Commodity Basis Analysis

Commodity Basis Analysis is a systematic method in commodity markets research that examines the difference between spot and futures prices of a commodity to assess market supply-demand dynamics, storage costs, and pricing inefficiencies specific to time, location, and quality factors.

272

Publications

15.5K

Citations

528

Authors

340

Institutions

Publications per year

2017–2026

Parents

Commodity Markets

Children

Agricultural Commodity BasisBasis Arbitrage OpportunitiesBasis HedgingDelivery-grade Quality PremiumsEnergy Commodity BasisFutures Pricing TheoryFutures-spot RelationshipInventory Effects On BasisLivestock BasisMean Reversion In Basis

Publications

272

Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage

Eugene F. Fama, Kenneth R. French · The Journal of Business · 1987 · 1.1K citations

Agriculture, Business Economics, Economics +17

Factor Endowment and Relative Commodity Prices

T. M. Rybczynski · Economica · 1955 · 784 citations

Agriculture, Economics, Commodity Markets +12

Storage and Commodity Markets.

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

Agriculture, Business Economics, Economics +14

A new approach for crude oil price analysis based on Empirical Mode Decomposition

Xun Zhang, Kin Keung Lai, Shouyang Wang · Energy Economics · 2007 · 446 citations

Natural Resources, Natural Resource Economics, Petroleum Engineering +15

Trends in natural-resource commodity prices: An analysis of the time domain

Margaret E. Slade · Journal of Environmental Economics and Management · 1982 · 401 citations

Agriculture, Economics, Natural Resource Economics +13

1–5 of 272

Authors

528

PG
Philip Garcia
University of Illinois Urbana-Champaign, United States
5 publications · 121 citations
5
h-index
RM
Raymond M. Leuthold
University of Illinois Urbana-Champaign, United States
5 publications · 160 citations
5
h-index
SH
Scott H. Irwin
University of Illinois Urbana-Champaign, United States
5 publications · 92 citations
5
h-index
WG
William G. Tomek
Cornell University, United States
4 publications · 70 citations
4
h-index
JM
Joëlle Miffre
City, University of London, United Kingdom
4 publications · 313 citations
4
h-index

1–5 of 528

Institutions

340

1–8 of 340

Venues

Journal of Futures Markets
28 publications · 1.2K citations
21
h-index
Energy Economics
22 publications · 1.8K citations
17
h-index
SSRN Electronic Journal
Repository · 18 publications · 464 citations
14
h-index
Resources Policy
9 publications · 429 citations
9
h-index
Physica A Statistical Mechanics and its Applications
9 publications · 450 citations
9
h-index

1–5