Gold Price Dynamics: Geometric Random Walk and ARIMAX Models
| dc.contributor.author | Pflaumer, Peter | |
| dc.date.accessioned | 2025-09-21T18:01:47Z | |
| dc.date.available | 2025-09-21T18:01:47Z | |
| dc.date.issued | 2025-09 | |
| dc.description.abstract | This paper presents a unified analysis of gold price dynamics by integrating two complementary studies: one applying the geometric Random Walk (GRW) model with ARIMA techniques, and the other investigating the relationship between gold prices and global GDP using ARIMAX models. Together, these approaches offer a comprehensive understanding of gold price behavior, uncertainty, and predictive modeling from 1970 to 2024, with forecasts to 2030. | en |
| dc.identifier.uri | http://hdl.handle.net/2003/43978 | |
| dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-25746 | |
| dc.language.iso | en | |
| dc.rights.uri | https://creativecommons.org/licenses/by/4.0/ | |
| dc.subject | Gold prices, | en |
| dc.subject | Uncertainty | en |
| dc.subject | Statistical Modeling | en |
| dc.subject | Expert Predictions | en |
| dc.subject | Geometric Random Walk with Drift | en |
| dc.subject | Gold Price Returns | en |
| dc.subject | Gold Price Forecasting | en |
| dc.subject | global GDP | en |
| dc.subject | ARIMAX | en |
| dc.subject | ARIMA | en |
| dc.subject.ddc | 310 | |
| dc.title | Gold Price Dynamics: Geometric Random Walk and ARIMAX Models | en |
| dc.type | Text | |
| dc.type.publicationtype | ConferenceProceedings | |
| dcterms.accessRights | open access | |
| eldorado.dnb.deposit | true | |
| eldorado.secondarypublication | false |