Search Results - subject:"Gold futures"

A framework for gold price prediction combining classical and intelligent methods with financial, economic, and sentiment data fusion

Taneva-Angelova, Gergana; Raychev, Stefan; Ilieva, Galina - In: International Journal of Financial Studies : open … 13 (2025) 2, pp. 1-25

Accurate gold price forecasting is essential for informed financial decision-making, as gold is sensitive to economic, political, and social factors. This study presents a hybrid framework for multivariate gold price prediction that integrates classical econometric modelling, traditional machine...

Persistent link: https://www.econbiz.de/10015434014

Enhancing forecasting accuracy in commodity and financial markets : insights from GARCH and SVR Models

Ampountolas, Apostolos - In: International Journal of Financial Studies : open … 12 (2024) 3, pp. 1-20

being the preferred choice for Gold Futures due to its lower AIC value and favorable parameter estimates, indicating …

Persistent link: https://www.econbiz.de/10015100922

Textual analysis and gold futures price forecasting : evidence from the Chinese market

Liu, Yanchu; Zhang, Yu; Peng, Xinyi - In: Finance research letters 69 (2024) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10015080875

Investigating seasonality, policy intervention and forecasting in the Indian gold futures market : a comparison based on modeling non-constant variance using two different methods

Nargunam, Rupel; Wei, William W. S.; Anuradha, N. - In: Financial innovation : FIN 7 (2021), pp. 1-15

This study focuses on the Indian gold futures market where primary participants hold sentimental value for the … gold futures relates to seasons, festivity, and government policy. So, the paper will discuss seasonality and intervention … and the ARIMA/GARCH modelling method to compare the forecast performance on the gold futures prices. The results from the …

Persistent link: https://www.econbiz.de/10012617371

Determinants and dynamic interactions of trader positions in the gold futures market

Chen, Yu-Lun; Moh, Wan Shin - In: Journal of commodity markets 31 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014477760

Macroeconomic information, global economic policy uncertainty and gold futures return predictability

Yu, Fanchao - In: Finance research letters 55 (2023) 1, pp. 1-5

Persistent link: https://www.econbiz.de/10014472959

Intraday volatility predictability in China gold futures market : the case of last half-hour realized volatility forecasting

Ye, Chuxin; Lv, Jiamin; Xue, Yinsong; Luo, Xingguo - In: Finance research letters 58 (2023) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014584786

Jumps and gold futures volatility prediction

Li, Xiaoqian; Ma, Xiaoqi - In: Finance research letters 58 (2023) 3, pp. 1-5

Persistent link: https://www.econbiz.de/10014631150

Predicting gold volatility : exploring the impact of extreme risk in the international commodity market

Tang, Yusui; Zhong, Juandan - In: Finance research letters 58 (2023) 2, pp. 1-6

Persistent link: https://www.econbiz.de/10014631292

The effect of new futures contracts on gold futures price volatility: Evidence from the Thailand futures exchange

In: Cogent Economics & Finance 8 (2020) 1, pp. 1-14

futures price volatility of existing gold futures with two contract sizes, 50 baht-weight and 10 baht-weight, using symmetric … modelling gold futures price volatility. The results confirm that the coming into market of Gold-D significantly reduces the … price volatility of existing gold futures. There is not a significant negative relationship between the introduction of Gold …

Persistent link: https://www.econbiz.de/10014001472