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Original Articles

Market power and primary commodity prices: the case of copper

Pages 775-778 | Published online: 24 Aug 2007

References

  • Cortazar , G , Schwartz , E and Riera , F . 2000 . “ Market-based forecasts of commodity prices using futures real options: theory meets practice, in 4th Annual International Conference ” . 7 – 8 . Cambridge University/ROG Cambridge . July
  • Engle , RF and Granger , CWJ . 1987 . Co-integration and error correction: representation, estimation and testing . Econometrica , 55 : 251 – 76 .
  • Ridler , D and Yandle , CA . 1972 . A simplified method for analyzing the effects of exchange rate changes on exports of a primary commodity . IMF Staff Papers , 19 : 559 – 75 .
  • Sjaastad , LA and Scacciavillani , F . 1996 . The price of gold and the exchange rates . Journal of International Money and Finance , 15 : 879 – 97 .

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