Fluctuation of USA Gold Price - Revisited with Chaos-based Complex Network Method

Susmita Bhaduri, Dipak Ghosh and Subhadeep Ghosh

Papers from arXiv.org

Abstract: We give emphasis on the use of chaos-based rigorous nonlinear technique called Visibility Graph Analysis, to study one economic time series - gold price of USA. This method can offer reliable results with fiinite data. This paper reports the result of such an analysis on the times series depicting the fluctuation of gold price of USA for the span of 25 years(1990 - 2013). This analysis reveals that a quantitative parameter from the theory can explain satisfactorily the real life nature of fluctuation of gold price of USA and hence building a strong database in terms of a quantitative parameter which can eventually be used for forecasting purpose.

Date: 2016-08
New Economics Papers: this item is included in nep-cse and nep-hme
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1608.01103

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