We use data from the London Metal Exchange (LME) to forecast monthly copper returns
using the recently proposed dynamic model averaging and selection (DMA/DMS) …

The relationship among metal markets has become closer and more complicated. It is
necessary to study the causal relationship among metal markets, and then identify the …

In contrast to energy and precious metals commodities, relatively little is known about the
volatility dynamics of base (or industrial) metals commodities. To address this deficiency, this …

We examine the interrelationships in the global base metal markets over a 22 year period
1994–2016 using a variety of econometric methods. The results demonstrate the high …

Trade is an important approach to coordinating the global allocation of copper. Under the
changeable international situation, the volatile relation between trading nations plays an …

Objectives: To test the commonly espoused but little examined hypothesis that fluctuations in
the price of metal are associated with changes in the volume of metal theft. Specifically, we …

With the number of vehicles expected to increase to 1.85 billion by 2030 and the scrap
generated from end-of-life vehicles (ELVs) expected to be 3.71 billion tonnes, there is a …

Copper is essential in attaining a sustainable development path due to its prominent role in
the electromobility and renewable energy industries. In 2019 refined copper usage was 23.5 …

The aim of this paper is to study the continuous and time-varing long-run relationships
among three metals' prices, oil price, and the US dollar exchange rate. The recursive …

This study analyzes the volatility of LME futures contracts on aluminum, copper, lead, nickel
and zinc using high-frequency data. The dynamics of realized volatility is studied over the …