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Elsevier

Journal of Commodity Markets

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Web page: http://www.elsevier.com/locate/jcomm

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Additional information is available for the following registered editor(s): Marcel Prokopczuk , Betty J. Simkins .
Series handle: RePEc:eee:jocoma
ISSN: 2405-8513

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Content

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

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.