Theory of storage, inventory and volatility in the LME base metals

Resources Policy

Volumn 38, Issue 1, 2013, Pages 18-28

  Geman, Hélyette ^a   Smith, William O ^a  

^a UNIVERSITY OF LONDON   (United Kingdom)

Author keywords

Base metals; Convenience yield; Futures curve; Inventory; Storage; Volatility; Working curve

Indexed keywords

BASE METALS; CONVENIENCE YIELD; FUTURES CURVE; INVENTORY; VOLATILITY; WORKING CURVE;

ALUMINUM; COPPER; ENERGY STORAGE; FORECASTING; TIN;

COSTS;

BASE METAL; COMMODITY MARKET; COMMODITY PRICE; ECONOMIC THEORY; INVENTORY; PRICE DYNAMICS; STORAGE;

EID: 84873269106     PISSN: 03014207     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.resourpol.2012.06.014     Document Type: Article

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