The Behaviour of the Commodity market during 1997-2012: Evidence from the London Metal Exchange

Using time-series model, the investigation seeks the different factors that affects the fluctuations of the copper market, specifically the London Metal Exchange. By investigating two periods, 1997-2002 and 2003-2012, it will highlight the different and similar factors which are considered to affect...

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Main Author: Tang, Dayle
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2013
Online Access:https://eprints.nottingham.ac.uk/26619/
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author Tang, Dayle
author_facet Tang, Dayle
author_sort Tang, Dayle
building Nottingham Research Data Repository
collection Online Access
description Using time-series model, the investigation seeks the different factors that affects the fluctuations of the copper market, specifically the London Metal Exchange. By investigating two periods, 1997-2002 and 2003-2012, it will highlight the different and similar factors which are considered to affect copper prices. There is the addition to observe the correlation coefficient of other commodity prices with copper prices. It is consider to have minimal correlation, however this could have change after the millennium year. The conclusion will indicate the similarities and difference of the two results, and identify any insignificant factors that will be explained.
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format Dissertation (University of Nottingham only)
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institution University of Nottingham Malaysia Campus
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language English
last_indexed 2025-11-14T18:56:41Z
publishDate 2013
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spelling nottingham-266192018-01-14T14:31:16Z https://eprints.nottingham.ac.uk/26619/ The Behaviour of the Commodity market during 1997-2012: Evidence from the London Metal Exchange Tang, Dayle Using time-series model, the investigation seeks the different factors that affects the fluctuations of the copper market, specifically the London Metal Exchange. By investigating two periods, 1997-2002 and 2003-2012, it will highlight the different and similar factors which are considered to affect copper prices. There is the addition to observe the correlation coefficient of other commodity prices with copper prices. It is consider to have minimal correlation, however this could have change after the millennium year. The conclusion will indicate the similarities and difference of the two results, and identify any insignificant factors that will be explained. 2013 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/26619/1/Dissertation_for_Finance_and_Investment.pdf Tang, Dayle (2013) The Behaviour of the Commodity market during 1997-2012: Evidence from the London Metal Exchange. [Dissertation (University of Nottingham only)] (Unpublished)
spellingShingle Tang, Dayle
The Behaviour of the Commodity market during 1997-2012: Evidence from the London Metal Exchange
title The Behaviour of the Commodity market during 1997-2012: Evidence from the London Metal Exchange
title_full The Behaviour of the Commodity market during 1997-2012: Evidence from the London Metal Exchange
title_fullStr The Behaviour of the Commodity market during 1997-2012: Evidence from the London Metal Exchange
title_full_unstemmed The Behaviour of the Commodity market during 1997-2012: Evidence from the London Metal Exchange
title_short The Behaviour of the Commodity market during 1997-2012: Evidence from the London Metal Exchange
title_sort behaviour of the commodity market during 1997-2012: evidence from the london metal exchange
url https://eprints.nottingham.ac.uk/26619/