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Gold price forecasting using multivariate stochastic model
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Gold price forecasting using multivariate stochastic model (2022)Gold price forecasting using multivariate…Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets (2016)Asymmetric impact of gold, oi…Quantile cointegration in the autoregressive distributed-lag modeling framework (2015)Quantile cointegration in the…Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Modelling Asymmetric Cointegr…Festschrift in Honor of Peter Schmidt (2014)Festschrift in Honor of Peter…An overview of global gold market and gold price forecasting (2010)An overview of global gold ma…Metal volatility in presence of oil and interest rate shocks (2007)Metal volatility in presence …The saving and investment nexus for China: evidence from cointegration tests (2005)The saving and investment nex…Temporal Aggregation and the Power of Cointegration Tests: a Monte Carlo Study* (2002)Temporal Aggregation and the …Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Short-Term Variations and Long-Term Dynamics in Commodity Prices (2000)Short-Term Variations and Lon…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Stochastic Behavior of Co…Introduction to financial forecasting (1996)Introduction to financial for…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Gold price prediction by a CNN-Bi-LSTM model along with automatic parameter tuning (2024)Gold price prediction by a CN…Prospect Theory: An Analysis of Decision under Risk (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Prospect theory: An analysis of decision under risk (1988)Public debt and growth: Heterogeneity and non-linearity (2015)Environmental degradation in France: The effects of FDI, financial development, and energy innovations (2018)Linking economic globalization, economic growth, financial development, and ecological footprint: Evidence from symmetric and asymmetric ARDL (2020)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Macroeconomics and Reality (1980)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)On the relationship between energy consumption, CO2 emissions and economic growth in Europe (2010)The effects of financial development, economic growth, coal consumption and trade openness on CO2 emissions in South Africa (2013)CO2 emissions, energy consumption, economic and population growth in Malaysia (2014)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)An equilibrium characterization of the term structure (1977)Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange (2002)What do we learn from the price of crude oil futures? (2010)The Fundamentals of Commodity Futures Returns (2012)An Intertemporal General Equilibrium Model of Asset Prices (1985)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Equilibrium Forward Curves for Commodities (2000)The Dynamics of Commodity Spot and Futures Markets: A Primer (2001)Renewable energy consumption and economic growth nexus: Evidence from a threshold model (2020)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)
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References

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  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
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  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2014Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework3,694 cited
  • 2005The saving and investment nexus for China: evidence from cointegration tests3,530 cited
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  • 2016Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets390 cited
  • 2002Temporal Aggregation and the Power of Cointegration Tests: a Monte Carlo Study*377 cited
  • 2010

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An overview of global gold market and gold price forecasting
372 cited
  • 2007Metal volatility in presence of oil and interest rate shocks350 cited
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    • 2024Gold price prediction by a CNN-Bi-LSTM model along with automatic parameter tuning28 cited