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A quantile-boosting approach to forecasting gold returns

Pierdzioch, Christian; Risse, Marian - In: The North American journal of economics and finance : a … 35 (2016), pp. 38-55

Persistent link: https://www.econbiz.de/10011672283

Forecasting Copper Prices with Dynamic Averaging and Selection Models

Buncic, Daniel - 2017

We use data from the London Metal Exchange (LME) to forecast monthly copper returns using the recently proposed dynamic model averaging and selection (DMA/DMS) methodology which incorporates time varying parameters as well as time varying model averaging and selection into a unifying framework....

Persistent link: https://www.econbiz.de/10012972876

Forecasting Lithium Prices

Villena, Mauricio; Quinteros, Maria; Hardy, Nicolas - 2023

The main aim of this paper is to forecast both in-sample and out-of-sample lithium prices. Specifically, we explore the empirical implications of the present value model for exchange rates, market indexes, mining company prices and related company prices in hi-tech, automotive, electric vehicle...

Persistent link: https://www.econbiz.de/10014256538

Gold returns

Barro, Robert J.; Misra, Sanjay - 2013

Persistent link: https://www.econbiz.de/10009715114

Gold Returns

Barro, Robert J. - 2013

From 1836 to 2011, the average real rate of price change for gold in the United States is 1.1% per year and the … gold's real rate of price change with consumption and GDP growth rates are small and statistically insignificantly … between gold services and ordinary consumption, the model can generate a mean real rate of price change within the (0.1%, 2 …

Persistent link: https://www.econbiz.de/10013087443