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1
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
Saved in:
2
Fundamentals and volatility : storage, spreads, and the dynamics of metals prices
Ng, Victor K.
- In:
The journal of business : B
67
(
1994
)
2
,
pp. 203-230
Persistent link: https://www.econbiz.de/10001164868
Saved in:
3
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
Saved in:
4
Cartel detection and collusion screening : an empirical analysis of the
London
Metal Exchange
Samà, Danilo
-
2020
London
Metal Exchange, following the allegations according to which there would be an aluminium cartel behind. As a result …
Persistent link: https://www.econbiz.de/10012856714
Saved in:
5
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
, including univariate and multivariate error correction models.
London
Metal Exchange (LME) lead cash prices, lead futures prices …
Persistent link: https://www.econbiz.de/10012923886
Saved in:
6
Margin requirements, price fluctuations and market participation in metal and stock index futures
Hardouvelis, Gikas A.
;
Kim, Dongcheol
-
1991
-
Rev
Persistent link: https://www.econbiz.de/10000830913
Saved in:
7
Manipulation of metals futures : lessons from sumitomo
Gilbert, Christopher L.
-
1997
Persistent link: https://www.econbiz.de/10000619050
Saved in:
8
Herding, anti-herding behaviour in metal commodities futures : a novel portfolio-based approach
Babalos, Vassilios
(
contributor
); …
- In:
Applied economics
47
(
2015
)
46/48
,
pp. 4952-4966
Persistent link: https://www.econbiz.de/10011318425
Saved in:
9
Does futures speculation stabilize spot prices? : Evidence from metals markets
Kocagil, Ahmet Enis
- In:
Applied financial economics
7
(
1997
)
1
,
pp. 115-125
Persistent link: https://www.econbiz.de/10001219226
Saved in:
10
Margin requirements, price fluctuations, and market participation in metal futures
Hardouvelis, Gikas A.
- In:
Journal of money, credit and banking : JMCB
27
(
1995
)
3
,
pp. 659-671
Persistent link: https://www.econbiz.de/10001190530
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