Contango and Backwardation in Arbitrage-Free Futures-Markets

Hans Rau-Bredow

EconStor Preprints from ZBW - Leibniz Information Centre for Economics

Abstract: This paper gives a short recapitulation of the constraints for forward and futures prices under the condition that no risk-free profits can be achieved through arbitrage activities.

Keywords: Contango; No-Arbitrage; Backwardation; Forwards and Futures (search for similar items in EconPapers)
JEL-codes: G13 (search for similar items in EconPapers)
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:zbw:esprep:249292

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