Forecasting gold and oil prices considering US-China trade war using vector autoregressive with exogenous input-Reference-Cited by-同舟云学术

Forecasting gold and oil prices considering US-China trade war using vector autoregressive with exogenous input

Published:2021 Issue: Volume: Page:
ISSN:0094-243X
Container-title:INTERNATIONAL CONFERENCE ON MATHEMATICS, COMPUTATIONAL SCIENCES AND STATISTICS 2020
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Author:

Ulyah Siti Maghfirotul,Andreas Christopher,Rahmayanti Ilma Amira

Publisher

AIP Publishing

Link

http://aip.scitation.org/doi/pdf/10.1063/5.0042362

Reference25 articles.

1. Waseso, Ratih and Tendi, Milenial ingin investasi emas? Antam punya https://investasi.kontan.co.id/news/milenial-ingin-investasi-emas-antam-punya-solusinya?page=all Retrieved February 7, 2020.

2. The importance of global economic policy uncertainty in predicting gold futures market volatility: A GARCH-MIDAS approach

3. Multi-Scale Volatility Feature Analysis and Prediction of Gold Price

4. Forecasting the price of gold: An error correction approach

5. Gold price volatility: A forecasting approach using the Artificial Neural Network–GARCH model

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