SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
An overview of global gold market and gold price forecasting
9 references·16 citing·44 second hop
An overview of global gold market and gold price forecasting (2010)An overview of global gold market and gol…A power GARCH examination of the gold market (2006)A power GARCH examination of …Theory of rational option pricing (2005)Theory of rational option pri…Gold and commodity prices as leading indicators of inflation: Tests of long-run relationship and predictive performance (1997)Gold and commodity prices as …Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure (1995)Mean Reversion in Equilibrium…Trends in natural-resource commodity prices: An analysis of the time domain (1982)Trends in natural-resource co…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…A Compound Events Model for Security Prices (1967)A Compound Events Model for S…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …The effect of uncertainty on the precious metals market: New insights from Transfer Entropy and Neural Network VAR (2020)The effect of uncertainty on …Hedging oil price risk with gold during COVID-19 pandemic (2020)Hedging oil price risk with g…Deep belief network for gold price forecasting (2020)Deep belief network for gold …Improving multilayer perceptron neural network using chaotic grasshopper optimization algorithm to forecast iron ore price volatility (2019)Improving multilayer perceptr…Forecasting gold price fluctuations using improved multilayer perceptron neural network and whale optimization algorithm (2019)Forecasting gold price fluctu…Forecasting Copper Prices Using Hybrid Adaptive Neuro-Fuzzy Inference System and Genetic Algorithms (2019)Forecasting Copper Prices Usi…Does economic policy uncertainty influence gold prices? Evidence from a nonparametric causality-in-quantiles approach (2018)Does economic policy uncertai…Dynamics of crude oil and gold price post 2008 global financial crisis – New evidence from threshold vector error-correction model (2017)Dynamics of crude oil and gol…Copper price estimation using bat algorithm (2017)Copper price estimation using…What do scientists know about inflation hedging? (2015)What do scientists know about…Gold price volatility: A forecasting approach using the Artificial Neural Network–GARCH model (2015)Gold price volatility: A fore…The gold price in times of crisis (2014)The gold price in times of cr…On the economic determinants of the gold–inflation relation (2014)On the economic determinants …An uncertain suggestion for gold-pricing models: the effect of economic policy uncertainty on gold prices (2014)An uncertain suggestion for g…Dynamics of global oil prices, exchange rate and precious metal prices in India (2012)Dynamics of global oil prices…A long-term view of worldwide fossil fuel prices (2009)A long-term view of worldwide…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Mean Reversion in Stock Prices: Evidence and Implications (1987)Mean reversion in stock prices (1988)Permanent and Temporary Components of Stock Prices (1988)Modeling seasonality in agricultural commodity futures (2002)European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) (2009)Modelling and measuring price discovery in commodity markets (2010)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)The effect of global oil price shocks on China's metal markets (2015)Supply and demand driven oil price changes and their non-linear impact on precious metal returns: A Markov regime switching approach (2018)A long memory property of stock market returns and a new model (1993)All in the family Nesting symmetric and asymmetric GARCH models (1995)GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics (2001)The crude oil market and the gold market: Evidence for cointegration, causality and price discovery (2010)Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets (2016)Dynamic linkages among oil price, gold price, exchange rate, and stock market in India (2016)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Economics of Exhaustible Resources (1931)Valuing Managerial Flexibility: An Application of Real-Option Theory to Mining Investments (2001)Economic Growth and the Environment: A Review of Theory and Empirics (2004)The Elasticity of Marginal Utility of Consumption: Estimates for 20 OECD Countries* (2005)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)Risk, Return, and Equilibrium: Empirical Tests (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Théorie de la spéculation (1900)Long-term dependence in common stock returns (1977)Option Pricing With V. G. Martingale Components1 (1991)The variation of certain speculative prices (1997)How Are Derivatives Used? Evidence from the Mutual Fund Industry (1999)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Dynamic Conditional Correlation (2002)Forecasting volatility of oil price using an artificial neural network-GARCH model (2016)Forecasting gold price using a novel hybrid model with ICEEMDAN and LSTM-CNN-CBAM (2022)Peanut oil price change forecasts through the neural network (2025)Option pricing: A simplified approach (1979)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1967A Compound Events Model for Security Prices441 cited
  • 1995Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure400 cited
  • 1982Trends in natural-resource commodity prices: An analysis of the time domain394 cited
  • 2006A power GARCH examination of the gold market386 cited
  • 1997Gold and commodity prices as leading indicators of inflation: Tests of long-run relationship and predictive performance167 cited

Cited by

  • 2015Gold price volatility: A forecasting approach using the Artificial Neural Network–GARCH model219 cited
  • 2012Dynamics of global oil prices, exchange rate and precious metal prices in India202 cited
  • 2020Hedging oil price risk with gold during COVID-19 pandemic197 cited
  • 2019Forecasting gold price fluctuations using improved multilayer perceptron neural network and whale optimization algorithm189 cited
  • 2014On the economic determinants of the gold–inflation relation157 cited
  • 2018

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Does economic policy uncertainty influence gold prices? Evidence from a nonparametric causality-in-quantiles approach
144 cited
  • 2009A long-term view of worldwide fossil fuel prices140 cited
  • 2014The gold price in times of crisis136 cited
  • 2020The effect of uncertainty on the precious metals market: New insights from Transfer Entropy and Neural Network VAR120 cited
  • 2019Improving multilayer perceptron neural network using chaotic grasshopper optimization algorithm to forecast iron ore price volatility101 cited
  • 2017Dynamics of crude oil and gold price post 2008 global financial crisis – New evidence from threshold vector error-correction model101 cited
  • 2014An uncertain suggestion for gold-pricing models: the effect of economic policy uncertainty on gold prices100 cited
  • 2019Forecasting Copper Prices Using Hybrid Adaptive Neuro-Fuzzy Inference System and Genetic Algorithms96 cited
  • 2015What do scientists know about inflation hedging?94 cited
  • 2017Copper price estimation using bat algorithm84 cited
  • 2020Deep belief network for gold price forecasting84 cited