Sebastian Rohloff

University of the German Federal Armed Forces - Helmut Schmidt Universität

Holstenhofweg 85

Hamburg, 22008

Germany

SCHOLARLY PAPERS

6

DOWNLOADS

449

SSRN CITATIONS

5

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

A Boosting Approach to Forecasting the Volatility of Gold-Price Fluctuations Under Flexible Loss

Number of pages: 41 Posted: 23 Oct 2014 Last Revised: 12 Nov 2015
Christian Pierdzioch, Marian Risse and Sebastian Rohloff
University of the German Federal Armed Forces - Department of Economics, University of the German Federal Armed Forces - Helmut Schmidt Universität and University of the German Federal Armed Forces - Helmut Schmidt Universität
Downloads 150 (252,170)
Citation 3

Abstract:

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Volatility of gold-price fluctuations; Real-time forecasting; Boosting approach

2.

A Quantile-Boosting Approach to Forecasting Gold Returns

Number of pages: 26 Posted: 02 May 2015 Last Revised: 19 Jul 2015
Christian Pierdzioch, Marian Risse and Sebastian Rohloff
University of the German Federal Armed Forces - Department of Economics, University of the German Federal Armed Forces - Helmut Schmidt Universität and University of the German Federal Armed Forces - Helmut Schmidt Universität
Downloads 94 (352,762)

Abstract:

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Quantile-boosting approach, Forecasting, Asymmetric loss, Gold price, Informational efficiency

3.

Are Precious Metals a Hedge Against Exchange-Rate Movements? An Empirical Exploration Using Bayesian Additive Regression Trees

Number of pages: 25 Posted: 14 Aug 2015 Last Revised: 02 Feb 2016
Christian Pierdzioch, Marian Risse and Sebastian Rohloff
University of the German Federal Armed Forces - Department of Economics, University of the German Federal Armed Forces - Helmut Schmidt Universität and University of the German Federal Armed Forces - Helmut Schmidt Universität
Downloads 92 (357,607)

Abstract:

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Precious metals, Exchange-rate movements, BART, Hedging, Safe haven

4.

Fluctuations of the Real Exchange Rate, Real Interest Rates, and the Dynamics of the Price of Gold in a Small Open Economy

Number of pages: 28 Posted: 23 Oct 2014 Last Revised: 03 Jun 2015
Christian Pierdzioch, Marian Risse and Sebastian Rohloff
University of the German Federal Armed Forces - Department of Economics, University of the German Federal Armed Forces - Helmut Schmidt Universität and University of the German Federal Armed Forces - Helmut Schmidt Universität
Downloads 70 (419,396)
Citation 1

Abstract:

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Gold price; Real-time forecasting; Real exchange rate; Real interest rates; Behavioral finance approach

5.

Do Commodity Prices Affect the Australian Real Effective Exchange Rate: A Real-Time Quantile-Regression Analysis

Number of pages: 45 Posted: 16 Oct 2018
Sebastian Rohloff
University of the German Federal Armed Forces - Helmut Schmidt Universität
Downloads 24 (630,563)
Citation 1

Abstract:

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Quantile Regression, Exchange Rates, Commodity Prices, Forecasting

6.

What About Asymmetric Loss? A Real-Time Quantile-Regression Update on the AUD-Yen Exchange Rate

Number of pages: 36 Posted: 13 Oct 2018
Sebastian Rohloff
University of the German Federal Armed Forces - Helmut Schmidt Universität
Downloads 19 (665,902)

Abstract:

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Quantile Regression, Exchange Rates, Commodity Prices, Forecasting