Short-term uranium price formation: a methodology

Conference · Thu Jan 01 04:00:00 EST 1987 · Trans. Am. Nucl. Soc.; (United States)

OSTI ID:6928667

Hsieh, L Y; de Graffenried, C L

One of the major problems in analyzing the short-term uranium market is the lack of a well-defined spot market price. The two primary sources of price data covering the US uranium market are the series published by the US Dept. of Energy (DOE) and by the Nuclear Exchange Corporation (NUEXCO), a private brokerage firm. Because of the differences in both definition and coverage, these two series are not directly comparable. In this study, an econometric model was developed for analyzing the interrelationship between short-term uranium price (NUEXCO exchange value), supply, demand, and future price expectations formed by market participants. The validity of this model has been demonstrated by the fact that all simulation statistics derived are highly significant. Three forecasting scenarios were developed in this study.

• OSTI ID: 6928667
• Report Number(s): CONF-8711195-
• Conference Information: Journal Name: Trans. Am. Nucl. Soc.; (United States) Journal Volume: 55
• Country of Publication: United States
• Language: English

Related Subjects

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS
210802* -- Nuclear Power Plants-- Economics-- Fuel Cycle
ACTINIDES
ECONOMICS
ELEMENTS
FORECASTING
FUEL CYCLE
MATHEMATICAL MODELS
METALS
NATIONAL ORGANIZATIONS
PLANNING
PRICES
SUPPLY AND DEMAND
URANIUM
US DOE
US ORGANIZATIONS