Similar Search Results

Testing the rational expectations competitive storage hypothesis

Ahti, Valtteri - 2009

Persistent link: https://www.econbiz.de/10003860177

Forecasting commodity prices with nonlinear models

Ahti, Valtteri - 2009

Persistent link: https://www.econbiz.de/10003860178

Does speculation affect spot price levels? : The case of metals with and without futures markets

Korniotis, George M. - 2009

Persistent link: https://www.econbiz.de/10003867268

Duration and characteristics of metal price cycles

Roberts, Mark Culmer - In: Resources policy 34 (2009) 3, pp. 87-102

Persistent link: https://www.econbiz.de/10003851603

The great metals boom : a retrospective

Humphreys, David - In: Resources policy 35 (2010) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10003952017

Understanding world metals prices : returns, volatility and diversification

Chen, Mei-hsiu - In: Resources policy 35 (2010) 3, pp. 127-140

Persistent link: https://www.econbiz.de/10008653220

Minerals price increases and volatility

Martinovich, Petro (ed.) - 2010

Persistent link: https://www.econbiz.de/10003876219

China's metals demand and commodity prices : a case of disruptive development?

Farooki, Masuma Zareen - In: The European journal of development research : journal … 24 (2012) 1, pp. 56-70

Persistent link: https://www.econbiz.de/10009559639

The role of outliers and oil price shocks on volatility of metal prices

Behmiri, Niaz Bashiri; Manera, Matteo - 2015

This study investigates the price volatility of metals, using the GARCH and GJR models. First we examine the persistence of volatility and the leverage effect across metal markets taking into account the presence of outliers, and second we estimate the effects of oil price shocks on the price...

Persistent link: https://www.econbiz.de/10011327443

Monetary conditions and metal prices

Baffes, John; Savescu, Cristina - In: Applied economics letters 21 (2014) 7/9, pp. 447-452

Persistent link: https://www.econbiz.de/10010414368