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http://hdl.handle.net/10419/64550
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| Title: | | Forecasting metal prices: Do forecasters herd?  |
| Authors: | | Pierdzioch, Christian Rülke, Jan-Christoph Stadtmann, Georg |
| Issue Date: | | 2012 |
| Series/Report no.: | | Discussion Paper, European University Viadrina, Department of Business Administration and Economics 325 |
| 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. |
| Subjects: | | Metal prices Forecasting Forecaster (anti-)herding |
| JEL: | | G17 C33 L61 |
| Document Type: | | Working Paper |
| Appears in Collections: | | Diskussionspapiere, Wirtschaftswissenschaftliche Fakultät, Europa-Universität Viadrina
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