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Investigating the relationship between gold and silver prices

Article Abstract:

Analysis of gold and silver price relationships reveals that non-linear models perform better than random walk in-sample and out of sample for gold prices, and that in-sample non-linear models are better for silver prices. The study evaluates the effects of large bubbles on price cointegration, the existence of simultaneous relationships between the rates of return of gold and silver and the extent of error-correction term inclusion improves non-linear models.

Author: Escribano, Alvaro, Granger, Clive W.J.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 1998
Primary nonferrous metals, not elsewhere classified, Primary Smelting and Refining of Nonferrous Metal (except Copper and Aluminum), Gold, Econometrics & Model Building, Silver, Econometrics, Economic forecasting, Precious metal products, Precious metals, Business models

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Evaluating forecasts: a look at aggregate bias and accuracy measures

Article Abstract:

The properties and advantages of aggregate measures of forecast bias and accuracy are examined. A simple graphical display of forecast bias and accuracy, as a supplement for the information provided by accuracy measures, is advanced.

Author: Flores, Benito E., Wichern, Dean W.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2005
United Kingdom

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Economic and statistical measures of forecast accuracy

Article Abstract:

Research is presented concerning the use of forecast evaluation by business enterprises for the improvement of the decision making process. The statistical and economic measurement of forecast accuracy are discussed.

Author: Granger, Clive W.J., Pesaran, M. Hashem
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2000
Forecasting, Management, Securities, Securities prices, Business enterprises, Business forecasting, Decision theory

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Subjects list: Research, Methods, Prices and rates, Evaluation, Forecasting
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