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Short-Term Price Formation in the U.S. Uranium Market

A. D. Owen

Year: 1985
Volume: Volume 6
Number: Number 3
DOI: 10.5547/ISSN0195-6574-EJ-Vol6-No3-3
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Abstract:
Since the establishment of a private market for uranium in the United States in the late 1960s, the industry's fluctuating fortunes have been reflected in the short-term price of uranium as represented by NUEXCO's "exchange value."' Exchange values are current prices for current or near-term delivery. While NUEXCO emphasizes that its exchange value is not a "spot" price in the usual sense of the word, it still is generally regarded as an indicator of uranium spot (short-term) market price levels.



Short-Term Price Formation in the U.S. Uranium Market: A Comment

Ferdinand E. Banks

Year: 1986
Volume: Volume 7
Number: Number 3
DOI: 10.5547/ISSN0195-6574-EJ-Vol7-No3-13
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Abstract:
The recent paper in The Energy Journal by A. D. Owen (1985) provided another important example of an econometric relationship for short-term pricing very similar to those presented by Fisher, Cootner, and Baily (1972) for copper, and Banks (1971) for refined zinc. This short comment merely adds an observation to the pricing behavior discussed by Owen. Other useful presentations of this topic are Owen (1983), and Stephany, Bauder, and Lurf (1981).





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