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Content
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
- 1-17 The economics of commodity market manipulation: A survey
by Pirrong, Craig
- 18-35 New indices of adequate and excess speculation and their relationship with volatility in the crude oil futures market
by Shanker, Latha
- 36-49 Heterogeneous traders, liquidity, and volatility in crude oil futures market
by Haugom, Erik & Ray, Rina
- 50-62 Price discovery in agricultural commodity markets in the presence of futures speculation
by Dimpfl, Thomas & Flad, Michael & Jung, Robert C.
- 63-76 World coal markets: Still weakly integrated and moving east
by Liu, Bo & Geman, Hélyette
2016, Volume 4, Issue 1
2016, Volume 3, Issue 1
- 1-15 The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies
by Haase, Marco & Seiler Zimmermann, Yvonne & Zimmermann, Heinz
- 16-38 Structural models for coupled electricity markets
by Kiesel, Rüdiger & Kusterman, Michael
- 39-53 Momentum and mean-reversion in commodity spot and futures markets
by Chaves, Denis B. & Viswanathan, Vivek
- 54-69 Investment in mutually exclusive transmission projects under policy uncertainty
by Bakke, Ida & Fleten, Stein-Erik & Hagfors, Lars Ivar & Hagspiel, Verena & Norheim, Beate
- 70-75 A cod is a cod, but is it a commodity?
by Pettersen, Ingrid K. & Myrland, Øystein
2016, Volume 2, Issue 1
- 1-5 Global relationships across crude oil benchmarks
by Mann, Janelle & Sephton, Peter
- 6-17 Determinants of the Atlantic salmon futures risk premium
by Asche, Frank & Misund, Bård & Oglend, Atle
- 18-25 Food safety regulations and fish trade: Evidence from European Union-Africa trade relations
by Kareem, Olayinka Idowu
- 26-44 Natural gas storage valuation, optimization, market and credit risk management
by Thompson, Matt
- 45-57 On the correlation between commodity and equity returns: Implications for portfolio allocation
by Lombardi, Marco J. & Ravazzolo, Francesco
2016, Volume 1, Issue 1
- 3-13 Long-short commodity investing: A review of the literature
by Miffre, Joëlle
- 14-34 Roll strategy efficiency in commodity futures markets
by Taylor, Nick
- 35-47 The relationship between input-factor and output prices in commodity industries: The case of Norwegian salmon aquaculture
by Asche, Frank & Oglend, Atle
- 48-64 Increasing trends in the excess comovement of commodity prices
by Ohashi, Kazuhiko & Okimoto, Tatsuyoshi
- 65-76 International commodity trade, transport costs, and product differentiation
by Carter, Colin A. & Chalfant, James A. & Yavapolkul, Navin & Carroll, Christine L.
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