Similar Search Results

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

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

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

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 …-ofsample the rate of change of the real price of gold. We study the economic value-added of out-of-sample forecasts using a …

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

On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns

Pierdzioch, Christian; Rohloff, Sebastian; Campe, Roland von - In: Annals of financial economics 18 (2023) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10014442354

Fluctuations of the Real Exchange Rate, Real Interest Rates, and the Dynamics of the Price of Gold in a Small Open Economy

Pierdzioch, Christian - 2015

Economic theory predicts that, in a small open economy, the dynamics of the real price of a commodity should be linked to a large-country real interest rate and fluctuations of the real exchange rate. Using data for Australia, we test this prediction using an out-ofsample forecasting experiment....

Persistent link: https://www.econbiz.de/10013032098

Are precious metals a hedge against exchange-rate movements? : an empirical exploration using bayesian additive regression trees

Pierdzioch, Christian; Risse, Marian; Rohloff, Sebastian - In: The North American journal of economics and finance : a … 38 (2016), pp. 27-38

Persistent link: https://www.econbiz.de/10011673292

A Quantile-Boosting Approach to Forecasting Gold Returns

Pierdzioch, Christian; Risse, Marian; Rohloff, Sebastian - 2015

We use a quantile-boosting approach to compute out-of-sample forecasts of gold returns. The approach accounts for model …

Persistent link: https://www.econbiz.de/10014135991