News-Based Equity Market Uncertainty Aligned: An Informative Predictor For Gold Market Volatility

Oct 30, 2026 market volatilities, economic policy uncertainty, and geopolitics. The VIX reflects expected volatility in the U.S. equity market, based on

Uncertainty indicators: The VIX Index, obtained from Bloomberg, measures option- implied volatility in the US equity market, derived from a weighted average of

A proxy for global uncertainty based on the volatility of gold market over the annual period of 1311–2019, is developed. • This proxy metric is used to

Aug 6, 2024 information content of both crashes and recovery when predicting movements in the gold market. gold returns volatility forecasting based

Jun 28, 2022 gold returns volatility forecasting based information content of both crashes and recovery when predicting movements in the gold market

Feb 28, 2026 price volatility embodies a high degree of entropy—a measure of market uncertainty and news based on mutual information (MI ensuring

Another EMV tracker, which we tailor to macro news, surges in the wake of episodes that involve high uncertainty about the near-term macroeconomic outlook –

News-based Inflation Uncertainty (NIU) and Market-based Inflation Uncertainty volatility to construct a predicted series of market-based inflation uncertainty

Oct 26, 2026 equity markets reveals predictive information in equity- market uncertainty rather than gold- or Treasury-specific implied volatility

We then turn to asset-market-based measures of risk uncertainty for equity prices, interest rates, currencies, oil prices, and inflation. Keywords: risk

to extract information from news media, with the aim of predicting cross-sectional equity option returns based on textual data. Our empirical findings

Overall, the results highlight that while EPU is a significant predictor of stock market volatility, its impact is not symmetric across regions. Exchange rate

Emerging market (EM) equities outperformed developed market (DM) stocks by 11% last year. Gold, long regarded as a diversifier against the risks posed by

monetary policy uncertainty (MPU and equity market volatility (EMV Additionally, it includes our LLM-based versions of these indices denoted with ”LLM

cial media sentiment indicators, news-based uncertainty exerts significant influence on wheat, while both wheat and gold contain predictive information about

Feb 28, 2026 price volatility embodies a high degree of entropy—a measure of market uncertainty and news based on mutual information (MI ensuring

Sep 4, 2026 Gold markets, however, frequently exhibit abrupt changes in volatility systemic financial uncertainty can affect demand for gold and

Aug 10, 2025 in gold futures reflect market uncertainty and investor hedging behavior. delayed market responses to gold price changes, volatility

Our findings reveal that gold, bonds, and exchange rates exhibit safe-haven properties and inverted asymmetric volatility (where volatility spikes during market

Jul 25, 2025 Another EMV tracker, which we tailor to macro news, surges in the wake of episodes that involve high uncertainty about the near-term