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Structural analysis and forecast of gold price returns
16 references·0 citing·53 second hopsampled
Structural analysis and forecast of gold price returns (2021)Structural analysis and forecast of gold …Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico (2019)Return and volatility linkage…Forecasting gold price fluctuations using improved multilayer perceptron neural network and whale optimization algorithm (2019)Forecasting gold price fluctu…Combining wavelet decomposition with machine learning to forecast gold returns (2019)Combining wavelet decompositi…Price forecasting in the precious metal market: A multivariate EMD denoising approach (2017)Price forecasting in the prec…Dynamic linkages among the gold market, US dollar and crude oil market (2017)Dynamic linkages among the go…Is gold an inflation-hedge? Evidence from an interrupted Markov-switching cointegration model (2016)Is gold an inflation-hedge? E…Identification and estimation of non-Gaussian structural vector autoregressions (2016)Identification and estimation…Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets (2016)Asymmetric impact of gold, oi…Understanding the nexus between oil and gold (2015)Understanding the nexus betwe…The Interactions among Gold, Oil, and Stock Market: Evidence from S&P500 (2015)The Interactions among Gold, …Gold price volatility: A forecasting approach using the Artificial Neural Network–GARCH model (2015)Gold price volatility: A fore…Predicting the present with Bayesian structural time series (2014)Predicting the present with B…Gold as an inflation hedge in a time-varying coefficient framework (2012)Gold as an inflation hedge in…The admissible parameter space for exponential smoothing models (2007)The admissible parameter spac…A state space framework for automatic forecasting using exponential smoothing methods (2002)A state space framework for a…Macroeconomics and Reality (1980)Macroeconomics and RealityCo-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Dynamics of crude oil and gold price post 2008 global financial crisis – New evidence from threshold vector error-correction model (2017)Dynamic spillovers across oil, gold and stock markets in the presence of major public health emergencies (2021)Realized higher-order moments spillovers between commodity and stock markets: Evidence from China (2022)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Forecasting Using Principal Components From a Large Number of Predictors (2002)Macroeconomic Forecasting Using Diffusion Indexes (2002)Predicting the Present with Google Trends (2012)Bayesian Variable Selection for Nowcasting Economic Time Series (2013)The impact of COVID-19 on stock market performance in Africa: A Bayesian structural time series approach (2020)A Review of Time-Series Forecasting Algorithms for Industrial Manufacturing Systems (2024)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Forecasting methods and applications (1993)The M3-Competition: results, conclusions and implications (2000)Forecasting Time Series With Complex Seasonal Patterns Using Exponential Smoothing (2011)A new metric of absolute percentage error for intermittent demand forecasts (2016)The M4 Competition: 100,000 time series and 61 forecasting methods (2019)Has the Business Cycle Changed and Why?The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)A test for independence based on the correlation dimension (1996)GMM Estimation of Non-Gaussian Structural Vector Autoregression (2019)Exchange rates, foreign currency exposure and sovereign risk (2021)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method (2016)Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets (2021)Energy shocks and financial markets (1996)Oil price shocks and stock market activity (1999)Oil price risk and emerging stock markets (2006)Hedging stocks with oil (2019)Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets (2021)The effect of green energy, global environmental indexes, and stock markets in predicting oil price crashes: Evidence from explainable machine learning (2021)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)A novel hybridization of artificial neural networks and ARIMA models for time series forecasting (2010)Deep learning with long short-term memory networks for financial market predictions (2017)Developing a deep learning framework with two-stage feature selection for multivariate financial time series forecasting (2020)Time-series analysis with smoothed Convolutional Neural Network (2022)Statistical analysis of cointegration vectors (1988)On the economic determinants of the gold–inflation relation (2014)Are gold and silver a hedge against inflation? A two century perspective (2015)The asymmetric effects of oil price on sectoral Islamic stocks: New evidence from quantile-on-quantile regression approach (2019)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)
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 2002A state space framework for automatic forecasting using exponential smoothing methods1,074 cited
  • 2014Predicting the present with Bayesian structural time series394 cited
  • 2016Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets390 cited
  • 2019Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico276 cited
  • 2015Gold price volatility: A forecasting approach using the Artificial Neural Network–GARCH model219 cited
  • 2012Gold as an inflation hedge in a time-varying coefficient framework213 cited
  • 2016Identification and estimation of non-Gaussian structural vector autoregressions192 cited
  • 2019Forecasting gold price fluctuations using improved multilayer perceptron neural network and whale optimization algorithm189 cited
  • 2015The Interactions among Gold, Oil, and Stock Market: Evidence from S&P500122 cited
  • 2015Understanding the nexus between oil and gold114 cited
  • 2017Dynamic linkages among the gold market, US dollar and crude oil market109 cited
  • 2019Combining wavelet decomposition with machine learning to forecast gold returns103 cited
  • 2007The admissible parameter space for exponential smoothing models

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80 cited
  • 2017Price forecasting in the precious metal market: A multivariate EMD denoising approach64 cited
  • 2016Is gold an inflation-hedge? Evidence from an interrupted Markov-switching cointegration model62 cited
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