The Futures Market Efficiency of Gold, Silver and Copper
| Author | : Shen Cao |
| Publisher | : |
| Total Pages | : |
| Release | : 2007 |
| Genre | : |
| ISBN | : |
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The Futures Market Efficiency Of Gold Silver And Copper PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download The Futures Market Efficiency Of Gold Silver And Copper PDF full book. Access full book title The Futures Market Efficiency Of Gold Silver And Copper.
Price Discovery and Spill-Over Impact in The Indian Commodity Futures Market
| Author | : Chinmaya Behera |
| Publisher | : |
| Total Pages | : 16 |
| Release | : 2017 |
| Genre | : |
| ISBN | : |
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Price discovery and risk management are two major important economic functions of futures market. Price discovery gives competitive reference (futures) price from which spot price can be derived. The study examines price discovery and spill-over impact in the Indian futures market using metal and energy futures. Sample data consist of daily futures and spot closing price from 1st June, 2005 to 29th January 2016 for gold, silver and copper. Using cointegration and error correction mechanism, the study finds the fair price discovery in the futures market. The study also finds that price discovery takes place first in the futures market then transgresses to spot market. Ratio of standard deviation is used to check the market efficiency in the futures market and it is found that gold market is not efficient as it fails to incorporate all the information available in the market. Using BEKK model volatility spill-over impact is observed to be statistically significant in all the commodity spot and futures returns. Bidirectional shocks transmission can be observed across the commodities like gold, silver and copper which means shocks in the futures market do have impact on spot market volatility for gold, silver and copper.
The New Precious Metals Market
| Author | : Philip Gotthelf |
| Publisher | : Irwin Professional Publishing |
| Total Pages | : 264 |
| Release | : 1998 |
| Genre | : Business & Economics |
| ISBN | : |
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Philip Gotthelf shows readers exactly how to profit from changes sweeping the precious metals marketplace. Authoritative and full of fresh insights from one of the top experts in the field, this book is the first truly original book on precious metals in years.
Price Controls and Futures Contracts
| Author | : Richard M. Levich |
| Publisher | : |
| Total Pages | : 36 |
| Release | : 1980 |
| Genre | : Copper |
| ISBN | : |
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Testing Efficiency of the Copper Futures Market
| Author | : Dimitris Kenourgios |
| Publisher | : |
| Total Pages | : 18 |
| Release | : 2005 |
| Genre | : |
| ISBN | : |
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This paper investigates the joint hypothesis of market efficiency and unbiasedness of futures prices for the copper futures contract traded on the London Metal Exchange. This contract is of particular importance given the usage and properties of the underlying commodity and its highest share of trading during the last decade, in an exchange which is the centre of the world's trading in copper. The data contain prices from two different copper futures contracts (three and fifteen months maturity) covering the decade of 1990s, a very volatile and turbulent period for the copper market worldwide. Unlike previous studies, it tests for both long-run and short-run efficiency using cointegration and error correction model. Our results show that the market is not efficient and do not provide unbiased estimates of future copper spot prices, which has important implications for the users of this market.
Precious Metals Trading
| Author | : Philip Gotthelf |
| Publisher | : Wiley |
| Total Pages | : 340 |
| Release | : 2005-05-06 |
| Genre | : Business & Economics |
| ISBN | : 0471747440 |
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A detailed look at how to profit in the precious metals market Today, gold, silver, platinum, and palladium offer a new and different profit potential for those who understand the impact of new technologies, new economic forces, and new demographics. Updated to reflect changes in this market since the mid-1990s, The Precious Metals Trader focuses on new developments that could translate into serious profit-making trends-from electrically-generated automobiles that could substantially increase demand for platinum to the increased use of composites in dentistry, which could negatively impact the use of both silver and gold. The Precious Metals Trader also explains the supply/demand fundamentals of the four precious metals-gold, silver, platinum, and palladium-and provides projections about long-term trends and profit opportunities that will coincide with them. Filled with fresh insights from Philip Gotthelf-one of the top experts in this field-The Precious Metals Trader offers readers the guidance they need to trade profitably within this dynamic market. Philip Gotthelf (Closter, NJ) publishes the Commodex System-the oldest daily futures trading system published in the world-and the Commodity Futures Forecast Service. He is also President of Equidex Incorporated and Equidex Brokerage Group Inc.
The Gold Futures Market
| Author | : Kathleen Neal |
| Publisher | : |
| Total Pages | : 270 |
| Release | : 1987 |
| Genre | : Commodity exchanges |
| ISBN | : |
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Will Precious Metals Shine? A Market Efficiency Perspective
| Author | : Amélie Charles |
| Publisher | : |
| Total Pages | : 25 |
| Release | : 2014 |
| Genre | : |
| ISBN | : |
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Precious metals (gold, silver, and platinum) have become an important part of investment portfolios for individuals as well as for institutions. A key question is whether investors should actively trade these metals to time the market or whether they should take a buy-and-hold strategy. This paper examines the weak-form efficiency of precious metals markets with this question in mind, using the automatic portmanteau and variance ratio tests. It is found that return predictability of these markets has been changing over time, depending on prevailing economic and political conditions. The return predictability of gold and silver markets have been showing a downward trend, implying that the degree of the weak-form efficiency of these markets have been gradually improving. In particular, the gold market has been highly efficient recently, showing the highest degree of market efficiency among the three precious metals markets. The overall evidence suggest an buy-and-hold strategy, but profit opportunities may arise from time to time depending on prevailing economic or political conditions.
The Efficiency of the Precious Metals Futures Market [microform]
| Author | : Ying-Foon Chow |
| Publisher | : National Library of Canada = Bibliothèque nationale du Canada |
| Total Pages | : 340 |
| Release | : 1995 |
| Genre | : Commodity futures |
| ISBN | : 9780612072763 |
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Precious Metals
| Author | : Michael C. Thomsett |
| Publisher | : |
| Total Pages | : 15 |
| Release | : 2010 |
| Genre | : Business enterprises |
| ISBN | : 9781282872905 |
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Understand the demand for gold, silver, and other key metals--so you can invest in metals far more successfully. Market watchers closely follow precious metals futures, whether purchased through the commodities market or ETFs. Precious metals directly affect many aspects of the market, including currency valuation, and their value responds immediately to news. Metals, however, aren't merely speculative tools: They're widely used in manufacturing. This article examines demand for six key metals: gold, silver, copper, aluminum, platinum, and palladium ...
