Concepedia

Commodity Option Exercise Behavior

Commodity Option Exercise Behavior is a financial decision-making pattern that constitutes the empirical and theoretical analysis of the timing and conditions under which holders of commodity options elect to exercise their rights to buy or sell the underlying physical commodity or futures contract, distinguished by its dependence on market volatility, spot-futures price differentials, storage costs, and delivery logistics inherent to commodity markets.

5

Publications

104

Citations

13

Authors

10

Institutions

Publications per year

2017–2026

1

Parents

Publications

5

Commodity options purchasing and credit financing under capital constraint

Yi Feng, Yinping Mu, Benyong Hu et al. · International Journal of Production Economics · 2014 · 45 citations

, , +13

Trader rationality in the exercise of futures options

Gerald D. Gay, Robert W. Kolb, Kenneth Yung · Journal of Financial Economics · 1989 · 18 citations

, , +14

On the Structure of a Swing Contract's Optimal Value and Optimal Strategy

Sheldon M. Ross, Zegang Zhu · Journal of Applied Probability · 2008 · 17 citations · Full text

, , +17

The impact of COVID-19 on commodity options market: Evidence from China

Jilong Chen, Liao Xu, Xu Hao · Economic Modelling · 2022 · 13 citations · Full text

, , +12

Investor Preferences for Futures Straddles

Richard L. Peterson · Journal of Financial and Quantitative Analysis · 1977 · 11 citations

, , +16

1–5 of 5

Authors

13

  1. RL
    Richard L. Peterson

    Texas Tech University, United States

    1 publications · 11 citations

    1

    h-index

  2. XH
    Xu Hao

    China University of Petroleum, East China, China

    1 publications · 13 citations

    1

    h-index

  3. JC
    Jilong Chen

    Zhejiang Gongshang University, China

    1 publications · 13 citations

    1

    h-index

  4. LX
    Liao Xu

    Zhejiang Gongshang University, China

    1 publications · 13 citations

    1

    h-index

  5. YF
    Yi Feng

    University of Electronic Science and Technology of China, China

    1 publications · 45 citations

    1

    h-index

1–5 of 13

Institutions

10

  1. California Southern University

    Chandler, United States

    1 h-index

    1 publications

    17 citations

  2. RMIT University

    Melbourne, Australia

    1 h-index

    1 publications

    45 citations

  3. University of Southern California

    Los Angeles, United States

    1 h-index

    1 publications

    17 citations

  4. University of California, Berkeley

    Berkeley, United States

    1 h-index

    1 publications

    17 citations

  5. University of Electronic Science and Technology of China

    Chengdu, China

    1 h-index

    3 publications

    135 citations

  6. Zhejiang Gongshang University

    Hangzhou, China

    1 h-index

    2 publications

    26 citations

  7. University of Miami

    Coral Gables, United States

    1 h-index

    1 publications

    18 citations

  8. Old Dominion University

    Norfolk, United States

    1 h-index

    1 publications

    18 citations

1–8 of 10

Venues

  1. International Journal of Production Economics

    1 publications · 45 citations

    1

    h-index

  2. Journal of Financial and Quantitative Analysis

    JFQA · 1 publications · 11 citations

    1

    h-index

  3. Economic Modelling

    1 publications · 13 citations

    1

    h-index

  4. Journal of Applied Probability

    JAP · 1 publications · 17 citations

    1

    h-index

  5. Journal of Financial Economics

    1 publications · 18 citations

    1

    h-index

1–5