The Impact of Gold, Oil Prices, and their Associated Implied Volatilities on Performance of Pakistan's Stock Market

AA Bhatti, MA Jamali… - Pakistan Journal of …, 2023 - journals.internationalrasd.org
This study examined the asymmetrical implications of gold and oil prices, as well as the
implied volatility that goes along with them, on the performance of Pakistan's stock market. It …

Economic Interactions among Stock Market Performance and Macroeconomic Variables with Mediating Role of Gold Prices Volatilities: An Evidence from Pakistan

R Rasheed, MN Ishaq, R Anwar… - Review of Economics and …, 2021 - reads.spcrd.org
In all emerging economies, one of the most challenging issues for investors is the
multifaceted inter-relationship between volatility of gold prices and stock market index …

Exchange rate volatility in the covid-19 period: an analysis using the Markov-Switching ARCH model

H Koç - EKOIST Journal of Econometrics and Statistics, 2021 - dergipark.org.tr
Most analyses of exchange rate volatility in the economic literature are conducted by means
of autoregressive conditional heteroskedasticity (ARCH) or generalized ARCH (GARCH) …

Gold Prices Time-Series Forecasting: Comparison of Statistical Techniques

I Maryati, C Christian, AS Paramita - Journal of Applied Data …, 2023 - bright-journal.org
The fluctuation of gold prices throughout the year makes it difficult for both investors and
regular individuals to predict the future value. The goal of this research is to utilize various …

Exploring the Forecasting Performance of ARIMA-GARCH-Family and Regime Switching ARIMA Models for Industrial Manufacturing in Pakistan

TB Qasim, A Javed, HA Anam Javaid - Competitive Social Science …, 2022 - cssrjournal.com
Forecasting plays a vital role in making effective planning and decisions for policy making in
almost every field of life. Modeling the dynamic behavior of price series due to non …

[PDF][PDF] Gold pricesforecasting using triple exponential method

WF Khairawati, R Ramadhansyah, D Fariadi - 2021 - academia.edu
Governments, organizations, and citizens have taken an interest in gold price fluctuations.
Gold price forecasting that is accurate may effectively capture price shift tendencies and …