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 2020-11-01 to 2024-11-01.)
ArticleCitations
Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture79
Stock market response to potash mine disasters53
Spillovers among energy commodities and the Russian stock market48
Realized higher-order moments spillovers between commodity and stock markets: Evidence from China31
The impact of economic policy uncertainties on the volatility of European carbon market31
The connectedness in the world petroleum futures markets using a Quantile VAR approach27
Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe27
Safe-haven properties of soft commodities during times of Covid-1920
Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures20
Do oil and gas price shocks have an impact on bank performance?19
Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets19
Evolution of the information transmission between Chinese and international oil markets: A quantile-based framework18
Have returns and volatilities for financial assets responded to implied volatility during the COVID-19 pandemic?18
Economic drivers of volatility and correlation in precious metal markets18
Financialization of commodity markets ten years later16
Accrual earnings management in response to an oil price shock15
Tail dependence, dynamic linkages, and extreme spillover between the stock and China's commodity markets15
Asymmetric volatility in commodity markets15
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