Nonlinear effects of financial factors on fluctuations in nonferrous metals prices: A Markov-switching VAR analysis

Because of the irreversibility of financialization in nonferrous metals markets, the security of nonferrous metals resources has shifted from a supply security mode based on “production-supply” towards an economic security mode based on “trade-finance”. Thus, the pricing mechanism of nonferrous meta...

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Veröffentlicht in:	Resources policy 2019-06, Vol.61, p.489-500
Hauptverfasser:	Chen, Jinyu, Zhu, Xuehong, Zhong, Meirui
Format:	Artikel
Sprache:	eng
Schlagworte:	Commodity markets Comparative analysis Coordination compounds Copper Dynamic characteristics Econometrics Economic models Empirical analysis Finance Financial factor Financial factors Futures Markets Markov chains Metals MS-VAR model Nonferrous metals Nonferrous metals prices Nonlinear analysis Nonlinear effect Nonlinearity Petroleum Prices Security Supply & demand Switching Variation Volatility
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