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Modeling risk premia in commodity forward prices : some evidence from the London Metal Exchange

Hall, Stephen G. - In: Review of futures markets 8 (1989) 2, pp. 200-217

Persistent link: https://www.econbiz.de/10001083705

Does knowledge of the cost of carry model improve commodity futures prices forecasting ability? : A case study using the London Metal Exchange lead contract

Heaney, Richard A. - In: International journal of forecasting 18 (2002) 1, pp. 45-65

Persistent link: https://www.econbiz.de/10001641600

Cartel detection and collusion screening : an empirical analysis of the London Metal Exchange

Samà, Danilo - 2020

In order to fight collusive behaviors, the best scenario for competition authorities would be the possibility to analyze detailed information on firms' costs and prices, being the price-cost margin a robust indicator of market power. However, information on firms' costs is rarely available. In...

Persistent link: https://www.econbiz.de/10012856714

Does Knowledge of the Cost of Carry Model Improve Commodity Futures Price Forecasting Ability? A Case Study Using the London Metal Exchange Lead Contract

Heany, Richard - 2018

The use of futures prices to predict commodity cash prices is important both to practitioners and researchers yet the literature provides conflicting results on the ability of futures prices to predict cash prices. Brenner and Kroner [Journal of Financial and Quantitative Analysis 30 (1995) 23]...

Persistent link: https://www.econbiz.de/10012923886