Basis Dynamics is a theoretical framework in commodity price formation that specifies the temporal evolution and structural determinants of the basis, defined as the deviation between spot and futures prices, within a stochastic and equilibrium-driven pricing environment.
29
Publications
1.7K
Citations
53
Authors
45
Institutions
Publications per year
2017–2026
1
Parents
Publications
29
Investment shocks and the commodity basis spread
Fan Yang · Journal of Financial Economics · 2013 · 158 citations · Full text
Information and Index Arbitrage
Praveen Kumar, Duane J. Seppi · The Journal of Business · 1994 · 154 citations
1–5 of 29
Authors
53
- LY
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- NT
2
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- DJ
2
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- AC
2
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- PK
2
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1–5 of 53
Institutions
45
The University of Texas at San Antonio
San Antonio, United States
2 h-index
2 publications
131 citations
University of Portland
Portland, United States
2 h-index
3 publications
85 citations
University of Illinois Urbana-Champaign
Urbana, United States
2 h-index
4 publications
88 citations
Laboratoire des Écoulements Géophysiques et Industriels
Grenoble, France
1 h-index
2 publications
70 citations
Children's Specialty Group
Norfolk, United States
1 h-index
1 publications
29 citations
Ca' Foscari University of Venice
Venice, Italy
1 h-index
1 publications
32 citations
University of Hong Kong
Pok Fu Lam, Hong Kong
1 h-index
1 publications
158 citations
University of Houston
Houston, United States
1 h-index
1 publications
26 citations
1–8 of 45
Venues
- Journal of Futures Markets
9 publications · 321 citations
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- SSRN Electronic Journal
Repository · 4 publications · 143 citations
4
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- The Journal of Finance
2 publications · 520 citations
2
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- Studies in Nonlinear Dynamics and Econometrics
SNDE · 2 publications · 28 citations
2
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- Applied Financial Economics
1 publications · 67 citations
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