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has been cited by the following article:

• TITLE: Determination of Copper Price Expectations in the International Market: Some Important Variables

  AUTHORS: Andre Assis de Salles, Raphael Sebastian Magrath, Matheus Manzani Malheiros

  KEYWORDS: Copper Price, Cointegration, Causality, Impulse Response Function

  JOURNAL NAME: Open Journal of Business and Management, Vol.7 No.2, February 13, 2019

  ABSTRACT: The purpose of this work is to identify variables that are relevant to the copper price setting in the international market. Thus statistical hypothesis tests and statistical tools that help to identify historical relevance and to measure the intensity of the impact of each variable on the copper price on several time horizons were applied. At the end, a regression model that aims to assess the combined effect of the considered time series was estimated. The global industrial production and the aluminum price showed the greatest evidences of being relevant to the copper price. The results suggest that copper stocks, foreign exchange rates and crude oil price should also be considered.