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

Authors

25

  1. JM
    Joëlle Miffre

    City, University of London, United Kingdom

    3 publications · 87 citations

    3

    h-index

  2. AF
    Ana-Marı́a Fuertes

    City, University of London, United Kingdom

    2 publications · 68 citations

    2

    h-index

  3. AF
    Adrián Fernández-Pérez

    Auckland University of Technology, New Zealand

    2 publications · 68 citations

    2

    h-index

  4. DR
    Dwight R. Sanders

    Southern Illinois University Carbondale, United States

    1 publications · 11 citations

    1

    h-index

  5. CS
    Caroline Sasseville

    Kellogg's (Canada), Canada

    1 publications · 44 citations

    1

    h-index

1–5 of 25

Venues

  1. Energy Economics

    2 publications · 28 citations

    2

    h-index

  2. The Energy Journal

    1 publications · 21 citations

    1

    h-index

  3. SSRN Electronic Journal

    Repository · 1 publications · 19 citations

    1

    h-index

  4. Financial Analysts Journal

    FAJ · 1 publications · 44 citations

    1

    h-index

  5. Resources Policy

    1 publications · 36 citations

    1

    h-index

1–5