future-spot-price

  1. N

    Contango/backwardation/expected future spot price/roll yield

    Long time I went to visit the forum! I wanted to update one of my old post about contango/backwardation/expected future spot price/roll yield. To be honest, during a lot of time I was very confused by the theory and the possible representations (see graphics below) that a student could find on...
  2. Nicole Seaman

    P1.T3.22.22. Contango and backwardation in commodity futures

    Learning objectives: Compute the forward price of a commodity with storage costs. Explain how to create a synthetic commodity position and use it to explain the relationship between the forward price and the expected future spot price. Explain the impact of systematic and nonsystematic risk on...
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