OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Commodity Markets is 9. 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 2022-08-01 to 2026-08-01.)

Article	Citations
The strategic allocation to style-integrated portfolios of commodity futures	65
Financial investors and cross-commodity markets integration	62
Carr and Wu’s (2020) framework in the oil ETF option market	61
The economic impact of daily volatility persistence on energy markets	59
Microstructure and high-frequency price discovery in the soybean complex	56
Commodity momentum: A tale of countries and sectors	44
Weathering market swings: Does climate risk matter for agricultural commodity price predictability?	40
Editorial Board	39
Commodity prices under the threat of operational disruptions: Labor strikes at copper mines	38
Coal price shock propagation through sectoral financial interconnectedness in China's stock market: Quantile coherency network modelling and shock decomposition analysis	36
Managing the oil market under misinformation: A reasonable quest?	36
Extremal dependence in Australian electricity markets	34
From Paris to Pandemic: How climate risk and policy uncertainty shapes fossil and clean Energy commodities	32
Quantile dependencies and connectedness between stock and precious metals markets	31
Revisiting the Silver Crisis	30
The evolution of commodity market financialization: Implications for portfolio diversification	29
The oil industry chain under climate risk: Evidence from China's listed oil companies	29
Editorial Board	28
The role of financial development in enhancing trades in environmental goods: International insights from 119 countries	27
Gold risk premium estimation with machine learning methods	22
Equilibrium and real options in the ethanol industry: Modeling and empirical evidence	22
Assessing government expenditures multipliers under oil price swings	21
Logistics competition between the U.S. and Brazil for soybean shipments to China: An optimized Monte Carlo simulation approach	21
What factors play an important role in crude oil returns forecasting? New evidence from group predictors and multiple time scales	21
Beyond price co-movement: Market efficiency multiscale and heterogeneous transmission in the petrochemical futures chain	20

The sensitivity of oil price shocks to preexisting market conditions: A GVAR analysis	18
Did grain futures prices overreact to the Russia–Ukraine war due to herding?	18
Do oil market shocks affect financial distress? Evidence from firm-level global data	18
Psychological price barriers, El Niño, La Niña: New insights for the case of coffee	17
Impact of supply chain pressure on traditional energy and metal markets: A Wavelet-based Quantile-on-Quantile perspective	17
Have the causal effects between equities, oil prices, and monetary policy changed over time?	16
Quantifying electricity market stress: Constructing and validating the stress index with evidence from India	16
Interconnectedness and time-frequency spillover effects in crude oil, green finance and non-ferrous metal Markets: A high moments analysis	15
Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress	15
Financialization of commodity markets ten years later	14
Editorial Board	14
Are shocks in the stock markets driven by commodity markets? Evidence from Russia-Ukraine war	14
Risk Beyond Volatility: Probing Spillovers and Investment Strategy in the Energy-Carbon-Stock System	14
Carbon pricing, commodity markets, and economic stability: Evidence from the EU ETS	14
Boring finance. Petroleum exploration and firm debt: Evidence from Norway	13
Commodity market downturn: Systemic risk and spillovers during left tail events	12
Does climate policy uncertainty impact gold-mining stock returns? International evidence	12
Oil–gas price relationships on three continents: Disruptions and equilibria	12
Fourteen large commodity trading disasters: What happened and what can we learn?	12
Intraday market momentum in coffee futures: Dynamics and drivers	12
Short- and long-term forecasting of electricity prices using embedding of calendar information in neural networks	12
Revisiting the pricing impact of commodity market spillovers on equity markets	11
Volatility connectedness and its sources between crude oil and commodity sectors: Evidence from China	11
Geopolitical risk and energy market tail risk forecasting: An explainable machine learning approach	11
Dynamic effects of the global common volatility on precious metals and energy markets: Fourier quantile-on-quantile and Fourier quantile regressions	11
The pass-through of macro variable to volatility co-movement among U.S. currency and commodity futures markets system	10
Intrinsic decompositions in gold forecasting	10
Rockets and feathers in the oil and gasoline markets: In-depth analysis of three asymmetries	10
Forecasting volatility in commodity markets with long-memory models	10
Policy uncertainty and volatility spillovers in European electricity markets: Implications for market dynamics and innovation	10
The midstream amplifier: Risk spillovers in China's lithium supply chain from mining to batteries	10
Causality in the aluminum market	9
Trading-hour and nontrading-hour volatility in crude oil and U.S. dollar markets and its implications for portfolio optimization	9
Intraday volatility transmission in global energy markets: A Bayesian nonparametric approach	9
A quantitative model of sustainability risk in finance	9
The asymmetric effect of G7 stock market volatility on predicting oil price volatility: Evidence from quantile autoregression model	9