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What are metal prices like? Co-movement, price cycles and long-run trends

Anja Rossen

No 155, HWWI Research Papers from Hamburg Institute of International Economics (HWWI)

Abstract: 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.

Keywords: metal prices; co-movement; price cycles; super cycles (search for similar items in EconPapers)
JEL-codes: C41 E32 Q31 (search for similar items in EconPapers)
Date: 2014
New Economics Papers: this item is included in nep-mac
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https://www.econstor.eu/bitstream/10419/104546/1/806861290.pdf (application/pdf)

Related works:
Journal Article: What are metal prices like? Co-movement, price cycles and long-run trends (2015) Downloads
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Persistent link: https://EconPapers.repec.org/RePEc:zbw:hwwirp:155

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