Journal of Commodity Markets

Papers
(The H4-Index of Journal of Commodity Markets is 21. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2022-06-01 to 2026-06-01.)
ArticleCitations
The strategic allocation to style-integrated portfolios of commodity futures67
Carr and Wu’s (2020) framework in the oil ETF option market60
Financial investors and cross-commodity markets integration60
The economic impact of daily volatility persistence on energy markets57
Weathering market swings: Does climate risk matter for agricultural commodity price predictability?56
Microstructure and high-frequency price discovery in the soybean complex53
Commodity momentum: A tale of countries and sectors43
Editorial Board38
Commodity prices under the threat of operational disruptions: Labor strikes at copper mines37
Coal price shock propagation through sectoral financial interconnectedness in China's stock market: Quantile coherency network modelling and shock decomposition analysis34
Managing the oil market under misinformation: A reasonable quest?34
Revisiting the Silver Crisis31
Quantile dependencies and connectedness between stock and precious metals markets31
From Paris to Pandemic: How climate risk and policy uncertainty shapes fossil and clean Energy commodities31
Extremal dependence in Australian electricity markets31
The oil industry chain under climate risk: Evidence from China's listed oil companies29
Editorial Board27
The evolution of commodity market financialization: Implications for portfolio diversification27
The role of financial development in enhancing trades in environmental goods: International insights from 119 countries26
Equilibrium and real options in the ethanol industry: Modeling and empirical evidence25
Editorial Board22
Assessing government expenditures multipliers under oil price swings21
Gold risk premium estimation with machine learning methods21
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