Watkins, Clinton; McAleer, Michael - In: Applied Financial Economics 16 (2006) 12, pp. 853-880
The London Metal Exchange (LME) is the most important centre for spot and futures trading in the main industrially-used non-ferrous metals. In this study, data on 3-month futures contracts for aluminium, aluminium alloy, copper, lead, nickel, tin, and zinc are analysed. The risk premium...