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ArticleOn the efficiency of the gold market: Results of a real-time forecasting approach

Christian Pierdzioch2014

Article2014

On the efficiency of the gold market: Results of a real-time forecasting approach

Christian Pierdzioch · Marian Risse · Sebastian Rohloff

82 citations·0/0 files stored·International Review of Financial Analysis

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Financial Markets and Investment Strategies Forecasting Techniques and Applications Stock Market Forecasting Methods

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References

1966Mutual Fund Performance 2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold 2010Is gold a safe haven? International evidence 2009Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy 2009Causes and Consequences of the Oil Shock of 2007–08 1995Predictability of Stock Returns: Robustness and Economic Significance 1999Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap 2009Causes and Consequences of the Oil Shock of 2007-08

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2017Can economic policy uncertainty and investors sentiment predict commodities returns and volatility?2019Combining wavelet decomposition with machine learning to forecast gold returns 2018Determining the predictive power between cryptocurrencies and real time commodity futures: Evidence from quantile causality tests 2015Forecasting the price of gold 2020Cryptocurrencies and precious metals: A closer look from diversification perspective

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2016Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economyarticle · 17 shared references 2015On the efficiency of the global gold marketsarticle · 12 shared references 2007Economic and financial crises and the predictability of U.S. stock returnsarticle · 12 shared references 2016A boosting approach to forecasting the volatility of gold-price fluctuations under flexible lossarticle · 12 shared references 2014Does gold offer a better protection against losses in sovereign debt bonds than other metals?article · 11 shared references 2019Combining wavelet decomposition with machine learning to forecast gold returnsarticle · 10 shared references

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Year2014

Typearticle

Published2014-01-27

VenueInternational Review of Financial Analysis

ISSN-L1057-5219

Languageen

Citations82

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.irfa.2014.01.012

openalex_workW1978119377

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2014

Gold and exchange rates: Downside risk and hedging at different investment horizons

2018Forecasting precious metal returns with multivariate random forests

2015On the efficiency of the global gold markets