Accounting the US-China trade war and COVID-19 effects in forecasting gold price using ARIMAX-GARCH model

Author:

Andreas Christopher,Nugroho Hariawan Widi,Ulyah Siti Maghfirotul,Mardianto M. Fariz Fadillah,Pusporani Elly

Publisher

AIP Publishing

Reference17 articles.

1. Reuters, Silver Will Outshine Gold as Demand Hits 8-Year High in 2021 – Silver Institute. https://www.reuters.com/article/precious-silver-idUSL1N2KG0XF. (2021). Retrieved March 11, 2021.

2. W. C. Koh and J. Baffes, Gold Shines Bright Throughout the COVID-19 Crisis. https://blogs.worldbank.org/opendata/gold-shines-bright-throughout-covid-19-crisis. (2020). Retrieved March 11, 2021.

3. A. Hatamlou and M. Deljavan, Journal of AI and Data Mining, 7(3), 411–420 (2019).

4. S. M. Ulyah, C. Andreas, and I. A. Rahmayanti “Forecasting Gold and Oil Prices Considering US-China Trade War using Vector Autoregressive with Exogenous Input”, in Journal of Physics: Conference Series, IOP Publishing 2329(1) (IOP Publishing, 2021), pp. 060020.

5. C. Andreas, I. A. Rahmayanti, and S. M. Ulyah, “The Impact of US-China Trade War in Forecasting the Gold Price Using ARIMAX Model”, in Journal of Physics: Conference Series, IOP Publishing 2329(1) (IOP Publishing, 2021), pp.060011.

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