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Simultaneity, Forecasting and Profits in London Copper Futures

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  • Barry A. Goss
  • S. Gulay Avsar

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  • Barry A. Goss & S. Gulay Avsar, 2013. "Simultaneity, Forecasting and Profits in London Copper Futures," Australian Economic Papers, Wiley Blackwell, vol. 52(2), pages 79-96, June.
    • Handle: RePEc:bla:ausecp:v:52:y:2013:i:2:p:79-96
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    4. Burton G. Malkiel, 2003. "The Efficient Market Hypothesis and Its Critics," Working Papers 111, Princeton University, Department of Economics, Center for Economic Policy Studies..
    5. Banerjee, Anindya & Dolado, Juan J. & Galbraith, John W. & Hendry, David, 1993. "Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data," OUP Catalogue, Oxford University Press, number 9780198288107.
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    9. Hsieh, David A & Kulatilaka, Nalin, 1982. "Rational Expectations and Risk Premia in Forward Markets: Primary Metals at the London Metals Exchange," Journal of Finance, American Finance Association, vol. 37(5), pages 1199-1207, December.
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    21. Rausser, Gordon C & Carter, Colin, 1983. "Futures Market Efficiency in the Soybean Complex," The Review of Economics and Statistics, MIT Press, vol. 65(3), pages 469-478, August.
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    25. Evans, G B A & Savin, N E, 1981. "Testing for Unit Roots: 1," Econometrica, Econometric Society, vol. 49(3), pages 753-779, May.
    26. David E. A. Giles & Barry A. Goss & Olive P. L. Chin, 1985. "Intertemporal Allocation in the Corn and Soybean Markets with Rational Expectations," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 67(4), pages 749-760.
    27. Burton G. Malkiel, 2003. "The Efficient Market Hypothesis and Its Critics," Journal of Economic Perspectives, American Economic Association, vol. 17(1), pages 59-82, Winter.
    28. Holbrook Working, 1953. "Hedging Reconsidered," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 35(4), pages 544-561.
    29. Burton G. Malkiel, 2003. "The Efficient Market Hypothesis and Its Critics," Working Papers 111, Princeton University, Department of Economics, Center for Economic Policy Studies..
    30. Moore, Michael J & Cullen, Ursula, 1995. "Speculative Efficiency on the London Metal Exchange," The Manchester School of Economic & Social Studies, University of Manchester, vol. 63(3), pages 235-256, September.
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    Cited by:

    1. Sánchez Lasheras, Fernando & de Cos Juez, Francisco Javier & Suárez Sánchez, Ana & Krzemień, Alicja & Riesgo Fernández, Pedro, 2015. "Forecasting the COMEX copper spot price by means of neural networks and ARIMA models," Resources Policy, Elsevier, vol. 45(C), pages 37-43.

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