In February 2026, Geert and members of SummerHaven’s research team published “An Index of Commodity Futures Returns Since 1871″, which was the culmination of a research project that lasted for more than 10 years. This project involved the creation of a proprietary database of daily commodity futures prices going back to 1871. We include an overview of the database below. We believe it is the most comprehensive study of the asset class to date.
The Fundamentals of Commodity Futures Returns
By Gary Gorton (School of Management, Yale University and National Bureau of Economic Research, Fumio Hayashi (Graduate School of International Corporate Strategy and National Bureau of Economic Research, and K. Geert Rouwenhorst) School of Management and Partner – SummerHaven Investment Management, circulated as a NBER/Yale ICF working paper in 2007 and subsequently published in the Review of Finance 2013.