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Gold, currencies and market efficiency

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F16%3A00455876" target="_blank" >RIV/67985556:_____/16:00455876 - isvavai.cz</a>

  • Alternative codes found

    RIV/67985556:_____/16:00507284

  • Result on the web

    <a href="http://dx.doi.org/10.1016/j.physa.2015.12.075" target="_blank" >http://dx.doi.org/10.1016/j.physa.2015.12.075</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1016/j.physa.2015.12.075" target="_blank" >10.1016/j.physa.2015.12.075</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    Gold, currencies and market efficiency

  • Original language description

    Gold and currency markets form a unique pair with specific interactions and dynamics. We focus on the efficiency ranking of gold markets with respect to the currency of purchase. By utilizing the Efficiency Index (EI) based on fractal dimension, approximate entropy and long-term memory on a wide portfolio of 142 gold price series for different currencies, we construct the efficiency ranking based on the extended EI methodology we provide.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

  • CEP classification

    AH - Economics

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/GBP402%2F12%2FG097" target="_blank" >GBP402/12/G097: DYME-Dynamic Models in Economics</a><br>

  • Continuities

    I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Others

  • Publication year

    2016

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Physica. A : Statistical Mechanics and its Applications

  • ISSN

    0378-4371

  • e-ISSN

  • Volume of the periodical

    449

  • Issue of the periodical within the volume

    1

  • Country of publishing house

    NL - THE KINGDOM OF THE NETHERLANDS

  • Number of pages

    8

  • Pages from-to

    27-34

  • UT code for WoS article

    000370898000003

  • EID of the result in the Scopus database

    2-s2.0-84961322262