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 2022-06-01 to 2026-06-01.)

Article	Citations
The strategic allocation to style-integrated portfolios of commodity futures	67
Financial investors and cross-commodity markets integration	60
Carr and Wu’s (2020) framework in the oil ETF option market	60
The economic impact of daily volatility persistence on energy markets	57
Weathering market swings: Does climate risk matter for agricultural commodity price predictability?	56
Microstructure and high-frequency price discovery in the soybean complex	53
Commodity momentum: A tale of countries and sectors	43
Editorial Board	38
Commodity prices under the threat of operational disruptions: Labor strikes at copper mines	37
Coal price shock propagation through sectoral financial interconnectedness in China's stock market: Quantile coherency network modelling and shock decomposition analysis	34
Managing the oil market under misinformation: A reasonable quest?	34
From Paris to Pandemic: How climate risk and policy uncertainty shapes fossil and clean Energy commodities	31
Extremal dependence in Australian electricity markets	31
Revisiting the Silver Crisis	31
Quantile dependencies and connectedness between stock and precious metals markets	31
The oil industry chain under climate risk: Evidence from China's listed oil companies	29
The evolution of commodity market financialization: Implications for portfolio diversification	27
Editorial Board	27
The role of financial development in enhancing trades in environmental goods: International insights from 119 countries	26
Equilibrium and real options in the ethanol industry: Modeling and empirical evidence	25
Editorial Board	22
Assessing government expenditures multipliers under oil price swings	21
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
The impact of economic policy uncertainties on the volatility of European carbon market	19

Do oil market shocks affect financial distress? Evidence from firm-level global data	19
What factors play an important role in crude oil returns forecasting? New evidence from group predictors and multiple time scales	19
Did grain futures prices overreact to the Russia–Ukraine war due to herding?	18
Beyond price co-movement: Market efficiency multiscale and heterogeneous transmission in the petrochemical futures chain	18
The sensitivity of oil price shocks to preexisting market conditions: A GVAR analysis	17
Impact of supply chain pressure on traditional energy and metal markets: A Wavelet-based Quantile-on-Quantile perspective	17
Psychological price barriers, El Niño, La Niña: New insights for the case of coffee	16
Quantifying electricity market stress: Constructing and validating the stress index with evidence from India	15
Have the causal effects between equities, oil prices, and monetary policy changed over time?	15
Interconnectedness and time-frequency spillover effects in crude oil, green finance and non-ferrous metal Markets: A high moments analysis	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
Financialization of commodity markets ten years later	13
Carbon pricing, commodity markets, and economic stability: Evidence from the EU ETS	13
Editorial Board	12
Does climate policy uncertainty impact gold-mining stock returns? International evidence	12
Are shocks in the stock markets driven by commodity markets? Evidence from Russia-Ukraine war	12
Boring finance. Petroleum exploration and firm debt: Evidence from Norway	12
Commodity market downturn: Systemic risk and spillovers during left tail events	11
Oil–gas price relationships on three continents: Disruptions and equilibria	11
Intraday market momentum in coffee futures: Dynamics and drivers	11
Short- and long-term forecasting of electricity prices using embedding of calendar information in neural networks	11
Geopolitical risk and energy market tail risk forecasting: An explainable machine learning approach	11
Fourteen large commodity trading disasters: What happened and what can we learn?	11
Dynamic effects of the global common volatility on precious metals and energy markets: Fourier quantile-on-quantile and Fourier quantile regressions	11
Policy uncertainty and volatility spillovers in European electricity markets: Implications for market dynamics and innovation	10
Revisiting the pricing impact of commodity market spillovers on equity markets	10
The pass-through of macro variable to volatility co-movement among U.S. currency and commodity futures markets system	10
Volatility connectedness and its sources between crude oil and commodity sectors: Evidence from China	10
Rockets and feathers in the oil and gasoline markets: In-depth analysis of three asymmetries	9
Forecasting volatility in commodity markets with long-memory models	9
Time to get mature: Collateral, flexibility and the hedging horizon decision	9
The asymmetric effect of G7 stock market volatility on predicting oil price volatility: Evidence from quantile autoregression model	9
Intrinsic decompositions in gold forecasting	9
The midstream amplifier: Risk spillovers in China's lithium supply chain from mining to batteries	9