This paper introduces a model for intraday copper futures prices based on a stochastic differential equation (SDE). In … characterizing linear time-variant systems. This method is applied to construct a model able to simulate the trajectories of copper … copper futures prices is rather weak. In fact, the developed model produces trajectories close to the actual data only in the …

We use data from the London Metal Exchange (LME) to forecast monthly copper returns using the recently proposed dynamic … predictive component in copper returns. Covering an out-of-sample period from May 2002 to June 2014 and employing standard …

mechanical vibration. Such concrete can accelerate the placement and reduce the labour needs for compaction and finishing. Copper …-compacted copper slag concrete. For this purpose M30 grade concrete was used and test were conducted for various proportion of sand … replaced by copper slag at 0%, 20%, 40%, 60%, 80%, 100% and silica fume were used as an admixture to the concrete …

1 Introduction -- I: Structure of the World Copper Market -- 2 Production -- 3 Consumption -- 4 Trade and Prices -- 5 … Reserves and Resources -- II: Econometric Model of the World Copper Market -- 6 Copper Market Models -- 7 Mine Production and …1.1 The Importance of Copper Copper, the red metal, has been known in histor~ for thousands of ~ears. It ma~ have been …

This paper evaluates different hedging strategies for copper futures contracts traded at the London Metal Exchange. We … copper traded at the London Metal Exchange. It is found that the VARMGARCH model estimates of time varying hedge ratio …

The purpose of this paper is to examine the empirical behavior of copper spot prices in London Metal Exchange. Based on … the particularities of the copper, various continuous processes are used. We simulate one, two and three factors … a class of stochastic volatility model has a great capacity to forecast the current copper prices …