Cited by 28Stochastic processes and financial applicationsMarket Dynamics and VolatilityFinancial Markets and Investment Strategies

The DOI matches its Crossref record; 49 of the 49 references it cites were found in a registry or an index.

No-arbitrage conditions for storable commodities and the modeling of futures term structures

Open access
Liu, Peng (Peter), Tang, Ke·2010·Journal of Banking & Finance

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Crossref · 10.1016/j.jbankfin.2010.03.013

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49 of 49 references verified0 citation errors · 0 not checkable

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Citations

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Research works printed but not linked: 2

  1. Lewis, 2007, The universe of commodity indices, Commodity Now, 11, 40
  2. Working, 1949, The theory of the price of storage, American Economic Review, 39, 1254

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Metadata

Authors
Liu, P. (., & Tang, K.
Affiliations
  • Cornell University (US)
  • Renmin University of China (CN)
Corresponding author
Tang, Ke
Venue
Journal of Banking & Finance
Publisher
Elsevier BV
Published
2010-07
Volume
34
Issue
7
Pages
1675-1687
ISSN
0378-4266 (ISSN-L)
OpenAlex
W2026039938
Cited by
28
References
49
Citations by year
2026: 1 · 2025: 1 · 2024: 2 · 2020: 1 · 2019: 2 · 2018: 3 · 2017: 1 · 2016: 2 · 2015: 3 · 2014: 6 · 2013: 1 · 2012: 1
FWCI
2.79
Type
journal article
Language
en
Locations
  • Journal of Banking & Finance (publishedVersion)
  • Cornell Peter and Stephanie Nolan School of Hotel Administration (Cornell University) (submittedVersion)
  • RePEc: Research Papers in Economics (submittedVersion)
  • eCommons (Cornell University) (submittedVersion)
Topics
  • Social Sciences › Economics, Econometrics and Finance › Finance › Stochastic processes and financial applications
  • Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Market Dynamics and Volatility
  • Social Sciences › Economics, Econometrics and Finance › Finance › Financial Markets and Investment Strategies
Keywords
storable commodities, convenience yield, no-arbitrage, commodity futures pricing, reduced-form models

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