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
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In the citing paper
“The involvement of these actors has exacerbated price volatility in food markets, linking food prices with the fluctuations of other financial assets, particularly during crises, as witnessed in the 2008 global recession”
From Food Financialization: Impact of Derivatives and Index Funds on Agri-Food Market Volatility (2024) · cites this paper as Liu and Tang 2010
Experimental — accuracy not yet measuredThe check wasn’t confident either way, so it gives no verdict — never disputed.
In the citing paper
“The involvement of these actors has exacerbated price volatility in food markets, linking food prices with the fluctuations of other financial assets, particularly during crises, as witnessed in the 2008 global recession”
From Food Financialization: Impact of Derivatives and Index Funds on Agri-Food Market Volatility (2024) · cites this paper as Liu and Tang 2010
Experimental — accuracy not yet measuredThe check wasn’t confident either way, so it gives no verdict — never disputed.
In the citing paper
“This interconnexion between the food system and the financial sector increases food price volatility, particularly during economic downturns like the 2008 recession (Cheng and Xiong 2014; Liu and Tang 2010).”
From Food Financialization: Impact of Derivatives and Index Funds on Agri-Food Market Volatility (2024) · cites this paper as Liu and Tang 2010
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Cited by
Sorted by citations
Food Financialization: Impact of Derivatives and Index Funds on Agri-Food Market Volatility
Venegas, M. D. R., Feregrino, J., Lay, N., & Espinosa-Cristia, J. F. (2024) · International Journal of Financial Studies · doi:10.3390/ijfs12040121 · Cited by 13
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
- Open access
- 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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