The financial economics of gold—A survey
We review the literature on gold as an investment. We summarize a wide variety of literature,
including the papers in this special issue of International Review of Financial Analysis to …
including the papers in this special issue of International Review of Financial Analysis to …
Forecasting gold price with the XGBoost algorithm and SHAP interaction values
SB Jabeur, S Mefteh-Wali, JL Viviani - Annals of Operations Research, 2024 - Springer
Financial institutions, investors, mining companies and related firms need an effective
accurate forecasting model to examine gold price fluctuations in order to make correct …
accurate forecasting model to examine gold price fluctuations in order to make correct …
[HTML][HTML] Domestic macroeconomic determinants of precious metals prices in developed and emerging economies: An international analysis of the long and short run
HMU Rana, F O'Connor - International Review of Financial Analysis, 2023 - Elsevier
This study examines the relationship between domestic macroeconomic factors and
domestic precious metals prices across developed and emerging markets from 1979 to …
domestic precious metals prices across developed and emerging markets from 1979 to …
Hedging geopolitical risk with precious metals
We analyse the relationship between geopolitical risk and asset prices and show that
geopolitical risk is distinct from existing measures of economic, financial, and political risk …
geopolitical risk is distinct from existing measures of economic, financial, and political risk …
Gold volatility prediction using a CNN-LSTM approach
A Vidal, W Kristjanpoller - Expert Systems with Applications, 2020 - Elsevier
Prediction of volatility for different types of financial assets is one of the tasks of greater
mathematical complexity in time series prediction, mainly due to its noisy, non-stationary and …
mathematical complexity in time series prediction, mainly due to its noisy, non-stationary and …
The realized volatility of commodity futures: Interconnectedness and determinants
Using high frequency data and connectedness measures based on a time-varying
parameter vector autoregression (TVP-VAR) model, we study dynamic connectedness …
parameter vector autoregression (TVP-VAR) model, we study dynamic connectedness …
Time-frequency connectedness and spillover among carbon, climate, and energy futures: Determinants and portfolio risk management implications
This study examines returns and volatility connectedness and spillover among carbon,
climate, and energy futures using TPV-VAR frequency connectedness approach with daily …
climate, and energy futures using TPV-VAR frequency connectedness approach with daily …
Macro factors and the realized volatility of commodities: a dynamic network analysis
This paper explores the relationship between macro-factors and the realized volatility of
commodity futures. Three main commodities—soybeans, gold and crude oil—are …
commodity futures. Three main commodities—soybeans, gold and crude oil—are …
World gold prices and stock returns in China: Insights for hedging and diversification strategies
MEH Arouri, A Lahiani, DK Nguyen - Economic Modelling, 2015 - Elsevier
This article uses the VAR–GARCH framework of Ling and McAleer (2003) to explore both
return and volatility spillovers between world gold prices and stock market in China over the …
return and volatility spillovers between world gold prices and stock market in China over the …
[HTML][HTML] Hedging precious metals with impact investing
Our study investigates the role of impact investing as a risk management tool for precious
metals (ie, palladium, platinum, gold, and silver) in calm and turbulent times. The findings …
metals (ie, palladium, platinum, gold, and silver) in calm and turbulent times. The findings …