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 2021-05-01 to 2025-05-01.)

Article	Citations
The economic impact of daily volatility persistence on energy markets	56
Weathering market swings: Does climate risk matter for agricultural commodity price predictability?	44
Commodity momentum: A tale of countries and sectors	41
The strategic allocation to style-integrated portfolios of commodity futures	34
Carr and Wu’s (2020) framework in the oil ETF option market	34
Microstructure and high-frequency price discovery in the soybean complex	31
Editorial Board	30
Quantile dependencies and connectedness between stock and precious metals markets	28
Coal price shock propagation through sectoral financial interconnectedness in China's stock market: Quantile coherency network modelling and shock decomposition analysis	26
Commodity prices under the threat of operational disruptions: Labor strikes at copper mines	25
Revisiting the Silver Crisis	22
Managing the oil market under misinformation: A reasonable quest?	22
The evolution of commodity market financialization: Implications for portfolio diversification	22
Gold risk premium estimation with machine learning methods	21
Logistics competition between the U.S. and Brazil for soybean shipments to China: An optimized Monte Carlo simulation approach	20
Equilibrium and real options in the ethanol industry: Modeling and empirical evidence	18
Do oil market shocks affect financial distress? Evidence from firm-level global data	18
Editorial Board	17
Editorial Board	17
The impact of economic policy uncertainties on the volatility of European carbon market	17
The sensitivity of oil price shocks to preexisting market conditions: A GVAR analysis	16
Asymmetric volatility in commodity markets	16
The role of financial development in enhancing trades in environmental goods: International insights from 119 countries	16
Did grain futures prices overreact to the Russia–Ukraine war due to herding?	16
Have the causal effects between equities, oil prices, and monetary policy changed over time?	15

Psychological price barriers, El Niño, La Niña: New insights for the case of coffee	15
Forecasting the dynamic relationship between crude oil and stock prices since the 19th century	14
An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting	14
Financialization of commodity markets ten years later	14
Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress	14
Are shocks in the stock markets driven by commodity markets? Evidence from Russia-Ukraine war	14
Short- and long-term forecasting of electricity prices using embedding of calendar information in neural networks	13
The impact of the change in USDA announcement release procedures on agricultural commodity futures	13
Boring finance. Petroleum exploration and firm debt: Evidence from Norway	13
Oil–gas price relationships on three continents: Disruptions and equilibria	12
Editorial Board	11
Editorial Board	10
Fourteen large commodity trading disasters: What happened and what can we learn?	10
Intrinsic decompositions in gold forecasting	9
Robust estimation of conditional risk measures using machine learning algorithm for commodity futures prices in the presence of outliers	9
Commodity market downturn: Systemic risk and spillovers during left tail events	9
Causality in the aluminum market	8
The asymmetric effect of G7 stock market volatility on predicting oil price volatility: Evidence from quantile autoregression model	8
Revisiting the pricing impact of commodity market spillovers on equity markets	8
How far is too far for volatility transmission?	8
Time to get mature: Collateral, flexibility and the hedging horizon decision	8
Forecasting volatility in commodity markets with long-memory models	7
A comparative study of factor models for different periods of the electricity spot price market	7
Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic	7
Modelling the evolution of wind and solar power infeed forecasts	7
Systemwide directional connectedness from Crude Oil to sovereign credit risk	7
Forecasting the price of oil: A cautionary note	7
When Chinese mania meets global frenzy: Commodity price bubbles	7
World regional natural gas prices: Convergence, divergence or what? New evidence	7
A quantitative model of sustainability risk in finance	7
The effect of oil supply shocks on industry returns	7
Commodity markets intervention: Consequences of speculation, and informed trading	7
Time-to-maturity and commodity futures return volatility: The role of time-varying asymmetric information	7