OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Commodity Markets is 6. 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 2020-04-01 to 2024-04-01.)

Article	Citations
Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture	67
Stock market response to potash mine disasters	49
Econometric modelling and forecasting of intraday electricity prices	44
Spillovers among energy commodities and the Russian stock market	36
The impact of economic policy uncertainties on the volatility of European carbon market	24
Realized higher-order moments spillovers between commodity and stock markets: Evidence from China	22
Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe	22
The connectedness in the world petroleum futures markets using a Quantile VAR approach	19
Comovement in the commodity futures markets: An analysis of the energy, grains, and livestock sectors	19
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
Safe-haven properties of soft commodities during times of Covid-19	15
Do oil and gas price shocks have an impact on bank performance?	15
Tail dependence, dynamic linkages, and extreme spillover between the stock and China's commodity markets	13
Economic drivers of volatility and correlation in precious metal markets	13
Evolution of the information transmission between Chinese and international oil markets: A quantile-based framework	13
The impact of speculation on commodity prices: A Meta-Granger analysis	12
Can gold hedge against oil price movements: Evidence from GARCH-EVT wavelet modeling	12
Asymmetric volatility in commodity markets	12
Are there price asymmetries in the U.S. beef market?	11
Dealing with tail risk in energy commodity markets: Futures contracts versus exchange-traded funds	11
Forecasting the dynamic relationship between crude oil and stock prices since the 19th century	11
Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets	11
Uncertainty-dependent and sign-dependent effects of oil market shocks	10
Financialization of commodity markets ten years later	10

The impact of oil shocks on innovation for alternative sources of energy: Is there an asymmetric response when oil prices go up or down?	10
Accrual earnings management in response to an oil price shock	10
Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures	10
When does USDA information have the most impact on crop and livestock markets?	10
The dynamics of oil on China’s commodity sectors: What can we learn from a quantile perspective?	9
The quantile dependence of the stock returns of “clean” and “dirty” firms on oil demand and supply shocks	9
Forecasting volatility in commodity markets with long-memory models	9
The sugar-ethanol-oil nexus in Brazil: Exploring the pass-through of international commodity prices to national fuel prices	8
Speculation and the informational efficiency of commodity futures markets	8
Spillovers beyond the variance: Exploring the higher order risk linkages between commodity markets and global financial markets	7
The impact of the change in USDA announcement release procedures on agricultural commodity futures	7
Predictability in commodity markets: Evidence from more than a century	7
Transportation costs: Mississippi River barge rates	7
Speculation or actual demand? The return spillover effect between stock and commodity markets	7
Soybean quality differentials, blending, testing and spatial arbitrage	7
Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic	6
New generation grain contracts in corn and soybean commodity markets	6
Linkage transitions between oil and the stock markets of countries with the highest COVID-19 cases	6
An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting	6
Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective	6
The price of crude oil and (conditional) out-of-sample predictability of world industrial production	6
The asymmetric impact of global economic policy uncertainty on international grain prices	6
The effect of oil supply shocks on industry returns	6
How do USDA announcements affect international commodity prices?	6
Short- and long-term forecasting of electricity prices using embedding of calendar information in neural networks	6