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• W2169369150 abstract "We use an extended version of the Beveridge-Nelson (1981) decomposition and the Kalman filter to examine how the noise content, and therefore the informativeness, of the LME aluminium price has evolved since the start of aluminium trading on the LME in 1978. We compare the LME price with the reference price published in a trade journal. We also consider whether futures trading in aluminium has been associated with any change in price volatility." @default.
• W2169369150 created "2016-06-24" @default.
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• W2169369150 date "2003-01-01" @default.
• W2169369150 modified "2023-10-18" @default.
• W2169369150 title "Price Discovery in the European Aluminium Market" @default.
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