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Forecasting the Price of Gold. (2014). Hassani, Hossein ; GUPTA, RANGAN ; Silva, Emmanuel Sirimal.
In: Working Papers.
RePEc:pre:wpaper:201428.

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Cited: 29

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  1. On the similarities between precious metals, precious metal stocks and equities – International evidence for gold and silver. (2023). Dar, Arif ; Bhanja, Niyati ; Paul, Manas.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003409.

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  2. Domestic macroeconomic determinants of precious metals prices in developed and emerging economies: An international analysis of the long and short run. (2023). O'Connor, Fergal ; Usman, Hafiz Muhammad.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003290.

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  3. Gold Against the Machine. (2021). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; Gogas, Periklis.
    In: Computational Economics.
    RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10019-z.

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  4. Dynamics of connectedness across crude oil, precious metals and exchange rate: Evidence from time and frequency domains. (2021). Dar, Arif ; Bhanja, Niyati ; Paul, Manas ; Shah, Adil Ahmad.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001689.

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  5. What do we know about the inflation-hedging property of precious metals in Africa? The case of leading producers of the commodities. (2021). Oliyide, Johnson A ; Adekoya, Oluwasegun B ; Tahir, Hammad.
    In: Resources Policy.
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  6. A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility. (2020). GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad ; Pierdzioch, Christian.
    In: Working Papers.
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  7. Do gold mining stocks behave like gold or equities? Evidence from the UK and the US. (2019). Dar, Arif ; Bhanja, Niyati ; Paul, Manas .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:59:y:2019:i:c:p:369-384.

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  8. Gold, gold mining stocks and equities- partial wavelet coherence evidence from developed countries. (2019). Dar, Arif ; Bhanja, Niyati ; Paul, Manas.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:378-384.

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  9. Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models. (2018). GUPTA, RANGAN ; Das, Sonali ; Silva, Emmanuel Sirimal ; Hassani, Hossein.
    In: Physica A: Statistical Mechanics and its Applications.
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  10. Gold Price and Exchange Rates: A Panel Smooth Transition Regression Model for the G7 Countries. (2018). Koukouritakis, Minoas ; Giannellis, Nikolaos.
    In: Working Papers.
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  11. Forecasting accuracy evaluation of tourist arrivals. (2017). GUPTA, RANGAN ; Filis, George ; Antonakakis, Nikolaos ; Silva, Emmanuel Sirimal ; Hassani, Hossein.
    In: Annals of Tourism Research.
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  12. Does Pharmaceutical Price Regulation Result in Greater Access to Essential Medicines? Study of the impact of drug price control order on sales volume of drugs in India. (2016). Sahay, Arvind ; Jaikumar, Saravana .
    In: IIMA Working Papers.
    RePEc:iim:iimawp:14241.

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  13. Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach. (2016). Heller, David ; Lahiani, Amine ; van Hoang, Thi Hong.
    In: Post-Print.
    RePEc:hal:journl:hal-02012307.

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  14. Predicting the Evolution of CO 2 Emissions in Bahrain with Automated Forecasting Methods. (2016). Tudor, Cristiana.
    In: Sustainability.
    RePEc:gam:jsusta:v:8:y:2016:i:9:p:923-:d:77896.

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  15. Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach. (2016). Lahiani, Amine ; HOANG, Thi Hong Van ; Heller, David ; van Hoang, Thi Hong.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:54:y:2016:i:c:p:54-66.

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  16. The Financial Economics of Gold - a survey. (2015). Batten, Jonathan ; O'Connor, Fergal ; Baur, Dirk ; Lucey, Brian.
    In: MPRA Paper.
    RePEc:pra:mprapa:65484.

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  17. A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts. (2015). Hassani, Hossein ; Silva, Emmanuel Sirimal.
    In: Econometrics.
    RePEc:gam:jecnmx:v:3:y:2015:i:3:p:590-609:d:53676.

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  18. The financial economics of gold — A survey. (2015). Batten, Jonathan ; Baur, Dirk G ; Lucey, Brian M ; O'Connor, Fergal A.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:41:y:2015:i:c:p:186-205.

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  19. Dependence of stock and commodity futures markets in China: implications for portfolio investment. (2014). Reboredo, Juan Carlos ; Wen, Xiaoqian ; Hammoudeh, Shawkat.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-561.

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  20. A la recherche de Maurice Allais. (2014). .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-548.

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  21. Causality across international equity and commodity markets: When asymmetry and nonlinearity matter. (2014). Ajmi, Ahdi N. ; Hammoudeh, Shawkat ; Nguyen, Duc K. ; Ahmed A. A. Khalifa, .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-546.

    Full description at Econpapers || Download paper

  22. Testing for asymmetric causality from U.S. equity returns to commodity futures returns. (2014). Uddin, Gazi Salah.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-545.

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  23. The inflation Targeting effect on the inflation series: A New Analysis Approach of evolutionary spectral analysis. (2014). Essaadi, Essahbi ; Ftiti, Zied.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-516.

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  24. An empirical analysis of energy demand in Tunisia. (2014). Talbi, Besma .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-495.

    Full description at Econpapers || Download paper

  25. Price and Income Elasticities of Demand for Oil Products in African Member Countries of OPEC: A Cointegration Analysis. (2014). .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-486.

    Full description at Econpapers || Download paper

  26. Energy Use and Economic Growth in Africa: A Panel Granger-Causality Investigation. (2014). MHENNI, Hatem ; ben Youssef, Adel ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, ; Rault, Christophe.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-481.

    Full description at Econpapers || Download paper

  27. Forecasting the Price of Gold. (2014). Silva, Emmanuel Sirimal ; Hassani, Hossein.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-480.

    Full description at Econpapers || Download paper

  28. Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach. (2014). Thompson, Kirsten ; van Eyden, Renee.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-468.

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References

References cited by this document

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Cocites

Documents in RePEc which have cited the same bibliography

  1. Forecasting the Price of Gold. (2014). Hassani, Hossein ; GUPTA, RANGAN ; Silva, Emmanuel Sirimal.
    In: Working Papers.
    RePEc:pre:wpaper:201428.

    Full description at Econpapers || Download paper

  2. Dependence of stock and commodity futures markets in China: implications for portfolio investment. (2014). Reboredo, Juan Carlos ; Wen, Xiaoqian ; Hammoudeh, Shawkat.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-561.

    Full description at Econpapers || Download paper

  3. A la recherche de Maurice Allais. (2014). .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-548.

    Full description at Econpapers || Download paper

  4. Causality across international equity and commodity markets: When asymmetry and nonlinearity matter. (2014). Ajmi, Ahdi N. ; Hammoudeh, Shawkat ; Nguyen, Duc K. ; Ahmed A. A. Khalifa, .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-546.

    Full description at Econpapers || Download paper

  5. Testing for asymmetric causality from U.S. equity returns to commodity futures returns. (2014). Uddin, Gazi Salah.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-545.

    Full description at Econpapers || Download paper

  6. The inflation Targeting effect on the inflation series: A New Analysis Approach of evolutionary spectral analysis. (2014). Essaadi, Essahbi ; Ftiti, Zied.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-516.

    Full description at Econpapers || Download paper

  7. An empirical analysis of energy demand in Tunisia. (2014). Talbi, Besma .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-495.

    Full description at Econpapers || Download paper

  8. Price and Income Elasticities of Demand for Oil Products in African Member Countries of OPEC: A Cointegration Analysis. (2014). .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-486.

    Full description at Econpapers || Download paper

  9. Energy Use and Economic Growth in Africa: A Panel Granger-Causality Investigation. (2014). MHENNI, Hatem ; ben Youssef, Adel ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, ; Rault, Christophe.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-481.

    Full description at Econpapers || Download paper

  10. Forecasting the Price of Gold. (2014). Silva, Emmanuel Sirimal ; Hassani, Hossein.
    In: Working Papers.
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    Full description at Econpapers || Download paper

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    RePEc:ecm:ausm04:80.

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  53. Declining Output Volatility in Germany: Impulses, Propagation, and the Role of Monetary Policy. (2004). Fritsche, Ulrich ; Kuzin, Vladimir .
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp433.

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  54. Forecasting Time Series Subject to Multiple Structural Breaks. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1237.

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  55. ‘Forecasting Time Series Subject to Multiple Structural Breaks’. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, M.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0433.

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  56. Anticipation of monetary policy in UK financial markets. (2004). wetherilt, anne ; Lildholdt, Peter .
    In: Bank of England working papers.
    RePEc:boe:boeewp:241.

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  57. Structural breaks in the U.S. inflation process: a further investigation. (2003). Boutahar, Mohamed ; JOUINI, Jamel.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:10:y:2003:i:15:p:985-988.

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  58. Disaggregate evidence on the persistence of consumer price inflation. (2003). Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp03-11.

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  59. The predictive content of the output gap for inflation : resolving in-sample and out-of-sample evidence. (2003). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp03-06.

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  60. Measuring trend output: how useful are the Great Ratios?. (2003). Temple, Jonathan ; Cliff L. F. Attfield, .
    In: Bristol Economics Discussion Papers.
    RePEc:bri:uobdis:03/555.

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