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
Parents
9
1–5 of 9
14
2
h-index
2
h-index
2
h-index
1
h-index
1
h-index
1–5 of 14
10
RWTH Aachen University
Aachen, Germany
2 h-index
3 publications
147 citations
University of Reading
Reading, United Kingdom
1 h-index
1 publications
35 citations

Agricultural & Applied Economics Association
Milwaukee, United States
1 h-index
3 publications
930 citations

International Monetary Fund
Washington D.C., United States
1 h-index
1 publications
35 citations

University of Dundee
Dundee, United Kingdom
1 h-index
1 publications
35 citations
University of Stavanger
Stavanger, Norway
1 h-index
2 publications
118 citations

Bank of England
London, United Kingdom
1 h-index
1 publications
35 citations
University of California, Davis
Davis, United States
1 h-index
3 publications
930 citations
1–8 of 10
2 publications · 94 citations
2
h-index
1 publications · 360 citations
1
h-index
1 publications · 49 citations
1
h-index
1 publications · 10 citations
1
h-index
1 publications · 310 citations
1
h-index
1–5