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Modeling dynamics of metal price series via state space approach with two common factors
Golosnoy, Vasyl; Rossen, Anja - 2014
In this paper we model the dynamics of 100 years long monthly price series of eight non-ferrous and precious metals. Applying the state space framework we impose and identify two common factors related to non-ferrous and precious metals, respectively, which exhibit quite distinct autoregressive...
Persistent link: https://www.econbiz.de/10010433963
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Modeling dynamics of metal price series via state space approach with two common factors
Golosnoy, Vasyl; Rossen, Anja - In: Empirical economics : a journal of the Institute for … 54 (2018) 4, pp. 1477-1501
Persistent link: https://www.econbiz.de/10011949567
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Commodities and commodity derivatives : modeling and pricing for agriculturals, metals and energy
Geman, Hélyette - 2005
markets -- The structure of metal markets and metal prices -- The oil market as a world market -- The gas market as the energy …
Persistent link: https://www.econbiz.de/10002392736
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Metals' Price Elasticity of Normalized Excess Supply
Bashiri, Ali - 2020
relationship between metals' prices and normalized excess supply. We utilize Commodity Exchange prices, the World Bureau of Metal … Statistics production and consumption data, as well as inventory data from the London Metal Exchange, Commodity Exchange, and …
Persistent link: https://www.econbiz.de/10012822752
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Predicting white metal prices by a commodity sensitive exchange rate
Ciner, Cetin - In: International review of financial analysis 52 (2017), pp. 309-315
Persistent link: https://www.econbiz.de/10011868761
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Pricing Metal Futures. The Two-Regime-Pricing Model revisited
Lassak, Matthias - 2017 - 1st ed.
Pricing Metal Futures. The Two-Regime-Pricing Model revisited -- Vorwort -- Abstract -- Contents -- List of … Abbreviations -- List of Figures -- List of Tables -- 1 Introduction -- 2 Literature review -- 3 Statistical Properties of Metal … Business Cycle Effects -- 4 Pricing Metal Futures -- 4.1 TRP Model Setup -- 4.2 TRP Model Analysis -- 4.3 Parameter Estimation …
Persistent link: https://www.econbiz.de/10014021696
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Optimization of sheet metal products
Birkhofer, Herbert (contributor) - In: Operations research proceedings 2005 : selected papers …, (pp. 327-336). 2006
Persistent link: https://www.econbiz.de/10003355393
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The metal resources (METRO) model : a dynamic partial equilibrium model for metal markets applied to rare earth elements
Pothen, Frank - 2013
This paper presents the METal ResOurces (METRO) model, a partial equilibrium model tailored for metal markets. It … calibrated to a large number of metal markets. Rare Earth Elements are the first group of metals for which the model is …
Persistent link: https://www.econbiz.de/10010225539
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The Metal Resources (METRO) Model. A Dynamic Partial Equilibrium Model for Metal Markets Applied to Rare Earth Elements
Pothen, Frank - 2014
This paper presents the METal ResOurces (METRO) model, a partial equilibrium model tailored for metal markets. It … calibrated to a large number of metal markets. Rare Earth Elements are the first group of metals for which the model is …
Persistent link: https://www.econbiz.de/10014149870
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Organisation des Umweltschutzes in Industriebetrieben
Jacobs, Rolf - 1994
Persistent link: https://www.econbiz.de/10013198783