This paper deals with the analysis of the volatility persistence and the leverage effect across
six non-ferrous metals spot and futures series in India. Data for aluminium, copper, lead …

The London Metal Exchange (LME) is the most important centre for spot and futures trading
in the main industrially-used non-ferrous metals. In this study, data on 3-month futures …

Within the industrial metals industry, there has been a great deal of interest surrounding
trends in metals market volatility over time. This paper uses a rolling AR (1)-GARCH (1, 1) …

This paper examines the conditional volatility of daily non-ferrous LME settlement prices
over the period 1972–1995. Previous research has indicated that metals volatility, whilst …

The London Metal Exchange (LME) is a centre for spot and futures trading in the main
industrially-used non-ferrous metals. In this paper, the market for 3-month LME copper …

This paper examines the effectiveness of time-varying bivariate GARCH and GARCH-X
determined hedge ratios for six non-ferrous metals cash-futures portfolios against time …

Steel: Price Links between Primary and Scrap Markets Page 1 1 Selected Paper prepared for
presentation at the Southern Agricultural Economics Association Annual Meetings Little Rock …

This paper employs a VAR (1)-GARCH (1, 1) model to examine whether there is evidence of
asymmetry shocks, persistence in volatility and spillover effects between three reference non …

Steel has been an industry studied by many researchers and for many years because of its
industrial importance. Steel scrap utilization and prices have been analyzed since the …

This paper employs multivariate GARCH to model conditional correlations and to examine
volatility spillovers and hedging possibilities with nonferrous metals traded on the London …