Concepedia

Commodity Market Volatility

Commodity Market Volatility is the statistical measure of the extent and frequency of price fluctuations in commodity markets over a given period, distinguishing it from other financial market volatilities by its specific focus on raw materials and primary agricultural or mineral products.

755

Publications

45.6K

Citations

1.5K

Authors

849

Institutions

Publications per year

2017–2026

365

Parents

Publications

755

Index Investment and the Financialization of Commodities

Ke Tang, Wei Xiong · Financial Analysts Journal · 2012 · 1.3K citations

, , +16

The Dynamics of Commodity Spot and Futures Markets: A Primer

Robert S. Pindyck · The Energy Journal · 2001 · 601 citations

, , +17

A Model of Financialization of Commodities

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

, , +16

Speculators, commodities and cross-market linkages

Bahattin Büyükşahin, Michel A. Robe · Journal of International Money and Finance · 2013 · 546 citations

, , +16

On the links between stock and commodity markets' volatility

Anna Cretì, Marc Joëts, Valérie Mignon · Energy Economics · 2013 · 542 citations

, , +12

1–5 of 755

Authors

1.5K

  1. EB
    Elie Bouri

    Lebanese American University, Lebanon

    16 publications · 1.3K citations

    15

    h-index

  2. AD
    Anupam Dutta

    University of Vaasa, Finland

    10 publications · 609 citations

    10

    h-index

  3. SH
    Sang Hoon Kang

    Pusan National University, South Korea

    10 publications · 605 citations

    10

    h-index

  4. MP
    Marcel Prokopczuk

    University of Reading, United Kingdom

    11 publications · 455 citations

    10

    h-index

  5. DK
    Duc Khuong Nguyen

    IPAG Business School, France

    7 publications · 1.1K citations

    7

    h-index

1–5 of 1.5K

Institutions

849

  1. International Monetary Fund

    Washington D.C., United States

    14 h-index

    24 publications

    1.1K citations

  2. Holy Spirit University of Kaslik

    Beirut, Lebanon

    11 h-index

    12 publications

    971 citations

  3. Pusan National University

    Busan, South Korea

    11 h-index

    13 publications

    759 citations

  4. University of Vaasa

    Vaasa, Finland

    11 h-index

    12 publications

    921 citations

  5. ICMA Centre

    Reading, United Kingdom

    10 h-index

    15 publications

    562 citations

  6. IPAG Business School

    Paris, France

    10 h-index

    10 publications

    1.2K citations

  7. Leibniz University Hannover

    Hanover, Germany

    10 h-index

    18 publications

    541 citations

  8. University of Reading

    Reading, United Kingdom

    10 h-index

    15 publications

    562 citations

1–8 of 849

Venues

  1. Resources Policy

    73 publications · 5.3K citations

    44

    h-index

  2. Energy Economics

    43 publications · 6.1K citations

    34

    h-index

  3. SSRN Electronic Journal

    Repository · 55 publications · 1.7K citations

    24

    h-index

  4. Journal of Futures Markets

    34 publications · 1.5K citations

    21

    h-index

  5. International Review of Financial Analysis

    IRFA · 14 publications · 1.1K citations

    14

    h-index

1–5