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A boosting approach to forecasting gold and silver returns : economic and statistical forecast evaluation

Pierdzioch, Christian; Risse, Marian; Rohloff, Sebastian - In: Applied economics letters 23 (2016) 4/6, pp. 347-352

Persistent link: https://www.econbiz.de/10011430599

Testing the optimality of inflation forecasts under flexible loss with random forests

Behrens, Christoph; Pierdzioch, Christian; Risse, Marian - In: Economic modelling 72 (2018), pp. 270-277

Persistent link: https://www.econbiz.de/10012100432

Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy

Pierdzioch, Christian; Risse, Marian; Rohloff, Sebastian - In: Empirical economics : a journal of the Institute for … 51 (2016) 4, pp. 1481-1499

Persistent link: https://www.econbiz.de/10011647138

On international uncertainty links : BART-based empirical evidence for Canada

Gupta, Rangan; Pierdzioch, Christian; Risse, Marian - In: Economics letters 143 (2016), pp. 24-27

Persistent link: https://www.econbiz.de/10011616828

Cointegration of the prices of gold and silver : RALS-based evidence

Pierdzioch, Christian; Risse, Marian; Rohloff, Sebastian - In: Finance research letters 15 (2015), pp. 133-137

Persistent link: https://www.econbiz.de/10011553019

On the efficiency of the gold market : results of a real-time forecasting approach

Pierdzioch, Christian; Risse, Marian; Rohloff, Sebastian - In: International review of financial analysis 32 (2014), pp. 95-108

Persistent link: https://www.econbiz.de/10010461517

Forecasting precious metal returns with multivariate random forests

Pierdzioch, Christian; Risse, Marian - In: Empirical economics : a journal of the Institute for … 58 (2020) 3, pp. 1167-1184

Persistent link: https://www.econbiz.de/10012219543

Forecasting gold-price fluctuations : a real-time boosting approach

Pierdzioch, Christian; Risse, Marian; Rohloff, Sebastian - In: Applied economics letters 22 (2015) 1/3, pp. 46-50

Persistent link: https://www.econbiz.de/10010482090

Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy : conference paper

Pierdzioch, Christian; Rohloff, Sebastian; Risse, Marian - 2014

Economic theory predicts that, in a small open economy, the dynamics of the real price of gold should be linked to real interest rates and the rate of change of the real exchange rate. Using data for Australia, we use a real-time forecasting approach to analyze whether real interest rates and...

Persistent link: https://www.econbiz.de/10010485282

The international business cycle and gold-price fluctuations

Pierdzioch, Christian; Risse, Marian; Rohloff, Sebastian - In: The quarterly review of economics and finance : journal … 54 (2014) 2, pp. 292-305

Persistent link: https://www.econbiz.de/10010468016