Journal of Commodity Markets

Scope & Guideline

Unraveling the Complexities of Commodity Trading

Introduction

Immerse yourself in the scholarly insights of Journal of Commodity Markets with our comprehensive guidelines detailing its aims and scope. This page is your resource for understanding the journal's thematic priorities. Stay abreast of trending topics currently drawing significant attention and explore declining topics for a full picture of evolving interests. Our selection of highly cited topics and recent high-impact papers is curated within these guidelines to enhance your research impact.
LanguageEnglish
ISSN2405-8513
PublisherELSEVIER
Support Open AccessNo
CountryNetherlands
TypeJournal
Convergefrom 2016 to 2024
AbbreviationJ COMMOD MARK / J. Commod. Mark.
Frequency4 issues/year
Time To First Decision-
Time To Acceptance-
Acceptance Rate-
Home Page-
AddressRADARWEG 29, 1043 NX AMSTERDAM, NETHERLANDS

Aims and Scopes

The Journal of Commodity Markets focuses on the intersection of economic theory and practical applications in the field of commodity markets. It aims to provide a platform for innovative research that explores various aspects of commodity trading, price dynamics, risk management, and the influence of external factors on commodity prices.
  1. Commodity Price Dynamics:
    Exploration of factors influencing the volatility and predictability of commodity prices, including macroeconomic indicators, geopolitical events, and market sentiment.
  2. Risk Management Strategies:
    Analysis of risk management techniques such as hedging and diversification in commodity trading to mitigate price risks and enhance investment strategies.
  3. Market Interconnectedness:
    Research on the interconnections between commodity markets and other financial markets, including equities, currencies, and cryptocurrencies, focusing on spillover effects and causality.
  4. Impact of External Events:
    Examination of how external shocks—such as climate change, pandemics, and geopolitical tensions—affect commodity prices and market behaviors.
  5. Innovative Methodologies:
    Application of advanced econometric and machine learning techniques to analyze commodity markets, including time-series analysis, quantile regression, and copula models.
The landscape of research within the Journal of Commodity Markets is continually shifting, with several emerging themes gaining traction in recent publications. This section outlines these trending areas of focus, highlighting their relevance and significance in current market dynamics.
  1. Climate Risk and Commodities:
    There is a growing emphasis on understanding how climate-related risks impact commodity price dynamics, reflecting an increasing awareness of environmental factors in market analysis.
  2. Cryptocurrency and Commodities Interactions:
    The exploration of relationships between cryptocurrencies and traditional commodities is on the rise, driven by interest in digital assets and their potential role as hedging instruments.
  3. Advanced Machine Learning Applications:
    The application of machine learning and artificial intelligence in analyzing commodity markets is trending, as these technologies provide enhanced predictive capabilities and deeper insights into complex data patterns.
  4. Geopolitical Risk Analysis:
    Research focusing on the effects of geopolitical events—such as wars and trade disputes—on commodity prices is becoming increasingly relevant, especially in light of recent global tensions.
  5. Behavioral Finance in Commodity Markets:
    The incorporation of psychological factors and investor behavior into commodity market analysis is emerging as a significant theme, recognizing the influence of sentiment on price movements.

Declining or Waning

While the Journal of Commodity Markets continues to evolve, certain themes have shown a decline in frequency or prominence in recent years. This section identifies those waning areas of focus that may no longer be as central to the journal's research agenda.
  1. Traditional Hedging Techniques:
    Research on conventional hedging strategies has decreased as newer, more sophisticated methods emerge, reflecting a shift towards innovative approaches in risk management.
  2. Basic Price Predictability Models:
    Studies relying on simpler econometric models for price prediction are becoming less common, signaling a transition towards more complex, multi-factor models that incorporate broader datasets and advanced analytics.
  3. Static Analysis of Commodity Markets:
    The focus on static analyses without considering dynamic interactions and time-varying relationships has waned, as researchers increasingly recognize the importance of adaptive modeling in understanding market behaviors.
  4. Regulatory Impact Studies:
    Investigations into the effects of regulatory changes on commodity markets have diminished, potentially due to a saturation of findings in this area and a shift towards more pressing contemporary issues like climate risk.
  5. Historical Commodity Price Trends:
    Research centered on historical trends and patterns in commodity prices is declining, as the field is moving towards real-time analysis and future-oriented forecasting techniques.

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