Similar Search Results

Does the London Metal Exchange follow a random walk? : evidence from the predictability of futures prices

Otto, Sascha - In: The open economics journal 3 (2010), pp. 25-41

This paper analyses the validity of the weak-form market efficiency, using the random-walk hypothesis for the six industrial base metals - copper, aluminium, zinc, nickel, tin and lead - traded at the London Metal Exchange. I analyse the behaviour of daily and weekly prices of the daily rolling...

Persistent link: https://www.econbiz.de/10009541104

From cartels to futures : the aluminium industry, the London Metal Exchange and European competition policies : 1960s-1980s

Bertilorenzi, Marco - In: Business history 62 (2020) 5, pp. 782-814

Persistent link: https://www.econbiz.de/10012262242

Non-ferrous metal inventories and the London metal exchange : a commentary

Crowson, Phillip - In: Mineral economics : raw materials report 37 (2024) 2, pp. 343-357

Persistent link: https://www.econbiz.de/10015057037

Futures markets and fundamentals of base metals

Fernández, Viviana - In: International review of financial analysis 45 (2016), pp. 215-229

Persistent link: https://www.econbiz.de/10011581979

On the behavior of commodity prices when speculative storage is bounded

Oglend, Atle; Kleppe, Tore Selland - In: Journal of economic dynamics & control 75 (2017), pp. 52-69

Persistent link: https://www.econbiz.de/10011817139

Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices

Kuruppuarachchi, Duminda; Lin, Hai; Premachandra, I. M. - In: Economic modelling 77 (2019), pp. 92-112

Persistent link: https://www.econbiz.de/10012198434

Time-varying term structure of oil risk premia

Cortazar, Gonzalo; Liedtke, Philip; Ortega, Hector; … - In: The energy journal 43 (2022) 5, pp. 71-91

Persistent link: https://www.econbiz.de/10013412820

Inventory behavior with permanent sales shocks

Maccini, Louis J.; Moore, Bartholomew John; Schaller, … - In: Journal of economic dynamics & control 53 (2015), pp. 290-313

Persistent link: https://www.econbiz.de/10011526965

Risk premia and seasonality in commodity futures

Hevia, Constantino; Petrella, Ivan; Sola, Martin - 2016

Persistent link: https://www.econbiz.de/10011482266

A dynamic model of hedging and speculation in the commodity futures markets

Cifarelli, Giulio; Paladino, Giovanna - In: Journal of financial markets 25 (2015), pp. 1-15

Persistent link: https://www.econbiz.de/10011477250

1
2
3
4
5
6
7
8
9
10
Next
Last