Can oil prices help estimate commodity futures prices? The cases of copper and silver

Resources Policy

Volumn 35, Issue 4, 2010, Pages 283-291

  Cortazar, Gonzalo ^a   Eterovic, Francisco ^a  

^a PONTIFICIA UNIVERSIDAD CATÓLICA DE CHILE   (Chile)

Author keywords

Commodity futures; Copper; Oil; Price estimation; Silver

Indexed keywords

COMMODITY FUTURES; FUTURES CONTRACT; HIGHLY-CORRELATED; LONG TERM; LONG TERM PROCESS; LONG-TERM INVESTMENT; LOWER CORRELATION; MULTI-COMMODITY; NONSTATIONARY; OIL; OIL PRICES; PRICE ESTIMATION; RISK FACTORS; SHORT TERM; STOCHASTIC PROCESS; TERM STRUCTURE; VOLATILITY STRUCTURE;

COPPER; COSTS; ESTIMATION; EXTRAPOLATION; RANDOM PROCESSES; SILVER; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

CONTRACTS;

COMMODITY MARKET; COMMODITY PRICE; COPPER; ESTIMATION METHOD; OIL SUPPLY; PRICE DETERMINATION; SILVER; STOCHASTICITY;

EID: 78349307274     PISSN: 03014207     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.resourpol.2010.07.004     Document Type: Article

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