Concepedia

Commodity Derivatives

Commodity Derivatives is a financial derivative whose value is derived from the price of a physical commodity or commodity index, distinguishing it from derivatives based on financial assets by its direct linkage to tangible goods such as agricultural products, energy resources, or metals.

410

Publications

32.9K

Citations

666

Authors

470

Institutions

Publications per year

2017–2026

95

Parents

Children

Publications

410

The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging

Eduardo S. Schwartz · The Journal of Finance · 1997 · 2.1K citations

, , +17

Facts and Fantasies about Commodity Futures

Gary B. Gorton, K. Geert Rouwenhorst · Financial Analysts Journal · 2006 · 1.4K citations

, , +17

Short-Term Variations and Long-Term Dynamics in Commodity Prices

Eduardo S. Schwartz, James E. Smith · Management Science · 2000 · 1.1K citations

, , +17

The Strategic and Tactical Value of Commodity Futures

Claude B. Erb, Campbell R. Harvey · Financial Analysts Journal · 2006 · 1.1K citations

, , +13

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

, , +17

1–5 of 410

Authors

666

  1. SH
    Scott H. Irwin

    University of Illinois Urbana-Champaign, United States

    14 publications · 1.6K citations

    12

    h-index

  2. DR
    Dwight R. Sanders

    Southern Illinois University Carbondale, United States

    11 publications · 1.5K citations

    11

    h-index

  3. ES
    Eduardo S. Schwartz

    University of California, Los Angeles, United States

    11 publications · 4.8K citations

    11

    h-index

  4. JM
    Joëlle Miffre

    City, University of London, United Kingdom

    10 publications · 1.1K citations

    9

    h-index

  5. KT
    Ke Tang

    Tsinghua University, China

    8 publications · 358 citations

    8

    h-index

1–5 of 666

Institutions

470

  1. University of Illinois Urbana-Champaign

    Urbana, United States

    17 h-index

    21 publications

    2.8K citations

  2. Southern Illinois University Carbondale

    Carbondale, United States

    12 h-index

    13 publications

    1.9K citations

  3. Cornell University

    Ithaca, United States

    9 h-index

    9 publications

    442 citations

  4. National Bureau of Economic Research

    Cambridge, United States

    9 h-index

    11 publications

    2.2K citations

  5. IPAG Business School

    Paris, France

    7 h-index

    8 publications

    464 citations

  6. Texas A&M University

    College Station, United States

    7 h-index

    10 publications

    883 citations

  7. Ecole des Hautes Etudes Commerciales du Nord

    Roubaix, France

    6 h-index

    6 publications

    978 citations

  8. University of Toronto

    Toronto, Canada

    6 h-index

    7 publications

    283 citations

1–8 of 470

Venues

  1. Journal of Futures Markets

    42 publications · 2.1K citations

    28

    h-index

  2. SSRN Electronic Journal

    Repository · 54 publications · 2.1K citations

    24

    h-index

  3. The Journal of Finance

    22 publications · 4.9K citations

    18

    h-index

  4. Resources Policy

    13 publications · 576 citations

    13

    h-index

  5. Journal of Banking & Finance

    13 publications · 1.5K citations

    12

    h-index

1–5