Concepedia

Inventory Arbitrage

Inventory Arbitrage is a commodity arbitrage strategy that belongs to the class of spatial and intertemporal arbitrage methods, distinguished by its exploitation of price discrepancies arising from imbalances in physical inventory levels across markets or time periods.

5

Publications

216

Citations

14

Authors

11

Institutions

Publications per year

2017–2026

2

Parents

Publications

5

SETS, arbitrage activity, and stock price dynamics

Nick Taylor, Dick van Dijk, Philip Hans Franses et al. · Journal of Banking & Finance · 2000 · 67 citations · Full text

, , +14

An empirical model of inventory investment by durable commodity intermediaries

George Hall, John Rust · Carnegie-Rochester Conference Series on Public Policy · 2000 · 56 citations

, , +16

Storage, Slow Transport, and the Law of One Price: Theory with Evidence from Nineteenth-Century U.S. Corn Markets

Andrew Coleman · The Review of Economics and Statistics · 2009 · 53 citations

, , +16

Dynamics of Arbitrage

Louis H. Ederington, Chitru S. Fernando, Kateryna V. Holland et al. · Journal of Financial and Quantitative Analysis · 2020 · 22 citations

, , +16

Exploring the transmission mechanism of speculative and inventory arbitrage activity to commodity price volatility. Novel evidence for the US economy

Wei Yao, Constantinos Alexiou · International Review of Financial Analysis · 2022 · 18 citations · Full text

, , +15

1–5 of 5

Authors

14

  1. AC
    Andrew Coleman

    Motu Economic and Public Policy Research, New Zealand

    1 publications · 53 citations

    1

    h-index

  2. CA
    Constantinos Alexiou

    Cranfield University, United Kingdom

    1 publications · 18 citations

    1

    h-index

  3. NT
    Nick Taylor

    University of Bristol, United Kingdom

    1 publications · 67 citations

    1

    h-index

  4. WY
    Wei Yao

    Cranfield University, United Kingdom

    1 publications · 18 citations

    1

    h-index

  5. PH
    Philip Hans Franses

    Erasmus University Rotterdam, Netherlands

    1 publications · 67 citations

    1

    h-index

1–5 of 14

Institutions

11

  1. Erasmus University Rotterdam

    Rotterdam, The Netherlands

    1 h-index

    2 publications

    134 citations

  2. Motu Economic and Public Policy Research

    Wellington, New Zealand

    1 h-index

    1 publications

    53 citations

  3. Tinbergen Institute

    Rotterdam, The Netherlands

    1 h-index

    2 publications

    134 citations

  4. University of Missouri

    Columbia, United States

    1 h-index

    1 publications

    22 citations

  5. Tilburg University

    Tilburg, The Netherlands

    1 h-index

    1 publications

    18 citations

  6. University of Warwick

    Coventry, United Kingdom

    1 h-index

    1 publications

    67 citations

  7. Missouri College

    Brentwood, United States

    1 h-index

    1 publications

    22 citations

  8. U.S. Energy Information Administration

    Washington, United States

    1 h-index

    1 publications

    22 citations

1–8 of 11

Venues

  1. Journal of Financial and Quantitative Analysis

    JFQA · 1 publications · 22 citations

    1

    h-index

  2. Journal of Banking & Finance

    1 publications · 67 citations

    1

    h-index

  3. The Review of Economics and Statistics

    1 publications · 53 citations

    1

    h-index

  4. Carnegie-Rochester Conference Series on Public Policy

    Conference · 1 publications · 56 citations

    1

    h-index

  5. International Review of Financial Analysis

    IRFA · 1 publications · 18 citations

    1

    h-index

1–5