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We assess the degree of connectedness among 16 metals that are critical for the production of clean energy technologies …. These commodities are the constituents of the Energy Transition Metals (ETMs) price index maintained by the International … Monetary Fund and comprise base, precious, and minor metals. We rely on Vector Autoregressive models and generalized forecast …
Persistent link: https://www.econbiz.de/10014347032
The energy transition requires substantial amounts of metals such as copper, nickel, cobalt and lithium. Are these … metals a key bottleneck? We identify metal-specific demand shocks, estimate supply elasticities and pin down the price impact … unprecedented, sustained period in a net-zero emissions scenario. The total value of metals production would rise more than four …
Persistent link: https://www.econbiz.de/10013306742
The energy transition requires substantial amounts of metals such as copper, nickel, cobalt and lithium. Are these … metals a key bottleneck? We identify metal-specific demand shocks, estimate supply elasticities and pin down the price impact … unprecedented, sustained period in a net-zero emissions scenario. The total value of metals production would rise more than four …
Persistent link: https://www.econbiz.de/10013323726
We assess the degree of connectedness among 16 metals that are critical for the production of clean energy technologies …. These commodities are the constituents of the Energy Transition Metals (ETMs) price index maintained by the International … Monetary Fund and comprise base, precious, and minor metals. We rely on Vector Autoregressive models and generalized forecast …
Persistent link: https://www.econbiz.de/10014305713
Financial times series, and commodity prices in particular, are known to exhibit fat tails in the distribution of prices. As with many natural resources price series, the arrival of new information can lead to unexpectedly rapid changes-or jump-in prices. This suggests that natural resource...
Persistent link: https://www.econbiz.de/10012038566
The energy transition requires substantial amounts of metals such as copper, nickel, cobalt and lithium. Are these … metals a key bottleneck? We identify metal-specific demand shocks, estimate supply elasticities and pin down the price impact … unprecedented, sustained period in a net-zero emissions scenario. The total value of metals production would rise more than four …
Persistent link: https://www.econbiz.de/10012651692
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 …
Persistent link: https://www.econbiz.de/10010433963
Persistent link: https://www.econbiz.de/10010360804
We examine the effect of pandemics on selected commodity prices-in particular, those of zinc, copper, lead, and oil. We set up a vector autoregressive model and analyse data since the mid-nineteenth century to determine how prices reacted to pandemics such as the 1918 Spanish Flu, 1957 Asian...
Persistent link: https://www.econbiz.de/10012320991
Modelling the underlying long-run trend of metal prices is important, given that selected metals are a source of income … volatility of primary commodity prices-metals are no exception. Recent events have led experts to believe that trends have been …
Persistent link: https://www.econbiz.de/10012265553