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Prognosen von Metallpreisen: Asymmetrische Verlustfunktionen und Rationalität
Pierdzioch, Christian | Rülke, Jan-Christoph | Stadtmann, Georg
Credit and Capital Markets – Kredit und Kapital, Vol. 45 (2012), Iss. 3 : pp. 407–440
1 Citations (CrossRef)
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Prof. Dr. Christian Pierdzioch, Helmut-Schmidt-Universität, Fakultät für Wirtschafts- und Sozialwissenschaften, Holstenhofweg 85, D-22008 Hamburg
Jun.-Prof. Dr. Jan-Christoph Rülke, WHU – Otto Beisheim School of Management, Burgplatz 2, D-56179 Vallendar
Prof. Dr. Georg Stadtmann, University of Southern Denmark, Department of Business and Economics, Campusvej 55, DK-5230 Odense M, und Europa-Universität Viadrina, Lehrstuhl für Volkswirtschaftslehre, insb. Makroökonomik, Postfach 1786, D-15207 Frankfurt (Oder)
Cited By
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A note on forecasting the prices of gold and silver: Asymmetric loss and forecast rationality
Pierdzioch, Christian
Rülke, Jan-Christoph
Stadtmann, Georg
The Quarterly Review of Economics and Finance, Vol. 53 (2013), Iss. 3 P.294
https://doi.org/10.1016/j.qref.2013.04.002 [Citations: 7]
Abstract
Metal Price Forecasts: Asymmetric Loss Functions and Rationality
Metals are important industrial raw and basic materials. Owing to the extremely strong fluctuations of metal prices, forecasts of future price developments are often in the focus of reporting by the media. This article analyses forecasts of six different metal prices, where the discussion focuses in particular on the form of forecasters' loss function and the rationality of forecasts. The micro data we have used show a marked heterogeneity with respect to both aspects both across the analysed metal prices and across the forecasters for some of the metals studied.