Does knowledge of the cost of carry model improve commodity futures prices forecasting ability? : A case study using the London Metal Exchange lead contract
Year of publication: |
2002
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Authors: | Heaney, Richard A. |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 18.2002, 1, p. 45-65
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Subject: | Rohstoffderivat | Commodity derivative | Prognoseverfahren | Forecasting model | Theorie | Theory | Kointegration | Cointegration | Metallmarkt | Metal market | Warenbörse | Commodity exchange | Großbritannien | United Kingdom | 1964-1995 |
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