Sökning: "London Metal Exchange"

Visar resultat 1 - 5 av 6 uppsatser innehållade orden London Metal Exchange.

  1. 1. Forecasting monthly LME Copper returns

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Nils Lervik; Philip Thorsell; [2022-06-29]
    Nyckelord :;

    Sammanfattning : We evaluate if monthly LOCADY returns on the London Metal Exchange can be accurately predicted one, two and three months ahead. In total ten models are constructed using time-varying parameters and bandwidth optimization. LÄS MER

  3. 2. Volatility of copper prices and the effect of real interest rate changes : does the theory of storage explain the volatility of copper spot and futures prices?

    Master-uppsats, SLU/Dept. of Economics

    Författare :Moa Duvhammar; [2018]
    Nyckelord :theory of storage; copper price volatility; futures curve; conditional variance; GARCH;

    Sammanfattning : The purpose of this thesis is to determine if the predictions of the theory of storage can explain the volatility of copper prices during the past two decades. The theory predicts that decreasing interest rates should reduce the volatility of commodity prices by encouraging the smoothing of short-run price swings caused by temporary shocks to supply and demand. LÄS MER

  4. 3. Predicting Stock Markets with Commodities - An Empirical Study on the Nordic Market

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Sebastian Söderlund Tovi; John Kjellgren; [2017]
    Nyckelord :Commodities; stock returns; predictability; state-switching; trading strategy; Business and Economics;

    Sammanfattning : This study examines if commodity indices can be used to predict stock index returns on the Nordic financial markets. With a forecast period between 2000 and 2016, the study is conducted with an Ordinary Least Squares method to predict both in-sample and out-of- sample. LÄS MER

  5. 4. Using Commodities to Predict the Swedish Stock Market

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Simon Wahlström; [2016]
    Nyckelord :Out-of-sample; In-sample; Return; Swedish; Stock; Forecast; Forecasting; Prediction; Predict; Commodities; Business and Economics;

    Sammanfattning : This thesis will try to answer the question if it is possible to use commodities to predict the Swedish stock market. The question is answered by searching for an in-sample and out-of-sample predictability relationship between commodity returns and stock returns. LÄS MER

  7. 5. Is opacity-induced minor metal market volatility a threat to promising green technologies? : A study of the tellurium market

    Master-uppsats, Nationalekonomiska institutionen

    Författare :Fredrik Söderqvist; [2013]
    Nyckelord :Tellurium; Minor Metal; Market Volatility; Market Transparency; Molybdenum; Market Efficiency; REACH; SVAR; Quantitative Analysis; London Metal Exchange;

    Sammanfattning : Tellurium is one of the rarest metals in the earth’s crust. Increased demand for cadmium telluride photovoltaic cells along with an opaque pricing and quantity-reporting system, have recently caused high price volatility and a speculative bubble in the tellurium market, resulting in overstocking and depressed prices. LÄS MER