Concepedia

Commodity Arbitrage

Commodity Arbitrage is a financial trading strategy that involves the simultaneous purchase and sale of a commodity in different markets or forms to exploit price discrepancies, thereby securing risk-free profits through the elimination of market inefficiencies.

157

Publications

14.4K

Citations

263

Authors

190

Institutions

Publications per year

2017–2026

23

Parents

Children

Publications

157

The pricing of commodity contracts

Fischer Black · Journal of Financial Economics · 1976 · 2.9K citations

, , +8

Price Movements and Price Discovery in Futures and Cash Markets

Kenneth D. Garbade, William L. Silber · The Review of Economics and Statistics · 1983 · 648 citations

, , +17

Speculators, commodities and cross-market linkages

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

, , +16

Arbitrage and equilibrium in economies with infinitely many commodities

David M. Kreps · Journal of Mathematical Economics · 1981 · 541 citations

, , +9

Competitive Storage and Commodity Price Dynamics

Angus Deaton, Guy Laroque · Journal of Political Economy · 1996 · 538 citations

, , +15

1–5 of 157

Authors

263

  1. PK
    Paresh Kumar Narayan

    Deakin University, Australia

    5 publications · 685 citations

    5

    h-index

  2. ES
    Eduardo S. Schwartz

    University of California, Los Angeles, United States

    5 publications · 391 citations

    5

    h-index

  3. SN
    Seema Narayan

    Deakin University, Australia

    4 publications · 656 citations

    4

    h-index

  4. BB
    Bahattin Büyükşahin

    American University, United States

    3 publications · 705 citations

    3

    h-index

  5. LH
    Louis H. Ederington

    University of Oklahoma, United States

    3 publications · 122 citations

    3

    h-index

1–5 of 263

Institutions

190

  1. Commodity Futures Trading Commission

    Washington D.C., United States

    5 h-index

    6 publications

    729 citations

  2. Deakin University

    Burwood, Australia

    5 h-index

    10 publications

    1.4K citations

  3. National Bureau of Economic Research

    Cambridge, United States

    4 h-index

    7 publications

    450 citations

  4. International Monetary Fund

    Washington D.C., United States

    4 h-index

    4 publications

    160 citations

  5. University of California, Davis

    Davis, United States

    4 h-index

    6 publications

    1.1K citations

  6. RMIT University

    Melbourne, Australia

    4 h-index

    4 publications

    656 citations

  7. New York University

    New York, United States

    4 h-index

    7 publications

    386 citations

  8. Stanford University

    Stanford, United States

    4 h-index

    5 publications

    1.2K citations

1–8 of 190

Venues

  1. Journal of Futures Markets

    16 publications · 637 citations

    14

    h-index

  2. SSRN Electronic Journal

    Repository · 12 publications · 593 citations

    11

    h-index

  3. The Journal of Finance

    7 publications · 423 citations

    7

    h-index

  4. Journal of commodity markets

    6 publications · 248 citations

    6

    h-index

  5. American Journal of Agricultural Economics

    5 publications · 939 citations

    5

    h-index

1–5