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Title:Forecasting metal prices: Do forecasters herd? PDF Logo
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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