Study on Volatility Effects during Multiple Periods of Intense Gold Price Fluctuations Based on Fractal Theory

Study on Volatility Effects during Multiple Periods of Intense Gold Price Fluctuations Based on Fractal Theory | Research Square window.SnipcartSettings = { analytics: { enabled: false } }; (function() { var accessVector = localStorage.getItem('access_vector') || ''; window.dataLayer = window.dataLayer || []; if (accessVector) { window.dataLayer.push({ user: { profile: { profileInfo: { snid: accessVector } } } }); } })(); (function(w,d,s,l,i){w[l]=w[l]||[];w[l].push({'gtm.start':new Date().getTime(),event:'gtm.js'});var f=d.getElementsByTagName(s)[0],j=d.createElement(s),dl=l!='dataLayer'?'&l='+l:'';j.async=true;j.src='https://www.googletagmanager.com/gtm.js?id='+i+dl;f.parentNode.insertBefore(j,f);})(window,document,'script','dataLayer','GTM-K279D39R'); Browse Preprints In Review Journals COVID-19 Preprints AJE Video Bytes Research Tools Research Promotion AJE Professional Editing AJE Rubriq About Preprint Platform In Review Editorial Policies Our Team Advisory Board Help Center Sign In Submit a Preprint Cite Share Download PDF Research Article Study on Volatility Effects during Multiple Periods of Intense Gold Price Fluctuations Based on Fractal Theory Xue Yaozu, Wan chunli, Zhang Yinjie This is a preprint; it has not been peer reviewed by a journal. https://doi.org/ 10.21203/rs.3.rs-7994054/v1 This work is licensed under a CC BY 4.0 License Status: Posted Version 1 posted You are reading this latest preprint version Abstract This study systematically investigates the volatility effects during multiple periods of intense fluctuations in gold prices by employing fractal geometry and multifractal theory. By calculating the Hurst exponent and applying multifractal detrended fluctuation analysis (MF-DFA), the research uncovers both fractal and multifractal characteristics of gold price volatility. Furthermore, the co-fractal dynamics between gold prices and other major metal assets are explored. In addition, a machine learning-based forecasting model is constructed to predict both the direction and magnitude of gold price volatility, thus providing valuable insights for investors and financial market participants. Gold price Fractal theory Hurst exponent Multifractal detrended fluctuation analysis Volatility spillover Prediction model Full Text Additional Declarations No competing interests reported. Cite Share Download PDF Status: Posted Version 1 posted You are reading this latest preprint version Research Square lets you share your work early, gain feedback from the community, and start making changes to your manuscript prior to peer review in a journal. As a division of Research Square Company, we’re committed to making research communication faster, fairer, and more useful. We do this by developing innovative software and high quality services for the global research community. Our growing team is made up of researchers and industry professionals working together to solve the most critical problems facing scientific publishing. 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