Concepedia

Commodity Market Microstructure

Commodity Market Microstructure is a specialized framework within financial economics that examines the mechanisms, rules, and institutional arrangements governing price formation, liquidity, and trading behavior in commodity derivative markets, distinguishing it from broader market analysis by focusing on the granular dynamics of market participants, trading platforms, and transaction processes.

213

Publications

16K

Citations

436

Authors

332

Institutions

Publications per year

2017–2026

71

Parents

Publications

213

The Excess Co-Movement of Commodity Prices

Robert S. Pindyck, Julio J. Rotemberg · The Economic Journal · 1990 · 743 citations

, , +11

Storage and Commodity Markets.

Christopher L. Gilbert, Jeffrey C. Williams, Brian D. Wright · The Economic Journal · 1992 · 691 citations

, , +14

A Model of Financialization of Commodities

Suleyman Basak, Anna Pavlova · The Journal of Finance · 2016 · 596 citations · Full text

, , +16

Factor movements and commodity trade as complements

James R. Markusen · Journal of International Economics · 1983 · 564 citations

, , +13

Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets

Sang Hoon Kang, Ron McIver, Seong‐Min Yoon · Energy Economics · 2016 · 559 citations

, , +16

1–5 of 213

Authors

436

  1. WX
    Wei Xiong

    Princeton University, United States

    5 publications · 677 citations

    5

    h-index

  2. GS
    Gazi Salah Uddin

    Linköping University, Sweden

    4 publications · 318 citations

    4

    h-index

  3. IC
    Ing-Haw Cheng

    University of Toronto, Canada

    4 publications · 433 citations

    4

    h-index

  4. MP
    Marcel Prokopczuk

    University of Reading, United Kingdom

    4 publications · 92 citations

    4

    h-index

  5. EB
    Elie Bouri

    Lebanese American University, Lebanon

    4 publications · 605 citations

    4

    h-index

1–5 of 436

Institutions

332

  1. Princeton University

    Princeton, United States

    7 h-index

    8 publications

    768 citations

  2. IPAG Business School

    Paris, France

    6 h-index

    8 publications

    1.2K citations

  3. University of Massachusetts Amherst

    Amherst Center, United States

    4 h-index

    8 publications

    520 citations

  4. University of Reading

    Reading, United Kingdom

    4 h-index

    4 publications

    119 citations

  5. Université Paris Cité

    Paris, France

    4 h-index

    6 publications

    1.7K citations

  6. Leibniz University Hannover

    Hanover, Germany

    4 h-index

    9 publications

    208 citations

  7. Linköping University

    Linköping, Sweden

    4 h-index

    7 publications

    471 citations

  8. University of Chinese Academy of Sciences

    Beijing, China

    4 h-index

    6 publications

    569 citations

1–8 of 332

Venues

  1. Resources Policy

    21 publications · 1K citations

    16

    h-index

  2. Energy Economics

    14 publications · 2.6K citations

    14

    h-index

  3. SSRN Electronic Journal

    Repository · 14 publications · 520 citations

    11

    h-index

  4. Journal of Futures Markets

    10 publications · 305 citations

    9

    h-index

  5. Finance research letters

    9 publications · 379 citations

    9

    h-index

1–5