Forward Contracts is a bilateral over-the-counter derivative agreement in which two parties commit to buy and sell a specified quantity and quality of an underlying asset at a predetermined price on a future date, with customized terms and without daily marking-to-market or exchange trading.
146
Publications
7.3K
Citations
262
Authors
160
Institutions
Publications per year
2017–2026
11
Parents
Publications
146
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 146
Authors
262
- EC
4
h-index
- EA
3
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- JS
3
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- BYBarbara Y. P. Leung
Hong Kong Polytechnic University, Hong Kong SAR China
3 publications · 45 citations
3
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- BS
3
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1–5 of 262
Institutions
160
Hong Kong Polytechnic University
Hong Kong, Hong Kong
6 h-index
13 publications
340 citations
City, University of London
London, United Kingdom
4 h-index
5 publications
166 citations
University of Cambridge
Cambridge, United Kingdom
3 h-index
3 publications
45 citations
University of Florida
Gainesville, United States
3 h-index
3 publications
654 citations
UNSW Sydney
Sydney, Australia
3 h-index
7 publications
652 citations
University of Hong Kong
Pok Fu Lam, Hong Kong
3 h-index
4 publications
140 citations
Oklahoma State University
Stillwater, United States
3 h-index
5 publications
321 citations
Norwegian Computing Center
Oslo, Norway
2 h-index
4 publications
127 citations
1–8 of 160
Venues
- The Journal of Finance
8 publications · 656 citations
8
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- SSRN Electronic Journal
Repository · 8 publications · 166 citations
8
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- IEEE Transactions on Power Systems
8 publications · 844 citations
8
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- Journal of Financial and Quantitative Analysis
JFQA · 6 publications · 591 citations
6
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- Journal of Futures Markets
5 publications · 91 citations
5
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1–5