Modelling gold futures: should the level of speculation inform our choice of variables?

Coyle, C, Gogolin, F and Kearney, F (2019) Modelling gold futures: should the level of speculation inform our choice of variables? European Journal of Finance, 25 (10). pp. 966-977. ISSN 1351-847X

Abstract

Metadata

Authors/Creators:
  • Coyle, C
  • Gogolin, F
  • Kearney, F
Copyright, Publisher and Additional Information: © 2018 Informa UK Limited, trading as Taylor & Francis Group. This is an Accepted Manuscript of an article published by Taylor & Francis in The European Journal of Finance on 17 Dec 2018, available online: https://doi.org/10.1080/1351847X.2018.1559212.
Keywords: Financial forecasting; contingent pricing; futures pricing; general financial markets
Dates:
  • Accepted: 5 December 2018
  • Published (online): 17 December 2018
  • Published: 3 July 2019
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Business (Leeds) > Accounting & Finance Division (LUBS) (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 03 Jan 2019 10:33
Last Modified: 17 Jun 2020 00:38
Status: Published
Publisher: Taylor & Francis
Identification Number: https://doi.org/10.1080/1351847X.2018.1559212

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