Investment in gold: A bibliometric review and agenda for future research

D Pattnaik, MK Hassan, A DSouza, A Ashraf - Research in International …, 2023 - Elsevier
Significant surge in gold prices has attracted speculators, investors and intellectuals alike.
Factors driving gold prices, the effectiveness of gold price predictions, the economic viability …

Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices

W Mensi, A Sensoy, XV Vo, SH Kang - Resources Policy, 2020 - Elsevier
This paper examines the impacts of COVID-19 on the multifractality of gold and oil prices
based on upward and downward trends. We apply the Asymmetric Multifractal Detrended …

An overview of dynamic model averaging techniques in time‐series econometrics

N Nonejad - Journal of Economic Surveys, 2021 - Wiley Online Library
Dynamic model averaging (DMA) has become a widely used estimation technique in
macroeconomic applications. Since its introduction in econom (etr) ics by Gary Koop and …

[HTML][HTML] Fuzzy rule-based prediction of gold prices using news affect

P Hajek, J Novotny - Expert Systems with Applications, 2022 - Elsevier
Because of gold's value, systems for predicting its price have attracted extensive interest in
the scientific and industrial communities. Diverse artificial intelligence methods outperform …

Gold price forecasting research based on an improved online extreme learning machine algorithm

F Weng, Y Chen, Z Wang, M Hou, J Luo… - Journal of Ambient …, 2020 - Springer
Accurate gold price prediction is highly essential for economic and currency markets. Thus,
the intelligence prediction models need to be applied to price prediction. On the basis of …

Combining wavelet decomposition with machine learning to forecast gold returns

M Risse - International Journal of Forecasting, 2019 - Elsevier
This paper combines the discrete wavelet transform with support vector regression for
forecasting gold-price dynamics. The advantages of this approach are investigated using a …

Gold, inflation and exchange rate in dollarized economies–A comparative study of Turkey, Peru and the United States

M Sui, EW Rengifo, E Court - International Review of Economics & Finance, 2021 - Elsevier
This paper conducts a comprehensive empirical study on gold's hedging potential against
adverse movements of inflation and exchange rates for three countries: Turkey (highly …

What global economic factors drive emerging Asian stock market returns? Evidence from a dynamic model averaging approach

X Dong, SM Yoon - Economic Modelling, 2019 - Elsevier
Due to marketization and globalization, emerging Asian stock markets are influenced by
numerous global factors, such as the business cycle, uncertainty in economic and monetary …

The prediction of gold price using ARIMA model

X Yang - 2nd International Conference on Social Science, Public …, 2019 - atlantis-press.com
Abstract Although, 2016 and 2017 have risen, the international gold price has been in the
doldrums since 2013. The volatility of gold prices will have a profound effect on the …

Weighting approaches in data mining and knowledge discovery: A review

Z Hajirahimi, M Khashei - Neural Processing Letters, 2023 - Springer
Modeling and forecasting are impressive and active research areas, which have been
widely used in diverse theoretical and practical applications, successfully. Accuracy is the …