Price and volatility transmission between primary and scrap metal markets

Resources, Conservation and Recycling

Volumn 53, Issue 12, 2009, Pages 664-673

  Xiarchos, Irene M ^a   Fletcher, Jerald J ^b  

^a U S DEPARTMENT OF AGRICULTURE   (United States)

^b WEST VIRGINIA UNIVERSITY   (United States)

Author keywords

Cointegration; Primary and scrap metal prices; Recycling; Volatility spillovers

Indexed keywords

COINTEGRATION; DYNAMIC INTERACTION; INFORMATION FLOWS; METAL PRICES; MULTIVARIATE TIME SERIES; PRIMARY AND SCRAP METAL PRICES; SCRAP PRICES; VOLATILITY SPILLOVERS;

COMMERCE; COSTS; LEAD; LIGHT TRANSMISSION; METALS; RECYCLING; SCRAP METAL REPROCESSING; TIME SERIES; ZINC;

SCRAP METAL;

COPPER; LEAD; METAL; ZINC;

COINTEGRATION ANALYSIS; EMPIRICAL ANALYSIS; MULTIVARIATE ANALYSIS; RECYCLING; SPILLOVER EFFECT; TIME SERIES;

ARTICLE; CONTROLLED STUDY; COST; FORECASTING; METAL INDUSTRY; PLANNING; RECYCLING; RESOURCE MANAGEMENT; TIME SERIES ANALYSIS;

EID: 69549124014     PISSN: 09213449     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.resconrec.2009.04.020     Document Type: Article

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