4
H index
3
i10 index
54
Citations
Aarhus Universitet | 4 H index 3 i10 index 54 Citations RESEARCH PRODUCTION: 7 Articles 9 Papers RESEARCH ACTIVITY: 7 years (2017 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pbo994 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Daniel Borup. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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International Journal of Forecasting | 2 |
Working Papers Series with more than one paper published | # docs |
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FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta | 2 |
Year | Title of citing document |
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2023 | Active labour market policies for the long-term unemployed: New evidence from causal machine learning. (2021). Goller, Daniel ; Wolff, Joachim ; Lechner, Michael ; Harrer, Tamara. In: Papers. RePEc:arx:papers:2106.10141. Full description at Econpapers || Download paper |
2024 | Maximally Machine-Learnable Portfolios. (2023). Goebel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2306.05568. Full description at Econpapers || Download paper |
2023 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | S&P 500 volatility, volatility regimes, and economic uncertainty. (2023). Chatrath, Arjun ; Adrangi, Bahram ; Raffiee, Kambiz. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1362-1387. Full description at Econpapers || Download paper |
2023 | Machine learning advances for time series forecasting. (2023). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:76-111. Full description at Econpapers || Download paper |
2024 | Assessing and addressing the coronavirus-induced economic crisis: Evidence from 1.5 billion sales invoices. (2024). Liu, LU ; Liao, LI ; Chen, Zhuo ; Wang, Zhengwei. In: China Economic Review. RePEc:eee:chieco:v:85:y:2024:i:c:s1043951x24000336. Full description at Econpapers || Download paper |
2024 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063. Full description at Econpapers || Download paper |
2024 | Does energy consumption play a key role? Re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting. (2024). Hu, Shiyang ; Ma, Feng ; Lu, Fei. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007661. Full description at Econpapers || Download paper |
2023 | Behavioral asset pricing under expected feedback mode. (2023). Xu, Shaojun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000248. Full description at Econpapers || Download paper |
2023 | Chinese agricultural futures volatility: New insights from potential domestic and global predictors. (2023). Huang, Dengshi ; Su, Yuandong ; Lu, Xinjie. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003022. Full description at Econpapers || Download paper |
2024 | Do industries predict stock market volatility? Evidence from machine learning models. (2024). Demirer, Riza ; Suleman, Muhammad Tahir ; Niu, Zibo ; Zhu, Xuehong ; Zhang, Hongwei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001713. Full description at Econpapers || Download paper |
2023 | Improving variance forecasts: The role of Realized Variance features. (2023). Papantonis, Ioannis ; Tzavalis, Elias ; Rompolis, Leonidas. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1221-1237. Full description at Econpapers || Download paper |
2023 | Forecasting GDP growth rates in the United States and Brazil using Google Trends. (2023). Clements, Michael ; Urquhart, Andrew ; Bantis, Evripidis. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1909-1924. Full description at Econpapers || Download paper |
2023 | Does climate policy uncertainty affect Chinese stock market volatility?. (2023). Weng, Chen ; Zhang, LI ; Chen, Zhonglu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:369-381. Full description at Econpapers || Download paper |
2024 | Addressing Google Trends inconsistencies. (2024). Domenech, Josep ; Cebrian, Eduardo. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:202:y:2024:i:c:s0040162524001148. Full description at Econpapers || Download paper |
2024 | Prediction of Live Bulb Weight for Field Vegetables Using Functional Regression Models and Machine Learning Methods. (2024). Na, Myung Hwan ; Cho, Wanhyun ; Kim, Dahyun. In: Agriculture. RePEc:gam:jagris:v:14:y:2024:i:5:p:754-:d:1393235. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage. (2022). Simoni, Anna ; Ferrara, Laurent. In: Post-Print. RePEc:hal:journl:hal-03919944. Full description at Econpapers || Download paper |
2024 | Measuring the Race, Ethnic, and Gender Composition of Company Workforces Using LinkedIn Data. (2024). Neumark, David ; Maloney, Elizabeth ; Berry, Alexander. In: NBER Chapters. RePEc:nbr:nberch:14962. Full description at Econpapers || Download paper |
2023 | Do extreme shocks help forecast oil price volatility? The augmented GARCH?MIDAS approach. (2023). Lang, Qiaoqi ; Liu, Guoshan ; Ma, Feng ; Wang, LU. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2056-2073. Full description at Econpapers || Download paper |
2023 | Two are better than one: Volatility forecasting using multiplicative component GARCH?MIDAS models. (2020). Conrad, Christian ; Kleen, Onno. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:1:p:19-45. Full description at Econpapers || Download paper |
2023 | Policy uncertainty and stock market volatility revisited: The predictive role of signal quality. (2023). Salisu, Afees ; Demirer, Riza ; Gupta, Rangan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:8:p:2307-2321. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2017 | Statistical tests for equal predictive ability across multiple forecasting methods In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
2019 | Assessing predictive accuracy in panel data models with long-range dependence In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | In search of a job: Forecasting employment growth using Google Trends In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 10 |
2022 | In Search of a Job: Forecasting Employment Growth Using Google Trends.(2022) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
2020 | Targeting predictors in random forest regression In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 17 |
2020 | Targeting predictors in random forest regression.(2020) In: Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2023 | Targeting predictors in random forest regression.(2023) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
2020 | Predicting bond return predictability In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Stock market volatility and public information flow: A non-linear perspective In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2019 | Asset pricing model uncertainty In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 3 |
2022 | Asset pricing with data revisions In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 2 |
2023 | Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
2022 | The Anatomy of Out-of-Sample Forecasting Accuracy In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 4 |
2024 | The Anatomy of Out-of-Sample Forecasting Accuracy.(2024) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2019 | Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS model In: Quantitative Finance. [Full Text][Citation analysis] | article | 15 |
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