Economic Analysis of Ferro-molybdenum Physical Market on Molybdenum Stock Market in China
Fang L. ; Li X. B.
2009
关键词AIUMA Model impluse response market efficiency autoregressive time-series unit-root regression
页码397-402
英文摘要Molybdenum is one of the most important strategy metals. Recent decades saw wild fluctuations of molybdenum products' prices, with the continuous and steady growth of cumulative production as well as equilibrium of supply and demand. This paper measures the closing prices of two stocks, LYMY(3993.HK) and JMGF(601958), as well as the price of ferro-molybdenum(FOB, 60%, Chinese main ports), from April 17 to December 31, 2008,based on the modem econometric models and methods, such as ARIMA Model and Impluse Function, shows the impact of Chinese ferro-molybdenum physical market on Chinese molybdenum stock market, which is higher than the impact of Chinese molybdenum stock market on Chinese ferro-molybdenum market, and longer for about 1 month.
收录类别CPCI
会议录出版者Orient Acad Forum
语种英语
ISBN号978-0-9806057-9-2
内容类型会议论文
源URL[http://ir.igsnrr.ac.cn/handle/311030/25085]  
专题地理科学与资源研究所_历年回溯文献
推荐引用方式
GB/T 7714
Fang L.,Li X. B.. Economic Analysis of Ferro-molybdenum Physical Market on Molybdenum Stock Market in China[C]. 见:.
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