Pricing of non-ferrous metals futures on the London metal exchange
Year of publication: |
2006
|
---|---|
Authors: | Watkins, Clinton ; McAleer, Michael |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 16.2006, 12 (1.8.), p. 853-880
|
Subject: | NE-Metall | Non-ferrous metal | Rohstoffderivat | Commodity derivative | Risikoprämie | Risk premium | Effizienzmarkthypothese | Efficient market hypothesis | Allokationseffizienz | Allocative efficiency | Großbritannien | United Kingdom | 1986-1999 |
-
Basoglu, Mustafa Serdar, (2014)
-
Time-varying hedge ratios for non-ferrous metals prices
McMillan, David G., (2005)
-
Market efficiency and information content of Indian commodity futures markets
Pandey, Vikas, (2017)
- More ...
-
Econometric modelling of non-ferrous metal prices
Watkins, Clinton, (2004)
-
McAleer, Michael, (2019)
-
McAleer, Michael, (2018)
- More ...