Commodity Forward Contract is a bilateral agreement between two parties to buy or sell a specified quantity of a physical commodity at a predetermined price on a future date, distinguished from other derivative instruments by its over-the-counter customization and lack of standardized exchange trading.
88
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8.4K
Citations
194
Authors
114
Institutions
Publications per year
2017–2026
13
Parents
Publications
88
The pricing of commodity contracts
Fischer Black · Journal of Financial Economics · 1976 · 2.9K citations
Equilibrium Forward Curves for Commodities
Bryan Routledge, Duane J. Seppi, Chester S. Spatt · The Journal of Finance · 2000 · 495 citations · Full text
Forward contracts and futures contracts
Robert A. Jarrow, George S. Oldfield · Journal of Financial Economics · 1981 · 235 citations
1–5 of 88
Authors
194
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- EA
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1–5 of 194
Institutions
114
City, University of London
London, United Kingdom
3 h-index
3 publications
126 citations
University of Toronto
Toronto, Canada
3 h-index
6 publications
177 citations
Agder Research
Kristiansand, Norway
2 h-index
3 publications
114 citations
Stichting tot Steun VCVGZ
Ede, Netherlands
2 h-index
2 publications
1.5K citations
University of Alabama
Tuscaloosa, United States
2 h-index
2 publications
125 citations
Mississippi State University
Starkville, United States
2 h-index
2 publications
48 citations
Southern Illinois University Carbondale
Carbondale, United States
2 h-index
2 publications
180 citations
University of Massachusetts Amherst
Amherst Center, United States
2 h-index
2 publications
32 citations
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Venues
- The Journal of Alternative Investments
7 publications · 402 citations
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- Journal of Futures Markets
6 publications · 243 citations
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- The Journal of Finance
5 publications · 2.1K citations
5
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- Energy Policy
4 publications · 201 citations
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- The Journal of Derivatives
4 publications · 138 citations
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