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ArticleGold price forecasting using multivariate stochastic model

Lawrence Madziwa2022

Article2022

Gold price forecasting using multivariate stochastic model

Lawrence Madziwa · Mallikarjun Pillalamarry · Snehamoy Chatterjee

60 citations·0/0 files stored·Resources Policy

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Market Dynamics and Volatility Forecasting Techniques and Applications Stock Market Forecasting Methods

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 2001Bounds testing approaches to the analysis of level relationships 1988Testing for a Unit Root in Time Series Regression 1970Efficient Capital Markets: A Review of Theory and Empirical Work 1998Generalized impulse response analysis in linear multivariate models 2014Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework 2005The saving and investment nexus for China: evidence from cointegration tests 1997The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging

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Year2022

Typearticle

Published2022-01-20

VenueResources Policy

ISSN-L0301-4207

Languageen

Citations60

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/j.resourpol.2021.102544

openalex_workW4205495000

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