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SSRNEconometrics & Forecasting

Econometric Modelling of Non-Ferrous Metal Prices

The empirical models and distributional properties of prices in nonferrous metals spot and futures markets significantly affect the selection of contract, data frequency, variables, model type, estimation methods, and diagnostic tests.

Featured in No. 76 on 27 Nov 2024 · 5 days after release · 0 citations today

Released
22 Nov 2024
First featured
No. 76 · 27 Nov 2024
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Identifier
SSRN 5029924

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