Forecasting the price of gold using dynamic model averaging

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The Financial Economics of Gold – A Survey (2015, methodology): “Thus Baur, Beckmann, and Czudaj (2014) and Aye et al. (2015) apply Bayesian methods of dynamic model averaging to assess the forecast ability.”
Forecasting the realized range-based volatility using dynamic model averaging approach (2017, background): “Consequently, DMA is widely implemented to forecast inflation, gold price, oil price, and combine the forecasts (Koop and Korobilis, 2012; Aye et al., 2015; Naser, 2016; Wang et al., 2016).”