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Walvelet Analysis of Commodity Price Behavior

✍ Scribed by Russell Davidson; Walter C. Labys; Jean-Baptiste Lesourd


Book ID
110265940
Publisher
Springer US
Year
1997
Tongue
English
Weight
337 KB
Volume
11
Category
Article
ISSN
1572-9974

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An empirical analysis of commodity prici
✍ Richard Heaney πŸ“‚ Article πŸ“… 2006 πŸ› John Wiley and Sons 🌐 English βš– 381 KB

## Abstract Commodity pricing models generally explain the link between commodity prices and stock levels in terms of a stock‐out constraint or a convenience yield. Analysis of this link is provided using monthly London Metals Exchange copper, lead, and zinc prices obtained for the period November