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Modelling volatility persistence and asymmetry: A Study on selected Indian non-ferrous metals markets. (2014). Tripathy, Trilochan ; Gil-Alana, Luis.
In: Resources Policy.
RePEc:eee:jrpoli:v:41:y:2014:i:c:p:31-39.

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  3. Is the prediction of precious metal market volatility influenced by internet searches regarding uncertainty?. (2024). Cao, Xiangye ; Zhang, Junchao ; Li, Wei.
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  4. Bubble behaviors in lithium price and the contagion effect: An industry chain perspective. (2023). Su, Chi-Wei ; Moldovan, Nicoleta-Claudia ; Qin, Meng ; Wang, Xiao-Qing.
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  6. Mineral prices persistence and the development of a new energy vehicle industry in China: A fractional integration approach. (2023). Gil-Alana, Luis ; Claudio-Quiroga, Gloria ; Maiza-Larrarte, Andoni.
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  7. Stochastic structure of metal prices: Evidence from fractional integration non-linearities and breaks. (2022). Tripathy, Trilochan ; Aikins, Emmanuel Joel ; Gil-Alana, Luis A.
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  9. Detecting speculative bubbles in metal prices: Evidence from GSADF test and machine learning approaches. (2021). yilanci, Veli ; Ozbugday, Fatih Cemil ; Özgür, Önder ; Ozgur, Onder.
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  10. Analysis of major properties of metal prices using new methods: Structural breaks, non-linearity, stationarity and bubbles. (2021). Adewuyi, Adeolu O ; Wahab, Bashir A.
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  11. The Lithium Industry and Analysis of the Beta Term Structure of Oil Companies. (2020). Monge, Manuel ; Gil-Alana, Luis.
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  12. Co-movements and spillovers between prices of precious metals and non-ferrous metals: A multiscale analysis. (2020). Vo, Xuan Vinh ; Mensi, Walid ; Wanas, Idries Mohammad ; Ur, Mobeen ; Al-Yahyaee, Khamis Hamed.
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  13. Stationarity of prices of precious and industrial metals using recent unit root methods: Implications for markets’ efficiency. (2020). Wahab, Bashir ; Adewuyi, Adeolu O ; Adeboye, Olusegun S.
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  14. Spillovers, integration and causality in LME non-ferrous metal markets. (2020). lucey, brian ; Yarovaya, Larisa ; Ciner, Cetin.
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  15. Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes. (2020). Ghosh, Sajal ; Uddin, Gazi Salah ; Dutta, Anupam ; Kanjilal, Kakali ; Yahya, Muhammad.
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  16. Identification of the daily seasonality in gold returns and volatilities: Evidence from Shanghai and London. (2019). Liu, Huifang ; Wang, Xinya ; Huang, Shupei.
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  17. The role of trading volume, open interest and trader positions on volatility transmission between spot and futures markets. (2019). Soytas, Ugur ; Ordu-Akkaya, Beyza Mina ; Ugurlu-Yildirim, Ecenur.
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  18. Time-frequency co-movements between the largest nonferrous metal futures markets. (2019). Yoon, Seong-Min ; Albulescu, Claudiu ; Tiwari, Aviral Kumar ; Kang, Sanghoon .
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  19. Lithium: Production and estimated consumption. Evidence of persistence. (2019). Monge, Manuel ; Gil-Alana, Luis A.
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  20. Do global oil price shocks affect Indian metal market?. (2018). Kaushik, Nikhil.
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  21. The Relationship Between Prices of Various Metals, Oil and Scarcity. (2018). Máté, Domicián ; Olah, Judit ; Popp, Jozsef ; Mate, Domician ; Lakner, Zoltan ; Fekete, Maria Farkas.
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  22. Volatility Dynamics of Precious Metals: Evidence from Russia. (2017). Kirkulak, Berna ; Lkhamazhapov, Zorikto ; Kirkulak-Uludag, Berna.
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  23. The Role of Outliers and Oil Price Shocks on Volatility of Metal Prices. (2015). Manera, Matteo ; Behmiri, Niaz Bashiri .
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  24. The role of outliers and oil price shocks on volatility of metal prices. (2015). Manera, Matteo ; Behmiri, Niaz Bashiri .
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  25. Decreasing minerals׳ revenue risk by diversification of mineral production in mineral rich countries. (2015). Adibi, Nabiollah ; Ataee-pour, Majid .
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    RePEc:nva:unnvaa:wp11-2013.

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  45. Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models. (2013). Nguyen, Duc Khuong ; Chkili, Walid .
    In: Working Papers.
    RePEc:ipg:wpaper:9.

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  46. Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models. (2013). Nguyen, Duc Khuong ; Chkili, Walid ; Hammoudeh, Shawkat.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-9.

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  47. Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models. (2013). Hammoudeh, Shawkat ; Chkili, Walid .
    In: Working Papers.
    RePEc:ipg:wpaper:2013-009.

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  48. World gold prices and stock returns in China: insights for hedging and diversification strategies. (2013). Nguyen, Duc Khuong ; Lahiani, Amine ; AROURI, Mohamed ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, .
    In: Working Papers.
    RePEc:hal:wpaper:hal-00798038.

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  49. Commodity futures prices: More evidence on forecast power, risk premia and the theory of storage. (2013). Prokopczuk, Marcel ; Brooks, Chris ; Wu, Yingying.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:53:y:2013:i:1:p:73-85.

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  50. Modeling and forecasting the volatility of petroleum futures prices. (2013). Yoon, Seong-Min ; Kang, Sanghoon .
    In: Energy Economics.
    RePEc:eee:eneeco:v:36:y:2013:i:c:p:354-362.

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