Forecasting metal prices: Do forecasters herd?

B-Tier
Journal: Journal of Banking & Finance
Year: 2013
Volume: 37
Issue: 1
Pages: 150-158

Authors (3)

Pierdzioch, Christian (Helmut Schmidt Universität Ham...) Rülke, Jan-Christoph (not in RePEc) Stadtmann, Georg (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:eee:jbfina:v:37:y:2013:i:1:p:150-158
Journal Field
Finance
Author Count
3
Added to Database
2026-01-29