Term Structure of Basis is a theoretical construct in commodity markets that characterizes the dynamic relationship between the spot price and futures prices across different maturities by representing the evolution of the basis—the difference between spot and futures prices—as a function of time to delivery.
19
Publications
680
Citations
36
Authors
32
Institutions
Publications per year
2017–2026
2
Parents
Publications
19
Martijn Boons, Melissa Porras Prado · The Journal of Finance · 2018 · 147 citations · Full text
The October 1987 S&P 500 Stock-Futures Basis
Lawrence A. Harris · The Journal of Finance · 1989 · 33 citations
1–5 of 19
Authors
36
- RA
2
h-index
- DL
2
h-index
- NT
2
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- NC
2
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- LY
2
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1–5 of 36
Institutions
32
The University of Texas at San Antonio
San Antonio, United States
2 h-index
2 publications
131 citations
Department of Finance
Parkes, Australia
2 h-index
2 publications
51 citations
Agricultural & Applied Economics Association
Milwaukee, United States
1 h-index
1 publications
10 citations
Research Network (United States)
Kennesaw, United States
1 h-index
1 publications
24 citations
Baruch College
New York, United States
1 h-index
1 publications
52 citations
Children's Specialty Group
Norfolk, United States
1 h-index
1 publications
29 citations
Florida State University
Tallahassee, United States
1 h-index
1 publications
17 citations
University of Bristol
Bristol, United Kingdom
1 h-index
1 publications
13 citations
1–8 of 32
Venues
- Journal of Futures Markets
5 publications · 134 citations
5
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- The Journal of Finance
4 publications · 281 citations
4
h-index
- Studies in Nonlinear Dynamics and Econometrics
SNDE · 2 publications · 28 citations
2
h-index
- SSRN Electronic Journal
Repository · 2 publications · 37 citations
2
h-index
- Journal of International Financial Markets Institutions and Money
1 publications · 17 citations
1
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1–5