Browsing Research Articles (University of Pretoria) by Subject "Forecast"

Browsing Research Articles (University of Pretoria) by Subject "Forecast"

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  • Climate risk and gold 
    Salisu, Afees A.; Olaniran, Abeeb; Lasisi, Lukman (Elsevier, 2023-05)
    In this paper, we examine the predictive content of both transition and physical risks for the volatility of gold return as well as the utility gains of observing these risks. Our results offer the following distinct ...
  • Forecasting the price of gold 
    Hassani, Hossein; Silva, Emmanuel Sirimal; Gupta, Rangan; Segnon, Mawuli K. (Routledge, 2015-03)
    This article seeks to evaluate the appropriateness of a variety of existing forecasting techniques (17 methods) at providing accurate and statistically significant forecasts for gold price. We report the results from the ...
  • A note on uncertainty due to infectious diseases and output growth of the United States : a mixed-frequency forecasting experiment 
    Salisu, Afees A.; Gupta, Rangan; Demirer, Riza (World Scientific Publishing, 2022-04)
    Utilizing a mixed data sampling (MIDAS) approach, we show that a daily newspaper-based index of uncertainty associated with infectious diseases can be used to predict, both in- and out-of-samples, low-frequency movements ...
  • Predictive modeling of wildfire occurrence and damage in a tropical savanna ecosystem of West Africa 
    Kouassi, Jean-Luc; Wandan, Narcisse; Mbow, Cheikh (MDPI, 2020-08-12)
    Wildfires are a major environmental, economic, and social threat. In Central Côte d’Ivoire, they are among the biggest environmental and forestry problems during the dry season. National authorities do not have tools and ...
  • A suggestion for a dynamic multi factor model (DMFM) 
    Gibson, Heather D.; Hall, Stephen George; Tavlas, George S. (Cambridge University Press, 2022-09)
    We provide a new way of deriving a number of dynamic unobserved factors from a set of variables. We show how standard principal components may be expressed in state space form and estimated using the Kalman filter. To ...