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An experimental investigation has been conducted into factors affecting the self-sustaining air oxidation of liquid aluminium and its alloys containing magnesium and silicon. Thermogravimetry and optical microscopy, scanning electron microscopy, and X-ray diffraction analysis have been performed to characterize the progress of oxidation and the nature of the products produced. On the basis of the results obtained, a comprehensive model is proposed capable of explaining the observed capability of producing an alumina composite material by a self-sustaining oxidation mechanism. It is proposed that aluminium/alumina transport occurs by means of the formation of gas-phase aluminium-bearing species which are then encapsulated by a liquid MgO–SiO2–Al2O3 slag phase. Subsequent precipitation of alumina from the slag phase provides the means by which alumina is continuously distributed throughout a growing alumina composite material.