Price Linkages in the Copper Futures, Primary, and Scrap Markets
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References listed on IDEAS
- Kentaka Aruga & Shunsuke Managi, 2011. "Tests on price linkage between the U.S. and Japanese gold and silver futures markets," Economics Bulletin, AccessEcon, vol. 31(2), pages 1038-1046.
- Renhai Hua & Baizhu Chen, 2007. "International linkages of the Chinese futures markets," Applied Financial Economics, Taylor & Francis Journals, vol. 17(16), pages 1275-1287.
- Gonzalo, Jesus, 1994. "Five alternative methods of estimating long-run equilibrium relationships," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 203-233.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Buncic, Daniel & Moretto, Carlo, 2015.
"Forecasting copper prices with dynamic averaging and selection models,"
The North American Journal of Economics and Finance,
Elsevier, vol. 33(C), pages 1-38.
- Buncic, Daniel & Moretto, Carlo, 2014. "Forecasting Copper Prices with Dynamic Averaging and Selection Models," Economics Working Paper Series 1430, University of St. Gallen, School of Economics and Political Science.
- Todorova, Neda & Worthington, Andrew & Souček, Michael, 2014. "Realized volatility spillovers in the non-ferrous metal futures market," Resources Policy, Elsevier, vol. 39(C), pages 21-31.
- Todorova, Neda, 2015. "The course of realized volatility in the LME non-ferrous metal market," Economic Modelling, Elsevier, vol. 51(C), pages 1-12.
- Arık, Evren & Mutlu, Elif, 2014. "Chinese steel market in the post-futures period," Resources Policy, Elsevier, vol. 42(C), pages 10-17.
More about this item
Keywordsfutures market; copper scrap; brass scrap; cointegration; causality;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- L61 - Industrial Organization - - Industry Studies: Manufacturing - - - Metals and Metal Products; Cement; Glass; Ceramics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-02-01 (All new papers)
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