Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/104546 
Autor:innen: 
Erscheinungsjahr: 
2014
Schriftenreihe/Nr.: 
HWWI Research Paper No. 155
Verlag: 
Hamburgisches WeltWirtschaftsInstitut (HWWI), Hamburg
Zusammenfassung: 
This study explores the dynamics of monthly metal prices during the past 100 years. On the basis of a unique data set, co-movement, price cycles and long-run trends are analyzed by means of common statistical methods and the results are compared to the findings in the literature. Due to its large number of monthly observations (1224) and high number of price series (20), this data set has a huge advantage. Findings suggest that some results in the literature are specific for non-ferrous and precious metals and do not necessarily carry over to other metals like steel alloys, electrical metals, light metals, steel or iron ore. However, other results in the literature can be confirmed by the analysis of this comprehensive data set.
Schlagwörter: 
metal prices
co-movement
price cycles
super cycles
JEL: 
C41
E32
Q31
Dokumentart: 
Working Paper

Datei(en):
Datei
Größe
956.62 kB





Publikationen in EconStor sind urheberrechtlich geschützt.