Search Results - subject:"precious metal futures"

Simulating multi-asset classes prices using Wasserstein Generative Adversarial Network: A study of stocks, futures and cryptocurrency

Han, Feng; Ma, Xiaojuan; Zhang, Jiheng - In: Journal of Risk and Financial Management 15 (2022) 1, pp. 1-21

model on various datasets, including the Hong Kong stock market, Hang Seng Index Composite stocks, precious metal futures …

Persistent link: https://www.econbiz.de/10013201330

Simulating multi-asset classes prices using Wasserstein Generative Adversarial Network : a study of stocks, futures and cryptocurrency

Han, Feng; Ma, Xiaojuan; Zhang, Jiheng - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-21

model on various datasets, including the Hong Kong stock market, Hang Seng Index Composite stocks, precious metal futures …

Persistent link: https://www.econbiz.de/10012813868

Forecasting precious metal price movements using trader positions

Mutafoglu, Takvor H.; Tokat, Ekin; Tokat, Hakki A. - In: Resources Policy 37 (2012) 3, pp. 273-280

In the early 2000s, the precious metal markets entered into a new phase where a steady rise of prices had been observed until the October 2008 crash. Given the size and importance of precious metal market, as well as the hedging capacity of precious metals due to their low correlation with...

Persistent link: https://www.econbiz.de/10010595344