Bitcoin is an exciting new financial product that may be useful for inclusion in investment portfolios. This paper investigates the implications of replacing gold in an investment portfolio with bitcoin (“digital gold”). Our approach is to use several different multivariate GARCH models...

Climate change, green consumers, energy security, fossil fuel divestment, and technological innovation are powerful forces shaping an increased interest towards investing in companies that specialize in clean energy. Well informed investors need reliable methods for predicting the stock prices...

Gold is often used by investors as a hedge against inflation or adverse economic times. Consequently, it is important for investors to have accurate forecasts of gold prices. This paper uses several machine learning tree-based classifiers (bagging, stochastic gradient boosting, random forests)...