OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Commodity Markets is 7. 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.)

Article	Citations
Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture	79
Stock market response to potash mine disasters	53
Spillovers among energy commodities and the Russian stock market	48
Realized higher-order moments spillovers between commodity and stock markets: Evidence from China	31
The impact of economic policy uncertainties on the volatility of European carbon market	31
The connectedness in the world petroleum futures markets using a Quantile VAR approach	27
Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe	27
Safe-haven properties of soft commodities during times of Covid-19	20
Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures	20
Do oil and gas price shocks have an impact on bank performance?	19
Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets	19
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 markets	18
Evolution of the information transmission between Chinese and international oil markets: A quantile-based framework	18
Financialization of commodity markets ten years later	16
Tail dependence, dynamic linkages, and extreme spillover between the stock and China's commodity markets	15
Asymmetric volatility in commodity markets	15
Accrual earnings management in response to an oil price shock	15
Can gold hedge against oil price movements: Evidence from GARCH-EVT wavelet modeling	14
Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective	14
The impact of speculation on commodity prices: A Meta-Granger analysis	13
The dynamics of oil on China’s commodity sectors: What can we learn from a quantile perspective?	12
Predictability in commodity markets: Evidence from more than a century	12
Forecasting the dynamic relationship between crude oil and stock prices since the 19th century	12
Dealing with tail risk in energy commodity markets: Futures contracts versus exchange-traded funds	12

Uncertainty-dependent and sign-dependent effects of oil market shocks	12
Forecasting volatility in commodity markets with long-memory models	12
Oil price volatility and corporate cash holding	12
When does USDA information have the most impact on crop and livestock markets?	11
The sugar-ethanol-oil nexus in Brazil: Exploring the pass-through of international commodity prices to national fuel prices	10
How are climate risk shocks connected to agricultural markets?	10
The asymmetric impact of global economic policy uncertainty on international grain prices	10
Are there price asymmetries in the U.S. beef market?	10
Speculation and the informational efficiency of commodity futures markets	10
Spillovers beyond the variance: Exploring the higher order risk linkages between commodity markets and global financial markets	10
Speculation or actual demand? The return spillover effect between stock and commodity markets	9
How do USDA announcements affect international commodity prices?	8
An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting	8
Short- and long-term forecasting of electricity prices using embedding of calendar information in neural networks	8
The quantile dependence of the stock returns of “clean” and “dirty” firms on oil demand and supply shocks	8
The impact of the change in USDA announcement release procedures on agricultural commodity futures	8
Transportation costs: Mississippi River barge rates	7
The effect of oil supply shocks on industry returns	7
Linkage transitions between oil and the stock markets of countries with the highest COVID-19 cases	7
Profit margin hedging in the New Zealand dairy farming industry	7
How far is too far for volatility transmission?	7
Quantile dependencies and connectedness between stock and precious metals markets	7
Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic	7
Not all gold shines in crisis times — Gold firms, gold bullion and the COVID-19 shock	7