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Record W3125514634 · doi:10.5539/ijef.v7n7p56

Emerging Market Demand and the Changing Dynamics of the Price of Gold

2015· article· en· W3125514634 on OpenAlexvenueno aff
David A. Rakowski

Bibliographic record

VenueInternational Journal of Economics and Finance · 2015
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsnot available
Fundersnot available
KeywordsEconomicsLiberian dollarVolatility (finance)Gold as an investmentEmerging marketsFinancial marketSafe havenU.S. Dollar IndexIndex (typography)Monetary economicsFinancial economicsCommodity marketExchange rateUs dollarMacroeconomicsFinance

Abstract

fetched live from OpenAlex

Empirical research on the dynamics of the US dollar price of gold has largely focused on the macroeconomic influence of developed economies and gold’s role as a safe haven during times of market turmoil. However, the economies of several emerging markets now account for a substantial fraction of global gold holdings, and these holdings are not necessarily correlated with financial market uncertainty in developed markets. This paper compares two extensions to a popular econometric model of the US dollar gold price. We do so by incorporating the consumer holdings of gold from the largest emerging markets and comparing the effectiveness of our model over time to one that incorporates a measure of volatility in US financial markets (the VIX index). Our results indicate that emerging market consumer demand has a significant and growing impact on the relationship between USD exchange rates and the price of gold, and that this relationship has a stronger influence than does the level of uncertainty in US financial markets.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.006
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.009
Threshold uncertainty score0.017

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.006
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0020.002
Open science0.0000.000
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0030.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.015
GPT teacher head0.213
Teacher spread0.199 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2015
Admission routes1
Has abstractyes

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