Concepedia

Commodity Basis Risk

Commodity Basis Risk is the financial exposure arising from the uncertainty in the difference between the spot price of a physical commodity and the corresponding futures contract price, which can affect hedging effectiveness and market arbitrage opportunities.

48

Publications

3K

Citations

108

Authors

57

Institutions

Publications per year

2017–2026

10

Parents

Publications

48

Financing Policy, Basis Risk, and Corporate Hedging: Evidence from Oil and Gas Producers

George David Haushalter · The Journal of Finance · 2000 · 794 citations

, , +17

An Anatomy of Commodity Futures Risk Premia

Marta Szymanowska, Frans de Roon, Theo Nijman et al. · The Journal of Finance · 2013 · 339 citations

, , +17

Investment shocks and the commodity basis spread

Fan Yang · Journal of Financial Economics · 2013 · 158 citations · Full text

, , +14

The Hedging Role of Options and Futures Under Joint Price, Basis, and Production Risk

GianCarlo Moschini, Harvey E. Lapan · International Economic Review · 1995 · 147 citations

, , +16

Futures Hedging Under Price, Basis, and Production Risk

Harvey E. Lapan, GianCarlo Moschini · American Journal of Agricultural Economics · 1994 · 145 citations

, , +17

1–5 of 48

Authors

108

  1. MG
    Mark G. Castelino

    Rutgers, The State University of New Jersey, United States

    2 publications · 70 citations

    2

    h-index

  2. FD
    Frans de Roon

    Tilburg University, Netherlands

    2 publications · 377 citations

    2

    h-index

  3. HE
    Harvey E. Lapan

    Iowa State University, United States

    2 publications · 252 citations

    2

    h-index

  4. NK
    Nikos K. Nomikos

    City, University of London, United Kingdom

    2 publications · 73 citations

    2

    h-index

  5. TN
    Theo Nijman

    Tilburg University, Netherlands

    2 publications · 377 citations

    2

    h-index

1–5 of 108

Institutions

57

  1. Australian Bureau of Agricultural and Resource Economics

    Canberra, Australia

    2 h-index

    4 publications

    88 citations

  2. City, University of London

    London, United Kingdom

    2 h-index

    3 publications

    135 citations

  3. Erasmus University Rotterdam

    Rotterdam, The Netherlands

    2 h-index

    2 publications

    72 citations

  4. University of Illinois Urbana-Champaign

    Urbana, United States

    2 h-index

    4 publications

    88 citations

  5. University of Kentucky

    Lexington, United States

    2 h-index

    3 publications

    115 citations

  6. Baruch College

    New York, United States

    2 h-index

    3 publications

    88 citations

  7. Morgan Stanley (United States)

    New York, United States

    2 h-index

    2 publications

    37 citations

  8. Tilburg University

    Tilburg, The Netherlands

    2 h-index

    3 publications

    110 citations

1–8 of 57

Venues

  1. SSRN Electronic Journal

    Repository · 6 publications · 134 citations

    6

    h-index

  2. Journal of Futures Markets

    6 publications · 171 citations

    6

    h-index

  3. The Journal of Finance

    4 publications · 1.3K citations

    4

    h-index

  4. AgEcon Search (University of Minnesota, USA)

    Repository · 3 publications · 113 citations

    3

    h-index

  5. American Journal of Agricultural Economics

    3 publications · 202 citations

    3

    h-index

1–5