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The existence of metal price cycles
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Cited by:
- 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.
- Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien Mcmahon, 2008.
"Forecasting commodity prices: GARCH, jumps, and mean reversion,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(4), pages 279-291.
- Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien McMahon, 2006. "Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion," Staff Working Papers 06-14, Bank of Canada.
- Ehrlich, Lars G., 2018. "What drives nickel prices: A structural VAR approach," HWWI Research Papers 186, Hamburg Institute of International Economics (HWWI).
- Riesgo García, María Victoria & Krzemień, Alicja & Manzanedo del Campo, Miguel Ángel & Menéndez Álvarez, Mario & Gent, Malcolm Richard, 2017. "Rare earth elements mining investment: It is not all about China," Resources Policy, Elsevier, vol. 53(C), pages 66-76.
- Monge, Manuel & Gil-Alana, Luis A., 2021. "Lithium industry and the U.S. crude oil prices. A fractional cointegration VAR and a Continuous Wavelet Transform analysis," Resources Policy, Elsevier, vol. 72(C).
- Kenneth W Clements & Grace Gao, 2013.
"A Multi-Market Approach to Measuring the Cycle,"
Economics Discussion / Working Papers
13-16, The University of Western Australia, Department of Economics.
- Kenneth W Clements & Grace Gao, 2014. "A multi-market approach to measuring the cycle," Bankwest Curtin Economics Centre Working Paper series WP1404, Bankwest Curtin Economics Centre (BCEC), Curtin Business School.
- Naeem, Muhammad Abubakr & Hasan, Mudassar & Arif, Muhammad & Suleman, Muhammad Tahir & Kang, Sang Hoon, 2022. "Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications," Energy Economics, Elsevier, vol. 105(C).
- Tangyong Liu & Xu Gong & Boqiang Lin, 2021. "Analyzing the frequency dynamics of volatility spillovers across precious and industrial metal markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(9), pages 1375-1396, September.
- He, Kaijian & Lu, Xingjing & Zou, Yingchao & Keung Lai, Kin, 2015. "Forecasting metal prices with a curvelet based multiscale methodology," Resources Policy, Elsevier, vol. 45(C), pages 144-150.
- Christopher L. Gilbert, 2024. "Is there a copper super-cycle?," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 37(2), pages 359-380, June.
- Baffes, John & Kabundi, Alain, 2023.
"Commodity price shocks: Order within chaos?,"
Resources Policy, Elsevier, vol. 83(C).
- Baffes,John & Kabundi,Alain Ntumba, 2021. "Commodity Price Shocks : Order within Chaos ?," Policy Research Working Paper Series 9792, The World Bank.
- Xiarchos, Irene M. & Fletcher, Jerald J., 2009. "Price and volatility transmission between primary and scrap metal markets," Resources, Conservation & Recycling, Elsevier, vol. 53(12), pages 664-673.
- Bergmann, Dennis & O’Connor, Declan & Thümmel, Andreas, 2013. "A decomposition analysis of the EU farm gate milk price," 87th Annual Conference, April 8-10, 2013, Warwick University, Coventry, UK 158702, Agricultural Economics Society.
- Mei-Hsiu Chen & Ken W. Clements & Grace Gao, 2017. "Three Facts About World Metal Prices," Economics Discussion / Working Papers 17-05, The University of Western Australia, Department of Economics.
- Panas, E., 2001. "Long memory and chaotic models of prices on the London Metal Exchange," Resources Policy, Elsevier, vol. 27(4), pages 235-246, December.
- Vasyl Golosnoy & Anja Rossen, 2018.
"Modeling dynamics of metal price series via state space approach with two common factors,"
Empirical Economics, Springer, vol. 54(4), pages 1477-1501, June.
- Golosnoy, Vasyl & Rossen, Anja, 2014. "Modeling dynamics of metal price series via state space approach with two common factors," HWWI Research Papers 156, Hamburg Institute of International Economics (HWWI).
- Claudio-Quiroga, Gloria & Gil-Alana, Luis A. & Maiza-Larrarte, Andoni, 2023. "Mineral prices persistence and the development of a new energy vehicle industry in China: A fractional integration approach," Resources Policy, Elsevier, vol. 82(C).
- Kriechbaumer, Thomas & Angus, Andrew & Parsons, David & Rivas Casado, Monica, 2014. "An improved wavelet–ARIMA approach for forecasting metal prices," Resources Policy, Elsevier, vol. 39(C), pages 32-41.
- 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.
- Rossen, Anja, 2014. "What are metal prices like? Co-movement, price cycles and long-run trends," HWWI Research Papers 155, Hamburg Institute of International Economics (HWWI).
- Tapia, Carlos & Coulton, Jeff & Saydam, Serkan, 2020. "Using entropy to assess dynamic behaviour of long-term copper price," Resources Policy, Elsevier, vol. 66(C).
- Walter C. Labys, 2003. "New Directions in the Modeling and Forecasting of Commodity Markets," Mondes en développement, De Boeck Université, vol. 122(2), pages 3-19.
- Riesgo García, María Victoria & Krzemień, Alicja & Manzanedo del Campo, Miguel Ángel & Escanciano García-Miranda, Carmen & Sánchez Lasheras, Fernando, 2018. "Rare earth elements price forecasting by means of transgenic time series developed with ARIMA models," Resources Policy, Elsevier, vol. 59(C), pages 95-102.
- Labys, W. C. & Achouch, A. & Terraza, M., 1999. "Metal prices and the business cycle," Resources Policy, Elsevier, vol. 25(4), pages 229-238, December.
- Gilbert, Christopher L., 2022. "Cyclicality in the Prices of Tropical Crops," 96th Annual Conference, April 4-6, 2022, K U Leuven, Belgium 321165, Agricultural Economics Society - AES.
- Matyjaszek, Marta & Riesgo Fernández, Pedro & Krzemień, Alicja & Wodarski, Krzysztof & Fidalgo Valverde, Gregorio, 2019. "Forecasting coking coal prices by means of ARIMA models and neural networks, considering the transgenic time series theory," Resources Policy, Elsevier, vol. 61(C), pages 283-292.
- Catherine Kyrtsou & Walter C. Labys & Michel Terraza, 2004. "Noisy chaotic dynamics in commodity markets," Empirical Economics, Springer, vol. 29(3), pages 489-502, September.
- Yerramilli, C. & Sekhar, J.A., 2006. "A common pattern in long-term metals production," Resources Policy, Elsevier, vol. 31(1), pages 27-36, March.
- Clinton Watkins & Michael McAleer, 2004. "Econometric modelling of non‐ferrous metal prices," Journal of Economic Surveys, Wiley Blackwell, vol. 18(5), pages 651-701, December.
- Roberts, Mark C., 2009. "Duration and characteristics of metal price cycles," Resources Policy, Elsevier, vol. 34(3), pages 87-102, September.
- Chen, Yanhui & He, Kaijian & Zhang, Chuan, 2016. "A novel grey wave forecasting method for predicting metal prices," Resources Policy, Elsevier, vol. 49(C), pages 323-331.