28
H index
60
i10 index
4302
Citations
University of Nottingham | 28 H index 60 i10 index 4302 Citations RESEARCH PRODUCTION: 106 Articles 48 Papers EDITOR: Books edited RESEARCH ACTIVITY: 31 years (1988 - 2019). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ple113 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Stephen Leybourne. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Essex Finance Centre Working Papers / University of Essex, Essex Business School | 5 |
Econometrics / University Library of Munich, Germany | 5 |
Year | Title of citing document | |
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2023 | Testing for Nonlinear Cointegration under Heteroskedasticity. (2021). Massing, Till ; Hanck, Christoph. In: Papers. RePEc:arx:papers:2102.08809. Full description at Econpapers || Download paper | |
2023 | Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089. Full description at Econpapers || Download paper | |
2023 | Testing for Coefficient Randomness in Local-to-Unity Autoregressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2301.04853. Full description at Econpapers || Download paper | |
2023 | Bridging the Covid-19 Data and the Epidemiological Model using Time-Varying Parameter SIRD Model. (2023). Simsek, Yasin ; Cakmakli, Cem. In: Papers. RePEc:arx:papers:2301.13692. Full description at Econpapers || Download paper | |
2023 | Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193. Full description at Econpapers || Download paper | |
2023 | Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices. (2023). Ziel, Florian ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2303.10019. Full description at Econpapers || Download paper | |
2023 | Improving the accuracy of bubble date estimators under time-varying volatility. (2023). Skrobotov, Anton ; Kurozumi, Eiji. In: Papers. RePEc:arx:papers:2306.02977. Full description at Econpapers || Download paper | |
2023 | Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.14463. Full description at Econpapers || Download paper | |
2023 | Predictability Tests Robust against Parameter Instability. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.15151. Full description at Econpapers || Download paper | |
2023 | Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418. Full description at Econpapers || Download paper | |
2023 | Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects. (2023). Dong, Xiaowen ; Cucuringu, Mihai ; Pu, Xingyue ; Zhang, Chao. In: Papers. RePEc:arx:papers:2308.01419. Full description at Econpapers || Download paper | |
2023 | Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915. Full description at Econpapers || Download paper | |
2023 | Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2309.04926. Full description at Econpapers || Download paper | |
2023 | Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting. (2023). Morajda, Janusz ; Kwiatkowski, Lukasz ; Micha, Jakub. In: Papers. RePEc:arx:papers:2310.01063. Full description at Econpapers || Download paper | |
2023 | Satellites Turn “Concrete”: Tracking Cement with Satellite Data and Neural Networks. (2023). Meunier, Baptiste ; Baptiste, Meunier ; Benjamin, Lietti ; Jean-Charles, Bricongne ; Simon, Ben Arous ; Alexandre, Aspremont. In: Working papers. RePEc:bfr:banfra:916. Full description at Econpapers || Download paper | |
2023 | FDI inflows, economic growth, and governance quality trilogy in developing countries: A panel VAR analysis. (2023). Maktouf, Samir ; Ochi, Anis ; Saidi, Yosra. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:2:p:426-449. Full description at Econpapers || Download paper | |
2023 | Climate risks and U.S. stock?market tail risks: A forecasting experiment using over a century of data. (2023). Salisu, Afees ; van Eyden, Renee ; Gupta, Rangan ; Pierdzioch, Christian. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:228-244. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Diagnosing housing fever with an econometric thermometer. (2023). Phillips, Peter ; Shi, Shuping. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:159-186. 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 | |
2023 | On the asymptotic behavior of bubble date estimators. (2023). Skrobotov, Anton ; Kurozumi, Eiji. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:4:p:359-373. Full description at Econpapers || Download paper | |
2023 | Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232. Full description at Econpapers || Download paper | |
2023 | Exploring Okuns law asymmetry: An endogenous threshold logistic smooth transition regression approach. (2023). McAdam, Peter ; Tzavalis, Elias ; Christopoulos, Dimitris. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:123-158. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | On the trend and variability of 18th century British Transatlantic slave prices. (2023). Ghoshray, Atanu ; Easaw, Joshy. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/29. Full description at Econpapers || Download paper | |
2023 | Economic Growth and Pollutant Emissions: New Panel Evidence from the Union for the Mediterranean Countries. (2023). Belaid, Fateh ; Rault, Christophe ; ben Abdeljelil, Mouna. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10201. Full description at Econpapers || Download paper | |
2023 | How to Deal With Missing Observations in Surveys of Professional Forecasters. (2023). Burgi, Constantin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10203. Full description at Econpapers || Download paper | |
2023 | READ-GER: Introducing German Real-Time Regional Accounts Data for Revision Analysis and Nowcasting. (2023). Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10315. Full description at Econpapers || Download paper | |
2023 | On the Time-Varying Impact of China’s Bilateral Political Relations on Its Trading Partners (1960-2022). (2023). Saadaoui, Jamel ; Mignon, Valérie ; Afonso, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10814. Full description at Econpapers || Download paper | |
2023 | Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test. (2023). Wilfling, Bernd ; Trede, Mark ; Monschang, Verena. In: CQE Working Papers. RePEc:cqe:wpaper:10623. Full description at Econpapers || Download paper | |
2023 | On the time-varying impact of Chinas bilateral political relations on its trading partners (1960-2022). (2023). Saadaoui, Jamel ; Mignon, Valérie ; Afonso, Antonio. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-33. Full description at Econpapers || Download paper | |
2023 | DSGE model forecasting: rational expectations vs. adaptive learning. (2023). Warne, Anders. In: Working Paper Series. RePEc:ecb:ecbwps:20232768. Full description at Econpapers || Download paper | |
2023 | Forecasting housing investment. (2023). Gieseck, Arne ; de Bondt, Gabe ; Martinez, Carlos Caizares. In: Working Paper Series. RePEc:ecb:ecbwps:20232807. Full description at Econpapers || Download paper | |
2023 | Pass-through of exchange rate shocks in Brazil as a small open economy. (2023). Feijo, Carmem Aparecida ; Cerqueira, Luiz Fernando ; de Assis, Thallis Macedo. In: Revista CEPAL. RePEc:ecr:col070:48973. Full description at Econpapers || Download paper | |
2023 | Rational bubbles: Too many to be true?. (2023). Sola, Martin ; Psaradakis, Zacharias ; Caravello, Tomas E. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000726. Full description at Econpapers || Download paper | |
2023 | Risk transmission of El Niño-induced climate change to regional Green Economy Index. (2023). Wang, LU ; Yu, Sixin ; Li, Yan ; Zhang, LI. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:860-872. Full description at Econpapers || Download paper | |
2023 | Carbon trading amidst global uncertainty: The role of policy and geopolitical uncertainty. (2023). Adediran, Idris ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000913. Full description at Econpapers || Download paper | |
2023 | The RP-PCA factors and stock return predictability: An aligned approach. (2023). Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001978. Full description at Econpapers || Download paper | |
2023 | The distribution of rolling regression estimators. (2023). Juhl, Ted ; Cai, Zongwu. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1447-1463. Full description at Econpapers || Download paper | |
2023 | Robust inference with stochastic local unit root regressors in predictive regressions. (2023). Phillips, Peter ; Liu, Yanbo. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:563-591. Full description at Econpapers || Download paper | |
2023 | Central bank’s forecasts and lack of transparency: An assessment of the effect on private expectations in a large emerging economy. (2023). de Mendonça, Helder ; Abreu, Vanessa Castro ; Filho, Jose Simo ; de Mendona, Helder Ferreira. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000978. Full description at Econpapers || Download paper | |
2023 | Economic forecasting with an agent-based model. (2023). Rabitsch, Katrin ; Hommes, Cars ; Miess, Michael Gregor ; Poledna, Sebastian. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122001891. Full description at Econpapers || Download paper | |
2023 | Using covariates to improve the efficacy of univariate bubble detection methods. (2023). Taylor, Robert ; Korkos, Ioannis ; Kellard, Neil ; Robert, A M ; Astill, Sam. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:342-366. Full description at Econpapers || Download paper | |
2023 | Cross-sectional uncertainty and expected stock returns. (2023). Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:321-340. Full description at Econpapers || Download paper | |
2023 | Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts. (2023). Petrella, Ivan ; Zhang, Yunyi ; Garratt, Anthony. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001184. Full description at Econpapers || Download paper | |
2023 | Forecasting crude oil prices in the COVID-19 era: Can machine learn better?. (2023). Meng, Yuhao ; Peng, Yuchao ; Tian, Guangning. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323002864. Full description at Econpapers || Download paper | |
2023 | An optimized nonlinear time-varying grey Bernoulli model and its application in forecasting the stock and sales of electric vehicles. (2023). Wang, Junjie ; Yang, Yingjie ; Dang, Yaoguo ; Zhou, Huimin. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pc:s0360544222027578. Full description at Econpapers || Download paper | |
2023 | Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?. (2023). Zhang, Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004045. Full description at Econpapers || Download paper | |
2023 | Forecasting global stock market volatilities in an uncertain world. (2023). Zhang, Ting ; Wang, Gang-Jin ; Zeng, Zhi-Jian ; Xie, Chi ; Li, Zhao-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004136. Full description at Econpapers || Download paper | |
2023 | Measuring minimum variance hedging effectiveness: Traditional vs. sophisticated models. (2023). Karmakar, Madhusudan ; Sharma, Udayan. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001370. Full description at Econpapers || Download paper | |
2023 | Investing in wine, precious metals and G-7 stock markets – A co-occurrence analysis for price bubbles. (2023). Potrykus, Marcin. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001539. Full description at Econpapers || Download paper | |
2023 | Less is more? New evidence from stock market volatility predictability. (2023). Guo, Qiang ; Ma, Feng ; Lu, Fei. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003356. Full description at Econpapers || Download paper | |
2023 | Testing explosive bubbles with time-varying volatility: The case of Spanish public debt. (2023). Prats, Maria A ; Esteve, Vicente. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005098. Full description at Econpapers || Download paper | |
2023 | Testing for short explosive bubbles: A case of Brent oil futures price. (2023). Gao, DA ; Feng, Hao ; Wang, Shaoping. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006730. Full description at Econpapers || Download paper | |
2023 | Modeling volatility and dependence of European carbon and energy prices. (2023). Arsova, Antonia ; Ziel, Florian ; Pappert, Sven ; Berrisch, Jonathan. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006791. Full description at Econpapers || Download paper | |
2023 | Predicting the equity risk premium using the smooth cross-sectional tail risk: The importance of correlation. (2023). Faias, Jose Afonso. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000593. Full description at Econpapers || Download paper | |
2023 | Job postings and aggregate stock returns. (2023). Odoherty, Michael S ; Kothari, Pratik. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000022. Full description at Econpapers || Download paper | |
2023 | Forecasting pine sawtimber stumpage prices: A comparison between a time series hybrid model and an artificial neural network. (2023). Siry, Jacek ; Mei, Bin ; Lamichhane, Sabhyata. In: Forest Policy and Economics. RePEc:eee:forpol:v:154:y:2023:i:c:s1389934123001235. Full description at Econpapers || Download paper | |
2023 | ECB unconventional monetary policy and volatile bank flows: Spillover effects on emerging market economies. (2023). Ouerk, Salima. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:175-211. Full description at Econpapers || Download paper | |
2023 | Too similar to combine? On negative weights in forecast combination. (2023). Wang, Wendun ; Vasnev, Andrey L ; Radchenko, Peter. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:18-38. Full description at Econpapers || Download paper | |
2023 | Data-based priors for vector error correction models. (2023). Pruser, Jan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:209-227. Full description at Econpapers || Download paper | |
2023 | Weekly economic activity: Measurement and informational content. (2023). Guggia, Valentino ; Glocker, Christian ; Wegmuller, Philipp. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:228-243. Full description at Econpapers || Download paper | |
2023 | Testing the predictive accuracy of COVID-19 forecasts. (2023). Paccagnini, Alessia ; Iacone, Fabrizio ; Coroneo, Laura ; Monteiro, Paulo Santos . In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:606-622. Full description at Econpapers || Download paper | |
2023 | Forecasting crude oil futures market returns: A principal component analysis combination approach. (2023). Wang, Yudong ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:659-673. Full description at Econpapers || Download paper | |
2023 | Bayesian forecast combination using time-varying features. (2023). Li, Feng ; Kang, Yanfei. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1287-1302. Full description at Econpapers || Download paper | |
2023 | fETSmcs: Feature-based ETS model component selection. (2023). Jia, Suling ; Wang, Qiang ; Li, Xixi ; Qi, Lingzhi. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1303-1317. Full description at Econpapers || Download paper | |
2023 | The sum of all fears: Forecasting international returns using option-implied risk measures. (2023). Toupin, Dominique ; Power, Gabriel J ; Gagnon, Marie-Helene. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002813. Full description at Econpapers || Download paper | |
2023 | Term premium in a fractionally cointegrated yield curve. (2023). Abbritti, Mirko ; Moreno, Antonio ; Gil-Alana, Luis ; Carcel, Hector. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000171. Full description at Econpapers || Download paper | |
2023 | Forecasting the U.S. season-average farm price of corn: Derivation of an alternative futures-based forecasting model. (2023). Hoffman, Linwood ; Adam, Brian ; Farhangdoost, Sara ; Etienne, Xiaoli L. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000235. Full description at Econpapers || Download paper | |
2023 | Psychological price barriers, El Niño, La Niña: New insights for the case of coffee. (2023). Otero, Jesus ; Holmes, Mark. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000405. Full description at Econpapers || Download paper | |
2023 | Price bubbles in the European natural gas market between 2011 and 2020. (2023). Kocaaslan, Ozge Kandemir ; Akcora, Begum. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006298. Full description at Econpapers || Download paper | |
2023 | Role of green finance in resource efficiency and green economic growth. (2023). Sun, Yunpeng ; Gao, Pengpeng ; She, Shengxiang ; Xu, Jiaqi. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000570. Full description at Econpapers || Download paper | |
2023 | Natural resource rents and public debts nexus in African resource-rich and most indebted nations: Issues with aggregation bias. (2023). Ning, Zinan ; Wang, Wencheng ; Riti, Miriam-Kamah J ; Shu, Yang. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001174. Full description at Econpapers || Download paper | |
2023 | Technology shocks - Gold market connection: Is the effect episodic to business cycle behaviour?. (2023). Ogbonna, Ahamuefula ; Abolade, Onomeabure C ; Olaniran, Abeeb O ; Ayinde, Taofeek O. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004828. Full description at Econpapers || Download paper | |
2023 | Modelling the unit root properties of electricity data—A general note on time-domain applications. (2023). Strielkowski, Wadim ; Schneider, Nicolas. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:618:y:2023:i:c:s0378437123002406. Full description at Econpapers || Download paper | |
2023 | Do Muslim economies need insurance to grow? Answer from rigorous empirical evidence. (2023). Shahbaz, Muhammad ; Jiao, Zhilun ; Mehmood, Bilal. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:346-359. Full description at Econpapers || Download paper | |
2023 | Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach. (2023). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:303-314. Full description at Econpapers || Download paper | |
2023 | Is there convergence in renewable energy deployment? Evidence from a new panel unit root test with smooth and sharp structural breaks. (2023). Omay, Tolga ; Corakci, Aysegul. In: Renewable Energy. RePEc:eee:renene:v:205:y:2023:i:c:p:648-662. Full description at Econpapers || Download paper | |
2023 | Discerning trends in international metal prices in the presence of nonstationary volatility. (2023). Ghoshray, Atanu ; Addison, Tony. In: Resource and Energy Economics. RePEc:eee:resene:v:71:y:2023:i:c:s0928765522000513. Full description at Econpapers || Download paper | |
2023 | Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Bhandari, Avishek ; Yousaf, Imran ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002070. Full description at Econpapers || Download paper | |
2023 | Forecasting state- and MSA-level housing returns of the US: The role of mortgage default risks. (2023). Lesame, Keagile ; Gupta, Rangan ; Christou, Christina ; Bouras, Christos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000788. Full description at Econpapers || Download paper | |
2023 | Reconsidering the relationship between health and income in the UK. (2023). Watson, Duncan ; Cook, Steve ; Chowdhury, Rosen. In: Social Science & Medicine. RePEc:eee:socmed:v:332:y:2023:i:c:s0277953623004513. Full description at Econpapers || Download paper | |
2023 | The use of ICTs and income distribution in Brazil: A machine learning explanation using SHAP values. (2023). Naranpanawa, Athula ; Su, Jen-Je ; Constantino, Michel ; Herrera, Gabriel Paes. In: Telecommunications Policy. RePEc:eee:telpol:v:47:y:2023:i:8:s030859612300109x. Full description at Econpapers || Download paper | |
2023 | Testing explosive bubbles with time-varying volatility: the case of Spanish public debt. (2022). Prats, Maria A ; Esteve, Vicente. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:116980. Full description at Econpapers || Download paper | |
2023 | A Machine-Learning-Based Approach for Natural Gas Futures Curve Modeling. (2023). Resta, Marina ; Castello, Oleksandr. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:12:p:4746-:d:1172227. Full description at Econpapers || Download paper | |
2023 | Time Series Forecasting for Energy Production in Stand-Alone and Tracking Photovoltaic Systems Based on Historical Measurement Data. (2023). Idzkowski, Adam ; Sumorek, Mateusz. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:17:p:6367-:d:1231620. Full description at Econpapers || Download paper | |
2023 | Day-Ahead Electricity Market Price Forecasting Considering the Components of the Electricity Market Price; Using Demand Decomposition, Fuel Cost, and the Kernel Density Estimation. (2023). Roh, Jae Hyung ; Park, Jong-Bae ; Lee, Dahan ; Jin, Arim. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:7:p:3222-:d:1114982. Full description at Econpapers || Download paper | |
2023 | Predicting Post-Production Biomass Prices. (2023). Adamowicz, Krzysztof ; Kouch, Anna ; Stanula, Zygmunt ; Starosta-Grala, Monika ; Wieruszewski, Marek ; Szabelska-Bersewicz, Alicja ; Gorna, Aleksandra. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:8:p:3470-:d:1124298. Full description at Econpapers || Download paper | |
2023 | Intervention Time Series Analysis and Forecasting of Organ Donor Transplants in the US during the COVID-19 Era. (2023). Lu, Qiqi ; Malladi, Supraja. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:1:p:13-255:d:1072833. Full description at Econpapers || Download paper | |
2023 | Do Large Datasets or Hybrid Integrated Models Outperform Simple Ones in Predicting Commodity Prices and Foreign Exchange Rates?. (2023). Hamori, Shigeyuki ; Shang, Jin. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:6:p:298-:d:1167483. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Forecasting Accuracy of Traditional Regression, Machine Learning, and Deep Learning: A Study of Environmental Emissions in Saudi Arabia. (2023). Balsalobre-Lorente, Daniel ; Aziz, Ghazala ; Sarwar, Suleman. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:20:p:14957-:d:1261253. Full description at Econpapers || Download paper | |
2023 | Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance. (2023). Shi, Zhan ; Huang, Jing-Zhi. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1780-1804. Full description at Econpapers || Download paper | |
2023 | An Analysis of the Relationship Between Taxation and Democracy: The Example of European Union Member and Candidate Countries (2010-2020). (2023). Sagdic, Ersin Nail ; Yildiz, Fazli ; Demirkclic, Yucel. In: Journal of Economic Policy Researches. RePEc:ist:iujepr:v:10:y:2023:i:2:p:457-483. Full description at Econpapers || Download paper | |
2023 | Economic Growth and Pollutant Emissions: New Panel Evidence from the Union for the Mediterranean Countries. (2023). Belaid, Fateh ; Rault, Christophe ; ben Abdeljelil, Mouna. In: IZA Discussion Papers. RePEc:iza:izadps:dp15853. Full description at Econpapers || Download paper | |
2023 | Controlling Heterogeneous Structure of Smooth Breaks in Panel Unit Root and Cointegration Testing. (2023). Omay, Tolga ; Iren, Perihan. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10205-7. Full description at Econpapers || Download paper | |
2023 | Economic growth and pollutant emissions: new panel evidence from the union for the Mediterranean countries. (2023). Rault, Christophe ; Fateh, BELAID ; Belaid, Fateh ; ben Abdeljelil, Mouna. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-022-09476-3. Full description at Econpapers || Download paper | |
2023 | Effects of global energy and price fluctuations on Turkeys inflation: new evidence. (2023). Ozahin, Erife ; Ozmen, Brahim. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:4:d:10.1007_s10644-023-09530-8. Full description at Econpapers || Download paper | |
2023 | CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility*. (2023). Zu, Yang ; Robert, A M ; Leybourne, Stephen J ; Harvey, David I ; Astill, Sam. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:187-227.. Full description at Econpapers || Download paper | |
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