Term Structure (papers)

Futures Volatility
 * Fuertes, M., Miffre, J. and Rallis, G. Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals (2008). SSRN
 * Simon, D. and Campasano, J. The VIX Futures Basis: Evidence and Trading Strategies (2012). Link, SSRN