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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
refutedsupported
the weight of evidence
3 sources for · 0 against

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

Evidence for · 3
Commodity Futures Deliveries: Theory and Evidence From the US Corn Market
2025 · cited by 3
Demonstrates that futures deliveries facilitate convergence through physical and paper market arbitrage.
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The analysis

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

More for · 2
Price Convergence and Market Efficiency in Early Modern Scotland
2022 · cited by 2
Shows that long-term commodity price convergence and market efficiency increased across regional and national markets.
Examining spatial market efficiency under different marketing regulations: The case of Turkish lemon markets
2023 · cited by 1
Finds that efficient arbitrage regimes operate in regional commodity markets following regulatory reforms.
The paper trail · every fact has a biography
first checked04 Aug 2026
judged → SUPPORTED · 7904 Aug 2026
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