Generic metal futures returns are taken from the J.P. Some words about generic metal excess returns Put simply, reported excess demand, and opposing mood swings in manufacturing are expected to be negatively related to subsequent metal futures returns. The underlying materials are aluminum (ALM), copper (CPR), lead (LED), nickel (NIC), tin (TIN), and zinc (ZNC). We test these hypotheses for industrial or base metal futures returns. As sentiment is often affected by orders or order prospects, rather than production, it should on balance have some predictive power for physical consumption.
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |