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Gold price analysis based on ensemble empirical model decomposition and independent component analysis
16 references·1 citing·53 second hop
Gold price analysis based on ensemble empirical model decomposition and independent component analysis (2016)Gold price analysis based on ensemble emp…An overview of global gold market and gold price forecasting (2010)An overview of global gold ma…Financial time series forecasting using independent component analysis and support vector regression (2009)Financial time series forecas…Volatility in the gold futures market (2008)Volatility in the gold future…The price of gold and the exchange rates: Once again (2008)The price of gold and the exc…Forecasting gold price changes: Rolling and recursive neural network models (2008)Forecasting gold price change…A new approach for crude oil price analysis based on Empirical Mode Decomposition (2007)A new approach for crude oil …Forecasting exchange rates: A robust regression approach (2006)Forecasting exchange rates: A…A power GARCH examination of the gold market (2006)A power GARCH examination of …Gold as a hedge against the dollar (2005)Gold as a hedge against the d…Country spreads and emerging countries: Who drives whom? (2005)Country spreads and emerging …Business cycles in emerging economies: the role of interest rates (2005)Business cycles in emerging e…Applications of Hilbert–Huang transform to non‐stationary financial time series analysis (2003)Applications of Hilbert–Huang…Do Gold Market Returns Have Long Memory? (1993)Do Gold Market Returns Have L…On the Efficiency of the Markets for Gold and Silver (1981)On the Efficiency of the Mark…Efficiency in the gold market — a note (1980)Efficiency in the gold market…Changes in the Cyclical Behavior of Interest Rates (1966)Changes in the Cyclical Behav…A decomposition-ensemble model with regrouping method and attention-based gated recurrent unit network for energy price prediction (2021)A decomposition-ensemble mode…Imperfect Competition and the Effects of Energy Price Increases on Economic Activity (1996)The Long-Run Evolution of Energy Prices (1999)Estimating the impact of extreme events on crude oil price: An EMD-based event analysis method (2009)A novel hybrid method for crude oil price forecasting (2015)A novel multiscale nonlinear ensemble leaning paradigm for carbon price forecasting (2018)The Behavior of Stock-Market Prices (1965)Filter Rules and Stock-Market Trading (1966)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Gold as an inflation hedge in a time-varying coefficient framework (2012)Are gold and silver a hedge against inflation? 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this work references cited by second hop

References

  • 2005Business cycles in emerging economies: the role of interest rates1,360 cited
  • 2005Country spreads and emerging countries: Who drives whom?698 cited
  • 2005Gold as a hedge against the dollar572 cited
  • 2009Financial time series forecasting using independent component analysis and support vector regression538 cited
  • 2003Applications of Hilbert–Huang transform to non‐stationary financial time series analysis512 cited
  • 2007A new approach for crude oil price analysis based on Empirical Mode Decomposition447 cited
  • 2006A power GARCH examination of the gold market386 cited
  • 2010An overview of global gold market and gold price forecasting372 cited
  • 2008The price of gold and the exchange rates: Once again191 cited
  • 1981On the Efficiency of the Markets for Gold and Silver110 cited
  • 1993Do Gold Market Returns Have Long Memory?109 cited
  • 2008Forecasting gold price changes: Rolling and recursive neural network models105 cited
  • 2006Forecasting exchange rates: A robust regression approach71 cited
  • 1980Efficiency in the gold market — a note64 cited
  • 2008Volatility in the gold futures market58 cited

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1966
Changes in the Cyclical Behavior of Interest Rates
24 cited

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  • 2021A decomposition-ensemble model with regrouping method and attention-based gated recurrent unit network for energy price prediction38 cited