Journal of Commodity Markets

Papers
(The H4-Index of Journal of Commodity Markets is 17. 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 2021-05-01 to 2025-05-01.)
ArticleCitations
The economic impact of daily volatility persistence on energy markets56
Weathering market swings: Does climate risk matter for agricultural commodity price predictability?44
Commodity momentum: A tale of countries and sectors41
Carr and Wu’s (2020) framework in the oil ETF option market34
The strategic allocation to style-integrated portfolios of commodity futures34
Microstructure and high-frequency price discovery in the soybean complex31
Editorial Board30
Quantile dependencies and connectedness between stock and precious metals markets28
Coal price shock propagation through sectoral financial interconnectedness in China's stock market: Quantile coherency network modelling and shock decomposition analysis26
Commodity prices under the threat of operational disruptions: Labor strikes at copper mines25
Managing the oil market under misinformation: A reasonable quest?22
The evolution of commodity market financialization: Implications for portfolio diversification22
Revisiting the Silver Crisis22
Gold risk premium estimation with machine learning methods21
Logistics competition between the U.S. and Brazil for soybean shipments to China: An optimized Monte Carlo simulation approach20
Do oil market shocks affect financial distress? Evidence from firm-level global data18
Equilibrium and real options in the ethanol industry: Modeling and empirical evidence18
Editorial Board17
The impact of economic policy uncertainties on the volatility of European carbon market17
Editorial Board17
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