Journal•ISSN: 2405-8505
Journal of Commodity Markets
Elsevier BV
About: Journal of Commodity Markets is an academic journal published by Elsevier BV. The journal publishes majorly in the area(s): Futures contract & Volatility (finance). It has an ISSN identifier of 2405-8505. Over the lifetime, 185 publications have been published receiving 2481 citations.
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TL;DR: In this paper, the role of gold as a safe haven asset has been extensively studied in recent years, and the authors examined time varying safe haven properties versus equities and bonds of four precious metals (gold, silver, platinum and palladium) across eleven countries.
97 citations
TL;DR: The seafood market has changed dramatically in recent decades as mentioned in this paper and increased trade has created a global market for groups of species with similar characteristics, and the number of species that are becoming part of these global market segments continue to grow.
92 citations
TL;DR: In this paper, the authors examined spillover effects among markets of crude oil and ten major agricultural commodities by employing the Diebold and Yilmaz (2009, 2012) spillover frameworks to returns and EGARCH filtered volatilities.
88 citations
TL;DR: In this paper, the authors examined wholesale electricity spot prices around the world and compared with respect to determinants such as market design and production characteristics, and found that regional electricity markets in Australia are characterized by relatively low levels of annual, weekly and intra-daily seasonal patterns, but are by far the most volatile markets.
74 citations
TL;DR: In this article, the authors exploit newly introduced implied volatility indexes to investigate the directional risk transfer from oil to US equities, Euro/Dollar exchange rates, precious metals and agricultural commodities.
69 citations