• EN
  • DA

Danish NationalResearch Database

  • Publications
  • Researchers
Example Finds records
water{} containing the word "water".
water supplies"{}" containing the phrase "water supplies".
author:"Doe, John"author:"{}" containing the phrase "Doe, John" in the author field.
title:IEEEtitle:{} containing the word "IEEE" in the title field.
bech{} containing the word "bech".
marie bech"{}" containing the phrase "marie bech".
orcid:0000-0002-5429-5292orcid:{} Having a particular ORCID
Need more help? Advanced search tutorial
  • Selected (0)
  • History

Forecasting metal prices: Do forecasters herd?

    • Save to Mendeley
    • Export to BibTeX
    • Export to RIS
    • Email citation
Authors:
  • Pierdzioch, C. ;
    Close
    unknown
  • Rulke, J. C. ;
    Close
    unknown
  • Stadtmann, G.
    Close
    Department of Business and Economics, Faculty of Business and Social Sciences, SDU
DOI:
10.1016/j.jbankfin.2012.08.016
Abstract:
We analyze more than 20,000 forecasts of nine metal prices at four different forecast horizons. We document that forecasts are heterogeneous and report that anti-herding appears to be a source of this heterogeneity. Forecaster anti-herding reflects strategic interactions among forecasters that foster incentives to scatter forecasts around a consensus forecast. (C) 2012 Elsevier B.V. All rights reserved.
Type:
Journal article
Language:
English
Published in:
Journal of Banking and Finance, 2013, Vol 37, Issue 1, p. 150-158
Keywords:
Metal prices Forecasting Forecaster (anti-)herding EFFICIENCY EXCHANGE MARKETS COINTEGRATION
Main Research Area:
Social science
Publication Status:
Published
Review type:
Peer Review
Submission year:
2013
Scientific Level:
Scientific
ID:
232113750

Full text access

  • Doi Get publisher edition via DOI resolver
Checking for on-site access...

On-site access

At institution

  • University southern denmark

Metrics

Feedback

Sitemap

  • Search
    • Statistics
    • Tutorial
    • Data
    • FAQ
    • Contact
  • About
    • Institutions
    • Release History
    • Cookies and Personal Data
  • Open Access
    • The Danish Open Access Indicator

Copyright © 1998–2018.

Fivu en