Cross-commodity Arbitrage

Cross-Commodity Arbitrage is a form of commodity arbitrage that involves exploiting price discrepancies between related but distinct commodities within the same broader market or production chain, distinguished by its reliance on the relative valuation of different physical or derivative instruments representing non-identical underlying assets.

9

Publications

855

Citations

14

Authors

10

Institutions

Publications per year

2017–2026

4

Authors

14

  1. AM
    Albert Moser

    RWTH Aachen University, Germany

    1 publications · 49 citations

    2

    h-index

  2. PL
    Patrick Larscheid

    RWTH Aachen University, Germany

    1 publications · 49 citations

    2

    h-index

  3. LL
    Lara Lück

    RWTH Aachen University, Germany

    1 publications · 49 citations

    2

    h-index

  4. DC
    Dean Corbae

    University of Wisconsin–Madison, United States

    1 publications · 360 citations

    1

    h-index

  5. PM
    P. M. Fraser

    Plant & Food Research, New Zealand

    1 publications · 35 citations

    1

    h-index

1–5 of 14

Venues

  1. Applied Economics

    2 publications · 94 citations

    2

    h-index

  2. The Review of Economics and Statistics

    1 publications · 360 citations

    1

    h-index

  3. Renewable Energy

    1 publications · 49 citations

    1

    h-index

  4. Agricultural Economics

    1 publications · 10 citations

    1

    h-index

  5. American Journal of Agricultural Economics

    1 publications · 310 citations

    1

    h-index

1–5