Intraday Movements of the Gold Price 1986–2012

Dimitri Speck

Chapter Chapter 7 in The Gold Cartel, 2013, pp 27-33 from Palgrave Macmillan

Abstract: Abstract We now want to refine our examination method. Specifically, we want to not only examine price declines during US trading hours, but also any cluster of price movements, especially sharp price movements, at specific times of the day. Figure 7.1 shows the average intraday movement of the gold price before there were systematic interventions – that is, from the beginning of the available time series from 3 February 1986 to 4 August 1993, the day before the gold market interventions started. It has to be borne in mind that the New York trading hours marked on the intraday charts are only a rough approximation, as trading hours were frequently shifted.

Keywords: Reference Price; Future Market; Price Movement; Future Contract; Price Decline (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-1-137-28643-7_7

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DOI: 10.1057/9781137286437_7

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