03346ntm a22006017i 4500 000100004 CZ-PrVSE 20220221132901.0 m d cr n|||||||||| 220221s2022 xr fsbm 000 0 eng d NEZPRACOVANÝ IMPORT ABA006 cze ABA006 ABA006 rda Onykiienko, Marharyta ISIS:142251 dis Fundamentální a technická analýza vývoje cen zlata eng Fundamentální a technická analýza vývoje cen zlata / Marharyta Onykiienko 2022 ?? stran : digital, PDF soubor Vedoucí práce: Milan Fičura Diplomová práce (Ing.)—Vysoká škola ekonomická v Praze. Fakulta financí a účetnictví, 2022 Obsahuje bibliografii Textový (vysokoškolská kvalifikační práce) Rok obhajoby 2022 Precious metals in general, and gold in particular, are one of the popular assets on the financial market. However, a comprehensive understanding of gold prices is still missing. Despite the popularity of trying to find the drivers that could be used for estimating and predicting the price of gold, the available research does not offer a full understanding. This thesis aims to contribute to the discussion on gold prices by identifying potential drivers and by applying a set of econometric models used for predicting futures gold returns. To fulfill this aim, the following models have been estimated: ARIMA, ARIMAX, VAR, and VECM. To compare the results, an opposite approach – technical analysis –was applied. From the set of methods, following the next indicators were used: MACD, RSI, CCI, and Stochastic momentum index. The performance of both approaches was assessed using investment strategy in a comparison with, which will be compared with the random trading. This thesis contributes to the discussion on gold prices by first, examining the importance of selected factors using various econometric methods and second, by comparing two of the common approaches in order to achieve maximum profit Způsob přístupu: Internet finanční inženýrství [obor dipl. práce] diplomové práce fd132022 czenas master's theses eczenas ARIMA technical analysis gold gold futures ARIMAX VAR VECM MACD RSI Stochastic momentum index CCI fundamental analysis Fičura, Milan vse2015859798 ths Pýcha, Mikuláš ISIS:94384 opn Vysoká škola ekonomická v Praze. Fakulta financí a účetnictví kn20010709398 dgg https://insis.vse.cz/zp/75201/podrobnosti VŠKP v InSIS https://insis.vse.cz/zp/75201 Hlavní práce https://insis.vse.cz/zp/75201/posudek/vedouci Hodnocení vedoucího https://insis.vse.cz/zp/75201/posudek/oponent/73221 Oponentura https://insis.vse.cz/zp/75201/podrobnosti dc:identifier NEPOSILAT VSKP vse75201 220211 75201