Improving Prediction of Gold Prices through inclusion of Macroeconomic Variables.

This paper uses a method based on multivariate power-normal distribution for predicting future gold prices in Malaysia. First let r(r) be the vector consisting of the month-/ values of m selected macroeconomic variables, and gold price. The month-(/+l) gold price is then modelled to be dependent on...

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Publicado en:	Pertanika Journal of Social Sciences & Humanities Vol. 24; pp. 101 - 108
Autores principales:	Beh, W. L., Pooi, A. H.
Formato:	Artículo
Publicado:	Universiti Putra Malaysia Oct2016 Special Issue
Materias:	Gold sales & prices Macroeconomics Economic conditions in Malaysia Parsimonious models Prediction models
Acceso en línea:	Ver este registro en EBSCOhost