Journal of Commodity Markets

Papers
(The H4-Index of Journal of Commodity Markets is 19. 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 2021-09-01 to 2025-09-01.)
ArticleCitations
Carr and Wu’s (2020) framework in the oil ETF option market58
Microstructure and high-frequency price discovery in the soybean complex55
Commodity momentum: A tale of countries and sectors45
The economic impact of daily volatility persistence on energy markets38
Financial investors and cross-commodity markets integration38
The strategic allocation to style-integrated portfolios of commodity futures38
Weathering market swings: Does climate risk matter for agricultural commodity price predictability?36
Editorial Board30
Extremal dependence in Australian electricity markets29
Commodity prices under the threat of operational disruptions: Labor strikes at copper mines29
Managing the oil market under misinformation: A reasonable quest?28
Coal price shock propagation through sectoral financial interconnectedness in China's stock market: Quantile coherency network modelling and shock decomposition analysis25
Quantile dependencies and connectedness between stock and precious metals markets24
Revisiting the Silver Crisis22
The evolution of commodity market financialization: Implications for portfolio diversification21
Editorial Board20
Equilibrium and real options in the ethanol industry: Modeling and empirical evidence20
Logistics competition between the U.S. and Brazil for soybean shipments to China: An optimized Monte Carlo simulation approach20
Editorial Board19
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