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Volumn 7678 LNCS, Issue , 2012, Pages 111-121

Economics of gold price movement-forecasting analysis using macro-economic, investor fear and investor behavior features

Author keywords

Forex rates; Gold; Stress index; SVI; Twitter; VIX

Indexed keywords

FOREX RATES; STRESS INDICES; SVI; TWITTER; VIX;

EID: 84871571619     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-642-35542-4_10     Document Type: Conference Paper
Times cited : (5)

References (10)
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    • Twitter mood predicts the stock market
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    • Huina, M., Xiao, Z., Bollen, J.: Twitter mood predicts the stock market. Computer 1010(3003v1), 1-8 (2010)
    • (2010) Computer , vol.1010 , pp. 1-8
    • Huina, M.1    Xiao, Z.2    Bollen, J.3
  • 5
    • 80051881407 scopus 로고    scopus 로고
    • Fear sentiments and gold price: Testing causality in-mean and in-variance
    • Yagil, J., Qadan, M.: Fear sentiments and gold price: testing causality in-mean and in-variance. Applied Economics Letters 19(4), 363-366 (2012)
    • (2012) Applied Economics Letters , vol.19 , Issue.4 , pp. 363-366
    • Yagil, J.1    Qadan, M.2
  • 6
    • 84871540757 scopus 로고
    • Forecasting structural time series models and the kalman filter
    • Laura, S.: Forecasting structural time series models and the kalman filter. Journal of Applied Econometrics 6(3), 329-331 (1991)
    • (1991) Journal of Applied Econometrics , vol.6 , Issue.3 , pp. 329-331
    • Laura, S.1
  • 8
    • 84871547087 scopus 로고    scopus 로고
    • Statistical investigation into the accelerating cyclical dynamics among gold, dollar and u.s. interest rate
    • He, J., Yang, N.: Statistical investigation into the accelerating cyclical dynamics among gold, dollar and u.s. interest rate. In: Modeling Risk Management for Resources and Environment in China, pp. 67-76 (2011)
    • (2011) Modeling Risk Management for Resources and Environment in China , pp. 67-76
    • He, J.1    Yang, N.2
  • 9
    • 84868517786 scopus 로고    scopus 로고
    • Predicting stock market indicators through twitter i hope it is not as bad as i fear
    • 0
    • Fuehres, H., Gloor, P.A., Zhang, X.: Predicting stock market indicators through twitter i hope it is not as bad as i fear. Procedia - Social and Behavioral Sciences 26(0), 55-62 (2011)
    • (2011) Procedia - Social and Behavioral Sciences , vol.26 , pp. 55-62
    • Fuehres, H.1    Gloor, P.A.2    Zhang, X.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.