Journal of Commodity Markets

Papers
(The H4-Index of Journal of Commodity Markets is 14. 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 2020-03-01 to 2024-03-01.)
ArticleCitations
Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture65
Stock market response to potash mine disasters48
Econometric modelling and forecasting of intraday electricity prices44
Spillovers among energy commodities and the Russian stock market33
The impact of economic policy uncertainties on the volatility of European carbon market23
Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe22
Spillovers, integration and causality in LME non-ferrous metal markets22
Comovement in the commodity futures markets: An analysis of the energy, grains, and livestock sectors19
The connectedness in the world petroleum futures markets using a Quantile VAR approach18
Realized higher-order moments spillovers between commodity and stock markets: Evidence from China18
Price discovery in agricultural commodity markets: Do speculators contribute?16
Have returns and volatilities for financial assets responded to implied volatility during the COVID-19 pandemic?15
Do oil and gas price shocks have an impact on bank performance?14
Safe-haven properties of soft commodities during times of Covid-1914
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