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the claim

Simple arbitrage models effectively eliminate price differentials for a single commodity across markets

the verdict
SUPPORTED
the evidence backs this
Recorded sources
3 sources for · 0 against

Counts group repeated records of the same source within each side. They do not measure evidence strength or source independence.

Is it true that simple arbitrage models effectively eliminate price differentials for a single commodity across markets?

Yes. Economic research and empirical studies consistently show that arbitrage mechanisms drive price convergence for commodities across different markets over time.

Verdict: SUPPORTED · 3 sources for, 0 against · Last checked

The analysis

The retrieved literature documents how arbitrage and market integration drive price convergence across commodities and regions, supporting the claim.

Evidence for · 3
Commodity Futures Deliveries: Theory and Evidence From the US Corn Market
2025
Demonstrates that futures deliveries facilitate convergence through physical and paper market arbitrage.
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Fernandes, V., Kunda, E. L., & Robe, M. A. (2025). Commodity Futures Deliveries: Theory and Evidence From the US Corn Market. doi.org. https://doi.org/10.1002/fut.22585

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More for · 2
Price Convergence and Market Efficiency in Early Modern Scotland
2022
Shows that long-term commodity price convergence and market efficiency increased across regional and national markets.
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Cassidy, D. & Hanley, N. (2022). Price Convergence and Market Efficiency in Early Modern Scotland. doi.org. https://doi.org/10.3366/jshs.2022.0352

Examining spatial market efficiency under different marketing regulations: The case of Turkish lemon markets
2023
Finds that efficient arbitrage regimes operate in regional commodity markets following regulatory reforms.
Get citation
Taştan, H. & Köprücü, Y. (2023). Examining spatial market efficiency under different marketing regulations: The case of Turkish lemon markets. doi.org. https://doi.org/10.1111/agec.12792

What does the evidence say?

The retrieved literature documents how arbitrage and market integration drive price convergence across commodities and regions, supporting the claim.

Receipt History
first checked04 Aug 2026
judged → SUPPORTED · 7904 Aug 2026
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