Short-Term Price Formation in the U.S. Uranium Market
A. D. Owen
The Energy Journal, 1985, vol. Volume 6, issue Number 3, 37-49
Abstract:
Since the establishment of a private market for uranium in the United States in the late 1960s, the industry's fluctuating fortunes have been reflected in the short-term price of uranium as represented by NUEXCO's "exchange value."' Exchange values are current prices for current or nearterm delivery. While NUEXCO emphasizes that its exchange value is not a "spot" price in the usual sense of the word, it still is generally regarded as an indicator of uranium spot (short-term) market price levels.
JEL-codes: F0 (search for similar items in EconPapers)
Date: 1985
References: Add references at CitEc
Citations: View citations in EconPapers (1)
Downloads: (external link)
http://www.iaee.org/en/publications/ejarticle.aspx?id=1707 (text/html)
Access to full text is restricted to IAEE members and subscribers.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:aen:journl:1985v06-03-a03
Ordering information: This journal article can be ordered from
http://www.iaee.org/en/publications/ejsearch.aspx
Access Statistics for this article
More articles in The Energy Journal from International Association for Energy Economics Contact information at EDIRC.
Bibliographic data for series maintained by David Williams ().