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Metals price volatility, 1972-1995

Citations

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Cited by:

  1. Jonathan A. Batten & Cetin Ciner & Brian M. Lucey, 2015. "Which precious metals spill over on which, when and why? Some evidence," Applied Economics Letters, Taylor & Francis Journals, vol. 22(6), pages 466-473, April.
  2. Maryam Ahmadi & Niaz Bashiri Behmiri & Matteo Manera, 2020. "The theory of storage in the crude oil futures market, the role of financial conditions," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(7), pages 1160-1175, July.
  3. Geman, Hélyette & Smith, William O., 2013. "Theory of storage, inventory and volatility in the LME base metals," Resources Policy, Elsevier, vol. 38(1), pages 18-28.
  4. Isabel Figuerola-Ferretti & Christopher L. Gilbert, 2001. "Has Futures Trading Affected the Volatility of Aluminium Transactions Prices?," Working Papers 432, Queen Mary University of London, School of Economics and Finance.
  5. Sinha, Pankaj & Mathur, Kritika, 2013. "A study on the Price Behavior of Base Metals traded in India," MPRA Paper 47028, University Library of Munich, Germany.
  6. Gil-Alana, Luis A. & Chang, Shinhye & Balcilar, Mehmet & Aye, Goodness C. & Gupta, Rangan, 2015. "Persistence of precious metal prices: A fractional integration approach with structural breaks," Resources Policy, Elsevier, vol. 44(C), pages 57-64.
  7. Frank Ackerman & Kevin Gallagher, "undated". "Mixed Signals: Market Incentives, Recycling, and the Price Spike of 1995," GDAE Working Papers 01-02, GDAE, Tufts University.
  8. Figuerola-Ferretti, Isabel & Gilbert, Christopher L., 2001. "Price variability and marketing method in non-ferrous metals: : Slade's analysis revisited," Resources Policy, Elsevier, vol. 27(3), pages 169-177, September.
  9. Guo, Jin, 2018. "Co-movement of international copper prices, China's economic activity, and stock returns: Structural breaks and volatility dynamics," Global Finance Journal, Elsevier, vol. 36(C), pages 62-77.
  10. Dennis Alvaro & Ángel Guillén & Gabriel Rodríguez, 2017. "Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 153(1), pages 71-103, February.
  11. Gil-Alana, Luis A. & Tripathy, Trilochan, 2014. "Modelling volatility persistence and asymmetry: A Study on selected Indian non-ferrous metals markets," Resources Policy, Elsevier, vol. 41(C), pages 31-39.
  12. Weaver, Robert D & Natcher, William C, 2000. "Commodity Price Volatility under New Market Orientations," MPRA Paper 9862, University Library of Munich, Germany.
  13. Mehmet Balcilar & Zeynel Abidin Ozdemir, 2018. "The volatility effect on precious metals prices in a stochastic volatility in mean model with time-varying parameters," Working Papers 15-34, Eastern Mediterranean University, Department of Economics.
  14. Watkins, Clinton & McAleer, Michael, 2008. "How has volatility in metals markets changed?," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 78(2), pages 237-249.
  15. Diego García & Juan Ignacio Guzmán, 2020. "Short-term price volatility and reversion rate in mineral commodity markets," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 33(1), pages 217-229, July.
  16. Clinton Watkins & Michael McAleer, 2006. "Pricing of non-ferrous metals futures on the London Metal Exchange," Applied Financial Economics, Taylor & Francis Journals, vol. 16(12), pages 853-880.
  17. Alessio Trivella & Selvaprabu Nadarajah & Stein-Erik Fleten & Denis Mazieres & David Pisinger, 2021. "Managing Shutdown Decisions in Merchant Commodity and Energy Production: A Social Commerce Perspective," Manufacturing & Service Operations Management, INFORMS, vol. 23(2), pages 311-330, March.
  18. Gilbert, Christopher L., 2021. "Monopolistic supply management in world metals markets: How large was Mount Isa?," Journal of Commodity Markets, Elsevier, vol. 21(C).
  19. Etoundi Atenga, Eric Martial, 2014. "Asymmetric shocks, persistence in volatility and spillover effects between non ferrous metals on the LME spot market," MPRA Paper 61017, University Library of Munich, Germany.
  20. Dooley, Gillian & Lenihan, Helena, 2005. "An assessment of time series methods in metal price forecasting," Resources Policy, Elsevier, vol. 30(3), pages 208-217, September.
  21. Rossen, Anja, 2015. "What are metal prices like? Co-movement, price cycles and long-run trends," Resources Policy, Elsevier, vol. 45(C), pages 255-276.
  22. Brett J. Watson & Roderick G. Eggert, 2021. "Understanding relative metal prices and availability: Combining physical and economic perspectives," Journal of Industrial Ecology, Yale University, vol. 25(4), pages 890-899, August.
  23. Omura, Akihiro & Todorova, Neda & Li, Bin & Chung, Richard, 2015. "Convenience yield and inventory accessibility: Impact of regional market conditions," Resources Policy, Elsevier, vol. 44(C), pages 1-11.
  24. Adibi, Nabiollah & Ataee-pour, Majid, 2015. "Decreasing minerals׳ revenue risk by diversification of mineral production in mineral rich countries," Resources Policy, Elsevier, vol. 45(C), pages 121-129.
  25. Chen, Mei-Hsiu, 2010. "Understanding world metals prices--Returns, volatility and diversification," Resources Policy, Elsevier, vol. 35(3), pages 127-140, September.
  26. Redlinger, Michael & Eggert, Roderick, 2016. "Volatility of by-product metal and mineral prices," Resources Policy, Elsevier, vol. 47(C), pages 69-77.
  27. Ciner, Cetin & Lucey, Brian & Yarovaya, Larisa, 2020. "Spillovers, integration and causality in LME non-ferrous metal markets," Journal of Commodity Markets, Elsevier, vol. 17(C).
  28. Balcilar, Mehmet & Ozdemir, Zeynel Abidin, 2019. "The volatility effect on precious metals price returns in a stochastic volatility in mean model with time-varying parameters," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
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