Concepedia

Term Structure Of Commodities

Term Structure of Commodities is a financial economics construct that represents the relationship between the futures prices of a commodity and their corresponding time to maturity, characterizing the market's forward pricing expectations across different delivery dates.

68

Publications

5.5K

Citations

140

Authors

110

Institutions

Publications per year

2017–2026

19

Variants

Commodity Term Structure

Parents

Publications

68

The Strategic and Tactical Value of Commodity Futures

Claude B. Erb, Campbell R. Harvey · Financial Analysts Journal · 2006 · 1.1K citations

, , +13

Equilibrium Forward Curves for Commodities

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

, , +16

Risk and Return in Commodity Futures

Zvi Bodie, Victor I. Rosansky · Financial Analysts Journal · 1980 · 423 citations

, , +14

Testing the Masters Hypothesis in commodity futures markets

Scott H. Irwin, Dwight R. Sanders · Energy Economics · 2011 · 334 citations

, , +13

Capturing the risk premium of commodity futures: The role of hedging pressure

Devraj Basu, Joëlle Miffre · Journal of Banking & Finance · 2013 · 206 citations

, , +17

1–5 of 68

Authors

140

  1. JM
    Joëlle Miffre

    City, University of London, United Kingdom

    5 publications · 622 citations

    5

    h-index

  2. AF
    Ana-Marı́a Fuertes

    City, University of London, United Kingdom

    3 publications · 345 citations

    3

    h-index

  3. GS
    George Skiadopoulos

    University of Piraeus, Greece

    3 publications · 267 citations

    3

    h-index

  4. RM
    Robert M. Bear

    Oral Roberts University, United States

    2 publications · 202 citations

    2

    h-index

  5. KT
    Ke Tang

    Tsinghua University, China

    2 publications · 51 citations

    2

    h-index

1–5 of 140

Institutions

110

  1. City, University of London

    London, United Kingdom

    5 h-index

    8 publications

    664 citations

  2. University of Piraeus

    Piraeus, Greece

    3 h-index

    5 publications

    493 citations

  3. Ecole des Hautes Etudes Commerciales du Nord

    Roubaix, France

    3 h-index

    3 publications

    479 citations

  4. Piraeus Bank

    Athens, Greece

    3 h-index

    5 publications

    493 citations

  5. Queen Mary University of London

    London, United Kingdom

    2 h-index

    2 publications

    226 citations

  6. Knowledge Foundation

    Stockholm, Sweden

    2 h-index

    2 publications

    105 citations

  7. Chemnitz University of Technology

    Chemnitz, Germany

    2 h-index

    2 publications

    115 citations

  8. University of Manchester

    Manchester, United Kingdom

    2 h-index

    4 publications

    210 citations

1–8 of 110

Venues

  1. The Journal of Finance

    7 publications · 1K citations

    7

    h-index

  2. Journal of Futures Markets

    5 publications · 379 citations

    6

    h-index

  3. SSRN Electronic Journal

    Repository · 5 publications · 200 citations

    5

    h-index

  4. Journal of Banking & Finance

    5 publications · 653 citations

    5

    h-index

  5. Energy Economics

    4 publications · 485 citations

    4

    h-index

1–5