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 2021-11-01 to 2025-11-01.)
ArticleCitations
The economic impact of daily volatility persistence on energy markets58
Weathering market swings: Does climate risk matter for agricultural commodity price predictability?57
Financial investors and cross-commodity markets integration47
Commodity momentum: A tale of countries and sectors42
The strategic allocation to style-integrated portfolios of commodity futures42
Carr and Wu’s (2020) framework in the oil ETF option market41
Microstructure and high-frequency price discovery in the soybean complex39
Editorial Board38
Extremal dependence in Australian electricity markets30
Managing the oil market under misinformation: A reasonable quest?30
Coal price shock propagation through sectoral financial interconnectedness in China's stock market: Quantile coherency network modelling and shock decomposition analysis29
Commodity prices under the threat of operational disruptions: Labor strikes at copper mines28
Quantile dependencies and connectedness between stock and precious metals markets24
Revisiting the Silver Crisis24
The evolution of commodity market financialization: Implications for portfolio diversification23
Editorial Board22
Gold risk premium estimation with machine learning methods22
Editorial Board21
Assessing government expenditures multipliers under oil price swings20
Equilibrium and real options in the ethanol industry: Modeling and empirical evidence20
Do oil market shocks affect financial distress? Evidence from firm-level global data20
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