Relevant bibliographies by topics / Metal Exchange (London, England)

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Metal Exchange (London, England)'

Author: Grafiati
Published: 4 June 2021
Last updated: 5 February 2022

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Journal articles on the topic "Metal Exchange (London, England)"

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Sidorova, S. E. "EAST INDIAN AND OTHER DOCKS IN LONDON: IMPERIAL ARCHITECTURE, COLONIAL TRADE AND POSTCOLONIAL MEMORY." Journal of the Institute of Oriental Studies RAS, no. 3 (13) (2020): 190–205. http://dx.doi.org/10.31696/2618-7302-2020-3-190-205.

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The article concentrates on the colonial and postcolonial history, architecture and topography of the southeastern areas of London, where on both banks of the River Thames in the 18th–20th centuries there were located the docks, which became an architectural and engineering response to the rapidly developing trade of England with territories in the Western and Eastern hemispheres of the world. Constructions for various purposes — pools for loading, unloading and repairing ships, piers, shipyards, office and warehouse premises, sites equipped with forges, carpenter’s workshops, shops, canteens, hotels — have radically changed the bank line of the Thames and appearance of the British capital, which has acquired the status of the center of a huge empire. Docks, which by the beginning of the 20th century, occupied an area of 21 hectares, were the seamy side of an imperial-colonial enterprise, a space of hard and routine work that had a specific architectural representation. It was a necessary part of the city intended for the exchange of goods, where the usual ideas about the beauty gave way to considerations of safety, functionality and economy. Not distinguished by architectural grace, chaotically built up, dirty, smoky and fetid, the area was one of the most significant symbols of England during the industrial revolution and colonial rule. The visual image of this greatness was strikingly different from the architectural samples of previous eras, forcing contemporaries to get used to the new industrial aesthetics. Having disappeared in the second half of the 20th century from the city map, they continue to retain a special place in the mental landscape of the city and the historical memory of the townspeople, which is reflected in the chain of museums located in this area that tell the history of English navigation, England’s participation in geographical discoveries, the stages of conquering the world, creating an empire and ways to acquire the wealth of the nation.
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Canarella, Giorgio, and Stephen K. Pollard. "The ‘Efficiency’ of the London metal exchange." Journal of Banking & Finance 10, no. 4 (December 1986): 575–93. http://dx.doi.org/10.1016/s0378-4266(86)80006-1.

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MOORE, MICHAEL J., and URSULA CULLEN. "SPECULATIVE EFFICIENCY ON THE LONDON METAL EXCHANGE." Manchester School 63, no. 3 (September 1995): 235–56. http://dx.doi.org/10.1111/j.1467-9957.1995.tb00281.x.

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Özgül, Ali Ulvi, and Dündar Kök. "Volatility analysis in London Metal Exchange: 1995-2013." Pamukkale Journal of Eurasian Socioeconomic Studies 1, no. 1 (2014): 23–43. http://dx.doi.org/10.5505/pjess.2014.98608.

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Paul Hallwood, C. "On the efficiency of the London metal exchange." Resources Policy 14, no. 3 (September 1988): 180–82. http://dx.doi.org/10.1016/0301-4207(88)90003-7.

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Gray, Joanna. "Unsuccessful judicial review: London Metal Exchange disciplinary action R v The London Metal Exchange Limited ex parte Albatros Warehousing BV." Journal of Financial Regulation and Compliance 9, no. 2 (February 2001): 171–80. http://dx.doi.org/10.1108/eb025072.

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Park, Jaehwan, and Byungkwon Lim. "Testing Efficiency of the London Metal Exchange: New Evidence." International Journal of Financial Studies 6, no. 1 (March 14, 2018): 32. http://dx.doi.org/10.3390/ijfs6010032.

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Bird, Peter J. W. N. "The weak form efficiency of the London Metal Exchange." Applied Economics 17, no. 4 (August 1985): 571–87. http://dx.doi.org/10.1080/758534691.

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Agbeyegbe, Terence D. "COMMON STOCHASTIC TRENDS: EVIDENCE FROM THE LONDON METAL EXCHANGE." Bulletin of Economic Research 44, no. 2 (April 1992): 141–51. http://dx.doi.org/10.1111/j.1467-8586.1992.tb00540.x.

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Bird, Peter J. W. N. "Variation in price dependency measures on the london metal exchange." Applied Economics 18, no. 9 (September 1986): 929–40. http://dx.doi.org/10.1080/00036848600000051.

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Dissertations / Theses on the topic "Metal Exchange (London, England)"

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Mouak, Prosper. "Le marché de l'aluminium : structuration et analyse du comportement des prix au comptant et à terme au London Metal Exchange." Phd thesis, Université d'Orléans, 2010. http://tel.archives-ouvertes.fr/tel-00497003.

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Dans les années 60 et avant, le marché international de l'aluminium était présenté comme un cas d'école en matière d'organisation oligopolistique des firmes. En effet, un petit nombre de grands groupes fortement intégrés (les 6 Majeurs) contrôlaient la quasi-totalité du secteur de l'aluminium, des opérations d'extraction de la bauxite, à la fabrication de produits finis à base d'aluminium, en passant par la production d'alumine et d'aluminium en lingots. A partir des années 70, ce monopole est de plus en plus contesté, notamment par des entreprises sur-liquides venues principalement des secteurs miniers et par des entreprises étatiques porteuses de motivations différentes. La création en décembre 1978 du contrat Aluminium au London Metal Exchange (LME) sonne le glas du monopole constitué par les 6 Majeurs. On passe alors d'un système de prix- producteurs, à un véritable système de prix de marché L'objectif de cette thèse est de vérifier, si le LME, bourse pionnière et marché de référence pour les métaux non-ferreux, remplit efficacement ses fonctions financières concernant l'aluminium : Information sur les prix et l'état du marché, protection contractuelle contre les risques de fluctuations des prix, stabilisation des cours.
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Kubík, Ján. "Investície podniku automobilového priemyslu do kovov ako strategických surovín." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2020. http://www.nusl.cz/ntk/nusl-433261.

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This diploma thesis deals with the fundamental analysis of selected metals as commodities, for use in the production of batteries for electric vehicles, to hedge against changes in the price of physical raw materials. Selected metals are analyzed based on the fundamental parameters, historical price development and the current situation on the commodity market. Based on these fundamental data, a recommendation is formulated for the method of hedging the prices of selected commodities.
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Tabner, Isaac T. "The relationship between concentration and realised volatility : an empirical investigation of the FTSE 100 Index January 1984 through March 2003." Thesis, University of Stirling, 2005. http://hdl.handle.net/1893/79.

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Few studies have examined the impact of portfolio concentration upon the realised volatility of stock index portfolios, such as the FTSE 100. Instead, previous research has focused upon diversification across industries, across geographic regions and across different firms. The present study addresses this imbalance by calculating the daily time series of four concentration metrics for the FTSE 100 Index over the period from January 1984 through March 2003. In addition, the value weighted variance covariance matrix (VCM) of daily FTSE 100 Index constituent returns is decomposed into four sub-components: two from the diagonal elements and two from the off-diagonal elements of the VCM. These consist of the average variance of constituent returns, represented by the sum of diagonal elements in the VCM, and the average covariance represented by the sum of off-diagonal elements in the VCM. The value weighted average variance (VAV) and covariance (VAC) are each subdivided into the equally weighted average variance (EAV) the equally weighted average covariance (EAC) and incremental components that represent the difference between the respective value-weighted and equally weighted averages. These are referred to as the incremental average variance (IAV) and the incremental average covariance (IAC) respectively. The incremental average variance and the incremental average covariance are then combined, additively, to produce the incremental realised variance (IRV) of the FTSE 100 Index. The incremental average covariance and the incremental realised variance are found to be negative during the 1987 crash and the 1992 ERM crisis. They are also negative for a substantial part of the study period, even when concentration was at its highest level. Hence the findings of the study are consistent with the notion that the value weighted, and hence concentrated, FTSE 100 Index portfolio is generally less risky than a hypothetical equally weighted portfolio of FTSE 100 Index constituents. Furthermore, increases in concentration tend to precede decreases in incremental realised volatility and increases in the equally weighted components of the realised VCM. The results have important implications for portfolio managers concerned with the effect of changing portfolio weights upon portfolio volatility. They are also relevant to passive investors concerned about the effects of increased concentration upon their benchmark indices, and to providers of stock market indices.
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Söderqvist, Fredrik. "Is opacity-induced minor metal market volatility a threat to promising green technologies? : A study of the tellurium market." Thesis, Uppsala universitet, Nationalekonomiska institutionen, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-201179.

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Tellurium is one of the rarest metals in the earth’s crust. Increased demand for cadmium telluride photovoltaic cells along with an opaque pricing and quantity-reporting system, have recently caused high price volatility and a speculative bubble in the tellurium market, resulting in overstocking and depressed prices. In a longer perspective this may be a threat to cadmium telluride photovoltaics as a power-generating technology. This master thesis compares how actors may perceive news innovation in the opaque tellurium market compared to the more transparent molybdenum market. A quantitative analysis of industry news reporting on the two metals, combined with a SVAR impulse response analysis, helps me determine which actors and factors exert most influence on spot market prices. In the opaque tellurium market, relatively unreliable proxies of supply and demand are most frequent in the news reporting while having a big impact on prices, whereas the transparent molybdenum market uses more reliable variables – such as futures prices – and transparent supply information, whilst also relying on a frequent stream of dependable proxies to scope market sentiments. My findings lead me to recommend policy makers to implement measures to increase market transparency, which may be accomplished by extending the data-sharing regime of the REACH database to minor metal markets. Attempting to limit speculation in minor metal markets is perhaps too blunt a tool to fix an inherent problem of a free exchange-pricing mechanism.
Tellur är en av de mest sällsynta metallerna på Jorden. Ökad efterfrågan av kadmiumtelluridsolpaneler har nyligen orsakat stor volatilitet på tellurmarknaden. Ett opakt prissättnings-och kvantitetsrapporteringssystem har bidragit till att en prisbubbla bildats och spruckit, vilket resulterat i att marknadsaktörer köpt på sig stora lager till höga priser som de sedan inte kunnat sälja vidare. I ett längre perspektiv kan detta innebära begränsningar vid tillverkning av solcellsteknologi baserad på kadmiumtellurid, då ett volatilt pris kan göra nya tellurgruvprojekt alltför riskabla. Denna masteruppsats jämför hur en typisk marknadsaktör kan reagera på prisinnovationer i den opaka tellurmarkanden och den mer transparenta molybdenmarknaden. Metoden består av en kvantitativ analys av facknyheter rörande de två metallerna, varifrån variabler väljs till en SVAR modell med impuls-responsanalys. Urvalet av variabler är få och volatila på den opaka tellurmarknaden, medan den mer transparenta molybdenmarknaden har ett större utbud av variabler som kännetecknas av god transparens och relativ förutsägbarhet. Mina slutsatser leder mig till att rekommendera beslutsfattare att vidta åtgärder för att öka tellurmarknadens transparens genom EU-samarbetet, förslagsvis genom att göra anonymiserad data från REACH databasen tillgänglig för allmänheten. Samtidigt avråder jag från åtgärder som syftar till att minska spekulation, då implementering av en sådan policy kan bli både dyr och komplicerad.
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Li, Hung-Jung, and 李宏榮. "Evaluating the Hedging Performance of Nickel Futures Traded on London Metal Exchange." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/00896534174233517766.

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碩士
國立高雄第一科技大學
風險管理與保險所
95
ABSTRACT This thesis analyzes the risk of Nickel price and NT$/US$ exchange rate frustrations for importers and applies three models: Error Correction Model (ECM), M-GARCH, and threshold M-GARCH and three hedge strategies: Nickel hedge with US$ settlement (strategy 1), Nickel hedge with NT$ settlement (strategy 2) and Nickel and NT$/US$ hedge with NT$ settlement (strategy 3) to discover the optimal hedge ratios for Nickel future and NT$/US$ forward exchange rate and the most appropriate hedge model and strategy. Our empirical findings are described as follows. First, the rank order of the hedge effectiveness of the three models is threshold M-GARCH, M-GARCH and ECM. Remarkedly, the threshold M-GARCH hedge prerfomr the best as the volatility of Nickel spot prices is high, the volatility of Nickel futures prices is high, and the volatility of NT$/US$ forward rates is low. Besides, it can save on hedging cost due to its occasional and strong hedge suggestions for the high volatile conditions. Secondly, the Nickel and NT$/US$ hedge with NT$ settlement performs the best because it hedges both Nickel and US dollar price changes and settles by the right currency- the NT dollar while strategy 2 performs the worst because it hedges only the Nickel price changes but settles by the NT dollar instead of the right currency- the US dollar.
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Chang, Chan-Yuan, and 張展源. "An Analysis of the Relationship Between Nickel Price in London Metal Exchange and Steel Stock Price in Taiwan Stainless Steel Industry." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/69906368063696293152.

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碩士
雲林科技大學
財務金融系碩士班
98
This study examines the relationship between nickel actual price and stainless steel industrial stock prices in Taiwan. The nickel actual price derives from London Metal Exchange. The results show the correlation between the nickel actual price and stainless steel industrial stock prices is high in the long run, even though there are some deviations from the equilibrium in the short run. The nickel actual price leads the stock price significantly.
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Chiu, Lih-Chien, and 邱莉倩. "risk, reward and fluctuation of the precious metal spot price and day-of-the-week effects-Information is taken from London Stock Exchange 1999-2009." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/29374852010704522948.

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碩士
國立高雄應用科技大學
國際企業系
98
This research paper is to discuss the Risk, reward and fluctuation of the four precious metals, Gold, Silver, Platinum and Porpezite’s spot price and day-of-the-week effects.At the same time, the “day-of-the-week effects” from the precious metal’s reward and condition fluctuation will also be discussed.The ARMA and GJR-GARCH-in-mean model will be used when empirical analysis is conducted; there is a total of 2838 trade days in the research period between 1999/1/1 and 2009/12/31. The object of this study is the Gold and Silver in London Bullion Market, LBM, and the precious metal trading of Platinum and Porpezite in London Platinum and Palladium Market, LPPM. Apart from the trading of the four precious metals, Gold, Silver, Platinum and Porpezite, in the global market, this research also analyzes the precious metal’s pricing factors and its demand and supply. Finally, the conclusion can be made based on the followings.First, the four precious metals, Gold, Silver, Platinum and Porpezite’s spot price and fluctuation characteristic is more obviously differed from the others, and the test result from Porpezite is even more significant. Second, the risk premium of the spot price from the four precious metals, Gold, Silver, Platinum and Porpezite do not exist. Besides, the four precious metals’ pricing fluctuation does have Fluctuation cybotaxis and long-enduring phenomenon; at the same time, Gold, Silver, and Platinum’s reward fluctuation has the fluctuation dissymmetry and the release lever effect.Third, the reward of Gold and Silver do show the day-of-the-week effects; it is because the average reward of Gold will be more on Thursday comparing with other days of the week.However, the average reward of Silver tend to be higher on Wednesday and Thursday, while Platinum and Porpezite shows no day-of-the-week effects.Four, regarding the reward fluctuation, the Gold and Porpezite’s Condition fluctuation is less obvious on Tuesday than other trade days of the weeks;Platinum’s Condition fluctuation is less obvious on Thursday than other trade days of the weeks, while Silver’s Condition fluctuation shows no day-of-the-week effects.
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Bejarano, Rojas Jesus Antonio. "Essays in International Macroeconomics and Forecasting." Thesis, 2011. http://hdl.handle.net/1969.1/ETD-TAMU-2011-08-9850.

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This dissertation contains three essays in international macroeconomics and financial time series forecasting. In the first essay, I show, numerically, that a two-country New-Keynesian Sticky Prices model, driven by monetary and productivity shocks, is capable of explaining the highly positive correlation across the industrialized countries' inflation even though their cross-country correlation in money growth rate is negligible. The structure of this model generates cross-country correlations of inflation, output and consumption that appear to closely correspond to the data. Additionally, this model can explain the internal correlation between inflation and output observed in the data. The second essay presents two important results. First, gains from monetary policy cooperation are different from zero when the elasticity of substitution between domestic and imported goods consumption is different from one. Second, when monetary policy is endogenous in a two-country model, the only Nash equilibria supported by this model are those that are symmetrical. That is, all exporting firms in both countries choose to price in their own currency, or all exporting firms in both countries choose to price in the importer's currency. The last essay provides both conditional and unconditional predictive ability evaluations of the aluminum futures contracts prices, by using five different econometric models, in forecasting the aluminum spot price monthly return 3, 15, and 27-months ahead for the sample period 1989.01-2010.10. From these evaluations, the best model in forecasting the aluminum spot price monthly return 3 and 15 months ahead is followed by a (VAR) model whose variables are aluminum futures contracts price, aluminum spot price and risk free interest rate, whereas for the aluminum spot price monthly return 27 months ahead is a single equation model in which the aluminum spot price today is explained by the aluminum futures price 27 months earlier. Finally, it shows that iterated multiperiod-ahead time series forecasts have a better conditional out-of-sample forecasting performance of the aluminum spot price monthly return when an estimated (VAR) model is used as a forecasting tool.
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Books on the topic "Metal Exchange (London, England)"

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Great Britain. Office of Fair Trading. The London Metal Exchange. [London: Office of Fair Trading], 1988.

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The London Metal Exchange: A commodity market. 3rd ed. New York: Woodhead-Faulkner, 1988.

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The London Stock Exchange: A history. Oxford: Oxford University Press, 1999.

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England), Stock Exchange (London. Survey of London Stock Exchange transactions - 1998. [London]: London Stock Exchange, 1999.

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Stock, Exchange (London England). Survey of London Stock Exchange transactions - 1995. [London]: London Stock Exchange, 1996.

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England), Stock Exchange (London. Rules of the London Stock Exchange. [London]: London Stock Exchange, 2002.

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How the new stock exchange works. 2nd ed. London: Hutchinson Business, 1987.

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How the new stock exchange works. London: Hutchinson Business, 1986.

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Pennington, Robert R. Stock exchange listing: The new requirements. London: Butterworths, 1985.

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Chapman, Colin. How the new stock exchange works. London: Hutchinson Business Books, 1986.

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Book chapters on the topic "Metal Exchange (London, England)"

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Chylińska, Marta. "The Post-Crisis Insight into Nickel Pricing on the London Metal Exchange." In Contemporary Trends and Challenges in Finance, 51–57. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-15581-0_5.

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Hall, S. G., D. K. Miles, and M. P. Taylor. "A capital asset pricing model with time-varying betas: some results from the London Stock Exchange." In Economic Modelling at the Bank of England, 167–85. Dordrecht: Springer Netherlands, 1990. http://dx.doi.org/10.1007/978-94-009-0419-4_6.

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Florin, Jan-Henrich. "The Contribution of the London Metal Exchange (LME) as a Base Metal Trading Platform towards Professional Marketing of Base Metals." In Commodity Marketing, 465–75. Wiesbaden: Springer Fachmedien Wiesbaden, 2014. http://dx.doi.org/10.1007/978-3-658-02925-8_24.

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"The London Metal Exchange." In Commodity Investing, 269–72. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119201397.app1.

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"The Role of the London Metal Exchange." In Modern Islamic Banking, 117–20. Chichester, UK: John Wiley & Sons, Ltd, 2016. http://dx.doi.org/10.1002/9781119234708.ch9.

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"Testing The Efficiency Of The Tin Futures Market On The London Metal Exchange." In Firms and Markets, edited by K. Tucker and C. Baden Fuller, 43–60. Routledge, 2018. http://dx.doi.org/10.4324/9781351239660-4.

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Seddon, Jack, and Walter Mattli. "Governing Capital Markets." In The Governor's Dilemma, 159–79. Oxford University Press, 2020. http://dx.doi.org/10.1093/oso/9780198855057.003.0008.

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This chapter applies competence–control theory to capital market governance. For much of the twentieth century, centralized market intermediaries such as the New York Stock Exchange and London Metal Exchange served as efficient platforms for capital formation and risk management. However, this pattern of good self-regulatory governance was displaced by socially unproductive rent-seeking and widespread distortions following the introduction of increased competition between fragmented exchange platforms and external statutory controls. The governor’s dilemma provides an elegant framework for explaining this deterioration in the quality of capital market governance, which confounds standard expectations about the salutary effects of competition and the presumed vices of self-regulation. Unpacking the changing modalities of governor control (cooptation versus delegation) and the impact of differences in market structure (centralization versus fragmentation), this chapter shows that good market governance was supported by soft control mechanisms and a radical attenuation of the competence–control tradeoff in centralized markets. This efficient equilibrium unraveled as growing goal divergence—induced by market fragmentation—encouraged harder governor controls that inadvertently eroded the competence of market intermediaries.
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Slater, Frances. "The Wolfe Sisters of Foochow, China." In Christian Women in Chinese Society, 157–82. Hong Kong University Press, 2018. http://dx.doi.org/10.5790/hongkong/9789888455928.003.0008.

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In the late nineteenth century after schooling in England, three sisters returned to their birthplace, Fuzhou, China to become CMS missionaries. They were the daughters of the “Fukien Moses,” Archdeacon J. R. Wolfe and his wife Mary, and cousins of the author’s maternal grandfather. Letters written by Minnie, Annie and Amy Wolfe to CMS Headquarters in London, for the first time, tell the story of the scope and nature of their interaction with Chinese women and girls in a significant cultural exchange. This particularly occurred through CMS schools, which, using Fujian dialects, provided grounding in Christianity, reading and writing. In addition, the sisters acknowledge their personal dependence upon, and valuing of Chinese Christian women with whom they worked. Born to evangelise, Annie once wrote “In spite of anxieties and disappointments this is the happiest work anyone could wish for.”
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Green, Jeremy. "The Euromarkets and the Crisis of Bretton Woods." In The Political Economy of the Special Relationship, 104–46. Princeton University Press, 2020. http://dx.doi.org/10.23943/princeton/9780691197326.003.0005.

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This chapter explores how postwar restrictions on the use of sterling prompted UK merchant bankers to develop an innovative method for financing international trade. They tapped into the large volume of offshore dollars that had accrued because of massive overseas US spending through military aid and the Marshall Plan, using these dollars to finance trade between third parties, leading to the birth of the offshore “Eurodollar market.” The development of the Euromarkets represented the foundational moment in the emergence of a qualitatively distinctive form of integrated Anglo-American financial development. Construing the Euromarkets as an embedding of US structural power in international finance, the chapter suggests that coconstitutive Anglo-American developmental processes were integral to their emergence. Dynamics generated in London circumscribed and structured US monetary policy in a way that US-centric approaches overlook. The agency of City merchant bankers in constructing the Eurodollar market infrastructure, as well as the adaptation of the Bank of England and UK Treasury, did lay the transatlantic foundations for the longer-term hegemony of the dollar. But they also generated policy dilemmas for US officials and critically undermined the fixed exchange rate system agreed at Bretton Woods by creating the institutional infrastructure for vast offshore financial markets and capital flows.
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"Reports of Machinery and Technical Transport Ltd., International Shipping and Forwarding Agents, ‘Ling House’, South Street, Finsbury Pavement, London EC2, to the Bank of England, Foreign Exchange Department, for the attention of Mr Bolton, with Attachments, concerning Movements in Gold (1937–9)." In The Monetary History of Gold, 433. Routledge, 2016. http://dx.doi.org/10.4324/9781315476131-129.

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Conference papers on the topic "Metal Exchange (London, England)"

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Xin-yu, Wang, and Song Xue-feng. "Are Returns of Copper Futures in London Metal Exchange Chaotic and Long-Memory? An Empirical Analysis with Close Returns Test." In 2006 International Conference on Management Science and Engineering. IEEE, 2006. http://dx.doi.org/10.1109/icmse.2006.314054.

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Reports on the topic "Metal Exchange (London, England)"

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London - Aerial view of Bank of England and Royal Exchange. Reserve Bank of Australia, March 2021. http://dx.doi.org/10.47688/rba_archives_pn-000278.

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