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The information flow and market efficiency between th US and Chinese aluminium and copper futures markets

Fung, Hung-gay; Liu, Qingfeng Wilson; Tse, Yiuman - In: The journal of futures markets 30 (2010) 12, pp. 1192-1209

Persistent link: https://www.econbiz.de/10008901289

Price discovery for copper futures in informationally linked markets

Li, Xindan; Zhang, Bing - In: Applied economics letters 16 (2009) 13/15, pp. 1555-1558

Persistent link: https://www.econbiz.de/10003894990

Cobre, futuros y Codelco : una perspectiva econométrica

Hussey, Robert Miller; Quiróz, Jorge A. - 1995

Persistent link: https://www.econbiz.de/10000946442

Copper, futures and Codelco

Hussey, Robert Miller - In: Revista de análisis económico 12 (1997) 1, pp. 63-84

Persistent link: https://www.econbiz.de/10001229305

Hedging Bitcoin with commodity futures : an analysis with copper, gas, gold, and crude oil futures

Joo, Young C.; Park, Sung Y. - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10014534817

Evidence of Arbitrage Trading Activity : The Case of Chinese Copper Futures Contracts

Brooks, Robert; Li, Yang - 2020

Several unique insights are documented based on a study of copper futures contracts traded in the U.S. and China. Based … market and U.S. copper nearly so. In contrast, the Chinese gold and silver futures markets appear to reflect an unarbitraged … market whereas the Chinese copper market is characterized as somewhat arbitraged. We explore various reasons for this …

Persistent link: https://www.econbiz.de/10014352078

A tale of two contracts : was the SHFE copper futures market disrupted by the listing of INE bonded copper futures?

Xiong, Tao; Li, Miao - In: The journal of futures markets 44 (2024) 2, pp. 281-301

Persistent link: https://www.econbiz.de/10014475473

Evidence of arbitrage trading activity : the case of Chinese metal futures contracts

Li, Yang; Brooks, Robert - In: Emerging markets review 51 (2022) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10013418814

An analysis of the market efficiency of the Chinese copper futures based on intertemporal and intermarket arbitrages

Zhang, Huiming; Qian, Siji; Ma, Zhen - In: International review of financial analysis 94 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10014543946

Information Flows Across Wheat Futures Markets

Motengwe, Chris - 2015

We study information flows across four wheat futures markets on four continents: Zhengzhou Commodity Exchange (ZCE), South African Futures Exchange (SAFEX), Euronext/Liffe, and Kansas City Board of Trade (KCBT). Three main approaches have been applied: cointegration techniques, VAR analysis, and...

Persistent link: https://www.econbiz.de/10013024930

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