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Spillovers, integration and causality in LME non-ferrous metal markets
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- Wang, Xiao-Qing & Wu, Tong & Zhong, Huaming & Su, Chi-Wei, 2023. "Bubble behaviors in nickel price: What roles do geopolitical risk and speculation play?," Resources Policy, Elsevier, vol. 83(C).
- Cagli, Efe Caglar, 2023. "The volatility spillover between battery metals and future mobility stocks: Evidence from the time-varying frequency connectedness approach," Resources Policy, Elsevier, vol. 86(PA).
- Gong, Xu & Xu, Jun & Liu, Tangyong & Zhou, Zicheng, 2022. "Dynamic volatility connectedness between industrial metal markets," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
- Mensi, Walid & Nekhili, Ramzi & Vo, Xuan Vinh & Kang, Sang Hoon, 2021. "Quantile dependencies between precious and industrial metals futures and portfolio management," Resources Policy, Elsevier, vol. 73(C).
- Han, Xuyuan & Liu, Zhenya & Wang, Shixuan, 2022. "An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting," Journal of Commodity Markets, Elsevier, vol. 25(C).
- Rehman, Mobeen Ur & Vo, Xuan Vinh, 2021. "Energy commodities, precious metals and industrial metal markets: A nexus across different investment horizons and market conditions," Resources Policy, Elsevier, vol. 70(C).
- Wei, Yu & Bai, Lan & Li, Xiafei, 2022. "Normal and extreme interactions among nonferrous metal futures: A new quantile-frequency connectedness approach," Finance Research Letters, Elsevier, vol. 47(PB).
- Chen, Xiangyu & Tongurai, Jittima, 2024. "Revisiting the interdependences across global base metal futures markets: Evidence during the main waves of the COVID-19 pandemic," Research in International Business and Finance, Elsevier, vol. 70(PB).
- Zhu, Xuehong & Chen, Ying & Chen, Jinyu, 2021. "Effects of non-ferrous metal prices and uncertainty on industry stock market under different market conditions," Resources Policy, Elsevier, vol. 73(C).
- Borkowski, Bolesław & Krawiec, Monika & Karwański, Marek & Szczesny, Wiesław & Shachmurove, Yochanan, 2021. "Modeling garch processes in base metals returns using panel data," Resources Policy, Elsevier, vol. 74(C).
- Hui Su & Qiaosheng Wu & Na Zhou & Yijian Zheng, 2025. "Dynamic spillover of upstream primary metals and by-product metals market and its impact from the downstream new energy vehicles market," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 38(1), pages 77-95, March.
- Andrea Bastianin & Xiao Li & Luqman Shamsudin, 2025.
"Forecasting the Volatility of Energy Transition Metals,"
Papers
2501.16069, arXiv.org, revised Jan 2025.
- Andrea Bastianin & Xiao Li & Luqman Shamsudin, 2025. "Forecasting the Volatility of Energy Transition Metals," Working Papers 2025.04, Fondazione Eni Enrico Mattei.
- Bastianin, Andrea & Li, Xiao & Shamsudin, Luqman, 2025. "Forecasting the Volatility of Energy Transition Metals," FEEM Working Papers 349169, Fondazione Eni Enrico Mattei (FEEM).
- Fernandez, Viviana & Pastén-Henríquez, Boris & Tapia-Griñen, Pablo & Wagner, Rodrigo, 2023. "Commodity prices under the threat of operational disruptions: Labor strikes at copper mines," Journal of Commodity Markets, Elsevier, vol. 32(C).
- Chen, Xiangyu & Tongurai, Jittima, 2022. "Spillovers and interdependency across base metals: Evidence from China's futures and spot markets," Resources Policy, Elsevier, vol. 75(C).
- Chen, Ying & Zhu, Xuehong & Chen, Jinyu, 2022. "Spillovers and hedging effectiveness of non-ferrous metals and sub-sectoral clean energy stocks in time and frequency domain," Energy Economics, Elsevier, vol. 111(C).
- Rakesh Shahani & Utkarsh Singhal, 2023. "Do efficient commodity markets co-move: evidence from Indian base metals market," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(3), pages 413-425, September.
- Ding, Yinghui & Chen, Shan & Li, Haoran & Sun, Qingru & Chen, Hanyu & Yu, Hui, 2023. "Causality inference among base metal, rare metal and precious metal markets," Resources Policy, Elsevier, vol. 85(PB).
- Zhang, Hongwei & Li, Zongzhen & Song, Huiling & Gao, Wang, 2024. "Insight into clean energy market’s role in the connectedness between joint-consumption metals," Energy, Elsevier, vol. 302(C).
- Raza, Syed Ali & Guesmi, Khaled & Benkraiem, Ramzi & Anwar, Rija, 2024. "Precious metals and currency markets during the Russia-Ukraine conflict’s inflationary periods," Research in International Business and Finance, Elsevier, vol. 67(PA).
- Chen, Ying & Zhu, Xuehong & Li, Hailing, 2022. "The asymmetric effects of oil price shocks and uncertainty on non-ferrous metal market: Based on quantile regression," Energy, Elsevier, vol. 246(C).
- Mensi, Walid & Rehman, Mobeen Ur & Vo, Xuan Vinh, 2021. "Risk spillovers and diversification between oil and non-ferrous metals during bear and bull market states," Resources Policy, Elsevier, vol. 72(C).
- Galán-Gutiérrez, Juan Antonio & Labeaga, José M. & Martín-García, Rodrigo, 2023. "Cointegration between high base metals prices and backwardation: Getting ready for the metals super-cycle," Resources Policy, Elsevier, vol. 81(C).
- S. A. Raza & K. Guesmi & R. Benkraiem & R. Anwar, 2024. "Precious metals and currency markets during the Russia-Ukraine conflict’s inflationary periods," Post-Print hal-04720743, HAL.
- Zolfaghari, Mehdi, 2023. "How does US tariff policy affect the relationship among crude oil, the US dollar and metal markets?," Resources Policy, Elsevier, vol. 85(PB).
- Al-Yahyaee, Khamis Hamed & Rehman, Mobeen Ur & Wanas Al-Jarrah, Idries Mohammad & Mensi, Walid & Vo, Xuan Vinh, 2020. "Co-movements and spillovers between prices of precious metals and non-ferrous metals: A multiscale analysis," Resources Policy, Elsevier, vol. 67(C).
- Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2022. "Upward/downward multifractality and efficiency in metals futures markets: The impacts of financial and oil crises," Resources Policy, Elsevier, vol. 76(C).
- Umar, Zaghum & Gubareva, Mariya & Teplova, Tamara, 2021. "The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels," Resources Policy, Elsevier, vol. 73(C).
- Ousama Ben-Salha & Mourad Zmami & Sami Sobhi Waked & Faouzi Najjar & Yazeed Mohammad Alenazi, 2025. "On the time-varying spillover between nonferrous metals prices, geopolitical risks, and global economic policy uncertainty," Economic Change and Restructuring, Springer, vol. 58(1), pages 1-26, February.