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Original Articles

Pricing of non-ferrous metals futures on the London Metal Exchange

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Pages 853-880 | Published online: 20 Nov 2006

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Xiaotian Sun, Wei Fang, Xiangyun Gao, Sufang An, Tao Wu & Shuai Ren. (2023) Nonlinear dynamical analysis of metal futures price fluctuations: a recurrence quantification analysis approach. Applied Economics 55:10, pages 1142-1155.
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Nicholas Apergis, Christina Christou & James E. Payne. (2014) Precious metal markets, stock markets and the macroeconomic environment: a FAVAR model approach. Applied Financial Economics 24:10, pages 691-703.
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Joscha Beckmann & Robert Czudaj. (2013) The forward pricing function of industrial metal futures – evidence from cointegration and smooth transition regression analysis. International Review of Applied Economics 27:4, pages 472-490.
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Mohamed El Hedi Arouri, Fredj Jawadi & Prosper Mouak. (2013) Testing the efficiency of the aluminium market: evidence from London metal exchange. Applied Financial Economics 23:6, pages 483-493.
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Gloria Claudio-Quiroga, Luis A. Gil-Alana & Andoni Maiza-Larrarte. (2023) Mineral prices persistence and the development of a new energy vehicle industry in China: A fractional integration approach. Resources Policy 82, pages 103433.
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Kshitij Kakade, Aswini Kumar Mishra, Kshitish Ghate & Shivang Gupta. (2022) Forecasting Commodity Market Returns Volatility: A Hybrid Ensemble Learning GARCH‐LSTM based Approach. Intelligent Systems in Accounting, Finance and Management 29:2, pages 103-117.
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Xiangyu Chen & Jittima Tongurai. (2022) Spillovers and interdependency across base metals: Evidence from China's futures and spot markets. Resources Policy 75, pages 102479.
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Xuyuan Han, Zhenya Liu & Shixuan Wang. (2022) An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting. Journal of Commodity Markets 25, pages 100188.
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Yves Jégourel. 2021. Mineral Resources Economics 1. Mineral Resources Economics 1 35 52 .
Haiqing Hu, Di Chen, Bo Sui, Lang Zhang & Yinyin Wang. (2020) Price volatility spillovers between supply chain and innovation of financial pledges in China. Economic Modelling 89, pages 397-413.
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Viviana Fernandez. (2020) The predictive power of convenience yields. Resources Policy 65, pages 101532.
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Cetin Ciner, Brian Lucey & Larisa Yarovaya. (2020) Spillovers, integration and causality in LME non-ferrous metal markets. Journal of Commodity Markets 17, pages 100079.
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Marta Chylińska. 2019. Contemporary Trends and Challenges in Finance. Contemporary Trends and Challenges in Finance 51 57 .
Jeremías Lachman & Pablo Jack. (2017) Study of efficiency and information transmission for agricultural futures markets: a comparative analysis between Buenos Aires and Chicago using monthly and daily data. Estudios económicos 34:69, pages 3-23.
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X. Fu, C.A. Schuh & E.A. Olivetti. (2017) Materials selection considerations for high entropy alloys. Scripta Materialia 138, pages 145-150.
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Xue-hong ZHU, Hong-wei ZHANG & Mei-rui ZHONG. (2017) Volatility forecasting in Chinese nonferrous metals futures market. Transactions of Nonferrous Metals Society of China 27:5, pages 1206-1214.
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Viviana Fernandez. (2017) A historical perspective of the informational content of commodity futures. Resources Policy 51, pages 135-150.
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Marta Chylińska & Paweł Miłobędzki. 2017. Contemporary Trends and Challenges in Finance. Contemporary Trends and Challenges in Finance 57 67 .
Dan WU & Zhen-hua HU. (2016) Structural changes and volatility correlation in nonferrous metal market. Transactions of Nonferrous Metals Society of China 26:10, pages 2784-2792.
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Viviana Fernandez. (2016) Spot and Futures Markets Linkages: Does Contango Differ from Backwardation?. Journal of Futures Markets 36:4, pages 375-396.
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NIDHI CHOUDHARY, GIRISH K. NAIR & HARSH PUROHIT. (2015) VOLATILITY IN COPPER PRICES IN INDIA. Annals of Financial Economics 10:02, pages 1550008.
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Neda Todorova. (2015) The course of realized volatility in the LME non-ferrous metal market. Economic Modelling 51, pages 1-12.
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Mark Cummins, Michael Dowling & Brian M. Lucey. (2015) Behavioral influences in non-ferrous metals prices. Resources Policy 45, pages 9-22.
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Akihiro Omura, Neda Todorova, Bin Li & Richard Chung. (2015) Convenience yield and inventory accessibility: Impact of regional market conditions. Resources Policy 44, pages 1-11.
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Christian Stepanek. (2015) Comparison of commodity future pricing approaches with cointegration techniques. Journal of Financial Engineering 02:01, pages 1550002.
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Elias Sanidas. (2014) Four harmonic cycles explain and predict commodity currencies' wide long term fluctuations. Technological Forecasting and Social Change 87, pages 135-151.
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Iain J. Clark. 2014. Commodity Option Pricing. Commodity Option Pricing 303 306 .
Neda Todorova, Andrew Worthington & Michael Souček. (2014) Realized volatility spillovers in the non-ferrous metal futures market. Resources Policy 39, pages 21-31.
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Mohamed El Hedi Arouri, Shawkat Hammoudeh, Amine Lahiani & Duc Khuong Nguyen. (2013) On the short- and long-run efficiency of energy and precious metal markets. Energy Economics 40, pages 832-844.
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Jeremiah X. Johnson, Colin A. McMillan & Gregory A. Keoleian. (2013) Evaluation of Life Cycle Assessment Recycling Allocation Methods. Journal of Industrial Ecology 17:5, pages 700-711.
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Christian Stepanek, Matthias Walter & Andreas Rathgeber. (2013) Is the convenience yield a good indicator of a commodity's supply risk?. Resources Policy 38:3, pages 395-405.
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Barry A. Goss & S. Gulay Avsar. (2013) Simultaneity, Forecasting and Profits in London Copper Futures. Australian Economic Papers 52:2, pages 79-96.
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Hélyette Geman & William O. Smith. (2013) Theory of storage, inventory and volatility in the LME base metals. Resources Policy 38:1, pages 18-28.
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Mohamed El Hédi Arouri, Fredj Jawadi & Prosper Mouak. (2012) The speculative efficiency of the aluminum market: A nonlinear investigation. Économie internationale n° 126:2, pages 73-90.
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Lucía Morales & Bernadette Andreosso-O’Callaghan. (2011) Comparative analysis on the effects of the Asian and global financial crises on precious metal markets. Research in International Business and Finance 25:2, pages 203-227.
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Mohamed El Hedi Arouri, Fredj Jawadi & Prosper Mouak. (2011) The speculative efficiency of the aluminum market: A nonlinear investigation. International Economics 126-127, pages 73-89.
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Nese Erbil & Shaun Roache. (2010) How Commodity Price Curves and Inventories React to a Short-Run Scarcity Shock. IMF Working Papers 10:222, pages 1.
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Clinton Watkins & Michael McAleer. (2008) How has volatility in metals markets changed?. Mathematics and Computers in Simulation 78:2-3, pages 237-249.
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Donald D. Lien & Li Yang. (2007) Hedging with Chinese Metal Futures. SSRN Electronic Journal.
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Kshitij Abhay Kakade, Aswini Kumar Mishra, Kshitish Ghate & Shivang Gupta. (2021) Forecasting Commodity Market Returns Volatility: A Hybrid Ensemble Learning Garch-Lstm Based Approach. SSRN Electronic Journal.
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Mark Cummins, Michael M. Dowling & Brian M. Lucey. (2014) Behavioral Influences in Non-Ferrous Metals Prices. SSRN Electronic Journal.
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