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https://hdl.handle.net/10419/64550
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DC Field | Value | Language |
---|---|---|
dc.contributor.author | Pierdzioch, Christian | en |
dc.contributor.author | Rülke, Jan-Christoph | en |
dc.contributor.author | Stadtmann, Georg | en |
dc.date.accessioned | 2012-09-26 | - |
dc.date.accessioned | 2012-10-01T08:12:39Z | - |
dc.date.available | 2012-10-01T08:12:39Z | - |
dc.date.issued | 2012 | - |
dc.identifier.uri | http://hdl.handle.net/10419/64550 | - |
dc.description.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. | en |
dc.language.iso | eng | en |
dc.publisher | |aEuropean University Viadrina, Department of Business Administration and Economics |cFrankfurt (Oder) | en |
dc.relation.ispartofseries | |aDiscussion Paper |x325 | en |
dc.subject.jel | G17 | en |
dc.subject.jel | C33 | en |
dc.subject.jel | L61 | en |
dc.subject.ddc | 330 | en |
dc.subject.keyword | Metal prices | en |
dc.subject.keyword | Forecasting | en |
dc.subject.keyword | Forecaster (anti-)herding | en |
dc.title | Forecasting metal prices: Do forecasters herd? | - |
dc.type | Working Paper | en |
dc.identifier.ppn | 726452025 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
dc.identifier.repec | RePEc:zbw:euvwdp:325 | en |
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