Journal of Commodity Markets

Papers
(The H4-Index of Journal of Commodity Markets is 20. 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 2022-01-01 to 2026-01-01.)
ArticleCitations
The strategic allocation to style-integrated portfolios of commodity futures60
Financial investors and cross-commodity markets integration59
Carr and Wu’s (2020) framework in the oil ETF option market50
The economic impact of daily volatility persistence on energy markets47
Weathering market swings: Does climate risk matter for agricultural commodity price predictability?44
Commodity momentum: A tale of countries and sectors44
Microstructure and high-frequency price discovery in the soybean complex42
Editorial Board41
Managing the oil market under misinformation: A reasonable quest?32
Coal price shock propagation through sectoral financial interconnectedness in China's stock market: Quantile coherency network modelling and shock decomposition analysis31
Commodity prices under the threat of operational disruptions: Labor strikes at copper mines31
Quantile dependencies and connectedness between stock and precious metals markets30
Extremal dependence in Australian electricity markets29
Revisiting the Silver Crisis26
The oil industry chain under climate risk: Evidence from China's listed oil companies24
The evolution of commodity market financialization: Implications for portfolio diversification24
Assessing government expenditures multipliers under oil price swings23
Editorial Board23
Logistics competition between the U.S. and Brazil for soybean shipments to China: An optimized Monte Carlo simulation approach22
The role of financial development in enhancing trades in environmental goods: International insights from 119 countries20
Equilibrium and real options in the ethanol industry: Modeling and empirical evidence20
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