Market Contango
Market Contango is a forward price structure in commodity markets where the futures price exceeds the spot price, reflecting the cost of carry and indicating that market participants expect the commodity's future value to be higher than its current value under conditions of adequate supply and normal market functioning.
11
Publications
274
Citations
25
Authors
18
Institutions
Publications per year
2017–2026
8
Variants
Contango
Parents
11
Ari Daniel Levine, Yao Hua Ooi, Matthew Richardson et al. · Financial Analysts Journal · 2018 · 44 citations · Full text
Fractional cointegration in bitcoin spot and futures markets
Jinghong Wu, Ke Xu, Xinwei Zheng et al. · Journal of Futures Markets · 2021 · 39 citations · Full text
The Negative Pricing of the May 2020 WTI Contract
Adrián Fernández-Pérez, Ana-Marı́a Fuertes, Joëlle Miffre · The Energy Journal · 2022 · 21 citations · Full text
Social Sciences, Economics, Finance +17
1–5 of 11
25
3
h-index
2
h-index
2
h-index
Southern Illinois University Carbondale, United States
1 publications · 11 citations
1
h-index
1
h-index
1–5 of 25
18
Audencia Business School
Nantes, France
2 h-index
2 publications
40 citations

City, University of London
London, United Kingdom
2 h-index
2 publications
68 citations
Auckland University of Technology
Auckland, New Zealand
2 h-index
2 publications
68 citations
Norwegian School of Economics
Bergen, Norway
1 h-index
1 publications
12 citations
The University of Texas at Dallas
Richardson, United States
1 h-index
1 publications
44 citations
Queen's University
Kingston, Canada
1 h-index
1 publications
39 citations
University of San Francisco
San Francisco, United States
1 h-index
1 publications
14 citations
Xiaomi (China)
Beijing, China
1 h-index
1 publications
44 citations
1–8 of 18
2 publications · 28 citations
2
h-index
1 publications · 21 citations
1
h-index
Repository · 1 publications · 19 citations
1
h-index
FAJ · 1 publications · 44 citations
1
h-index
1 publications · 36 citations
1
h-index
1–5