Journal of Commodity Markets

Papers
(The H4-Index of Journal of Commodity Markets is 15. 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 2021-02-01 to 2025-02-01.)
ArticleCitations
Corporate commodity exposure: A multi-country longitudinal study51
The role of higher moments in predicting China's oil futures volatility: Evidence from machine learning models31
The strategic allocation to style-integrated portfolios of commodity futures31
Explaining intraday crude oil returns with higher order risk-neutral moments27
Hedging with futures during nonconvergence in commodity markets27
Editorial Board22
Raising cane: Hedging calamity in Australian sugar22
Conditional feeder cattle hedge ratios: Cross hedging with fluctuating corn prices20
Profit margin hedging in the New Zealand dairy farming industry19
Editorial Board18
Transportation costs: Mississippi River barge rates18
Editorial Board18
Four Commitments of Traders Reports puzzles, revisited: Answers from grains and oilseeds futures markets16
Trading time seasonality in electricity futures15
The economic impact of daily volatility persistence on energy markets15
Carr and Wu’s (2020) framework in the oil ETF option market15
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