Concepedia

Forward Curve Dynamics

Forward Curve Dynamics is a theoretical framework in futures markets that characterizes the evolution and term structure behavior of forward prices over time, distinguishing itself by modeling the stochastic movements and intertemporal relationships across different maturities within the forward curve.

38

Publications

2.9K

Citations

62

Authors

52

Institutions

Publications per year

2017–2026

5

Parents

Publications

38

Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange

Julio J. Lucia, Eduardo S. Schwartz · Review of Derivatives Research · 2002 · 952 citations

, , +17

Equilibrium Forward Curves for Commodities

Bryan Routledge, Duane J. Seppi, Chester S. Spatt · The Journal of Finance · 2000 · 495 citations · Full text

, , +16

Soybean Inventory and Forward Curve Dynamics

Hélyette Geman, Vu-Nhat Nguyen · Management Science · 2005 · 161 citations

, , +17

Forward curves, scarcity and price volatility in oil and natural gas markets

Hélyette Geman, Steve Ohana · Energy Economics · 2009 · 149 citations · Full text

, , +16

Forward curve dynamics in the Nordic electricity market

Steen Koekebakker, Fridthjof Ollmar · Managerial Finance · 2005 · 142 citations · Full text

, , +17

1–5 of 38

Authors

62

  1. HG
    Hélyette Geman

    École Supérieure des Sciences Économiques et Commerciales, France

    3 publications · 395 citations

    3

    h-index

  2. FE
    Fred Espen Benth

    University of Oslo, Norway

    3 publications · 67 citations

    3

    h-index

  3. ES
    Eduardo S. Schwartz

    University of California, Los Angeles, United States

    2 publications · 1K citations

    2

    h-index

  4. RC
    Rama Cont

    University of Oxford, United Kingdom

    2 publications · 76 citations

    2

    h-index

  5. PS
    Pedro Santa‐Clara

    National Bureau of Economic Research, United States

    2 publications · 122 citations

    2

    h-index

1–5 of 62

Institutions

52

  1. University of Oslo

    Oslo, Norway

    4 h-index

    7 publications

    142 citations

  2. University of Padua

    Padua, Italy

    3 h-index

    7 publications

    206 citations

  3. University of California, Los Angeles

    Los Angeles, United States

    3 h-index

    3 publications

    1.1K citations

  4. École Supérieure des Sciences Économiques et Commerciales

    Cergy, France

    2 h-index

    3 publications

    407 citations

  5. Vrije Universiteit Amsterdam

    Amsterdam, The Netherlands

    2 h-index

    2 publications

    99 citations

  6. CY Cergy Paris Université

    Cergy-Pontoise, France

    2 h-index

    3 publications

    407 citations

  7. Birkbeck, University of London

    London, United Kingdom

    2 h-index

    2 publications

    234 citations

  8. Universitat de València

    Valencia, Spain

    2 h-index

    2 publications

    1K citations

1–8 of 52

Venues

  1. SSRN Electronic Journal

    Repository · 5 publications · 71 citations

    5

    h-index

  2. Energy Economics

    3 publications · 199 citations

    3

    h-index

  3. International Journal of Theoretical and Applied Finance

    IJTAF · 3 publications · 101 citations

    3

    h-index

  4. Journal of Futures Markets

    2 publications · 64 citations

    2

    h-index

  5. Review of Derivatives Research

    2 publications · 1K citations

    2

    h-index

1–5