Concepedia

Commodity Price Term Structure

Commodity Price Term Structure is a financial economics construct that represents the relationship between the prices of a commodity and their respective delivery dates, distinguished by its specification of forward or futures prices across a continuum of maturities for the same underlying commodity.

197

Publications

18.8K

Citations

336

Authors

236

Institutions

Publications per year

2017–2026

39

Variants

Commodity Forward Curve

Parents

Publications

197

The pricing of commodity contracts

Fischer Black · Journal of Financial Economics · 1976 · 2.9K citations

, , +8

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

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

Factor Endowment and Relative Commodity Prices

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

, , +12

1–5 of 197

Authors

336

  1. ES
    Eduardo S. Schwartz

    University of California, Los Angeles, United States

    8 publications · 3.8K citations

    8

    h-index

  2. KT
    Ke Tang

    Tsinghua University, China

    7 publications · 305 citations

    7

    h-index

  3. JM
    Joëlle Miffre

    City, University of London, United Kingdom

    5 publications · 869 citations

    5

    h-index

  4. GS
    George Skiadopoulos

    University of Piraeus, Greece

    4 publications · 259 citations

    4

    h-index

  5. GR
    Georgios Rallis

    City, University of London, United Kingdom

    4 publications · 791 citations

    4

    h-index

1–5 of 336

Institutions

236

  1. City, University of London

    London, United Kingdom

    7 h-index

    10 publications

    1.2K citations

  2. Institute of Economics

    Beijing, China

    6 h-index

    9 publications

    430 citations

  3. Renmin University of China

    Beijing, China

    5 h-index

    5 publications

    179 citations

  4. Southwestern University of Finance and Economics

    Chengdu, China

    5 h-index

    8 publications

    272 citations

  5. University of California, Los Angeles

    Los Angeles, United States

    5 h-index

    5 publications

    1.3K citations

  6. University of Piraeus

    Piraeus, Greece

    4 h-index

    7 publications

    533 citations

  7. Australian National University

    Canberra, Australia

    4 h-index

    4 publications

    179 citations

  8. European Central Bank

    Frankfurt am Main, Germany

    4 h-index

    4 publications

    138 citations

1–8 of 236

Venues

  1. SSRN Electronic Journal

    Repository · 13 publications · 345 citations

    13

    h-index

  2. The Journal of Finance

    11 publications · 3.3K citations

    11

    h-index

  3. Energy Economics

    11 publications · 1.4K citations

    10

    h-index

  4. Resources Policy

    8 publications · 391 citations

    8

    h-index

  5. Journal of Banking & Finance

    7 publications · 993 citations

    7

    h-index

1–5