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

We use a real-time boosting approach to study the time-varying out-of-sample informational content of various predictor variables (inflation rate, exchange-rate fluctuations, stock market returns and interest rates) for forecasting gold-price fluctuations. While the predictor variables have predictive power, the economic value added of forecasts does not suffice to leverage the performance of a simple trading rule above the performance of a buy-and-hold strategy.

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Year of publication:	2015
Authors:	Pierdzioch, Christian ; Risse, Marian ; Rohloff, Sebastian
Published in:	Applied Economics Letters. - Taylor & Francis Journals, ISSN 1350-4851. - Vol. 22.2015, 1, p. 46-50
Publisher:	Taylor & Francis Journals

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011104875