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2023, Volume 31, Issue C
- S2405851322000460 Commodity futures return predictability and intertemporal asset pricing
by Cotter, John & Eyiah-Donkor, Emmanuel & Potì, Valerio
- S2405851322000472 Logistics competition between the U.S. and Brazil for soybean shipments to China: An optimized Monte Carlo simulation approach
by Kamrud, Gwen & Wilson, William W. & Bullock, David W.
- S2405851322000484 Trading time seasonality in electricity futures
by Størdal, Ståle & Ewald, Christian-Oliver & Lien, Gudbrand & Haugom, Erik
- S2405851322000496 Equilibrium and real options in the ethanol industry: Modeling and empirical evidence
by Davison, Matt & Merener, Nicolas
- S2405851322000502 Gold risk premium estimation with machine learning methods
by Díaz, Juan D. & Hansen, Erwin & Cabrera, Gabriel
- S2405851323000211 Explaining intraday crude oil returns with higher order risk-neutral moments
by Wong, Patrick
- S2405851323000247 Carr and Wu’s (2020) framework in the oil ETF option market
by Jia, Xiaolan & Ruan, Xinfeng & Zhang, Jin E.
- S2405851323000259 Do spot market auction data help price discovery?
by Fernandez-Perez, Adrian & Miffre, Joëlle & Schoen, Tilman & Scott, Ayesha
- S2405851323000338 Determinants and dynamic interactions of trader positions in the gold futures market
by Chen, Yu-Lun & Mo, Wan-Shin
- S2405851323000351 Parametric heat wave insurance
by Larsson, Karl
- S2405851323000363 Wheat price volatility regimes over 140 years: An analysis of daily price ranges
by Haase, Marco & Zimmermann, Heinz & Huss, Matthias
- S2405851323000375 Oil–gas price relationships on three continents: Disruptions and equilibria
by Halser, Christoph & Paraschiv, Florentina & Russo, Marianna
- S2405851323000387 Dynamic connectedness between crude oil and equity markets: What about the effects of firm's solvency and profitability positions?
by Balli, Faruk & O Balli, Hatice & Nguyen, Thi Thu Ha
- S2405851323000399 A review of the literature on LNG: Hubs development, market integration, and price discovery
by Hupka, Yuri & Popova, Ivilina & Simkins, Betty & Lee, Thomas
- S2405851323000405 Psychological price barriers, El Niño, La Niña: New insights for the case of coffee
by Holmes, Mark J. & Otero, Jesús
- S240585132300020X The impact of financialization on the efficiency of commodity futures markets
by Bohl, Martin T. & Irwin, Scott H. & Pütz, Alexander & Sulewski, Christoph
- S240585132300034X ETP tracking of U.S. agricultural and energy markets
by Stewart, Shamar L. & Massa, Olga Isengildina & Hassman, Colburn & Leon, Maximo de
2023, Volume 30, Issue C
- S2405851322000265 Information effects of monetary policy announcements on oil price
by Yang, Yang & Zhang, Jiqiang & Chen, Sanpan
- S2405851322000289 Composite jet fuel cross-hedging
by Cao, Min & Conlon, Thomas
- S2405851322000290 Systemwide directional connectedness from Crude Oil to sovereign credit risk
by Bajaj, Vimmy & Kumar, Pawan & Singh, Vipul Kumar
- S2405851322000307 The asymmetric impact of global economic policy uncertainty on international grain prices
by Long, Shaobo & Li, Jieyu & Luo, Tianyuan
- S2405851322000319 The relative pricing of WTI and Brent crude oil futures: Expectations or risk premia?
by Gao, Xin & Li, Bingxin & Liu, Rui
- S2405851322000320 Realized higher-order moments spillovers between commodity and stock markets: Evidence from China
by Zhang, Hongwei & Jin, Chen & Bouri, Elie & Gao, Wang & Xu, Yahua
- S2405851322000332 Commodity futures hedge ratios: A meta-analysis
by Białkowski, Jędrzej & Bohl, Martin T. & Perera, Devmali
- S2405851322000411 Quantile dependencies and connectedness between stock and precious metals markets
by Jain, Prachi & Maitra, Debasish & McIver, Ron P. & Kang, Sang Hoon
- S2405851322000423 The economic impact of daily volatility persistence on energy markets
by Nikitopoulos, Christina Sklibosios & Thomas, Alice Carole & Wang, Jianxin
- S2405851322000435 The CO2 cost pass-through in nonlinear emission trading schemes
by Chen, Zhe & Chen, Yan-ling & Su, Yue & Wang, Xue-ying & Wu, You
- S2405851322000447 Currency crises in emerging countries: The commodity factor
by Bodart, Vincent & Carpantier, Jean-François
- S2405851322000459 Revisiting the Silver Crisis
by Bredin, Don & Potì, Valerio & Salvador, Enrique
- S2405851323000041 Microstructure and high-frequency price discovery in the soybean complex
by Zhou, Xinquan & Bagnarosa, Guillaume & Gohin, Alexandre & Pennings, Joost M.E. & Debie, Philippe
- S2405851323000132 Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective
by Cui, Jinxin & Maghyereh, Aktham
- S2405851323000168 Quantifying impacts of competition and demand on the risk for fertilizer plant locations
by Wilson, William W. & Shakya, Sumadhur
- S2405851323000181 A Bayesian perspective on commodity style integration
by Fuertes, Ana-Maria & Zhao, Nan
- S2405851323000193 Corporate commodity exposure: A multi-country longitudinal study
by Han, Xu & Laing, Elaine & Lucey, Brian M. & Vigne, Samuel
- S2405851323000223 Effects of global liquidity and commodity market shocks in a commodity-exporting developing economy
by Doojav, Gan-Ochir & Luvsannyam, Davaajargal & Enkh-Amgalan, Elbegjargal
- S2405851323000235 Forecasting the U.S. season-average farm price of corn: Derivation of an alternative futures-based forecasting model
by Etienne, Xiaoli L. & Farhangdoost, Sara & Hoffman, Linwood A. & Adam, Brian D.
- S240585132300003X Financialization of commodity markets ten years later
by Kang, Wenjin & Tang, Ke & Wang, Ningli
- S240585132300017X Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures
by Cunado, Juncal & Chatziantoniou, Ioannis & Gabauer, David & de Gracia, Fernando Perez & Hardik, Marfatia
2023, Volume 29, Issue C
- S2405851322000587 The role of financial development in enhancing trades in environmental goods: International insights from 119 countries
by Ha, Le Thanh
- S2405851322000617 Evolution of the information transmission between Chinese and international oil markets: A quantile-based framework
by Duan, Kun & Ren, Xiaohang & Wen, Fenghua & Chen, Jinyu
- S2405851322000629 Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets
by Wei, Yu & Wang, Yizhi & Lucey, Brian M. & Vigne, Samuel A.
- S2405851322000630 Does commodity price uncertainty matter for the cost of credit? Evidence from developing and advanced economies
by Bermpei, Theodora & Karadimitropoulou, Aikaterini & Triantafyllou, Athanasios & Alshalahi, Jebreel
- S2405851322000642 Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic
by Enilov, Martin & Mensi, Walid & Stankov, Petar
- S2405851322000654 Speculation or actual demand? The return spillover effect between stock and commodity markets
by Wang, Shu & Zhou, Baicheng & Gao, Tianshu
- S2405851322000666 Volatility in US dairy futures markets
by Fan, Zaifeng & Jump, Jeff & Tse, Yiuman & Yu, Linda
- S2405851322000678 Theory of storage implications in the European natural gas market
by Martínez, Beatriz & Torró, Hipòlit
- S2405851323000016 Commodities failing in auctions: The story of unsold cod in Norway
by Sogn-Grundvåg, Geir & Zhang, Dengjun
- S2405851323000028 Tail dependence, dynamic linkages, and extreme spillover between the stock and China's commodity markets
by Wang, Suhui
- S2405851323000053 Commodity momentum: A tale of countries and sectors
by Fan, John Hua & Qiao, Xiao
2022, Volume 28, Issue C
- S2405851321000696 Linkage transitions between oil and the stock markets of countries with the highest COVID-19 cases
by Hussain, Saiful Izzuan & Nur-Firyal, R. & Ruza, Nadiah
- S2405851321000702 Oil price volatility and corporate cash holding
by Bugshan, Abdullah
- S2405851321000714 The quantile dependence of the stock returns of “clean” and “dirty” firms on oil demand and supply shocks
by Kassouri, Yacouba & Altıntaş, Halil
- S2405851321000726 How do USDA announcements affect international commodity prices?
by McKenzie, Andrew M. & Ke, Yangmin
- S2405851321000738 Common factors and the dynamics of cereal prices. A forecasting perspective
by Kwas, Marek & Paccagnini, Alessia & Rubaszek, Michał
- S2405851322000010 Warehouse load-out queues and aluminum prices
by Gilbert, Christopher L.
- S2405851322000022 The commodities/equities beta term-structure
by Oglend, Atle
- S2405851322000034 Intrinsic decompositions in gold forecasting
by Plakandaras, Vasilios & Ji, Qiang
- S2405851322000046 Short- and long-term forecasting of electricity prices using embedding of calendar information in neural networks
by Wagner, Andreas & Ramentol, Enislay & Schirra, Florian & Michaeli, Hendrik
- S2405851322000058 Interfuel substitution: A copula approach
by Serletis, Apostolos & Xu, Libo
- S2405851322000071 Spillovers among energy commodities and the Russian stock market
by Costola, Michele & Lorusso, Marco
- S2405851322000150 The sugar-ethanol-oil nexus in Brazil: Exploring the pass-through of international commodity prices to national fuel prices
by Palazzi, Rafael Baptista & Meira, Erick & Klotzle, Marcelo Cabus
- S2405851322000162 Spillovers beyond the variance: Exploring the higher order risk linkages between commodity markets and global financial markets
by Gomez-Gonzalez, Jose E. & Hirs-Garzon, Jorge & Uribe, Jorge M.
- S2405851322000174 The strategic allocation to style-integrated portfolios of commodity futures
by Rad, Hossein & Low, Rand Kwong Yew & Miffre, Joëlle & Faff, Robert
- S2405851322000186 Not all gold shines in crisis times — Gold firms, gold bullion and the COVID-19 shock
by Baur, Dirk G. & Trench, Allan
- S240585132100074X Economic drivers of volatility and correlation in precious metal markets
by Dinh, Theu & Goutte, Stéphane & Nguyen, Duc Khuong & Walther, Thomas
- S240585132200006X Forecasting volatility in commodity markets with long-memory models
by Alfeus, Mesias & Nikitopoulos, Christina Sklibosios
2022, Volume 27, Issue C
- S2405851321000519 Gold as a financial instrument
by Gomis-Porqueras, Pedro & Shi, Shuping & Tan, David
- S2405851321000520 Bubbles in US gasoline prices: Assessing the role of hurricanes and anti–price gouging laws
by Oladosu, Gbadebo
- S2405851321000532 Causality in the aluminum market
by Clark, Andrew
- S2405851321000544 Fourteen large commodity trading disasters: What happened and what can we learn?
by Westgaard, Sjur & Frydenberg, Stein & Mohanty, Sunil K.
- S2405851321000556 The connectedness in the world petroleum futures markets using a Quantile VAR approach
by Jena, Sangram Keshari & Tiwari, Aviral Kumar & Aikins Abakah, Emmanuel Joel & Hammoudeh, Shawkat
- S2405851321000568 Safe-haven properties of soft commodities during times of Covid-19
by Rubbaniy, Ghulame & Khalid, Ali Awais & Syriopoulos, Konstantinos & Samitas, Aristeidis
- S2405851321000581 The sensitivity of oil price shocks to preexisting market conditions: A GVAR analysis
by Considine, Jennifer & Hatipoglu, Emre & Aldayel, Abdullah
- S2405851321000593 Can gold hedge against oil price movements: Evidence from GARCH-EVT wavelet modeling
by Wang, Xinya & Lucey, Brian & Huang, Shupei
- S2405851322000277 Commodity market indicators of a 2023 Texas winter freeze
by Ronn, Ehud I.
- S240585132100057X Mine offtake contracting, strategic alliances and the equity market
by Distadio, Luiz Fernando & Ferguson, Andrew
2022, Volume 26, Issue C
- S2405851321000258 Time-to-maturity and commodity futures return volatility: The role of time-varying asymmetric information
by Phan, Hoàng-Long & Zurbruegg, Ralf & Brockman, Paul & Yu, Chia-Feng (Jeffrey)
- S2405851321000271 Conditional feeder cattle hedge ratios: Cross hedging with fluctuating corn prices
by Bina, Justin D. & Schroeder, Ted C. & Tonsor, Glynn T.
- S2405851321000283 Have returns and volatilities for financial assets responded to implied volatility during the COVID-19 pandemic?
by Maghyereh, Aktham & Abdoh, Hussein & Awartani, Basel
- S2405851321000295 Sunshine vs. predatory trading effects in commodity futures markets: New evidence from index rebalancing
by Yan, Lei & Irwin, Scott H. & Sanders, Dwight R.
- S2405851321000301 Profit margin hedging in the New Zealand dairy farming industry
by Fernandez-Perez, Adrian & Frijns, Bart & Gafiatullina, Ilnara & Tourani-Rad, Alireza
- S2405851321000313 How far is too far for volatility transmission?
by Yang, Yao & Karali, Berna
- S2405851321000404 Uncertainty-dependent and sign-dependent effects of oil market shocks
by Nguyen, Bao H. & Okimoto, Tatsuyoshi & Tran, Trung Duc
- S2405851321000416 The impact of economic policy uncertainties on the volatility of European carbon market
by Dai, Peng-Fei & Xiong, Xiong & Duc Huynh, Toan Luu & Wang, Jiqiang
- S2405851321000507 Endogeneity of commodity price in freight cost models
by Lim, Kian Guan
- S240585132100026X Commodity markets intervention: Consequences of speculation, and informed trading
by Luong, Phat V. & Sopranzetti, Ben
2022, Volume 25, Issue C
- S2405851321000167 Multi-commodity price risk hedging in the Atlantic salmon farming industry
by Haarstad, Aleksander H. & Lavrutich, Maria & Strypet, Kristian & Strøm, Eivind
- S2405851321000192 Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe
by Yang, Lu
- S2405851321000209 The “necessary evil” in Chinese commodity markets
by Fan, John Hua & Mo, Di & Zhang, Tingxi
- S2405851321000210 Do the basis and other predictors of futures return also predict spot return with the same signs and magnitudes? Evidence from the LME
by Jia, Jian & Kang, Sang Baum
- S2405851321000222 An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting
by Han, Xuyuan & Liu, Zhenya & Wang, Shixuan
- S2405851321000234 Modelling the evolution of wind and solar power infeed forecasts
by Li, Wei & Paraschiv, Florentina
- S2405851321000246 Rational destabilization in commodity markets
by Batista Soares, David & Borocco, Etienne
2021, Volume 24, Issue C
- S2405851321000039 Forecasting the dynamic relationship between crude oil and stock prices since the 19th century
by Ivanovski, Kris & Hailemariam, Abebe
- S2405851321000040 Anything but gold - The golden constant revisited
by Carpantier, Jean-François
- S2405851321000052 Predictability in commodity markets: Evidence from more than a century
by Hollstein, Fabian & Prokopczuk, Marcel & Tharann, Björn & Wese Simen, Chardin
- S2405851321000064 The effect of oil supply shocks on industry returns
by Huang, Dayong & Li, Jay Y. & Wu, Kai
- S2405851321000076 The rise and breakup of the commodity exchange membership: An analysis of CBOT seat prices
by Emm, Ekaterina E. & Gay, Gerald D. & Ma, Han & Ren, Honglin
- S2405851321000088 Robust estimation of conditional risk measures using machine learning algorithm for commodity futures prices in the presence of outliers
by Byers, J.W. & Popova, I. & Simkins, B.J.
2021, Volume 23, Issue C
- S2405851320300349 The first commodity futures index of 1933
by Bhardwaj, Geetesh & Janardanan, Rajkumar & Rouwenhorst, K. Geert
- S2405851320300350 The dynamics of oil on China’s commodity sectors: What can we learn from a quantile perspective?
by Wu, Bi-Bo
- S2405851320300362 Speculation and the informational efficiency of commodity futures markets
by Bohl, Martin T. & Pütz, Alexander & Sulewski, Christoph
- S2405851321000015 The price of crude oil and (conditional) out-of-sample predictability of world industrial production
by Nonejad, Nima
- S2405851321000027 Unit roots in real primary commodity prices? A meta-analysis of the Grilli and Yang data set
by Winkelried, Diego
- S240585132030026X The impact of the change in USDA announcement release procedures on agricultural commodity futures
by Indriawan, Ivan & Martinez, Valeria & Tse, Yiuman
2021, Volume 22, Issue C
- S2405851320300143 When does USDA information have the most impact on crop and livestock markets?
by Isengildina-Massa, Olga & Cao, Xiang & Karali, Berna & Irwin, Scott H. & Adjemian, Michael & Johansson, Robert C.
- S2405851320300155 Accrual earnings management in response to an oil price shock
by Kjærland, Frode & Kosberg, Fredrik & Misje, Mathias
- S2405851320300167 Asymmetric volatility in commodity markets
by Chen, Yu-Fu & Mu, Xiaoyi
- S2405851320300246 Do oil and gas price shocks have an impact on bank performance?
by Saif-Alyousfi, Abdulazeez Y.H. & Saha, Asish & Md-Rus, Rohani & Taufil-Mohd, Kamarun Nisham
- S2405851320300258 The impact of speculation on commodity prices: A Meta-Granger analysis
by Wimmer, Thomas & Geyer-Klingeberg, Jerome & Hütter, Marie & Schmid, Florian & Rathgeber, Andreas
- S2405851320300337 Commodity index risk premium
by Cortazar, Gonzalo & Ortega, Hector & Rojas, Maximiliano & Schwartz, Eduardo S.
2021, Volume 21, Issue C
- S2405851319300881 Transportation costs: Mississippi River barge rates
by Wetzstein, Brian & Florax, Raymond & Foster, Kenneth & Binkley, James
- S2405851320300027 Monopolistic supply management in world metals markets: How large was Mount Isa?
by Gilbert, Christopher L.
- S2405851320300039 Raising cane: Hedging calamity in Australian sugar
by Carter, Colin A. & Schaefer, K. Aleks & Scheitrum, Daniel
- S2405851320300040 Are there price asymmetries in the U.S. beef market?
by Pozo, Veronica F. & Bachmeier, Lance J. & Schroeder, Ted C.
- S240585131930087X Analysis of the risk premium in the forward market for salmon
by Benth, Fred Espen & Eikeset, Anne Maria & Levin, Simon Asher & Ren, Wanjuan
2020, Volume 20, Issue C
- S2405851319300765 Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture
by Dahl, Roy Endré & Oglend, Atle & Yahya, Muhammad
- S2405851319300777 Dealing with tail risk in energy commodity markets: Futures contracts versus exchange-traded funds
by Arunanondchai, Panit & Sukcharoen, Kunlapath & Leatham, David J.
- S2405851319300789 New generation grain contracts in corn and soybean commodity markets
by Elliott, Lisa & Elliott, Matthew & Slaa, Chad Te & Wang, Zhiguang
- S2405851319300868 A comprehensive empirical analysis of the predictive impact of the price of crude oil on aggregate equity return volatility
by Nonejad, Nima
- S2405851320300015 Stock market response to potash mine disasters
by Kowalewski, Oskar & Śpiewanowski, Piotr
2020, Volume 19, Issue C
- S2405851319300704 Product differentiation and dynamics of cost pass-through in the German fish market: An error-correction-distance measure approach
by Bittmann, Thomas & Bronnmann, Julia & Gordon, Daniel V.
- S2405851319300716 Forecasting excess returns of the gold market: Can we learn from stock market predictions?
by Dichtl, Hubert
- S2405851319300728 Econometric modelling and forecasting of intraday electricity prices
by Narajewski, Michał & Ziel, Florian
- S2405851319300741 Precedence rules in matching algorithms
by Haynes, Richard & Onur, Esen
- S2405851319300753 The market response to government crop news under different release regimes
by Adjemian, Michael K. & Irwin, Scott H.
- S240585131930073X The impact of oil shocks on innovation for alternative sources of energy: Is there an asymmetric response when oil prices go up or down?
by Nunes, Inês Carrilho & Catalão-Lopes, Margarida
2020, Volume 18, Issue C
- S2405851318300680 Comovement in the commodity futures markets: An analysis of the energy, grains, and livestock sectors
by Adhikari, Ramesh & Putnam, Kyle J.
- S2405851318300941 Price discovery in agricultural commodity markets: Do speculators contribute?
by Bohl, Martin T. & Siklos, Pierre L. & Stefan, Martin & Wellenreuther, Claudia
- S2405851319300595 Commodity market flexibility and financial derivatives
by Tvedt, Jostein
- S2405851319300601 Soybean quality differentials, blending, testing and spatial arbitrage
by William, Wilson & Dahl, Bruce & Hertsgaard, David
- S240585131930008X Futures commission merchants, customer funds and capital requirements: An organizational analysis of the futures industry
by Emm, Ekaterina E. & Gay, Gerald D. & Shen, Mo
2020, Volume 17, Issue C
- S2405851317300028 The impact of global financial crisis on informational efficiency: Evidence from price-volume relation in crude palm oil futures market
by Go, You-How & Lau, Wee-Yeap
- S2405851318300096 The determinants of the price-earnings ratio in the Norwegian aquaculture industry
by Itemgenova, Aigerim & Sikveland, Marius
- S2405851318300825 Tracking spot oil: The elusive quest
by Chincarini, Ludwig
- S2405851318301053 Trilogy for troubleshooting convergence: Manipulation, structural imbalance, and storage rates
by Irwin, Scott H.
- S240585131730243X Spillovers, integration and causality in LME non-ferrous metal markets
by Ciner, Cetin & Lucey, Brian & Yarovaya, Larisa
2019, Volume 16, Issue C
- v:16:y:2019:i:c:s2405851318301107 Can agricultural commodity prices predict Nigeria's inflation?
by Tule, Moses K. & Salisu, Afees A. & Chiemeke, Charles C.
- v:16:y:2019:i:c:s2405851317301952 Do heterogeneous countries respond differently to oil price shocks?
by Guerrero-Escobar, Santiago & Hernandez-del-Valle, Gerardo & Hernandez-Vega, Marco
- v:16:y:2019:i:c:s2405851317301630 The impact of long-short speculators on the volatility of agricultural commodity futures prices
by Bohl, Martin T. & Sulewski, Christoph
- v:16:y:2019:i:c:s2405851317302015 Are crude oil markets cointegrated? Testing the co-movement of weekly crude oil spot prices
by Galay, Gregory
- v:16:y:2019:i:c:s2405851318300060 Price discovery or noise: The role of arbitrage and speculation in explaining crude oil price behaviour
by Awan, Obaid A.
2019, Volume 15, Issue C
- 1-1 How connected are the U.S. regional natural gas markets in the post-deregulation era? Evidence from time-varying connectedness analysis
by Scarcioffolo, Alexandre Ribeiro & Etienne, Xiaoli L.
- 1-1 Commodity futures with thinly traded cash markets: The case of live cattle
by Schroeder, Ted C. & Tonsor, Glynn T. & Coffey, Brian K.
- 1-1 The ethanol mandate and crude oil and biofuel agricultural commodity price dynamics
by Serletis, Apostolos & Xu, Libo
- 1-1 Do speculators drive commodity prices away from supply and demand fundamentals?
by Fishe, Raymond P.H. & Smith, Aaron
- 1-1 Risk premia in Chinese commodity markets
by He, Chaohua & Jiang, Cheng & Molyboga, Marat
2019, Volume 14, Issue C
- 1-15 Characteristics of petroleum product prices: A survey
by Ederington, Louis H. & Fernando, Chitru S. & Hoelscher, Seth A. & Lee, Thomas K. & Linn, Scott C.
- 16-39 Illiquidity in the Japan electric power exchange
by Ikeda, Shin S.
- 40-50 Do international primary commodity prices exhibit asymmetric adjustment?
by Ghoshray, Atanu
- 51-65 The consignment mechanism in carbon markets: A laboratory investigation
by Dormady, Noah & Healy, Paul J.
- 66-75 An empirical analysis of the correlation between large daily changes in grain and oil futures prices
by Fretheim, Torun
2019, Volume 13, Issue C
- 1-15 A review of the evidence on the relation between crude oil prices and petroleum product prices
by Ederington, Louis H. & Fernando, Chitru S. & Hoelscher, Seth A. & Lee, Thomas K. & Linn, Scott C.
- 16-29 Market specific seasonal trading behavior in NASDAQ OMX electricity options
by Nikkinen, Jussi & Rothovius, Timo
- 30-39 Real option valuation of open pit mines with two processing methods
by Siña, Matías & Guzmán, Juan Ignacio
- 40-54 Price volatility and speculative activities in futures commodity markets: A combination of combinations of p-values test
by Algieri, Bernardina & Leccadito, Arturo
- 55-70 Jumps in commodity markets
by Nguyen, Duc Binh Benno & Prokopczuk, Marcel
2018, Volume 12, Issue C
- 2-8 Globalization and commoditization: The transformation of the seafood market
by Anderson, James L. & Asche, Frank & Garlock, Taryn
- 9-18 Are Norwegian fishermen selling in the same market?
by Pettersen, Ingrid Kristine & Brækkan, Eivind Hestvik & Myrland, Øystein
- 19-30 Common and fundamental risk factors in shareholder returns of Norwegian salmon producing companies
by Misund, Bård
- 31-43 Country of origin growth modelling for imported salted & dried (Klippfisk) products to Brazil
by Gordon, Daniel V.
- 44-59 Volatility spillover in seafood markets
by Dahl, Roy Endré & Jonsson, Erlendur
- 60-70 Optimal hedging strategies for salmon producers
by Schütz, Peter & Westgaard, Sjur
- 71-79 Cod stories: Trade dynamics and duration for Norwegian cod exports
by Asche, Frank & Cojocaru, Andreea L. & Gaasland, Ivar & Straume, Hans-Martin
2018, Volume 11, Issue C
- 1-21 Emergence of sovereign wealth funds
by Carpantier, J.-F. & Vermeulen, W.N.
- 22-36 Master limited partnerships: Is it a smart investment vehicle?
by Chen, Haiwei & Ngo, Thanh
- 37-47 Pricing electricity blackouts among South African households
by Nkosi, Nomsa Phindile & Dikgang, Johane
- 48-58 On the spot-futures relationship in crude-refined petroleum prices: New evidence from an ARDL bounds testing approach
by Arfaoui, Mongi
- 59-71 Intraday seasonality in efficiency, liquidity, volatility and volume: Platinum and gold futures in Tokyo and New York
by Iwatsubo, Kentaro & Watkins, Clinton & Xu, Tao
2018, Volume 10, Issue C
- 1-2 Introduction to the special issue on the financialization of commodities
by Carter, Colin A. & Power, Gabriel J.
- 3-21 Integrating swaps and futures: A new direction for commodity research
by Mixon, Scott & Onur, Esen & Riggs, Lynn
- 22-28 Financialization and the returns to commodity investments
by Main, Scott & Irwin, Scott H. & Sanders, Dwight R. & Smith, Aaron
- 29-46 Guilty speculators? Range-based conditional volatility in a cross-section of wheat futures
by Haase, Marco & Huss, Matthias
- 47-68 The lifecycle of exchange-traded derivatives
by Cavanaugh, Grant & Penick, Michael
- 69-90 The effect of pit closure on futures trading
by Gousgounis, Eleni & Onur, Esen
- 91-104 An update on speculation and financialization in commodity markets
by Boyd, Naomi E. & Harris, Jeffrey H. & Li, Bingxin
2018, Volume 9, Issue C
- 1-20 Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets
by Spencer, Simon & Bredin, Don & Conlon, Thomas
- 21-34 A particle filtering approach to oil futures price calibration and forecasting
by Fileccia, Gaetano & Sgarra, Carlo
- 35-54 Latent jump diffusion factor estimation for commodity futures
by Dempster, M.A.H. & Medova, Elena & Tang, Ke
- 55-76 The impact of Chinese imports of soybean on port infrastructure in Brazil: A study based on the concept of the “Bullwhip Effect”
by de Lima, Daruichi Pereira & Fioriolli, José Carlos & Padula, Antonio Domingos & Pumi, Guilherme
- 77-100 Electricity markets around the world
by Mayer, Klaus & Trück, Stefan
2017, Volume 8, Issue C
- 1-17 A review of the literature on commodity risk management
by Carter, David A. & Rogers, Daniel A. & Simkins, Betty J. & Treanor, Stephen D.
- 18-27 Do sovereign wealth funds dampen the negative effects of commodity price volatility?
by Mohaddes, Kamiar & Raissi, Mehdi
- 28-42 A century of interfuel substitution
by Nurul Hossain, A.K.M. & Serletis, Apostolos
- 43-55 Portfolio investment: Are commodities useful?
by Yan, Lei & Garcia, Philip
2017, Volume 7, Issue C
- 1-14 Reassessing the role of precious metals as safe havens–What colour is your haven and why?
by Li, Sile & Lucey, Brian M.
- 15-27 Commodity market volatility in the presence of U.S. and Chinese macroeconomic news
by Smales, L.A.
- 28-40 Agricultural price transmission: China relationships with world commodity markets
by Arnade, Carlos & Cooke, Bryce & Gale, Fred
- 41-56 Dynamic correlations between BRIC and U.S. stock markets: The asymmetric impact of volatility expectations in oil, gold and financial markets
by Kocaarslan, Baris & Sari, Ramazan & Gormus, Alper & Soytas, Ugur
- 57-71 Price co-movement and the crack spread in the US futures markets
by Fousekis, Panos & Grigoriadis, Vasilis
2017, Volume 6, Issue C
- 1-15 Predictability and underreaction in industry-level returns: Evidence from commodity markets
by Valcarcel, Victor J. & Vivian, Andrew J. & Wohar, Mark E.
- 16-31 A Markov regime-switching model of crude oil market integration
by Kuck, Konstantin & Schweikert, Karsten
- 32-49 Understanding the non-convergence of agricultural futures via stochastic storage costs and timing options
by Guo, Kevin & Leung, Tim
- 50-65 Real options and the value of oil and gas firms: An empirical analysis
by Sabet, Amir H. & Heaney, Richard
- 66-87 Modeling the multivariate dynamic dependence structure of commodity futures portfolios
by Aepli, Matthias D. & Füss, Roland & Henriksen, Tom Erik S. & Paraschiv, Florentina
2017, Volume 5, Issue C