Lim, Byungkwon; Kim, Hyeon Sook; Park, Jaehwan - In: Economies : open access journal 8 (2020) 2/36, pp. 1-9
The motivation of this paper is to identify the effect of treatment charge (TC) on LME (London Metal Exchange) copper … finds a statistically significant negative link between TC and LME copper prices. It is found that a 10% increase in TC of … copper decreases in copper return by 1.8%. Subsequently, the vector autoregression (VAR) model is introduced to consider the …
