Chai, Jian; Zhao, Chenyu; Hu, Yi; Zhang, Zhe George - In: Journal of management science and engineering 6 (2021) 2, pp. 135-145
relationship between the gold price returns and its affecting factors. Then we use the STL-ETS, neural network and Bayesian … crude oil price returns shocks. STL-ETS model can accurately fit the fluctuation trend of the gold price returns and improve …