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- W2376234782 abstract "This paper uses Geweke decomposition test to study the relationship between fund speculation behavior and copper price on international future market from June 13,2006 to June 18,2013. The result shows that copper price on international future market has a one-way long-term causal relationship with fund speculation,but there is a two-way short-term causal relationship between the two. From the feedback,the causal relationship is mainly the short-term causal relation. This suggests that fund speculation is not the essential cause of the long-term volatility in copper price,but it makes the copper price fluctuate heavily in the short term." @default.
- W2376234782 created "2016-06-24" @default.
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- W2376234782 date "2015-01-01" @default.
- W2376234782 modified "2023-09-24" @default.
- W2376234782 title "Research on the Relationship between Fund Speculation and Future Price of International Resource Commodities Based on Geweke Decomposition Test: Taking International Copper Market as Example" @default.
- W2376234782 hasPublicationYear "2015" @default.
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