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  • July 1992 (Revised May 1996)
  • Background Note
  • HBS Case Collection

Note on Commodity Futures

By: Kenneth A. Froot, Jay O. Light and Nancy Donohue
  • Format:Print
  • | Pages:12
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Abstract

Describes how commodity futures work, what products and exchanges are available, and who the players in the commodity markets are. Also presents a careful discussion of the pricing of futures in commodity markets, focusing on cost of carry and risk premium approaches, and explaining backwardation and contango markets.

Keywords

Futures and Commodity Futures

Citation

Froot, Kenneth A., Jay O. Light, and Nancy Donohue. "Note on Commodity Futures." Harvard Business School Background Note 293-018, July 1992. (Revised May 1996.)
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About The Authors

Kenneth A. Froot

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Jay O. Light

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More from the Authors

    • July 2017
    • Journal of Financial Economics

    What Do Measures of Real-Time Corporate Sales Tell Us About Earnings Surprises and Post-announcement Returns?

    By: Kenneth A. Froot, Namho Kang, Gideon Ozik and Ronnie Sadka
    • May 2012 (Revised February 2013)
    • Faculty Research

    Innovating into Active ETFs: Factor Funds Capital Management LLC (TN)

    By: Lauren Cohen, Kenneth Froot and Timothy Gray
    • Journal of Portfolio Management

    How Institutional Investors Frame Their Losses: Evidence on Dynamic Loss Aversion from Currency Portfolios

    By: Kenneth A. Froot, John Arabadjis, Sonya Cates and Stephen Lawrence
More from the Authors
  • What Do Measures of Real-Time Corporate Sales Tell Us About Earnings Surprises and Post-announcement Returns? By: Kenneth A. Froot, Namho Kang, Gideon Ozik and Ronnie Sadka
  • Innovating into Active ETFs: Factor Funds Capital Management LLC (TN) By: Lauren Cohen, Kenneth Froot and Timothy Gray
  • How Institutional Investors Frame Their Losses: Evidence on Dynamic Loss Aversion from Currency Portfolios By: Kenneth A. Froot, John Arabadjis, Sonya Cates and Stephen Lawrence
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