| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5096897 | Journal of Econometrics | 2010 | 13 Pages |
Abstract
All the results are testable, as can be seen in the application to spot and futures non-ferrous metals prices (Al, Cu, Ni, Pb, Zn) traded in the London Metal Exchange (LME). Most markets are in backwardation and futures prices are “information dominant” in highly liquid futures markets (Al, Cu, Ni, Zn).
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Isabel Figuerola-Ferretti, Jesús Gonzalo,