Non-ferrous metals price volatility: A component analysis

Resources Policy

Volumn 27, Issue 3, 2001, Pages 199-207

  McMillan, David G ^a   Speight, Alan E H ^b  

^a UNIVERSITY OF ST ANDREWS   (United Kingdom)

^b SWANSEA UNIVERSITY   (United Kingdom)

Author keywords

Component model; Conditional variance; Non ferrous metals

Indexed keywords

COSTS; DECOMPOSITION; MARKETING; RISK MANAGEMENT;

METALS VOLATILITY;

NONFERROUS METALS;

COMMODITY MARKET; MARKET CONDITIONS; METALS INDUSTRY; PRICE DYNAMICS;

EID: 0035467041     PISSN: 03014207     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0301-4207(01)00019-8     Document Type: Article

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