

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5
482023Systemwide directional connectedness from Crude Oil to sovereign credit risk. (2023). Singh, Vipul Kumar ; Bajaj, Vimmy ; Kumar, Pawan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000290.

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5
492023The relative pricing of WTI and Brent crude oil futures: Expectations or risk premia?. (2023). Gao, Xin ; Liu, Rui. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000319.

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5
502023The role of higher moments in predicting Chinas oil futures volatility: Evidence from machine learning models. (2023). Niu, Zibo ; Zhao, Xinyi ; Gao, Wang ; Zhang, Hongwei. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000429.

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Citing documents used to compute impact factor: 45
YearTitle
2026Which companies are most at low-carbon transition risks? Evidence from ripple effects in multi-order moments. (2026). Luo, Ting ; Du, Jiangze ; Wang, Haiying ; Jiang, Chonghui. In: International Review of Financial Analysis. RePEc:eee:finana:v:110:y:2026:i:c:s1057521925009305.

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2026The impact of public climate sentiment on systemic risk: Evidence from commodity and stock market systems. (2026). Ma, Pan ; Wang, Kun ; Yan, Jingjing. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:41:y:2026:i:c:s2405851325000820.

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2026Climate Risk Transmissions to Commodity Markets: Evidence From a Mixed-Frequency Spillover Approach. (2026). Zhou, Chunyan ; Wei, YU ; Chen, YE. In: Evaluation Review. RePEc:sae:evarev:v:50:y:2026:i:3:p:346-383.

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2026Quantifying stability of time–frequency phase space co-movements for renewable energy and macroeconomic markets during dual shocks. (2026). Ishihara, Keiichi ; Okumura, Hideyuki ; Ogawa, Takaya ; Basu, Soumya. In: Financial Innovation. RePEc:spr:fininn:v:12:y:2026:i:1:d:10.1186_s40854-026-00916-x.

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2026Hedging across scales: Examining episodic or sustained strategies for energy, technology, and carbon portfolios. (2026). Hasanov, Akram ; Sahoo, Rajesh ; Roy, Preeti. In: Renewable Energy. RePEc:eee:renene:v:260:y:2026:i:c:s0960148125027934.

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2026Climate policy uncertainty, investor behavior, and carbon market returns. (2026). Zhang, Deyuan ; Zhong, Hongyu ; Liu, Zhenhua. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:41:y:2026:i:c:s2405851325000789.

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2026A Method for Assessing the Risks to Sustainability Posed by Process Operations. (2026). Axon, Colin J ; Darton, Richard C. In: Sustainable Development. RePEc:wly:sustdv:v:34:y:2026:i:2:p:1719-1733.

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2026Boom, bust, and Fission: A Deep Dive into Uranium price explosiveness. (2026). Todorova, Neda ; Indriawan, Ivan ; Fernandez-Perez, Adrian ; Fan, John Hua. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:41:y:2026:i:c:s2405851326000048.

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2026Asymmetric spillovers between US sector stocks, Islamic stock index, conventional bond, green bond, and commodity markets. (2026). Mensi, Walid ; Kang, Sanghoon ; El-Khoury, Rim ; Alshater, Muneer. In: Innovation and Green Development. RePEc:eee:ingrde:v:5:y:2026:i:1:s2949753126000111.

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2026The impact of climate risk on municipal bonds pricing: Evidence from Chinese Chengtou bonds. (2026). Zheng, Zhongjie ; Bing, Tao ; Zhang, Chuanhai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:96:y:2026:i:c:s0927538x25003774.

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2026Jumps and jolts: A continuous-time model for electricity future contract pricing. (2026). de Genaro, Alan ; Gavronski, Pedro. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:41:y:2026:i:c:s2405851325000790.

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2026Modelling volatility and return based on a two-stage Log-BiACARR framework and intraday information: Evidence from Guangdong and Hubei carbon emissions trading markets. (2026). Allen, David ; Peiris, Shelton ; Ng, Kok-Haur ; He, Junlin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:681:y:2026:i:c:s0378437125007496.

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2026Unveiling dynamics in agricultural supply chain : A transformer-enhanced framework for commodity price modeling. (2026). Yi, Zelong ; Liu, Yun ; Fu, Yelin ; Xie, Tongtong ; Liang, Zhuomin. In: International Journal of Production Economics. RePEc:eee:proeco:v:294:y:2026:i:c:s0925527325003056.

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2026Market-specific connectedness behaviors across quantiles and frequencies connectedness patterns among G7 markets, commodities, bitcoin, and interest rate spread. (2026). el Aoun, Olfa. In: Digital Finance. RePEc:spr:digfin:v:8:y:2026:i:1:d:10.1007_s42521-025-00175-y.

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2026Volatility spillovers and portfolio diversification strategies after the 2023 Israel–Hamas conflict. (2026). Han, Seungoh. In: Financial Innovation. RePEc:spr:fininn:v:12:y:2026:i:1:d:10.1186_s40854-025-00850-4.

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2026Geopolitical crises, financial markets, and intraday volatility spillovers. (2026). Nishimura, Yusaku ; Ji, Yang ; Sun, Bianxia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:82:y:2026:i:c:s1062940825002116.

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2026From independence to interdependence: The global connectedness of central banks’ balance sheet total assets. (2026). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Matousek, Roman. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:160:y:2026:i:c:s0261560625002086.

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2026Dynamic nexus of clean energy metals, energy commodities and traditional assets: Multidimensional techniques and portfolio analysis. (2026). Kumar, Sanjeev ; Malhotra, Priya ; Gubareva, Mariya ; Mendes, Jos Zorro. In: Research in International Business and Finance. RePEc:eee:riibaf:v:81:y:2026:i:c:s0275531925004386.

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2026Econometrics at the Extreme: From Quantile Regression to QFAVAR 1. (2026). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Goutte, Stéphane ; Konstantios, Dimitris ; Prelorentzos, Arseniosgeorgios N. In: Post-Print. RePEc:hal:journl:hal-05503058.

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2026Quantile time-frequency connectedness and networks across cryptocurrency markets. (2026). Kashif, Muhammad ; Vo, Xuan Vinh ; Nautiyal, Neeraj ; Ur, Mobeen ; Kang, Sang Hoon. In: Financial Innovation. RePEc:spr:fininn:v:12:y:2026:i:1:d:10.1186_s40854-025-00831-7.

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2026Does inter-industry risk spillover network predict financial crisis? Evidence from a gated graph neural networks approach. (2026). Ren, Yinghua ; Chen, Xin ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:82:y:2026:i:c:s1062940825002050.

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2026Decarbonization or Carbon Outsourcing? The Effect of Commodity Price Movements Across Industries. (2026). Morris, Diego ; Chen, Mingyuan ; Oyekola, Olayinka. In: Discussion Papers. RePEc:exe:wpaper:2606.

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2026Geopolitical risk and systemic tail risk spillovers: Evidence from Chinese financial markets. (2026). Zhong, Juandan ; Li, Haibo ; Wang, BO. In: International Review of Financial Analysis. RePEc:eee:finana:v:109:y:2026:i:c:s1057521925009214.

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2026Dynamic effects of the global common volatility on precious metals and energy markets: Fourier quantile-on-quantile and Fourier quantile regressions. (2026). Chishti, Muhammad Zubair ; Vo, Xuan Vinh ; Xaisongkham, Sorphasith ; Zkan, Oktay ; Gubareva, Mariya. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:41:y:2026:i:c:s2405851326000061.

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2026Spot price fluctuations of battery-grade lithium carbonate and supply chain disruptions: The survival game of new energy enterprises. (2026). Lin, Boqiang. In: Renewable Energy. RePEc:eee:renene:v:262:y:2026:i:c:s0960148126001977.

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2026Does Climate Change Vulnerability Cause Energy Vulnerability in Sustainable Development?. (2026). Işık, cem ; Kuziboev, Bekhzod ; Ongan, Serdar ; Iik, Cem ; Mamolu, Lyas Kays. In: Sustainable Development. RePEc:wly:sustdv:v:34:y:2026:i:s2:p:1170-1181.

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2026Systemic risk spillovers between fossil and clean energy under climate risks: New evidence from a multi-moment connectedness network. (2026). Cheng, Sheng ; Zhang, Zongyou ; Cao, Yan. In: Energy. RePEc:eee:energy:v:347:y:2026:i:c:s036054422505443x.

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2026Sustainable or unsustainable? Semantic insights into two decades of Arctic oil and gas research for sustainable development. (2026). Li, Rongrong ; Wang, Qiang ; Ren, Feng. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:228:y:2026:i:c:s1364032125012560.

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2026A Motif-Based Framework for Decomposing Risk Spillovers. (2026). Zhang, Yun ; Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2604.25406.

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2026Forecasting the European Unions space cooling potential using the cooling degree-day factor (1970–2024). (2026). Erbey, Mert M ; Tumen, Filiz N. In: Energy. RePEc:eee:energy:v:344:y:2026:i:c:s036054422600215x.

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2026Oil price shocks and interest rates in major economies. (2026). Attlio, Luccas Assis ; Mollick, Andr Varella. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:23:y:2026:i:1:d:10.1007_s10368-025-00709-0.

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2026The nexus between artificial intelligence and financial resilience: a time-varying correlation. (2026). Qin, Zhilong ; Ren, Wei ; Peng, Qingqing. In: Finance Research Letters. RePEc:eee:finlet:v:90:y:2026:i:c:s1544612325025863.

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2026Dynamic Effects of Supply and Demand on Electricity Prices during the Global Energy Crisis : Evidence from Japan. (2026). Yamamoto, Yohei ; Wu, Hsiu ; Ohashi, Kazuhiko. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-161.

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2026Modeling Grain Futures Prices Through Uncertainty Indices and Mixed‐Frequency Fusion: An Interpretable Deep Learning Framework. (2026). Li, Minghao ; Zhang, LI ; Wang, Yong ; Sun, Weixin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:46:y:2026:i:2:p:353-380.

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2026The impact of green cryptocurrency and nongreen cryptocurrency on energy markets: Evidence from geopolitical risk and higher-order moment connectedness. (2026). Yan, Wan-Lin ; Yuan, Jiawei ; Cheung, Adrian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001676.

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2026Analysis of homogeneous and heterogeneous response of clean energy metal prices under geopolitical risk shocks. (2026). Shao, Liuguo ; Zhang, Hua ; Nong, Hao. In: Energy Policy. RePEc:eee:enepol:v:208:y:2026:i:c:s0301421525003313.

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2026Does Financial Stress Affect Commodity Futures Traders Positions?. (2026). Nesmith, Travis ; Du, Shengwu ; Heppe, Yanggen. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:46:y:2026:i:2:p:413-434.

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2026A novel LSTM-based Granger-causality approach: A case study on traditional energy and stock markets. (2026). Hong, Yanran ; Xing, Xiaochao ; Wang, LU. In: Renewable Energy. RePEc:eee:renene:v:256:y:2026:i:pg:s0960148125021834.

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2026Oil shock spillovers in emerging markets: Sectoral dynamics of demand, supply, and risk channels. (2026). Aslam, Adnan. In: International Economics. RePEc:eee:inteco:v:185:y:2026:i:c:s2110701726000065.

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2026The role of global factors in Bitcoin dynamics: Evidence from the TVP-VAR-SV model. (2026). Gayaker, Savas ; Nal, Emre ; Kse, Nezir. In: Empirical Economics. RePEc:spr:empeco:v:70:y:2026:i:3:d:10.1007_s00181-026-02897-3.

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2026Does climate policy uncertainty impact gold-mining stock returns? International evidence. (2026). Pastn-Henrquez, Boris ; Maquieira, Carlos P. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:41:y:2026:i:c:s2405851326000012.

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2026From biased point forecasts of electricity demand to accurate predictive distributions: Using LASSO and GAMLSS. (2026). Weron, Rafał ; Uniejewski, Bartosz ; Chec, Katarzyna. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2601.

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2026Artificial intelligence and machine learning for distributed energy resource management systems: Applications, frameworks, and future directions. (2026). Ramachandaramurthy, Vigna Kumaran ; Satpathy, Priya Ranjan. In: Applied Energy. RePEc:eee:appene:v:403:y:2026:i:pb:s0306261925018392.

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2026Leveraging asynchronous cross-border market data for improved day-ahead electricity price forecasting in European markets. (2026). Amelin, Mikael ; Mascarenhas, Maria Margarida ; de Blauwe, Jilles ; Kazmi, Hussain. In: Applied Energy. RePEc:eee:appene:v:404:y:2026:i:c:s0306261925018070.

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2026Spillover effect of climate policy uncertainty, global climate risk and energy price index in major countries based on quantile VAR. (2026). Liu, Zhiyang ; Xie, Yaoshu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:105:y:2026:i:c:s1059056025010342.

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Recent citations
Recent citations received in 2025
YearCiting document
2025The Impact of Biodiversity Risk on Supply Chain Strategy: Evidence From the Chinese MNEs. (2025). Gözgör, Giray ; Fu, Weiwei ; Feng, Junyi. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:34:y:2025:i:8:p:9637-9651.

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2025Anchoring on safe haven: Russia–Ukraine war effects on the cryptocurrency market. (2025). Liu, Yifan ; Popova, Ivilina ; Yi, Ha-Chin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:48:y:2025:i:c:s2214635025001030.

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2025Loss functions in regression models: Impact on profits and risk in day-ahead electricity trading. (2025). Weron, Rafał ; Serafin, Tomasz. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004207.

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2025Multi-objective seasonal peak-shaving scheduling optimization for nuclear-powered seawater desalination in electricity spot markets. (2025). Xu, Zipeng ; Han, Yumeng ; Huang, Jiguang ; Zhang, Heng ; Chen, Haiping ; Gao, Dan ; Wang, Chenhui. In: Energy. RePEc:eee:energy:v:338:y:2025:i:c:s0360544225044834.

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2025The risk connectedness between international crude oil market and Chinese asset markets: From the perspective of common and idiosyncratic information. (2025). Tao, Zhensheng ; Yao, Xiaoyang ; Yu, Senyuan ; Li, Jianfeng ; Wang, Hui. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pa:s1057521925007495.

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2025Do geopolitical risks impede the global supply chain?. (2025). Dong, Rongrong ; Qin, Meng ; Su, Chi Wei. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pa:s1544612325010694.

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2025Climate–biodiversity–finance nexus: Comparative evidence from the U.S. and China. (2025). Xing, Xiaoyun ; Deng, Jing ; Chen, Guorong. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pa:s1544612325015259.

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2025How ESG performance aspiration gap affect the supply chain stability?. (2025). Wu, Jing ; Zhang, Hengfeng. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pa:s1544612325016605.

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2025Interconnectedness and time-frequency spillover effects in crude oil, green finance and non-ferrous metal Markets: A high moments analysis. (2025). Ma, Yiming ; Niu, Hongli. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:40:y:2025:i:c:s2405851325000601.

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2025Interactive effects of economic, geopolitical, and climate risks on commodity volatility. (2025). Leirvik, Thomas. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:40:y:2025:i:c:s2405851325000625.

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2025The oil industry chain under climate risk: Evidence from Chinas listed oil companies. (2025). Qin, Jingrui ; Liu, Dun ; Liang, Chao. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:40:y:2025:i:c:s2405851325000637.

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2025The dynamics of energy transition metals under climate policy uncertainty. (2025). Hailemariam, Abebe ; Ivanovski, Kris. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:40:y:2025:i:c:s2405851325000649.

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2025From day-ahead to mid and long-term horizons with econometric electricity price forecasting models. (2025). Ghelasi, Paul ; Ziel, Florian. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:217:y:2025:i:c:s1364032125003570.

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2025Multi-objective carbon-energy portfolio optimization under investment horizon heterogeneity. (2025). Wang, Qunwei ; Li, Matthew C ; Xiao, Ling ; Xue, Jianhao ; Dai, Xingyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:79:y:2025:i:c:s0275531925002922.

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2025Risk spillover effect and portfolio strategy between Chinese commodity futures market and international green finance market. (2025). Mao, Xiaodan ; Liu, Jian ; Chen, Chaoqiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:79:y:2025:i:c:s0275531925003320.

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2025Multiscale information network among fossil energy, renewable energy and ESG investment under the Russo-Ukrainian conflict. (2025). Xue, Wenxin ; Liu, Qigui ; Hau, Liya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:80:y:2025:i:c:s0275531925004106.

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2025Multi-Moment and Multilayer Analysis of Connectedness among Clean, Brown, and Technology ETFs: The Role of Climate Risk. (2025). GUPTA, RANGAN ; Bouri, Elie ; Olaniran, Abeeb. In: Working Papers. RePEc:pre:wpaper:202519.

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Recent citations received in 2024
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2024Analyzing selected cryptocurrencies spillover effects on global financial indices: Comparing risk measures using conventional and eGARCH-EVT-Copula approaches. (2024). Desheng, Wu Dash ; Ahmad, Touqeer ; Ur, Shafique ; Karamoozian, Amirhossein. In: Papers. RePEc:arx:papers:2407.15766.

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2024Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change. (2024). Zhou, Wei-Xing ; Shao, Ying-Hui ; Yang, Yan-Hong. In: Papers. RePEc:arx:papers:2408.09669.

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2024Children dually involved with statutory child protection and juvenile justice in Australia: A developmental cascade framework. (2024). Evans, Phillipa ; White, Jordan ; Katz, Ilan. In: Children and Youth Services Review. RePEc:eee:cysrev:v:161:y:2024:i:c:s0190740924002172.

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2024The connectedness and structural changes among green and conventional energy markets with CO2 emissions in the United States. (2024). Si, Kamel ; Cifuentes-Faura, Javier ; Alofaysan, Hind. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:80-94.

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2024Connectedness among Chinese climate policy uncertainty, exchange rate, Chinese and international crude oil markets: Insights from time and frequency domain analyses of high order moments. (2024). Cheung, Adrian (Wai-Kong) ; Yan, Wan-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001001.

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2024African forex markets: Modeling their predictability and the asymmetric effects of oil and geopolitical risk. (2024). Teplova, Tamara ; Huang, Shoujun ; Gubareva, Mariya ; Bossman, Ahmed. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003876.

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2024Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach. (2024). , Walid. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004043.

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2024How do global commodities react to increasing geopolitical risks? New insights into the Russia-Ukraine and Palestine-Israel conflicts. (2024). Hammoudeh, Shawkat ; Mejri, Sami ; Khan, Nasir. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005206.

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2024Extreme risk spillovers in international energy markets: New insights from multilayer networks in the frequency domain. (2024). Liu, Yueli ; Jin, Xiu ; Chen, NA ; Yu, Jinming. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006169.

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2024Energy firms in China towards resilience: A dynamic quantile connectedness approach. (2024). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Karadimitropoulou, Aikaterini ; Karkalakos, Sotiris ; Koulmas, Pavlos. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006297.

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2024Scrutinizing multi-scale and multi-quantile interactions in commodity markets: A petrochemical industrial chain perspective. (2024). Feng, Yun ; Yang, Jie. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324007278.

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2024Coal price, economic growth and electricity consumption in China under the background of energy transition. (2024). Lin, Boqiang ; Shi, Fengyuan. In: Energy Policy. RePEc:eee:enepol:v:195:y:2024:i:c:s0301421524004208.

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2024Volatility spillovers among economic policy uncertainty, energy and carbon markets—The quantile time-frequency perspective. (2024). Liu, Xutang ; Jiang, Wei ; Dong, Lingfei ; Zou, Liming. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224024575.

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2024Financial fusion: Bridging Islamic and Green investments in the European stock market. (2024). Sensoy, Ahmet ; Karim, Sitara ; Husain, Afzol. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002734.

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2024Dot-com and AI bubbles: Can data from the past be helpful to match the price bubble euphoria phase using dynamic time warping?. (2024). Potrykus, Marcin. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008298.

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2024Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress. (2024). Tiwari, Aviral ; Billah, Syed ; Hoque, Mohammad Enamul ; Alam, Md Rafayet. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s104402832400036x.

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2024Multilayer networks for measuring interconnectedness among global stock markets through the lens of trading volume-price relationship. (2024). Borjigin, Sumuya ; Xiang, Youtao. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000784.

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2024Do agricultural swaps co-move with equity markets? Evidence from the COVID-19 crisis. (2024). Prager, Daniel L ; Burns, Christopher B. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000242.

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2024Weathering market swings: Does climate risk matter for agricultural commodity price predictability?. (2024). Zhou, Mingtao ; Ma, Yong ; Li, Shuaibing. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000424.

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2024Importance of geopolitical risk in volatility structure: New evidence from biofuels, crude oil, and grains commodity markets. (2024). Karkowska, Renata ; Urjasz, Szczepan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s240585132400059x.

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2024Forecasting crude oil returns with oil-related industry ESG indices. (2024). Zhang, Yaojie ; Li, Kaixin ; Wang, Yudong. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000631.

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2024Commodity market downturn: Systemic risk and spillovers during left tail events. (2024). Çevik, Emrah ; Kirimhan, Destan ; Gunay, Samet. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000643.

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2024AI, FinTech and clean minerals: A wavelet analysis and quantile value-at-risk investigation. (2024). Lim, Weng Marc ; Husain, Afzol ; Karim, Sitara ; Tehseen, Shehnaz ; Chan, Ling-Foon. In: Resources Policy. RePEc:eee:jrpoli:v:99:y:2024:i:c:s0301420724006871.

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2024Impact of oil and gold prices on Bitcoin price during Russia-Ukraine and Israel-Gaza wars. (2024). Karimi, Mohammad Sharif ; Zeinedini, Shabnam ; Falahati, Ali ; Khanzadi, Azad. In: Resources Policy. RePEc:eee:jrpoli:v:99:y:2024:i:c:s0301420724007724.

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2024Geopolitical shocks and commodity market dynamics: New evidence from the Russia-Ukraine conflict. (2024). Stenvall, David ; Lindahl, Robert ; Aizenman, Joshua ; Uddin, Gazi Salah. In: European Journal of Political Economy. RePEc:eee:poleco:v:85:y:2024:i:c:s0176268024000764.

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2024Quantile volatility connectedness among themes and sectors: Novel evidence from China. (2024). Shi, Huai-Long ; Zhou, Bin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001431.

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2024Short-term impacts vs. long-term contributions: The role of clean energy and ESG investments in China. (2024). Wang, Yuzhan ; Fu, Yaping ; Chen, Yanan ; Qi, Haozhi. In: Renewable Energy. RePEc:eee:renene:v:233:y:2024:i:c:s0960148124011996.

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2024Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. (2024). Maghyereh, Aktham ; Cui, Jinxin ; Liao, Dijia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004623.

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2024Tail risk spillover network among green bond, energy and agricultural markets under extreme weather scenarios. (2024). Xue, Jianhao ; Dai, Xingyu ; Nghiem, Xuan-Hoa ; Zhang, Dongna ; Wang, Qunwei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024006993.

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2024What Insights Do Short-Maturity (7DTE) Return Predictive Regressions Offer about Risk Preferences in the Oil Market?. (2024). Zhang, Zhaowei ; Gao, Xiaohui ; Bakshi, Gurdip. In: Commodities. RePEc:gam:jcommo:v:3:y:2024:i:2:p:14-247:d:1403633.

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2024Forecasting Copper Prices Using Deep Learning: Implications for Energy Sector Economies. (2024). Derakhshani, Reza ; Zarin, Naeeme Amani ; Amani, Mohammad Mahdi ; Jalaee, Mahdis Sadat ; Ghaseminejad, Amin. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:15:p:2316-:d:1441948.

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2024Recursive Estimation of the Expectile-Based Shortfall in Functional Ergodic Time Series. (2024). Almulhim, Fatimah A ; Alamari, Mohammed B ; Rachdi, Mustapha ; Laksaci, Ali. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:24:p:3956-:d:1545194.

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2024Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach. (2024). Salisu, Afees ; GUPTA, RANGAN ; Cepni, Oguzhan ; Caraiani, Petre. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:4:d:10.1007_s11156-024-01295-z.

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2024Modelling and forecasting crude oil price volatility with climate policy uncertainty. (2024). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi ; Wen, Danyan. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03561-w.

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2024Energy profile and oil shocks: a dynamic analysis of their impact on stock markets. (2024). Maghyereh, Aktham ; Ziadat, Salem Adel. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:3:d:10.1007_s40822-024-00277-9.

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2024Do asymmetric oil shocks impact gold and Bitcoin returns symmetrically? A comparison between the COVID-19 pandemic and the Russo-Ukrainian war. (2024). GUENICHI, Hassan ; Ayad, Hicham ; Djedaiet, Aissa. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:4:d:10.1007_s12197-024-09692-9.

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2024Managing risk and reaping rewards: Climate‐change futures as a game‐changer for energy futures markets. (2024). Hassan, M. Kabir ; Hoque, Mohammad Enamul ; Pezzo, Luca. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:8:p:1338-1356.

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Recent citations received in 2023
YearCiting document
2023Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises?. (2023). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Kyriazis, Nikolaos A. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003140.

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2023The commodity risk premium and neural networks. (2023). faff, robert ; Yew, Rand Kwong ; Miffre, Joelle ; Rad, Hossein. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823001007.

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2023The role of the COVID-19 pandemic in time-frequency connectedness between oil market shocks and green bond markets: Evidence from the wavelet-based quantile approaches. (2023). Ren, Xiaohang ; Gözgör, Giray ; Qi, Yinshu ; Wei, Ping ; Gozgor, Giray. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300155x.

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2023The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach. (2023). Ren, Xiaohang ; Zhang, Rui ; Zhong, Meirui. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002062.

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2023Price risk transmissions in the water-energy-food nexus: Impacts of climate risks and portfolio implications. (2023). Le, Trung H ; Pham, Linh ; Do, Hung X. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002852.

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2023Dynamics of the return and volatility connectedness among green finance markets during the COVID-19 pandemic. (2023). Ye, Zhitao ; Lu, Xunfa ; Huang, Nan ; Mo, Jianlei. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003584.

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2023Modeling extreme risk spillovers between crude oil and Chinese energy futures markets. (2023). SUN, Xianming ; Ren, Xiaohang ; JAWADI, Fredj ; Li, Yiying ; Bu, Ruijun. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005054.

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2023Transformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices. (2023). Wang, Xiuqing ; Hao, Yun ; Huang, Wenyang ; Gao, Tianxiao. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323006047.

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2023Intraday and overnight tail risks and return predictability in the crude oil market: Evidence from oil-related regular news and extreme shocks. (2023). Xu, Yahua ; Bouri, Elie ; Zhang, Dingsheng ; Wang, Cheng. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323006199.

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2023The hedging performance of green bond markets in China and the U.S.: Novel evidence from cryptocurrency uncertainty. (2023). Wang, Zhixian ; Zhong, Yufei ; Zhang, Yuchen ; Chen, Xuesheng. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006928.

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2023Understanding interconnections among steel, coal, iron ore, and financial assets in the US and China using an advanced methodology. (2023). Tiwari, Aviral ; Gholami, Samad ; Asadi, Mehrad ; Ghasemi, Hamid Reza ; Roubaud, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003058.

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2023Quantile prediction for Bitcoin returns using financial assets’ realized measures. (2023). Kawakami, Tabito. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pa:s1544612323002167.

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2023Predicting gold volatility: Exploring the impact of extreme risk in the international commodity market. (2023). Tang, Yusui ; Zhong, Juandan. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008632.

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2023Quantile connectedness between cryptocurrency and commodity futures. (2023). Park, Sung Y. ; Joo, Young C. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008449.

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2023Liquidity risk, return performance, and tracking error: Synthetic vs. Physical ETFs. (2023). Seok, Sangik ; Kim, Jinhwan ; Cho, Hoon. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001531.

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2023The role of higher moments in predicting Chinas oil futures volatility: Evidence from machine learning models. (2023). Niu, Zibo ; Zhao, Xinyi ; Gao, Wang ; Zhang, Hongwei. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000429.

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2023The Fortune and crash of common risk factors in Chinese commodity markets. (2023). Liu, Zhenya ; Zhao, Yuqian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000521.

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2023Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach. (2023). Herrera, Rodrigo ; Gaete, Michael. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000533.

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2023Dynamic and asymmetric connectedness in the global “Carbon-Energy-Stock” system under shocks from exogenous events. (2023). Liang, Zongzheng ; Chen, Zhanghangjian ; Yang, Ming-Yuan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000569.

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2023Dynamic spillover between traditional energy markets and emerging green markets: Implications for sustainable development. (2023). Ren, Xiaohang ; Xiao, YA ; Duan, Xiaoping ; Taghizadeh-Hesary, Farhad. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001915.

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2023The impact of international commodity price shocks on macroeconomic fundamentals: Evidence from the US and China. (2023). Zhang, Tianding ; Li, Jie ; Qian, Chenqi. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006153.

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2023Examining the interplay of green bonds and fossil fuel markets: The influence of investor sentiments. (2023). Zhu, Yingfu ; Huang, Leping ; Zhang, Kuo ; Wang, Jingxin. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008826.

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2023Risk spillovers of critical metals firms. (2023). Uribe, Jorge ; Restrepo, Natalia ; Ceballos, Juan Camilo. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723008462.

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2023Is gold a safe haven for the CIVETS countries under extremely adverse market conditions? Some new evidence from the MF-DCCA analysis. (2023). Bentes, Sonia R. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:623:y:2023:i:c:s0378437123004533.

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2023Forecasting the stock-cryptocurrency relationship: Evidence from a dynamic GAS model. (2023). Ivanovski, Kris ; Hailemariam, Abebe. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:97-111.

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2023How does Chinas crude oil futures affect the crude oil prices at home and abroad? Evidence from the cross-market exchange rate spillovers. (2023). Sun, Chuanwang ; Peng, Yiqi ; Zhan, Yanhong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:88:y:2023:i:c:p:204-222.

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2023Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications. (2023). Ding, Zhihua ; Liu, Zhenhua ; Ji, Qiang ; Zhai, Pengxiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923001654.

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2023Time-Varying Impact of Commodity Prices on Output Growth and Inflation in the Eastern European Countries. (2023). Shevchuk, Viktor ; Kopych, Roman. In: Commodities. RePEc:gam:jcommo:v:3:y:2023:i:1:p:2-35:d:1303628.

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2023Continuous Wavelet Transform of Time-Frequency Analysis Technique to Capture the Dynamic Hedging Ability of Precious Metals. (2023). Lobon, Oana-Ramona ; Qin, Meng ; Wang, Kai-Hua ; Su, Chi-Wei. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:5:p:1186-:d:1083136.

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2023Risk valuation of quanto derivatives on temperature and electricity. (2023). Alfonsi, Aurlien ; Vadillo, Nerea. In: Post-Print. RePEc:hal:journl:hal-04358505.

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2023Swings in Crude Oil Valuations: Analyzing Their Bearing on China€™s Stock Market Returns amid the COVID-19 Pandemic Upheaval. (2023). Teng, Zhuoqi ; He, Yugang ; Wu, Renhong ; Coronel, Anibal. In: Discrete Dynamics in Nature and Society. RePEc:hin:jnddns:6695727.

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2023Investigating the interconnectedness of carbon, fossil energy, and financial markets: A dynamic spillover index approach. (2023). Dong, Peiwu ; Ju, Yanbing ; Li, Tianyou. In: PLOS ONE. RePEc:plo:pone00:0295363.

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2023Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence from Markov Switching Multifractal Models. (2023). GUPTA, RANGAN ; Cepni, Oguzhan ; Liu, Rui Peng ; Segnon, Mawuli. In: Working Papers. RePEc:pre:wpaper:202340.

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2023External Commodity Shocks and the Insulating Role of Fiscal Policy on Real Output: Evidence from a Commodity-Exporting Economy. (2023). Pontines, Victor ; Luvsannyam, davaajargal. In: Working Papers. RePEc:sea:wpaper:wp51.

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2023Green or grey stocks? Dynamic effects of carbon markets based on Chinese practices. (2023). Li, Xiang ; Xu, Yingying. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:6:d:10.1007_s00181-023-02439-1.

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2023Did real economic uncertainty drive risk connectedness in the oil–stock nexus during the COVID-19 outbreak? A partial wavelet coherence analysis. (2023). Maghyereh, Aktham ; Al-Shboul, Mohammad. In: Journal of Economic Structures. RePEc:spr:jecstr:v:12:y:2023:i:1:d:10.1186_s40008-023-00306-x.

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2023The effectiveness of crude oil futures hedging during infectious disease outbreaks in the 21st century. (2023). Go, Youhow ; Chan, Kam Fong ; Teo, Jiajun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1559-1575.

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2023Price-making in mineral provisioning systems and social-ecological transformation? The cases of copper, cobalt and lithium. (2023). Troster, Bernhard ; Wojewska, Aleksandra ; Staritz, Cornelia. In: Working Papers. RePEc:zbw:oefsew:74.

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