Showing 231 - 240 of 1,968
JPM XF Physical Copper Trust (“JPM Copper Trust”) and the iShares Copper Trust.The Staff's findings are summarized as … between copper inventories and copper prices …
Persistent link: https://www.econbiz.de/10013097915
By virtue of its intrinsic properties, copper is used extensively in many manufacturing industries, from the production … refined copper consumption reached over 19.5 million metric tonnes in 2011, with China accounting for 40% of the total …, the main vehicles for investing in the copper market have been equities and futures contracts. However, investors can now …
Persistent link: https://www.econbiz.de/10013100006
The purpose of this paper is to examine the behavior of copper spot prices in London Metal Exchange. Besides, we … comparison of different econometric techniques in the context of hedging the market risk of copper traded on the London Metal …
Persistent link: https://www.econbiz.de/10013100797
The question of how to price access to the copper network during the period of transition to fibre has attracted much … recovery and efficient entry, and an additional one of efficient migration to fibre. It examines a range of possible pricing … simulated using a data set for the copper local loop in France, prepared by the regulator, ARCEP. Recognising that the number of …
Persistent link: https://www.econbiz.de/10013088616
Persistent link: https://www.econbiz.de/10013167352
the Shanghai Futures Exchange for Copper and Aluminum futures in December 2013. This additional trading session is shown … to cause a structural break in the intraday behavior of prices. For Copper, the realized volatility of the regular … for Copper and Aluminum volatility and needs to be treated separately when extracting jump components from realized …
Persistent link: https://www.econbiz.de/10012898128
In this paper, the relationship between Brent oil prices, LME copper prices, Turkish gold and silver spot prices, BIST …
Persistent link: https://www.econbiz.de/10012943509
Persistent link: https://www.econbiz.de/10012873919
We use data from the London Metal Exchange (LME) to forecast monthly copper returns using the recently proposed dynamic … predictive component in copper returns. Covering an out-of-sample period from May 2002 to June 2014 and employing standard …
Persistent link: https://www.econbiz.de/10012972876
The objective of this paper is to value as a Real Option the License of a copper mine in the exploration stage. We … conceive the License of a copper mine, as the value of a call option that gives us the right to invest in the next stage. The … volatility of the Real Option using the Copeland and Antikarov methodology, the copper price, fundamental market risk of the …
Persistent link: https://www.econbiz.de/10013009516