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What are metal prices like? Co-movement, price cycles and long-run trends

Citations

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Cited by:

  1. Liang, Xuedong & Yang, Xu & Yan, Fuhai & Li, Zhi, 2020. "Exploring global embodied metal flows in international trade based combination of multi-regional input-output analysis and complex network analysis," Resources Policy, Elsevier, vol. 67(C).
  2. Peter Buchholz & Friedrich-W. Wellmer & Dennis Bastian & Maren Liedtke, 2020. "Leaning against the wind: low-price benchmarks for acting anticyclically in the metal markets," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 33(1), pages 81-100, July.
  3. 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).
  4. Sipan Aslan & Ceylan Yozgatligil & Cem Iyigun, 2018. "Temporal clustering of time series via threshold autoregressive models: application to commodity prices," Annals of Operations Research, Springer, vol. 260(1), pages 51-77, January.
  5. 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).
  6. Yves Jégourel, 2018. "Tendances et cyclicité du prix des matières premières (partie 2) : le super-cycle des matières premières en question," Policy notes & Policy briefs 1824, Policy Center for the New South.
  7. Gil-Alana, Luis A. & Aye, Goodness C. & Gupta, Rangan, 2015. "Trends and cycles in historical gold and silver prices," Journal of International Money and Finance, Elsevier, vol. 58(C), pages 98-109.
  8. Pincheira, Pablo & Hardy, Nicolás, 2021. "Forecasting aluminum prices with commodity currencies," Resources Policy, Elsevier, vol. 73(C).
  9. 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).
  10. Guo, Tianjiao & Geng, Yong & Song, Xiaoqian & Rui, Xue & Ge, Zewen, 2023. "Tracing magnesium flows in China: A dynamic material flow analysis," Resources Policy, Elsevier, vol. 83(C).
  11. Kwas, Marek & Paccagnini, Alessia & Rubaszek, Michał, 2021. "Common factors and the dynamics of industrial metal prices. A forecasting perspective," Resources Policy, Elsevier, vol. 74(C).
  12. Marañon, Matias & Kumral, Mustafa, 2019. "Kondratiev long cycles in metal commodity prices," Resources Policy, Elsevier, vol. 61(C), pages 21-28.
  13. Bielak, Łukasz & Grzesiek, Aleksandra & Janczura, Joanna & Wyłomańska, Agnieszka, 2021. "Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling," Resources Policy, Elsevier, vol. 74(C).
  14. Rico Ihle & Ziv Bar‐Nahum & Oleg Nivievskyi & Ofir D. Rubin, 2022. "Russia’s invasion of Ukraine increased the synchronisation of global commodity prices," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 66(4), pages 775-796, October.
  15. Jung Youn Mo & Wooyoung Jeon, 2018. "The Impact of Electric Vehicle Demand and Battery Recycling on Price Dynamics of Lithium-Ion Battery Cathode Materials: A Vector Error Correction Model (VECM) Analysis," Sustainability, MDPI, vol. 10(8), pages 1-15, August.
  16. Addison, Tony & Ghoshray, Atanu, 2023. "Discerning trends in international metal prices in the presence of nonstationary volatility," Resource and Energy Economics, Elsevier, vol. 71(C).
  17. Su, Chi-Wei & Wang, Xiao-Qing & Zhu, Haotian & Tao, Ran & Moldovan, Nicoleta-Claudia & Lobonţ, Oana-Ramona, 2020. "Testing for multiple bubbles in the copper price: Periodically collapsing behavior," Resources Policy, Elsevier, vol. 65(C).
  18. Jyrki Savolainen & Michele Urbani, 2021. "Maintenance optimization for a multi-unit system with digital twin simulation," Journal of Intelligent Manufacturing, Springer, vol. 32(7), pages 1953-1973, October.
  19. Barbaglia, Luca & Wilms, Ines & Croux, Christophe, 2016. "Commodity dynamics: A sparse multi-class approach," Energy Economics, Elsevier, vol. 60(C), pages 62-72.
  20. Baffes, John & Kabundi, Alain, 2023. "Commodity price shocks: Order within chaos?," Resources Policy, Elsevier, vol. 83(C).
  21. Pincheira, Pablo & Hardy, Nicolas, 2018. "The predictive relationship between exchange rate expectations and base metal prices," MPRA Paper 89423, University Library of Munich, Germany.
  22. Pincheira Brown, Pablo & Hardy, Nicolás, 2019. "Forecasting base metal prices with the Chilean exchange rate," Resources Policy, Elsevier, vol. 62(C), pages 256-281.
  23. An, Sufang & Gao, Xiangyun & An, Haizhong & Liu, Siyao & Sun, Qingru & Jia, Nanfei, 2020. "Dynamic volatility spillovers among bulk mineral commodities: A network method," Resources Policy, Elsevier, vol. 66(C).
  24. Savolainen, Jyrki & Collan, Mikael & Kyläheiko, Kalevi & Luukka, Pasi, 2017. "On the trade-off between the leverage effect and real options thinking: A simulation-based model on metal mining investment," International Journal of Production Economics, Elsevier, vol. 194(C), pages 43-51.
  25. 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.
  26. Nekhili, Ramzi & Sultan, Jahangir & Mensi, Walid, 2021. "Co-movements among precious metals and implications for portfolio management: A multivariate wavelet-based dynamic analysis," Resources Policy, Elsevier, vol. 74(C).
  27. Salisu, Afees A. & Ndako, Umar B. & Oloko, Tirimisiyu F., 2019. "Assessing the inflation hedging of gold and palladium in OECD countries," Resources Policy, Elsevier, vol. 62(C), pages 357-377.
  28. He, Kaijian & Liu, Youjin & Yu, Lean & Lai, Kin Keung, 2016. "Multiscale dependence analysis and portfolio risk modeling for precious metal markets," Resources Policy, Elsevier, vol. 50(C), pages 224-233.
  29. Guo, Sui & Li, Huajiao & An, Haizhong & Sun, Qingru & Hao, Xiaoqing & Liu, Yanxin, 2019. "Steel product prices transmission activities in the midstream industrial chain and global markets," Resources Policy, Elsevier, vol. 60(C), pages 56-71.
  30. Tapia Cortez, Carlos A. & Hitch, Michael & Sammut, Claude & Coulton, Jeff & Shishko, Robert & Saydam, Serkan, 2018. "Determining the embedding parameters governing long-term dynamics of copper prices," Chaos, Solitons & Fractals, Elsevier, vol. 111(C), pages 186-197.
  31. Ewees, Ahmed A. & Elaziz, Mohamed Abd & Alameer, Zakaria & Ye, Haiwang & Jianhua, Zhang, 2020. "Improving multilayer perceptron neural network using chaotic grasshopper optimization algorithm to forecast iron ore price volatility," Resources Policy, Elsevier, vol. 65(C).
  32. 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).
  33. 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).
  34. Cifuentes, Sebastián & Cortazar, Gonzalo & Ortega, Hector & Schwartz, Eduardo S., 2020. "Expected prices, futures prices and time-varying risk premiums: The case of copper," Resources Policy, Elsevier, vol. 69(C).
  35. Di Shang & Chang Yu & Gang Diao, 2021. "Study on Impacts of COVID-19 Pandemic Recession Based on Monte Carlo Simulation," Prague Economic Papers, Prague University of Economics and Business, vol. 2021(6), pages 724-747.
  36. Savolainen, Jyrki, 2016. "Real options in metal mining project valuation: Review of literature," Resources Policy, Elsevier, vol. 50(C), pages 49-65.
  37. Marañon, Matias & Kumral, Mustafa, 2018. "Exploring the Elliott Wave Principle to interpret metal commodity price cycles," Resources Policy, Elsevier, vol. 59(C), pages 125-138.
  38. 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.
  39. Tano, Sofia & Pettersson, Örjan & Stjernström, Olof, 2016. "Labour income effects of the recent “mining boom” in northern Sweden," Resources Policy, Elsevier, vol. 49(C), pages 31-40.
  40. Tapia, Carlos & Coulton, Jeff & Saydam, Serkan, 2020. "Using entropy to assess dynamic behaviour of long-term copper price," Resources Policy, Elsevier, vol. 66(C).
  41. Rubaszek, Michał & Karolak, Zuzanna & Kwas, Marek, 2020. "Mean-reversion, non-linearities and the dynamics of industrial metal prices. A forecasting perspective," Resources Policy, Elsevier, vol. 65(C).
  42. Mikael Collan & Jyrki Savolainen & Pasi Luukka, 2017. "Investigating the effect of price process selection on the value of a metal mining asset portfolio," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 30(2), pages 107-115, July.
  43. Sun, Xiaotian & Fang, Wei & Gao, Xiangyun & An, Sufang & Liu, Siyao & Wu, Tao, 2021. "Time-varying causality inference of different nickel markets based on the convergent cross mapping method," Resources Policy, Elsevier, vol. 74(C).
  44. C. A. Tapia Cortez & J. Coulton & C. Sammut & S. Saydam, 2018. "Determining the chaotic behaviour of copper prices in the long-term using annual price data," Palgrave Communications, Palgrave Macmillan, vol. 4(1), pages 1-13, December.
  45. Pincheira, Pablo & Hardy, Nicolas, 2018. "Forecasting Base Metal Prices with Commodity Currencies," MPRA Paper 83564, University Library of Munich, Germany.
  46. Carpentier, Cécile & Suret, Jean-Marc, 2019. "On the performance of a stepping-stone market," Research in International Business and Finance, Elsevier, vol. 50(C), pages 226-239.
  47. Szarek, Dawid & Bielak, Łukasz & Wyłomańska, Agnieszka, 2020. "Long-term prediction of the metals’ prices using non-Gaussian time-inhomogeneous stochastic process," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 555(C).
  48. Bouri, Elie & Nekhili, Ramzi & Todorova, Neda, 2023. "Dynamic co-movement in major commodity markets during crisis periods: A wavelet local multiple correlation analysis," Finance Research Letters, Elsevier, vol. 55(PB).
  49. Zheng, Shuxian & Tan, Zhanglu & Xing, Wanli & Zhou, Xuanru & Zhao, Pei & Yin, Xiuqi & Hu, Han, 2022. "A comparative exploration of the chaotic characteristics of Chinese and international copper futures prices," Resources Policy, Elsevier, vol. 78(C).
  50. Shammugam, Shivenes & Rathgeber, Andreas & Schlegl, Thomas, 2019. "Causality between metal prices: Is joint consumption a more important determinant than joint production of main and by-product metals?," Resources Policy, Elsevier, vol. 61(C), pages 49-66.
  51. Alper Kara & Dilem Yildirim & G. Ipek Tunc, 2023. "Market efficiency in non-renewable resource markets: evidence from stationarity tests with structural changes," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(2), pages 279-290, June.
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