This paper studies recurring annual events potentially introducing seasonality into gold prices. We analyze gold … statistically significant gold price changes. This “autumn effect” holds unconditionally and conditional on several risk factors. We … stock market, wedding season gold jewelery demand in India and negative investor sentiment due to shorter daylight time. The …

, inflation expectations, exchange rate changes and stock market volatility among others. Hence, forecasting the price of gold is …The price of gold is influenced by a wide range of local and global factors such as commodity prices, interest rates … allows both the forecasting model and the coefficients to change over time. Based on this framework, we systematically …

assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily …. Heterogeneity prevails in correlations between gold and stocks. After the 2008 crisis, correlations among all three assets increase …

assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily …. Heterogeneity prevails in correlations between gold and stocks. After the 2008 crisis, correlations among all three assets increase …

We develop models for examining possible predictors of the return on gold that embrace six global factors (business … return of gold. The DMS is the best overall across all forecast horizons. Generally, all the predictors show strong …’s financial stress index appear to be strong at almost all horizons and sub-periods. However, the forecasting prowess of the …