Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Citation Profile [Updated: 2021-02-02 17:32:57]
5 Years H
70
Impact Factor
1.71
5 Years IF
1.57
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.09 0.13 0.02 75 75 470 10 10 186 362 6 0 4 0.05 0.04
1991 0.02 0.08 0.12 0.03 62 137 327 16 26 172 3 398 10 0 0 0.04
1992 0.04 0.09 0.08 0.04 90 227 1016 18 45 137 5 383 15 0 0 0.04
1993 0.03 0.1 0.07 0.02 79 306 600 21 67 152 4 413 10 0 0 0.05
1994 0.02 0.12 0.07 0.04 70 376 431 24 92 169 3 403 17 0 2 0.03 0.06
1995 0.07 0.19 0.25 0.1 61 437 486 108 201 149 11 376 37 63 58.3 7 0.11 0.08
1996 0.14 0.22 0.35 0.15 65 502 390 175 379 131 18 362 55 91 52 2 0.03 0.1
1997 0.1 0.22 0.26 0.14 67 569 1376 146 526 126 12 365 52 54 37 11 0.16 0.09
1998 0.1 0.26 0.35 0.15 35 604 745 206 735 132 13 342 50 63 30.6 1 0.03 0.12
1999 0.27 0.27 0.47 0.21 39 643 604 300 1036 102 28 298 63 60 20 6 0.15 0.13
2000 0.41 0.32 0.37 0.27 59 702 1156 255 1294 74 30 267 71 80 31.4 6 0.1 0.14
2001 0.28 0.34 0.34 0.29 45 747 522 249 1547 98 27 265 76 70 28.1 14 0.31 0.15
2002 0.3 0.37 0.37 0.38 58 805 573 299 1848 104 31 245 93 86 28.8 33 0.57 0.19
2003 0.49 0.39 0.57 0.48 81 886 826 487 2355 103 50 236 114 149 30.6 15 0.19 0.19
2004 0.42 0.44 0.54 0.46 69 955 1325 510 2873 139 58 282 131 94 18.4 25 0.36 0.2
2005 0.47 0.46 0.82 0.52 67 1022 1317 834 3708 150 71 312 161 105 12.6 23 0.34 0.21
2006 0.68 0.46 0.94 0.53 63 1085 1533 1015 4729 136 93 320 169 488 48.1 20 0.32 0.21
2007 0.82 0.42 0.71 0.56 63 1148 872 809 5539 130 106 338 189 139 17.2 36 0.57 0.18
2008 1.08 0.44 0.77 0.81 64 1212 1290 933 6478 126 136 343 277 141 15.1 43 0.67 0.2
2009 0.85 0.43 0.74 0.84 72 1284 1048 935 7423 127 108 326 275 105 11.2 38 0.53 0.21
2010 0.96 0.43 0.77 0.85 75 1359 771 1029 8464 136 130 329 281 135 13.1 13 0.17 0.18
2011 1.01 0.45 1.03 1 148 1507 1174 1543 10020 147 148 337 337 442 28.6 125 0.84 0.2
2012 0.64 0.45 0.87 0.78 64 1571 1339 1350 11379 223 142 422 331 95 7 31 0.48 0.19
2013 0.83 0.51 0.97 0.91 56 1627 734 1566 12956 212 176 423 386 186 11.9 38 0.68 0.21
2014 1.68 0.53 1.16 1.17 77 1704 1448 1980 14938 120 202 415 486 188 9.5 90 1.17 0.2
2015 1.81 0.53 1.18 1.12 81 1785 709 2111 17053 133 241 420 470 239 11.3 73 0.9 0.2
2016 1.78 0.52 1.32 1.32 102 1887 930 2480 19539 158 281 426 562 328 13.2 126 1.24 0.19
2017 1.38 0.53 1.22 1.55 76 1963 496 2386 21929 183 252 380 589 276 11.6 44 0.58 0.19
2018 1.57 0.6 1.25 1.46 52 2015 308 2501 24451 178 279 392 571 155 6.2 32 0.62 0.24
2019 1.8 0.68 1.52 1.67 128 2143 290 3252 27707 128 231 388 648 485 14.9 78 0.61 0.25
2020 1.71 0.99 1.56 1.57 98 2241 94 3491 31199 180 307 439 689 496 14.2 102 1.04 0.38
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
11997Testing the equality of prediction mean squared errors. (1997). Leybourne, Stephen ; Harvey, David ; Newbold, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:2:p:281-291.

Full description at Econpapers || Download paper

882
22012Better to give than to receive: Predictive directional measurement of volatility spillovers. (2012). Yilmaz, Kamil ; Diebold, Francis. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:1:p:57-66.

Full description at Econpapers || Download paper

774
31989Combining forecasts: A review and annotated bibliography. (1989). Clemen, Robert T.. In: International Journal of Forecasting. RePEc:eee:intfor:v:5:y:1989:i:4:p:559-583.

Full description at Econpapers || Download paper

568
41992Modeling and forecasting US sex differentials in mortality. (1992). Lee, Ronald ; Carter, Lawrence R.. In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:3:p:393-411.

Full description at Econpapers || Download paper

370
52006Another look at measures of forecast accuracy. (2006). Hyndman, Rob ; Koehler, Anne B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:4:p:679-688.

Full description at Econpapers || Download paper

369
62000The M3-Competition: results, conclusions and implications. (2000). Hibon, Michele ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476.

Full description at Econpapers || Download paper

315
71998Forecasting with artificial neural networks:: The state of the art. (1998). Patuwo, Eddy B. ; Hu, Michael Y. ; Zhang, Guoqiang. In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:1:p:35-62.

Full description at Econpapers || Download paper

300
82014Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081.

Full description at Econpapers || Download paper

242
91992Error measures for generalizing about forecasting methods: Empirical comparisons. (1992). Armstrong, J. ; Collopy, Fred . In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:1:p:69-80.

Full description at Econpapers || Download paper

209
102010Comparing and evaluating Bayesian predictive distributions of asset returns. (2010). Geweke, John ; amisano, gianni. In: International Journal of Forecasting. RePEc:eee:intfor:v:26:y::i:2:p:216-230.

Full description at Econpapers || Download paper

207
112002A state space framework for automatic forecasting using exponential smoothing methods. (2002). Snyder, Ralph ; Hyndman, Rob ; Koehler, Anne B. ; Grose, Simone. In: International Journal of Forecasting. RePEc:eee:intfor:v:18:y:2002:i:3:p:439-454.

Full description at Econpapers || Download paper

184
122004Bridge models to forecast the euro area GDP. (2004). Golinelli, Roberto ; Baffigi, Alberto ; Parigi, Giuseppe . In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:3:p:447-460.

Full description at Econpapers || Download paper

171
131995Forecasting tourism demand: A review of empirical research. (1995). Witt, Christine A.. In: International Journal of Forecasting. RePEc:eee:intfor:v:11:y:1995:i:3:p:447-475.

Full description at Econpapers || Download paper

170
142007Combining density forecasts. (2007). Mitchell, James ; Hall, Stephen. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:1:p:1-13.

Full description at Econpapers || Download paper

164
151999The Delphi technique as a forecasting tool: issues and analysis. (1999). Rowe, Gene ; Wright, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:15:y:1999:i:4:p:353-375.

Full description at Econpapers || Download paper

150
162005Macro variables and international stock return predictability. (2005). Wohar, Mark ; Rapach, David E. ; Rangvid, Jesper . In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:1:p:137-166.

Full description at Econpapers || Download paper

150
172008Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data. (2008). Schumacher, Christian ; Breitung, Jörg. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:3:p:386-398.

Full description at Econpapers || Download paper

148
182006Modelling and forecasting the diffusion of innovation - A 25-year review. (2006). Islam, Towhidul ; Meade, Nigel. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:519-545.

Full description at Econpapers || Download paper

142
192008Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models. (2008). Weron, Rafał ; Misiorek, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:744-763.

Full description at Econpapers || Download paper

139
202005Forecasting electricity prices for a day-ahead pool-based electric energy market. (2005). CONEJO, Antonio J. ; Espinola, Rosa ; Plazas, Miguel A. ; Contreras, Javier. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:3:p:435-462.

Full description at Econpapers || Download paper

139
212014Evaluating early warning indicators of banking crises: Satisfying policy requirements. (2014). Juselius, John ; Drehmann, Mathias. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:759-780.

Full description at Econpapers || Download paper

134
222006Judgmental forecasting: A review of progress over the last 25 years. (2006). Onkal, Dilek ; Goodwin, Paul ; Lawrence, Michael ; O'Connor, Marcus. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:493-518.

Full description at Econpapers || Download paper

126
23200625 years of time series forecasting. (2006). Hyndman, Rob ; Gooijer, Jan G.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:443-473.

Full description at Econpapers || Download paper

124
242008The financial analyst forecasting literature: A taxonomy with suggestions for further research. (2008). Shane, Philip ; Ramnath, Sundaresh ; ROCK, STEVE. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:1:p:34-75.

Full description at Econpapers || Download paper

123
251993Earnings forecasting research: its implications for capital markets research. (1993). Brown, Lawrence D.. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:295-320.

Full description at Econpapers || Download paper

116
262011MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:529-542.

Full description at Econpapers || Download paper

115
272009Effective forecasting and judgmental adjustments: an empirical evaluation and strategies for improvement in supply-chain planning. (2009). Nikolopoulos, Konstantinos ; Lawrence, Michael ; Fildes, Robert ; Goodwin, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:1:p:3-23.

Full description at Econpapers || Download paper

113
282000Out-of-sample tests of forecasting accuracy: an analysis and review. (2000). Tashman, Leonard J.. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:437-450.

Full description at Econpapers || Download paper

111
292011MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:2:p:529-542.

Full description at Econpapers || Download paper

111
302008Forecasting electricity prices: The impact of fundamentals and time-varying coefficients. (2008). Bunn, Derek W. ; Karakatsani, Nektaria V.. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:764-785.

Full description at Econpapers || Download paper

109
312016Probabilistic electric load forecasting: A tutorial review. (2016). Hong, Tao ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:914-938.

Full description at Econpapers || Download paper

109
322009Forecasting exchange rates with a large Bayesian VAR. (2009). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, G.. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:2:p:400-417.

Full description at Econpapers || Download paper

107
332013Combining expert forecasts: Can anything beat the simple average?. (2013). Meyler, Aidan ; Kenny, Geoff ; Genre, Veronique ; Timmermann, Allan. In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:1:p:108-121.

Full description at Econpapers || Download paper

106
342004Efficient market hypothesis and forecasting. (2004). Timmermann, Allan ; Granger, Clive. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:15-27.

Full description at Econpapers || Download paper

105
351993Reply to commentaries on Earnings forecasting research: its implications for capital markets research. (1993). Brown, Lawrence D.. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:343-344.

Full description at Econpapers || Download paper

102
361992The evaluation of extrapolative forecasting methods. (1992). Fildes, Robert. In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:1:p:81-98.

Full description at Econpapers || Download paper

101
371993Comments on Earnings forecasting research: its implications for capital markets research by L. Brown. (1993). Brown, Philip. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:331-335.

Full description at Econpapers || Download paper

100
382016Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond. (2016). Hyndman, Rob ; Hong, Tao ; Pinson, Pierre ; Troccoli, Alberto ; Zareipour, Hamidreza ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:896-913.

Full description at Econpapers || Download paper

97
392009Forecasting economic and financial variables with global VARs. (2009). Smith, L. Vanessa ; Schuermann, Til ; Pesaran, M. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:4:p:642-675.

Full description at Econpapers || Download paper

95
402001How accurate are private sector forecasts? Cross-country evidence from consensus forecasts of output growth. (2001). Loungani, Prakash. In: International Journal of Forecasting. RePEc:eee:intfor:v:17:y:2001:i:3:p:419-432.

Full description at Econpapers || Download paper

95
411997Shorte-run forecasts of electricity loads and peaks. (1997). Vahid, Farshid ; Granger, Clive ; Engle, Robert ; Brace, Casey ; Ramanathan, Ramu . In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:2:p:161-174.

Full description at Econpapers || Download paper

94
422011Calling recessions in real time. (2011). Hamilton, James. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:4:p:1006-1026.

Full description at Econpapers || Download paper

93
431987Cointegration and models of exchange rate determination. (1987). Selover, David ; Baillie, Richard. In: International Journal of Forecasting. RePEc:eee:intfor:v:3:y:1987:i:1:p:43-51.

Full description at Econpapers || Download paper

91
441997Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models. (1997). White, Halbert ; Swanson, Norman. In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:4:p:439-461.

Full description at Econpapers || Download paper

90
452005The accuracy of intermittent demand estimates. (2005). Syntetos, Aris A. ; Boylan, John E.. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:2:p:303-314.

Full description at Econpapers || Download paper

89
462011Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search. (2011). Wintoki, Babajide M. ; Zhang, Zelin ; Joseph, Kissan. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:4:p:1116-1127.

Full description at Econpapers || Download paper

87
472000A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers. (2000). Thomas, Lyn C.. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:2:p:149-172.

Full description at Econpapers || Download paper

86
482009Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements. (2009). van Dijk, Dick ; De Pooter, Michiel ; Martens, Martin . In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:2:p:282-303.

Full description at Econpapers || Download paper

85
492005Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?. (2005). Hubrich, Kirstin. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:1:p:119-136.

Full description at Econpapers || Download paper

83
502003Tourism forecasting: accuracy of alternative econometric models. (2003). Song, Haiyan ; Jensen, Thomas ; Witt, Stephen F.. In: International Journal of Forecasting. RePEc:eee:intfor:v:19:y:2003:i:1:p:123-141.

Full description at Econpapers || Download paper

83
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12012Better to give than to receive: Predictive directional measurement of volatility spillovers. (2012). Yilmaz, Kamil ; Diebold, Francis. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:1:p:57-66.

Full description at Econpapers || Download paper

337
21997Testing the equality of prediction mean squared errors. (1997). Leybourne, Stephen ; Harvey, David ; Newbold, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:2:p:281-291.

Full description at Econpapers || Download paper

138
32006Another look at measures of forecast accuracy. (2006). Hyndman, Rob ; Koehler, Anne B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:4:p:679-688.

Full description at Econpapers || Download paper

132
42014Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081.

Full description at Econpapers || Download paper

107
51992Modeling and forecasting US sex differentials in mortality. (1992). Lee, Ronald ; Carter, Lawrence R.. In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:3:p:393-411.

Full description at Econpapers || Download paper

75
62016Probabilistic electric load forecasting: A tutorial review. (2016). Hong, Tao ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:914-938.

Full description at Econpapers || Download paper

67
71989Combining forecasts: A review and annotated bibliography. (1989). Clemen, Robert T.. In: International Journal of Forecasting. RePEc:eee:intfor:v:5:y:1989:i:4:p:559-583.

Full description at Econpapers || Download paper

62
81998Forecasting with artificial neural networks:: The state of the art. (1998). Patuwo, Eddy B. ; Hu, Michael Y. ; Zhang, Guoqiang. In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:1:p:35-62.

Full description at Econpapers || Download paper

61
92000The M3-Competition: results, conclusions and implications. (2000). Hibon, Michele ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476.

Full description at Econpapers || Download paper

58
102014Evaluating early warning indicators of banking crises: Satisfying policy requirements. (2014). Juselius, John ; Drehmann, Mathias. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:759-780.

Full description at Econpapers || Download paper

54
112002A state space framework for automatic forecasting using exponential smoothing methods. (2002). Snyder, Ralph ; Hyndman, Rob ; Koehler, Anne B. ; Grose, Simone. In: International Journal of Forecasting. RePEc:eee:intfor:v:18:y:2002:i:3:p:439-454.

Full description at Econpapers || Download paper

42
122011Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search. (2011). Wintoki, Babajide M. ; Zhang, Zelin ; Joseph, Kissan. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:4:p:1116-1127.

Full description at Econpapers || Download paper

42
132017The predictive power of Google searches in forecasting US unemployment. (2017). D'Amuri, Francesco ; Damuri, Francesco ; Marcucci, Juri . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:801-816.

Full description at Econpapers || Download paper

41
141992Error measures for generalizing about forecasting methods: Empirical comparisons. (1992). Armstrong, J. ; Collopy, Fred . In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:1:p:69-80.

Full description at Econpapers || Download paper

40
152010Comparing and evaluating Bayesian predictive distributions of asset returns. (2010). Geweke, John ; amisano, gianni. In: International Journal of Forecasting. RePEc:eee:intfor:v:26:y::i:2:p:216-230.

Full description at Econpapers || Download paper

40
162016Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond. (2016). Hyndman, Rob ; Hong, Tao ; Pinson, Pierre ; Troccoli, Alberto ; Zareipour, Hamidreza ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:896-913.

Full description at Econpapers || Download paper

39
171999The Delphi technique as a forecasting tool: issues and analysis. (1999). Rowe, Gene ; Wright, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:15:y:1999:i:4:p:353-375.

Full description at Econpapers || Download paper

39
182003Tourism forecasting: accuracy of alternative econometric models. (2003). Song, Haiyan ; Jensen, Thomas ; Witt, Stephen F.. In: International Journal of Forecasting. RePEc:eee:intfor:v:19:y:2003:i:1:p:123-141.

Full description at Econpapers || Download paper

34
192008Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models. (2008). Weron, Rafał ; Misiorek, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:744-763.

Full description at Econpapers || Download paper

33
202009Effective forecasting and judgmental adjustments: an empirical evaluation and strategies for improvement in supply-chain planning. (2009). Nikolopoulos, Konstantinos ; Lawrence, Michael ; Fildes, Robert ; Goodwin, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:1:p:3-23.

Full description at Econpapers || Download paper

31
212007Combining density forecasts. (2007). Mitchell, James ; Hall, Stephen. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:1:p:1-13.

Full description at Econpapers || Download paper

29
221995Forecasting tourism demand: A review of empirical research. (1995). Witt, Christine A.. In: International Journal of Forecasting. RePEc:eee:intfor:v:11:y:1995:i:3:p:447-475.

Full description at Econpapers || Download paper

29
232018The M4 Competition: Results, findings, conclusion and way forward. (2018). Makridakis, Spyros ; Assimakopoulos, Vassilios ; Spiliotis, Evangelos . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:802-808.

Full description at Econpapers || Download paper

29
242003Univariate versus multivariate time series forecasting: an application to international tourism demand. (2003). du Preez, Johann ; Witt, Stephen F.. In: International Journal of Forecasting. RePEc:eee:intfor:v:19:y:2003:i:3:p:435-451.

Full description at Econpapers || Download paper

29
252011MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:529-542.

Full description at Econpapers || Download paper

28
262015Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections. (2015). Lenza, Michele ; Giannone, Domenico ; Banbura, Marta ; Babura, Marta. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:739-756.

Full description at Econpapers || Download paper

28
272011MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:2:p:529-542.

Full description at Econpapers || Download paper

28
282006Modelling and forecasting the diffusion of innovation - A 25-year review. (2006). Islam, Towhidul ; Meade, Nigel. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:519-545.

Full description at Econpapers || Download paper

27
292000Out-of-sample tests of forecasting accuracy: an analysis and review. (2000). Tashman, Leonard J.. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:437-450.

Full description at Econpapers || Download paper

27
302016The forecast combination puzzle: A simple theoretical explanation. (2016). Vasnev, Andrey ; Magnus, Jan R ; Claeskens, Gerda ; Wang, Wendun. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:754-762.

Full description at Econpapers || Download paper

26
312013Measuring forecasting accuracy: The case of judgmental adjustments to SKU-level demand forecasts. (2013). Davydenko, Andrey ; Fildes, Robert. In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:3:p:510-522.

Full description at Econpapers || Download paper

26
32200625 years of time series forecasting. (2006). Hyndman, Rob ; Gooijer, Jan G.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:443-473.

Full description at Econpapers || Download paper

25
332016Frontiers in VaR forecasting and backtesting. (2016). Ruiz, Esther ; Nieto, Maria Rosa . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:475-501.

Full description at Econpapers || Download paper

24
342011Quantiles as optimal point forecasts. (2011). Gneiting, Tilmann . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:197-207.

Full description at Econpapers || Download paper

24
352000The theta model: a decomposition approach to forecasting. (2000). Nikolopoulos, Konstantinos ; Assimakopoulos, V.. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:521-530.

Full description at Econpapers || Download paper

24
362011Quantiles as optimal point forecasts. (2011). Gneiting, Tilmann . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:2:p:197-207.

Full description at Econpapers || Download paper

24
372018Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods. (2018). Kim, Hyun Hak ; Swanson, Norman R. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:339-354.

Full description at Econpapers || Download paper

24
382011The tourism forecasting competition. (2011). Song, Haiyan ; Hyndman, Rob ; Athanasopoulos, George ; Wu, Doris C.. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:3:p:822-844.

Full description at Econpapers || Download paper

23
392005Forecasting electricity prices for a day-ahead pool-based electric energy market. (2005). CONEJO, Antonio J. ; Espinola, Rosa ; Plazas, Miguel A. ; Contreras, Javier. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:3:p:435-462.

Full description at Econpapers || Download paper

23
402011The tourism forecasting competition. (2011). Song, Haiyan ; Hyndman, Rob ; Athanasopoulos, George ; Wu, Doris C.. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:3:p:822-844.

Full description at Econpapers || Download paper

23
412005The accuracy of intermittent demand estimates. (2005). Syntetos, Aris A. ; Boylan, John E.. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:2:p:303-314.

Full description at Econpapers || Download paper

23
422008Forecasting electricity prices: The impact of fundamentals and time-varying coefficients. (2008). Bunn, Derek W. ; Karakatsani, Nektaria V.. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:764-785.

Full description at Econpapers || Download paper

23
432016A new metric of absolute percentage error for intermittent demand forecasts. (2016). Kim, Sung Il . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:669-679.

Full description at Econpapers || Download paper

23
442005Odds-setters as forecasters: The case of English football. (2005). Simmons, Robert ; Goddard, John ; Forrest, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:3:p:551-564.

Full description at Econpapers || Download paper

23
452005Macro variables and international stock return predictability. (2005). Wohar, Mark ; Rapach, David E. ; Rangvid, Jesper . In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:1:p:137-166.

Full description at Econpapers || Download paper

23
462014Forecasting commodity price indexes using macroeconomic and financial predictors. (2014). Timmermann, Allan ; Gargano, Antonio . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:825-843.

Full description at Econpapers || Download paper

23
472013Combining expert forecasts: Can anything beat the simple average?. (2013). Meyler, Aidan ; Kenny, Geoff ; Genre, Veronique ; Timmermann, Allan. In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:1:p:108-121.

Full description at Econpapers || Download paper

23
482008The financial analyst forecasting literature: A taxonomy with suggestions for further research. (2008). Shane, Philip ; Ramnath, Sundaresh ; ROCK, STEVE. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:1:p:34-75.

Full description at Econpapers || Download paper

22
492014Improving forecasting by estimating time series structural components across multiple frequencies. (2014). Petropoulos, Fotios ; Kourentzes, Nikolaos ; Trapero, Juan R.. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:2:p:291-302.

Full description at Econpapers || Download paper

22
502006Judgmental forecasting: A review of progress over the last 25 years. (2006). Onkal, Dilek ; Goodwin, Paul ; Lawrence, Michael ; O'Connor, Marcus. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:493-518.

Full description at Econpapers || Download paper

21
Citing documents used to compute impact factor: 307
YearTitle
2020Oil Price Forecasting Using a Time-Varying Approach. (2020). Wang, Shun-Gang ; Zhang, Zhi-Gang ; Zhao, Lu-Tao. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:6:p:1403-:d:333553.

Full description at Econpapers || Download paper

2020Is it possible to accurately forecast the evolution of Brent crude oil prices? An answer based on parametric and nonparametric forecasting methods. (2020). Alvarez-Diaz, Marcos. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:3:d:10.1007_s00181-019-01665-w.

Full description at Econpapers || Download paper

2020The New Benchmark for Forecasts of the Real Price of Crude Oil. (2020). Snudden, Stephen ; Ellwanger, Reinhard ; Benmoussa, Amor Aniss. In: Staff Working Papers. RePEc:bca:bocawp:20-39.

Full description at Econpapers || Download paper

2020The M4 Competition: 100,000 time series and 61 forecasting methods. (2020). Assimakopoulos, Vassilios ; Spiliotis, Evangelos ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:54-74.

Full description at Econpapers || Download paper

2020A hybrid method of exponential smoothing and recurrent neural networks for time series forecasting. (2020). Smyl, Slawek. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:75-85.

Full description at Econpapers || Download paper

2020Recession probabilities falling from the STARs. (2020). Noller, Marvin ; Eraslan, Sercan. In: Discussion Papers. RePEc:zbw:bubdps:082020.

Full description at Econpapers || Download paper

2020Realized Volatility Forecasting Based on Dynamic Quantile Model Averaging. (2020). Mi, Xianhua ; Ma, Chaoqun ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202016.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2020High Dimensional Forecast Combinations Under Latent Structures. (2020). Su, Liangjun ; Shi, Zhentao ; Xie, Tian. In: Papers. RePEc:arx:papers:2010.09477.

Full description at Econpapers || Download paper

2020Are betting returns a useful measure of accuracy in (sports) forecasting?. (2020). Memmert, Daniel ; Wunderlich, Fabian. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:713-722.

Full description at Econpapers || Download paper

2020Money Talks: Team Variables and Player Positions that Most Influence the Market Value of Professional Male Footballers in Europe. (2020). Fernandez-Luna, Alvaro ; Felipe, Jose Luis ; Garcia-Unanue, Jorge ; Sanchez-Sanchez, Javier ; de la Riva, Luis Eduardo ; Burillo, Pablo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:9:p:3709-:d:353693.

Full description at Econpapers || Download paper

2020Firm choice and career success - theory and evidence. (2020). Gürtler, Oliver ; Deutscher, Christian ; Gurtler, Marc ; Devaro, Jed ; de Varo, Jed . In: European Economic Review. RePEc:eee:eecrev:v:127:y:2020:i:c:s0014292120301021.

Full description at Econpapers || Download paper

2020Herding or wisdom of the crowd? Controlling efficiency in a partially rational financial market. (2020). Delellis, Pietro ; Giannini, Lorenzo ; della Rossa, Fabio. In: PLOS ONE. RePEc:plo:pone00:0239132.

Full description at Econpapers || Download paper

2020Going with your gut: The (In)accuracy of forecast revisions in a football score prediction game. (2020). Singleton, Carl ; Reade, J ; Brown, Alasdair. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:89:y:2020:i:c:s2214804319303015.

Full description at Econpapers || Download paper

2020After the Crimea crisis: Employee discrimination in Russia and Ukraine. (2020). Parshakov, Petr ; Naidenova, Iuliia ; Chusovliankin, Aleksei ; Nesseler, Cornel. In: PLOS ONE. RePEc:plo:pone00:0240811.

Full description at Econpapers || Download paper

2020The Impact of Imperfect Weather Forecasts on Wind Power Forecasting Performance: Evidence from Two Wind Farms in Greece. (2020). Nikolopoulos, Konstantinos ; Petropoulos, Fotios ; Spiliotis, Evangelos. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:8:p:1880-:d:344678.

Full description at Econpapers || Download paper

2020Temperature anomaly detection for electric load forecasting. (2020). Martin, Claude ; Hong, Tao ; Sobhani, Masoud. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:324-333.

Full description at Econpapers || Download paper

2020A Novel Accurate and Fast Converging Deep Learning-Based Model for Electrical Energy Consumption Forecasting in a Smart Grid. (2020). Derhab, Abdelouahid ; Khan, Farrukh Aslam ; Ali, Mohammad Usman ; Shafiq, Zeeshan ; Wadud, Zahid ; Alimgeer, Khurram Saleem ; Hafeez, Ghulam. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:9:p:2244-:d:353681.

Full description at Econpapers || Download paper

2020Peak-Load Forecasting for Small Industries: A Machine Learning Approach. (2020). Sania, Naik Bakht ; Lee, Eun-Kyu ; Kim, Dong-Hoon. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:16:p:6539-:d:398335.

Full description at Econpapers || Download paper

2020Robustness of Short-Term Wind Power Forecasting against False Data Injection Attacks. (2020). Wang, KE ; Lin, Fan ; Zhang, Yao. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:15:p:3780-:d:388735.

Full description at Econpapers || Download paper

2020Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion. (2020). Simioni, Michel ; Musolesi, Antonio ; Gioldasis, Georgios. In: SEEDS Working Papers. RePEc:srt:wpaper:0120.

Full description at Econpapers || Download paper

2020Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion. (2020). Simioni, Michel ; Musolesi, Antonio ; Gioldasis, Georgios. In: Working Papers. RePEc:hal:wpaper:hal-02790523.

Full description at Econpapers || Download paper

2020A Model Confidence Set approach to the combination of multivariate volatility forecasts. (2020). Amendola, Alessandra ; Storti, Giuseppe ; Candila, Vincenzo ; Braione, Manuela. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:873-891.

Full description at Econpapers || Download paper

2020Multivariate leverage effects and realized semicovariance GARCH models. (2020). Quaedvlieg, Rogier ; Patton, Andrew ; Bollerslev, Tim. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:411-430.

Full description at Econpapers || Download paper

2020Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach. (2020). Hallin, Marc ; Trucios, Carlos. In: Working Papers ECARES. RePEc:eca:wpaper:2013/315983.

Full description at Econpapers || Download paper

2020Identifying the Causal Role of CO2 during the Ice Ages. (2020). Hendry, David ; Castle, Jennifer. In: Economics Series Working Papers. RePEc:oxf:wpaper:898.

Full description at Econpapers || Download paper

2020Revisiting Energy Demand Relationship: Theory and Empirical Application. (2020). Mikayilov, Jeyhun I ; Hasanov, Fakhri J. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2919-:d:342086.

Full description at Econpapers || Download paper

2020A Short History of Macro-econometric Modelling. (2020). Hendry, David. In: Economics Papers. RePEc:nuf:econwp:2001.

Full description at Econpapers || Download paper

2020Robust Discovery of Regression Models. (2020). Hendry, David ; Castle, Jennifer ; Doornik, Jurgen A. In: Economics Papers. RePEc:nuf:econwp:2004.

Full description at Econpapers || Download paper

2020Smooth Robust Multi-Horizon Forecasts. (2020). Hendry, David ; Martinez, Andrew B ; Castle, Jennifer L. In: Working Papers. RePEc:gwc:wpaper:2020-009.

Full description at Econpapers || Download paper

2020Focused Bayesian Prediction. (2019). Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Papers. RePEc:arx:papers:1912.12571.

Full description at Econpapers || Download paper

2020Focused Bayesian Prediction. (2020). Loaiza Maya, Rubén ; Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-1.

Full description at Econpapers || Download paper

2020Copula stochastic volatility in oil returns: Approximate Bayesian computation with volatility prediction. (2020). Ausin, Concepcion M ; Virbickait, Audron ; Galeano, Pedro. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303017.

Full description at Econpapers || Download paper

2020Wavelet estimation of the dimensionality of curve time series. (2020). Fonseca, Rodney V ; Pinheiro, Aluisio. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:72:y:2020:i:5:d:10.1007_s10463-019-00724-4.

Full description at Econpapers || Download paper

2020Forecasting value at risk with intra-day return curves. (2020). Zhao, Yuqian ; Wirjanto, Tony ; Rice, Gregory. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1023-1038.

Full description at Econpapers || Download paper

2020Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577.

Full description at Econpapers || Download paper

2020Proyección de la Inflación en Chile con Métodos de Machine Learning. (2020). Zilberman, Eduardo ; Molina, Carlos ; Leal, Felipe. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:860.

Full description at Econpapers || Download paper

2020Are forecasting competitions data representative of the reality?. (2020). Makridakis, Spyros ; Assimakopoulos, Vassilios ; Kouloumos, Andreas ; Spiliotis, Evangelos. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:37-53.

Full description at Econpapers || Download paper

2020A simple combination of univariate models. (2020). Svetunkov, Ivan ; Petropoulos, Fotios. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:110-115.

Full description at Econpapers || Download paper

2020The Delphi technique in forecasting– A 42-year bibliographic analysis (1975–2017). (2020). Bridson, Shannon ; Pitt, Leyland ; Flostrand, Andrew . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:150:y:2020:i:c:s0040162518300374.

Full description at Econpapers || Download paper

2020Online Commerce, Inter-Regional Retail Trade, and the Evolution of Gravity Effects: Evidence from 20 Billion Transactions. (2020). Galbraith, John ; Camara, Youssouf ; Bounie, David. In: Working Papers. RePEc:hal:wpaper:hal-02864695.

Full description at Econpapers || Download paper

2020A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth. (2020). Cheung, Calista ; Chernis, Tony ; Velasco, Gabriella. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:851-872.

Full description at Econpapers || Download paper

2020Text Mining National Commitments towards Agrobiodiversity Conservation and Use. (2020). Estrada-Carmona, Natalia ; Villani, Chiara ; Remans, Roseline ; Laporte, Marie-Angelique ; Jones, Sarah K ; Juventia, Stella D. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:715-:d:310514.

Full description at Econpapers || Download paper

2020The macro and asset pricing implications of rising Italian uncertainty: Evidence from a novel news-based macroeconomic policy uncertainty index. (2020). Gufler, Ivan ; Donadelli, Michael ; Pellizzari, Paolo. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520303669.

Full description at Econpapers || Download paper

2020Factor state–space models for high-dimensional realized covariance matrices of asset returns. (2020). Gribisch, Bastian ; Liesenfeld, Roman ; Hartkopf, Jan Patrick. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:1-20.

Full description at Econpapers || Download paper

2020Does measurement error matter in volatility forecasting? Empirical evidence from the Chinese stock market. (2020). Huang, Zhuo ; Wang, Tianyi ; Liang, Fang. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:148-157.

Full description at Econpapers || Download paper

2020The impacts of asymmetry on modeling and forecasting realized volatility in Japanese stock markets. (2020). Ota, Yasushi ; Maki, Daiki. In: Papers. RePEc:arx:papers:2006.00158.

Full description at Econpapers || Download paper

2020Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic: VIX vs EPU?. (2020). Lu, Xinjie ; Wang, Jiqian ; Ma, Feng ; He, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302404.

Full description at Econpapers || Download paper

2020From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: Working Papers. RePEc:bge:wpaper:1142.

Full description at Econpapers || Download paper

2020From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14267.

Full description at Econpapers || Download paper

2020Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others?. (2020). Clements, Michael. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:16-:d:354665.

Full description at Econpapers || Download paper

2020Does Judgment Improve Macroeconomic Density Forecasts?. (2020). Mitchell, James ; Garratt, Anthony ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:33.

Full description at Econpapers || Download paper

2020Real-Time Perceptions of Historical GDP Data Uncertainty. (2020). Mitchell, James ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:35.

Full description at Econpapers || Download paper

2020Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach. (2020). Zaman, Saeed ; Knotek, Edward. In: Working Papers. RePEc:fip:fedcwq:88961.

Full description at Econpapers || Download paper

2020Industrial Facility Electricity Consumption Forecast Using Artificial Neural Networks and Incremental Learning. (2020). Correia, Regina ; Mourinho, Joo ; Vale, Zita ; Faria, Pedro ; Ramos, Daniel. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:18:p:4774-:d:412844.

Full description at Econpapers || Download paper

2020A novel composite electricity demand forecasting framework by data processing and optimized support vector machine. (2020). Gao, Yuyang ; Liu, Ningning ; Jiang, Ping. In: Applied Energy. RePEc:eee:appene:v:260:y:2020:i:c:s0306261919319300.

Full description at Econpapers || Download paper

2020HousEEC: Day-Ahead Household Electrical Energy Consumption Forecasting Using Deep Learning. (2020). Gjoreski, Hristijan ; Gams, Matja ; Jovanovski, Slobodan ; Ilievski, Igor ; Stankoski, Simon ; Kiprijanovska, Ivana. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:10:p:2672-:d:362866.

Full description at Econpapers || Download paper

2020What drives U.S. financial sector volatility? A Bayesian model averaging perspective. (2020). Lyócsa, Štefan ; Lyocsa, Tefan ; Koalova, Zuzana ; Gernat, Peter. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919302697.

Full description at Econpapers || Download paper

2020Risk Evaluation of “Not-In-My-Back-Yard” Conflict Potential in Facilities Group: A Case Study of Chemical Park in Xuwei New District, China. (2020). Zhou, Jizhi ; Zhang, Yiyi ; Zhao, Jinbu ; Nie, Yongyou. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2723-:d:339007.

Full description at Econpapers || Download paper

2020Forecasting election results by studying brand importance in online news. (2020). Colladon, Andrea Fronzetti. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:414-427.

Full description at Econpapers || Download paper

2020Application of functional deep belief network for estimating daily global solar radiation: A case study in China. (2020). Zang, Haixiang ; Sun, Guoqiang ; Wei, Zhinong ; Wang, Miaomiao ; Cheung, Kwok W ; Ding, Tao ; Cheng, Lilin. In: Energy. RePEc:eee:energy:v:191:y:2020:i:c:s0360544219321978.

Full description at Econpapers || Download paper

2020Intra-day solar probabilistic forecasts including local short-term variability and satellite information. (2020). David, M ; Alonso-Suarez, R ; Lauret, P ; Branco, V. In: Renewable Energy. RePEc:eee:renene:v:158:y:2020:i:c:p:554-573.

Full description at Econpapers || Download paper

2020Added-value of ensemble prediction system on the quality of solar irradiance probabilistic forecasts. (2020). Badosa, Jordi ; le Gal, Josselin ; Lauret, Philippe ; Pinson, Pierre ; David, Mathieu. In: Renewable Energy. RePEc:eee:renene:v:162:y:2020:i:c:p:1321-1339.

Full description at Econpapers || Download paper

2020Forecasting risk measures using intraday data in a generalized autoregressive score framework. (2020). Xue, Xiaohan ; Lazar, Emese. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1057-1072.

Full description at Econpapers || Download paper

2020Portfolio Risk Measurement Using a Mixture Simulation Approach. (2020). Sharifi, Azin ; Sina, Seyed Mohammad ; Arian, Hamidreza. In: Papers. RePEc:arx:papers:2011.07994.

Full description at Econpapers || Download paper

2020Forecasting value at risk and expected shortfall with mixed data sampling. (2020). Le, Trung H. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1362-1379.

Full description at Econpapers || Download paper

2020Dimension Reduction for High Dimensional Vector Autoregressive Models. (2020). Hecq, Alain ; Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2009.03361.

Full description at Econpapers || Download paper

2020How is Machine Learning Useful for Macroeconomic Forecasting?. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.12477.

Full description at Econpapers || Download paper

2020Deus ex Machina? A Framework for Macro Forecasting with Machine Learning. (2020). Rayner, Brett ; Bolhuis, Marijn A. In: IMF Working Papers. RePEc:imf:imfwpa:20/45.

Full description at Econpapers || Download paper

2020Deus ex Machina? A Framework for Macro Forecasting with Machine Learning. (2020). Bolhuis, Marijn ; Rayner, Brett. In: IMF Working Papers. RePEc:imf:imfwpa:2020/045.

Full description at Econpapers || Download paper

2020Sparse vector error correction models with application to cointegration‐based trading. (2020). Wang, Xiaohang ; Lu, Renjie . In: Australian & New Zealand Journal of Statistics. RePEc:bla:anzsta:v:62:y:2020:i:3:p:297-321.

Full description at Econpapers || Download paper

2020Machine Learning Advances for Time Series Forecasting. (2020). Medeiros, Marcelo C ; Masini, Ricardo P ; Mendes, Eduardo F. In: Papers. RePEc:arx:papers:2012.12802.

Full description at Econpapers || Download paper

2020An ordinal classification framework for bank failure prediction: Methodology and empirical evidence for US banks. (2020). Galariotis, Emilios ; Zopounidis, Constantin ; Doumpos, Michalis ; Manthoulis, Georgios. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:2:p:786-801.

Full description at Econpapers || Download paper

2020Predicting bank insolvencies using machine learning techniques. (2020). Vlachogiannakis, Nikolaos E ; Stavroulakis, Evangelos ; Siakoulis, Vasilis ; Petropoulos, Anastasios. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1092-1113.

Full description at Econpapers || Download paper

2020Textual Information and IPO Underpricing: A Machine Learning Approach. (2020). Leledakis, George ; Androutsopoulos, Ion ; Katsafados, Apostolos G ; Pyrgiotakis, Emmanouil G ; Fergadiotis, Manos ; Chalkidis, Ilias. In: MPRA Paper. RePEc:pra:mprapa:103813.

Full description at Econpapers || Download paper

2020Machine learning as an early warning system to predict financial crisis. (2020). Kampouris, Elias ; Samitas, Aristeidis ; Kenourgios, Dimitris. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301514.

Full description at Econpapers || Download paper

2020Who is unhappy for Brexit? A machine-learning, agent-based study on financial instability. (2020). Katsaiti, Marina-Selini ; Polyzos, Stathis ; Samitas, Aristeidis. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302349.

Full description at Econpapers || Download paper

2020Uncertain times and early predictions of bank failure. (2020). Goenner, Cullen F. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:4:p:583-601.

Full description at Econpapers || Download paper

2020A vanishing moment ensemble model for wind speed multi-step prediction with multi-objective base model selection. (2020). Duan, Zhu ; Liu, Hui. In: Applied Energy. RePEc:eee:appene:v:261:y:2020:i:c:s0306261919320549.

Full description at Econpapers || Download paper

2020The risk spillovers from the Chinese stock market to major East Asian stock markets: A MSGARCH-EVT-copula approach. (2020). Xiao, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:173-186.

Full description at Econpapers || Download paper

2020Do Tense Geopolitical Factors Drive Crude Oil Prices?. (2020). Albitar, Khaldoon ; Zhong, Junhao ; Huang, Zhehao ; Li, Fen. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:16:p:4277-:d:400712.

Full description at Econpapers || Download paper

2020Impawn rate optimisation in inventory financing: A canonical vine copula-based approach. (2020). Xu, Fangming ; Wang, Xiaojun ; Zhi, Bangdong. In: International Journal of Production Economics. RePEc:eee:proeco:v:227:y:2020:i:c:s0925527320300542.

Full description at Econpapers || Download paper

2020Asymmetric effects of oil price uncertainty on corporate investment. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304190.

Full description at Econpapers || Download paper

2020Forecasting volatility in the petroleum futures markets: A re-examination and extension. (2020). Shaiban, Mohammed Sharaf ; Hasanov, Akram Shavkatovich ; Al-Freedi, Ajab. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304232.

Full description at Econpapers || Download paper

2020Regime dependent effects and cyclical volatility spillover between crude oil price movements and stock returns. (2020). Onwuka, Kevin O ; Urom, Christian ; Yuni, Denis N ; Uma, Kalu E. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:10-29.

Full description at Econpapers || Download paper

2020Crude oil price forecasting based on a novel hybrid long memory GARCH-M and wavelet analysis model. (2020). Lin, Ling ; Zhou, Zhongbao ; Xiao, Helu ; Jiang, Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:543:y:2020:i:c:s0378437119319697.

Full description at Econpapers || Download paper

2020Research on the Time-Varying Impact of Economic Policy Uncertainty on Crude Oil Price Fluctuation. (2020). Li, Tinghui ; Failler, Pierre ; Xu, Dilong ; Feng, Yanhong . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:16:p:6523-:d:398132.

Full description at Econpapers || Download paper

2020Forecasting crude oil price volatility via a HM-EGARCH model. (2020). Li, Fuxing ; Xiao, Yang ; Lin, YU. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300323.

Full description at Econpapers || Download paper

2020On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks. (2020). Zhang, Dayong ; Klein, Tony ; Ji, Qiang ; Luo, Jiawen ; Todorova, Neda. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301213.

Full description at Econpapers || Download paper

2020A novel hybrid approach to forecast crude oil futures using intraday data. (2020). Apergis, Nicholas ; Visalakshmi, S ; Manickavasagam, Jeevananthan . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:158:y:2020:i:c:s0040162520309525.

Full description at Econpapers || Download paper

2020Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression. (2020). Fiszeder, Piotr ; Faldzinski, Marcin ; Orzeszko, Witold ; Fadziski, Marcin. In: Energies. RePEc:gam:jeners:v:14:y:2020:i:1:p:6-:d:466264.

Full description at Econpapers || Download paper

2020Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model. (2020). Pionnier, Pierre-Alain ; Ferrara, Laurent ; Doz, Catherine. In: Working Papers. RePEc:hal:wpaper:halshs-02443364.

Full description at Econpapers || Download paper

2020Business cycle dating and forecasting with real-time Swiss GDP data. (2020). Glocker, Christian ; Wegmueller, Philipp. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01666-9.

Full description at Econpapers || Download paper

2020Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model. (2020). Ferrara, Laurent ; Doz, Catherine ; Pionnier, Pierre-Alain. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02443364.

Full description at Econpapers || Download paper

2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

Full description at Econpapers || Download paper

2020Global Weakness Index – reading the economy’s vital signs during the COVID-19 crisis. (2020). Quiros, Gabriel Perez ; Perezquiros, Gabriel . In: Research Bulletin. RePEc:ecb:ecbrbu:2020:0072:.

Full description at Econpapers || Download paper

2020Accelerating Peak Dating in a Dynamic Factor Markov-Switching Model. (2020). van Dijk, Dick ; van Os, Bram. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200057.

Full description at Econpapers || Download paper

2020Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model. (2020). Wolters, Maik ; Reif, Magnus ; Heinrich, Markus ; Carstensen, Kai. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:829-850.

Full description at Econpapers || Download paper

2020Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis. (2020). Rots, Eyno ; Leiva-Leon, Danilo ; Perez-Quiros, Gabriel. In: MNB Working Papers. RePEc:mnb:wpaper:2020/4.

Full description at Econpapers || Download paper

2020Nowcasting business cycle turning points with stock networks and machine learning. (2020). Hirschbühl, Dominik ; Azqueta-Gavaldon, Andres ; Saiz, Lorena ; Onorante, Luca ; Hirschbuhl, Dominik. In: Working Paper Series. RePEc:ecb:ecbwps:20202494.

Full description at Econpapers || Download paper

2020Hour-Ahead Photovoltaic Power Forecasting Using an Analog Plus Neural Network Ensemble Method. (2020). Pei, Yan ; Wang, Jingyi ; Qian, Zheng. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:12:p:3259-:d:375564.

Full description at Econpapers || Download paper

2020Load probability density forecasting by transforming and combining quantile forecasts. (2020). Zhang, Shu ; Wang, Dan. In: Applied Energy. RePEc:eee:appene:v:277:y:2020:i:c:s0306261920311065.

Full description at Econpapers || Download paper

2020Forecasting in social settings: The state of the art. (2020). Petropoulos, Fotios ; Hyndman, Rob J ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:15-28.

Full description at Econpapers || Download paper

2020Correlated daily time series and forecasting in the M4 competition. (2020). Kull, Meelis ; Komisarenko, Viacheslav ; Tattar, Andre ; Kangsepp, Markus ; Shahroudi, Novin ; Ingel, Anti. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:121-128.

Full description at Econpapers || Download paper

2020Fast and accurate yearly time series forecasting with forecast combinations. (2020). Shaub, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:116-120.

Full description at Econpapers || Download paper

2020Weighted ensemble of statistical models. (2020). Chorowska, Agata ; Pawlikowski, Maciej. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:93-97.

Full description at Econpapers || Download paper

2020GROEC: Combination method via Generalized Rolling Origin Evaluation. (2020). Louzada, Francisco ; Fiorucci, Jose Augusto. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:105-109.

Full description at Econpapers || Download paper

2020A combination-based forecasting method for the M4-competition. (2020). Prakash, P. K. S., ; Jaganathan, Srihari. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:98-104.

Full description at Econpapers || Download paper

2020An empirical investigation of water consumption forecasting methods. (2020). Litsiou, Konstantia ; Nikolopoulos, Konstantinos ; Raptis, Achilleas ; Karamaziotis, Panagiotis I ; Assimakopoulos, Vassilis . In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:588-606.

Full description at Econpapers || Download paper

2020Higher Moment Constraints for Predictive Density Combinations. (2020). Vasnev, Andrey ; Radchenko, Peter ; Pauwels, Laurent. In: Working Papers. RePEc:syb:wpbsba:2123/22140.

Full description at Econpapers || Download paper

2020Too similar to combine? On negative weights in forecast combination. (2020). Vasnev, Andrey ; Wang, Wendun ; Radchenko, Peter. In: Working Papers. RePEc:syb:wpbsba:2123/22956.

Full description at Econpapers || Download paper

2020Properization: constructing proper scoring rules via Bayes acts. (2020). Brehmer, Jonas R ; Gneiting, Tilmann . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:72:y:2020:i:3:d:10.1007_s10463-019-00705-7.

Full description at Econpapers || Download paper

2020DeepAR: Probabilistic forecasting with autoregressive recurrent networks. (2020). Januschowski, Tim ; Gasthaus, Jan ; Flunkert, Valentin ; Salinas, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1181-1191.

Full description at Econpapers || Download paper

2020Forecasting third-party mobile payments with implications for customer flow prediction. (2020). Fildes, Robert ; Ma, Shaohui. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:739-760.

Full description at Econpapers || Download paper

2020Daily tourism volume forecasting for tourist attractions. (2020). Li, Hui ; Liu, Yang ; Bi, Jian-Wu. In: Annals of Tourism Research. RePEc:eee:anture:v:83:y:2020:i:c:s0160738320300670.

Full description at Econpapers || Download paper

2020On the statistical differences between binary forecasts and real-world payoffs. (2020). Taleb, Nassim Nicholas. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1228-1240.

Full description at Econpapers || Download paper

2020Daily retail demand forecasting using machine learning with emphasis on calendric special days. (2020). Stuckenschmidt, Heiner ; Huber, Jakob. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1420-1438.

Full description at Econpapers || Download paper

2020Bias–Variance Trade-Off and Shrinkage of Weights in Forecast Combination. (2020). Setzer, Thomas ; Blanc, Sebastian M. In: Management Science. RePEc:inm:ormnsc:v:66:y:12:i:2020:p:5720-5737.

Full description at Econpapers || Download paper

2020Percolation analysis of urban air quality: A case in China. (2020). Dong, Gaogao ; Li, Jingjing ; Du, Ruijin ; Fang, Guochang ; Qing, Ting ; Tian, Lixin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119318552.

Full description at Econpapers || Download paper

2020Predictability of hourly nitrogen dioxide concentration. (2020). Haupt, Harry ; Behm, Svenia. In: Ecological Modelling. RePEc:eee:ecomod:v:428:y:2020:i:c:s0304380020301484.

Full description at Econpapers || Download paper

2020A multi-scale method for forecasting oil price with multi-factor search engine data. (2020). Wang, Shouyang ; Li, Ling ; Zhang, Chengyuan ; Tang, Ling. In: Applied Energy. RePEc:eee:appene:v:257:y:2020:i:c:s0306261919317209.

Full description at Econpapers || Download paper

2020Daily Crude Oil Price Forecasting Based on Improved CEEMDAN, SCA, and RVFL: A Case Study in WTI Oil Market. (2020). Li, Taiyong ; Miu, Feng ; Wu, Jiang. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:7:p:1852-:d:344122.

Full description at Econpapers || Download paper

2020The Co-Movements Between Crude Oil Price and Internet Concerns: Causality Analysis in the Frequency Domain. (2020). Ling, LI ; Jingjing, LI. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:8:y:2020:i:3:p:224-239:n:2.

Full description at Econpapers || Download paper

2020The effects of investor emotions sentiments on crude oil returns: A time and frequency dynamics analysis. (2020). Abdoh, Hussein ; Awartani, Basel ; Maghyereh, Aktham. In: International Economics. RePEc:eee:inteco:v:162:y:2020:i:c:p:110-124.

Full description at Econpapers || Download paper

2020Forecasting crude oil price with multilingual search engine data. (2020). Wang, Shouyang ; Tang, Ling ; Li, Jingjing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:551:y:2020:i:c:s037843712030025x.

Full description at Econpapers || Download paper

2020A novel hybrid model for forecasting crude oil price based on time series decomposition. (2020). Abdollahi, Hooman. In: Applied Energy. RePEc:eee:appene:v:267:y:2020:i:c:s030626192030547x.

Full description at Econpapers || Download paper

2020Forecasting Oil Price by Hierarchical Shrinkage in Dynamic Parameter Models. (2020). Wei, YU ; Liu, Yuntong. In: Discrete Dynamics in Nature and Society. RePEc:hin:jnddns:6640180.

Full description at Econpapers || Download paper

2020A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series. (2020). Bekiros, Stelios ; Ahmad, Wasim ; Altan, Ayta ; Karasu, Sekin. In: Energy. RePEc:eee:energy:v:212:y:2020:i:c:s0360544220318570.

Full description at Econpapers || Download paper

2020Non-linearities, cyber attacks and cryptocurrencies. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Kang, Woo-Young. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319309377.

Full description at Econpapers || Download paper

2020Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models. (2020). Rodríguez, Gabriel ; Ataurima Arellano, Miguel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300607.

Full description at Econpapers || Download paper

2020Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? Extreme co-movements and portfolio management analysis. (2020). Vo, Xuan Vinh ; Ur, Mobeen ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20300718.

Full description at Econpapers || Download paper

2020The Vietnamese business cycle in an estimated small open economy New Keynesian DSGE model. (2020). van Nguyen, Phuong. In: Dynare Working Papers. RePEc:cpm:dynare:056.

Full description at Econpapers || Download paper

2020Evaluating the forecasting accuracy of the closed- and open economy New Keynesian DSGE models. (2020). van Nguyen, Phuong. In: Dynare Working Papers. RePEc:cpm:dynare:059.

Full description at Econpapers || Download paper

2020Monetary policy implications of the COVID-19 outbreak, the social pandemic. (2020). Dupont, Genevieve ; Roedl, Marianne. In: MPRA Paper. RePEc:pra:mprapa:99981.

Full description at Econpapers || Download paper

2020Can Households Predict where the Macroeconomy is Headed?. (2020). Österholm, Pär ; Osterholm, Par ; Kladivko, Kamil. In: Working Papers. RePEc:hhs:oruesi:2020_011.

Full description at Econpapers || Download paper

2020Extracting Information from Different Expectations. (2020). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2020-008.

Full description at Econpapers || Download paper

2020Optimal Feasible Expectations in Economics and Finance. (2020). Lake, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20105.

Full description at Econpapers || Download paper

2020Generalizing the Theta method for automatic forecasting. (2020). Makridakis, Spyros ; Assimakopoulos, Vassilios ; Spiliotis, Evangelos. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:2:p:550-558.

Full description at Econpapers || Download paper

2020Monetary policy with judgment. (2020). Gelain, Paolo ; Manganelli, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20202404.

Full description at Econpapers || Download paper

2020Monetary Policy with Judgment. (2020). Manganelli, Simone ; Gelain, Paolo. In: Working Papers. RePEc:fip:fedcwq:88033.

Full description at Econpapers || Download paper

2020Decisions in Designing an Australian Macroeconomic Model. (2020). Murphy, Chris. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:252-270.

Full description at Econpapers || Download paper

2020 Sonic Thunder vs Brian the Snail : Fast-sounding racehorse names and prediction accuracy in betting exchange markets. (2019). Franck, Egon ; Flepp, Raphael ; Merz, Oliver. In: Working Papers. RePEc:zrh:wpaper:384.

Full description at Econpapers || Download paper

2020How Market Prices React to Information: Evidence from a Natural Experiment. (2020). Page, Lionel ; Author, Romain Gauriot. In: Working Papers. RePEc:nad:wpaper:20200058.

Full description at Econpapers || Download paper

2020Google trends and the predictability of precious metals. (2020). Salisu, Afees ; Ogbonna, Ahamuefula ; Adewuyi, Adeolu. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719307408.

Full description at Econpapers || Download paper

2020When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2020). Ferrara, Laurent ; Simoni, Anna. In: Papers. RePEc:arx:papers:2007.00273.

Full description at Econpapers || Download paper

2020When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2020). Ferrara, Laurent ; Simoni, Anna. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-11.

Full description at Econpapers || Download paper

2020Googling Unemployment During the Pandemic: Inference and Nowcast Using Search Data. (2020). Mazzarella, Gianluca ; Geraci, Andrea ; Colagrossi, Marco ; Capema, Giulio. In: Working Papers. RePEc:jrs:wpaper:202004.

Full description at Econpapers || Download paper

2020Can Alternative Data Improve the Accuracy of Dynamic Factor Model Nowcasts?. (2020). Cristea, R G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20108.

Full description at Econpapers || Download paper

2020Optimising forecasting models for inventory planning. (2020). Barrow, Devon K ; Trapero, Juan R ; Kourentzes, Nikolaos. In: International Journal of Production Economics. RePEc:eee:proeco:v:225:y:2020:i:c:s0925527319304323.

Full description at Econpapers || Download paper

2020Demand forecasting in retail operations for fashionable products: methods, practices, and real case study. (2020). Ren, Shuyun ; Siqin, Tana ; Chan, Hau-Ling. In: Annals of Operations Research. RePEc:spr:annopr:v:291:y:2020:i:1:d:10.1007_s10479-019-03148-8.

Full description at Econpapers || Download paper

2020Improving the Bass model’s predictive power through online reviews, search traffic and macroeconomic data. (2020). Tian, Yu-Xin ; Zhang, Chuan ; Fan, Ling-Wei. In: Annals of Operations Research. RePEc:spr:annopr:v:295:y:2020:i:2:d:10.1007_s10479-020-03716-3.

Full description at Econpapers || Download paper

2020Automatic Interpretable Retail forecasting with promotional scenarios. (2020). Gurlek, Ragip ; Ali, Ozden Gur. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1389-1406.

Full description at Econpapers || Download paper

2020Demand Forecasting of Retail Sales Using Data Analytics and Statistical Programming. (2020). Orestis, Efthymiou ; Stavros, Ponis ; Panagiota, Lalou. In: Management & Marketing. RePEc:vrs:manmar:v:15:y:2020:i:2:p:186-202:n:4.

Full description at Econpapers || Download paper

2020An exploration of sales forecasting: sales manager and salesperson perspectives. (2020). Wilson, Holton J ; Dingus, Rebecca ; Hoyle, Jeffrey A. In: Journal of Marketing Analytics. RePEc:pal:jmarka:v:8:y:2020:i:3:d:10.1057_s41270-020-00082-8.

Full description at Econpapers || Download paper

2020Blockchain Technology for Sustainable Supply Chain Management: A Systematic Literature Review and a Classification Framework. (2020). Sharma, Suneel ; Chandra, Shalini ; Paliwal, Vineet. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:18:p:7638-:d:414321.

Full description at Econpapers || Download paper

2020On the current state of combining human and artificial intelligence for strategic organizational decision making. (2020). Birkel, Hendrik ; Trunk, Anna ; Hartmann, Evi. In: Business Research. RePEc:spr:busres:v:13:y:2020:i:3:d:10.1007_s40685-020-00133-x.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2020Betting Market Efficiency in the Presence of Unfamiliar Shocks: The Case of Ghost Games during the Covid-19 Pandemic. (2020). Haucap, Justus ; Fischer, Kai. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8526.

Full description at Econpapers || Download paper

2020Betting market efficiency in the presence of unfamiliar shocks: The case of ghost games during the COVID-19 pandemic. (2020). Haucap, Justus ; Fischer, Kai. In: DICE Discussion Papers. RePEc:zbw:dicedp:349.

Full description at Econpapers || Download paper

2020Proper scoring rules for evaluating asymmetry in density forecasting. (2020). Ravazzolo, Francesco ; Iacopini, Matteo ; Rossini, Luca. In: Papers. RePEc:arx:papers:2006.11265.

Full description at Econpapers || Download paper

2020Proper scoring rules for evaluating asymmetry in density forecasting. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Working Papers. RePEc:bny:wpaper:0089.

Full description at Econpapers || Download paper

2020Spare parts inventory control based on maintenance planning. (2020). Dekker, Rommert ; van Jaarsveld, Willem ; Zhu, Sha. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:193:y:2020:i:c:s0951832019300663.

Full description at Econpapers || Download paper

2020Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning. (2020). Uddin, Gazi ; Corbet, Shaen ; Cepni, Oguzhan ; Akyildirim, Erdinc. In: Working Papers. RePEc:hhs:cbsnow:2020_020.

Full description at Econpapers || Download paper

2020Machine Learning Econometrics: Bayesian algorithms and methods. (2020). Korobilis, Dimitris ; Pettenuzzo, Davide. In: Papers. RePEc:arx:papers:2004.11486.

Full description at Econpapers || Download paper

2020Computing Bayes: Bayesian Computation from 1763 to the 21st Century. (2020). Robert, Christian P ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-14.

Full description at Econpapers || Download paper

2020Machine Learning Econometrics: Bayesian algorithms and methods. (2020). Pettenuzzo, Davide ; Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:100165.

Full description at Econpapers || Download paper

2020Machine Learning Econometrics: Bayesian algorithms and methods. (2020). Pettenuzzo, Davide ; Korobilis, Dimitris. In: Working Papers. RePEc:brd:wpaper:130.

Full description at Econpapers || Download paper

2020Machine Learning Econometrics: Bayesian algorithms and methods. (2020). Pettenuzzo, Davide ; Korobilis, Dimitris. In: Working Papers. RePEc:gla:glaewp:2020_09.

Full description at Econpapers || Download paper

2020Does immigrant legalization affect crime? Evidence from deferred action for childhood arrivals in the United States. (2020). Gunadi, Christian. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:178:y:2020:i:c:p:327-353.

Full description at Econpapers || Download paper

2020Density forecast combinations: the real-time dimension. (2020). Warne, Anders ; McAdam, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20202378.

Full description at Econpapers || Download paper

2020Is Price Level Targeting a Robust Monetary Rule?. (2020). Mirza, Afrasiab ; Levine, Paul ; Pearlman, Joseph ; Deak, Szabolcs. In: Discussion Papers. RePEc:bir:birmec:20-27.

Full description at Econpapers || Download paper

2020Penalized Averaging of Parametric and Non-Parametric Quantile Forecasts. (2020). Gooijer, Jan G. ; Dawit, Zerom ; Jan, De Gooijer. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:12:y:2020:i:1:p:15:n:4.

Full description at Econpapers || Download paper

2020Real-time forecasting of the Australian macroeconomy using Bayesian VARs. (2020). Nguyen, Bao H ; Zhang, BO. In: Working Papers. RePEc:tas:wpaper:35236.

Full description at Econpapers || Download paper

2020A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting. (2020). Hartigan, Luke ; Morley, James. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:271-293.

Full description at Econpapers || Download paper

2020From Heavy-Tailed Micro to Macro: on the characterization of firm-level heterogeneity and its aggregation properties.. (2020). Dewitte, Ruben. In: MPRA Paper. RePEc:pra:mprapa:103170.

Full description at Econpapers || Download paper

2020Bibliometric indices as a measure of competition in sports. (2020). Petróczy, Dóra ; L'aszl'o Csat'o, . In: Papers. RePEc:arx:papers:2005.13416.

Full description at Econpapers || Download paper

2020Miért igazságtalan a 2020-as labdarúgó-Európa-bajnokság kvalifikációja?. (2020). Petróczy, Dóra ; Petroczy, Dora Greta ; Csato, Laszlo. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1916.

Full description at Econpapers || Download paper

2020The UEFA Champions League seeding is not strategy-proof since the 2015/16 season. (2020). Csato, Laszlo. In: Annals of Operations Research. RePEc:spr:annopr:v:292:y:2020:i:1:d:10.1007_s10479-020-03637-1.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2020Another look at the implied and realised volatility relation: a copula-based approach. (2020). Pérez-Rodríguez, Jorge ; Perez-Rodriguez, Jorge V. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:1:d:10.1057_s41283-019-00054-y.

Full description at Econpapers || Download paper

2020Risk dependence and cointegration between pharmaceutical stock markets: The case of China and the USA. (2020). Pérez-Rodríguez, Jorge ; Lopez-Valcarcel, Beatriz Gonzalez ; Perez-Rodriguez, Jorge V ; Qian, Huanhuan ; Zhou, Xinmiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300723.

Full description at Econpapers || Download paper

2020Betting markets for English Premier League results and scorelines: evaluating a simple forecasting model. (2020). Singleton, Carl ; Reade, J ; Williams, Leighton Vaughan ; VaughanWilliams, Leighton . In: Economics & Management Discussion Papers. RePEc:rdg:emxxdp:em-dp2020-03.

Full description at Econpapers || Download paper

2020Information, prices and efficiency in an online betting market. (2020). Singleton, Carl ; Reade, J ; Elaad, Guy. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319306440.

Full description at Econpapers || Download paper

2020Parimutuel betting on the eSports duels: Evidence of the reverse favourite-longshot bias. (2020). Dagaev, Dmitry ; Stoyan, Egor. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:81:y:2020:i:c:s0167487020300660.

Full description at Econpapers || Download paper

2020Cryptocurrencies: A Copula Based Approach for Asymmetric Risk Marginal Allocations. (2020). Younas, Zahid Irshad ; Meloni, Mirko ; Jeleskovic, Vahidin . In: MAGKS Papers on Economics. RePEc:mar:magkse:202034.

Full description at Econpapers || Download paper

2020Gold, platinum, and expected Bitcoin returns. (2020). Wang, Mei ; Burggraf, Tobias ; Duc, Toan Luu. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:56:y:2020:i:c:s1042444x20300177.

Full description at Econpapers || Download paper

2020Prediction accuracy improvement for Bitcoin market prices based on symmetric volatility information using artificial neural network approach. (2020). Binti, Nur Harena ; Rosman, Romzie Bin ; Kassim, Salina ; Abdullah, Anwar Hasan. In: Journal of Revenue and Pricing Management. RePEc:pal:jorapm:v:19:y:2020:i:5:d:10.1057_s41272-020-00229-3.

Full description at Econpapers || Download paper

2020Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models. (2020). Leonardos, Stefanos ; Koki, Constandina ; Piliouras, Georgios. In: Papers. RePEc:arx:papers:2011.03741.

Full description at Econpapers || Download paper

2020A novel two-stage approach for cryptocurrency analysis. (2020). Sun, Yuying ; Yang, Boyu ; Wang, Shouyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302118.

Full description at Econpapers || Download paper

2020Issues of an improving the accuracy of energy carriers production forecasting in a computer-aided system for monitoring the operation of a gas-fired cogeneration plant. (2020). Szega, Marcin ; Ymeka, Piotr. In: Energy. RePEc:eee:energy:v:209:y:2020:i:c:s0360544220315395.

Full description at Econpapers || Download paper

2020Learning from Forecast Errors: A New Approach to Forecast Combinations. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.02077.

Full description at Econpapers || Download paper

2020Learning from Forecast Errors: A New Approach to Forecast Combination. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Working Papers. RePEc:ucr:wpaper:202024.

Full description at Econpapers || Download paper

2020Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Smit, Robert C. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps72.

Full description at Econpapers || Download paper

2020Estimation of final standings in football competitions with premature ending: the case of COVID-19. (2020). Lit, Rutger ; Koopman, Siem Jan ; Gorgi, Paolo. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200070.

Full description at Econpapers || Download paper

2020A conditional fuzzy inference approach in forecasting. (2020). Verousis, Thanos ; Sermpinis, Georgios ; Stasinakis, Charalampos ; Hassanniakalager, Arman. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:1:p:196-216.

Full description at Econpapers || Download paper

2020A SOFTWARE MODULE FOR MULTI-CRITERIA SUPPLIERS’ SELECTION WITH RESPECT TO THE SPARE PARTS LOGISTIC. (2020). Mukhametdinov, Eduard ; Buyvol, Polina ; Shubenkova, Ksenia ; Makarova, Irina. In: Transport Problems. RePEc:exl:1trans:v:15:y:2020:i:1:p:105-116.

Full description at Econpapers || Download paper

2020Are We More Accurate? Revisiting the European Commission’s Macroeconomic Forecasts. (2020). Vkrabka, Milan ; Lamproye, Sebastien ; Chabin, Andras. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:128.

Full description at Econpapers || Download paper

2020Five dimensions of the uncertainty–disagreement linkage. (2020). Glas, Alexander. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:607-627.

Full description at Econpapers || Download paper

2020Business and consumer uncertainty in the face of the pandemic: A sector analysis in European countries. (2020). Claveria, Oscar. In: Papers. RePEc:arx:papers:2012.02091.

Full description at Econpapers || Download paper

2020Central banks voting contest. (2020). Charemza, Wojciech. In: MPRA Paper. RePEc:pra:mprapa:101205.

Full description at Econpapers || Download paper

2020Comparison on Subannual Seasonality of Building Construction in European Countries. (2020). Zmarzly, Dariusz ; Mach, Lukasz ; Fracz, Pawel ; Dabrowski, Ireneusz . In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:4:p:241-257.

Full description at Econpapers || Download paper

2020The Multivariate Linear Prediction Problem: Model-Based and Direct Filtering Solutions. (2020). Wildi, Marc ; McElroy, Tucker S. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:112-130.

Full description at Econpapers || Download paper

2020A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies. (2020). Fantazzini, Dean ; Zimin, Stephan. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:47:y:2020:i:1:d:10.1007_s40812-019-00136-8.

Full description at Econpapers || Download paper

2020Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models. (2020). Ben Cheikh, Nidhaleddine ; Chevallier, Julien ; ben Zaied, Younes. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s154461231930162x.

Full description at Econpapers || Download paper

2020Behavioral changes and policy effects during Covid-19. (2020). Anundsen, Andre ; Thorsrud, Leif Anders ; Larsen, Erling Roed ; Kivedal, Bjornar Karlsen . In: Working Papers. RePEc:bny:wpaper:0090.

Full description at Econpapers || Download paper

2020Financial Shocks and Credit Cycles. (2020). Pankova, Vera ; Mamonov, Mikhail ; Pestova, Anna ; Akhmetov, Renat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:4:p:45-74.

Full description at Econpapers || Download paper

2020Rethinking weather station selection for electric load forecasting using genetic algorithms. (2020). Muoz, Antonio ; Sanchez-Ubeda, Eugenio F ; Moreno-Carbonell, Santiago. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:695-712.

Full description at Econpapers || Download paper

2020Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781.

Full description at Econpapers || Download paper

2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

Full description at Econpapers || Download paper

2020Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09.

Full description at Econpapers || Download paper

2020Are GDP forecasts optimal? Evidence on European countries. (2020). Pericoli, Filippo Maria ; Giovannelli, Alessandro. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:963-973.

Full description at Econpapers || Download paper

2020Financial frictions and changing macroeconomic volatility. (2020). Higgins, Charles. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070419302629.

Full description at Econpapers || Download paper

2020Predicting stock returns in the presence of COVID-19 pandemic: The role of health news. (2020). Vo, Xuan Vinh ; Salisu, Afees. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301903.

Full description at Econpapers || Download paper

2020Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:87375.

Full description at Econpapers || Download paper

2020Nowcasting Tail Risks to Economic Activity with Many Indicators. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:87955.

Full description at Econpapers || Download paper

2020Nowcasting Turkish GDP with MIDAS: Role of Functional Form of the Lag Polynomial. (2020). Gunay, Mahmut. In: Working Papers. RePEc:tcb:wpaper:2002.

Full description at Econpapers || Download paper

2020Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy. (2020). Zaman, Saeed ; Tallman, Ellis W. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:373-398.

Full description at Econpapers || Download paper

2020Probabilistic solar irradiance transposition models. (2020). Yang, Dazhi ; Quan, Hao. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:125:y:2020:i:c:s136403212030109x.

Full description at Econpapers || Download paper

2020Balancing Generation from Renewable Energy Sources: Profitability of an Energy Trader. (2020). Weron, Tomasz ; Serafin, Tomasz ; Nitka, Weronika ; Zaleski, Przemysaw ; Kath, Christopher. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:1:p:205-:d:304260.

Full description at Econpapers || Download paper

2020Beating the naive: Combining LASSO with naive intraday electricity price forecasts. (2020). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2001.

Full description at Econpapers || Download paper

2020PCA forecast averaging - predicting day-ahead and intraday electricity prices. (2020). Uniejewski, Bartosz ; Serafin, Tomasz ; Maciejowska, Katarzyna. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2002.

Full description at Econpapers || Download paper

2020Optimization of Electric Energy Sales Strategy Based on Probabilistic Forecasts. (2020). Michalak, Aleksandra ; Janczura, Joanna . In: Energies. RePEc:gam:jeners:v:13:y:2020:i:5:p:1045-:d:325457.

Full description at Econpapers || Download paper

2020Beating the Naïve—Combining LASSO with Naïve Intraday Electricity Price Forecasts. (2020). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:7:p:1667-:d:340785.

Full description at Econpapers || Download paper

2020PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices. (2020). Serafin, Tomasz ; Uniejewski, Bartosz ; Maciejowska, Katarzyna. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:14:p:3530-:d:382069.

Full description at Econpapers || Download paper

2020Intraday Electricity Pricing of Night Contracts. (2020). Paraschiv, Florentina ; Kiesel, Rudiger ; Kremer, Marcel. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:17:p:4501-:d:406944.

Full description at Econpapers || Download paper

2020Ensemble Forecasting for Intraday Electricity Prices: Simulating Trajectories. (2020). Ziel, Florian ; Narajewski, Michal. In: Papers. RePEc:arx:papers:2005.01365.

Full description at Econpapers || Download paper

2020Econometric modelling and forecasting of intraday electricity prices. (2020). Ziel, Florian ; Narajewski, Micha. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:19:y:2020:i:c:s2405851319300728.

Full description at Econpapers || Download paper

2020Optimal Order Execution in Intraday Markets: Minimizing Costs in Trade Trajectories. (2020). Ziel, Florian ; Kath, Christopher. In: Papers. RePEc:arx:papers:2009.07892.

Full description at Econpapers || Download paper

2020Trading on short-term path forecasts of intraday electricity prices. (2020). Weron, Rafał ; Chawla, Yash ; Marcjasz, Grzegorz ; Serafin, Tomasz. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2017.

Full description at Econpapers || Download paper

2020Ensemble forecasting for intraday electricity prices: Simulating trajectories. (2020). Ziel, Florian ; Narajewski, Micha. In: Applied Energy. RePEc:eee:appene:v:279:y:2020:i:c:s0306261920312824.

Full description at Econpapers || Download paper

2020Conceptualising housing costs: The hidden face of energy poverty in Poland. (2020). Śmiech, Sławomir ; Karpinska, Lilia. In: Energy Policy. RePEc:eee:enepol:v:147:y:2020:i:c:s0301421520305371.

Full description at Econpapers || Download paper

2020Forecasting natural gas prices using highly flexible time-varying parameter models. (2020). Nguyen, Bao H ; Hou, Chenghan ; Gao, Shen. In: Working Papers. RePEc:tas:wpaper:32412.

Full description at Econpapers || Download paper

2020Does the Current State of the Business Cycle matter for Real-Time Forecasting? A Mixed-Frequency Threshold VAR approach.. (2020). Heinrich, Markus. In: EconStor Preprints. RePEc:zbw:esprep:219312.

Full description at Econpapers || Download paper

2020Real-time Probabilistic Nowcasts of UK Quarterly GDP Growth using a Mixed-Frequency Bottom-up Approach. (2020). Lopresto, Marta ; Galvao, Ana Beatriz. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2020-06.

Full description at Econpapers || Download paper

2020Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.01714.

Full description at Econpapers || Download paper

2020Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-42.

Full description at Econpapers || Download paper

2020Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs. (2020). Pfarrhofer, Michael ; Huber, Florian ; Schreiner, Josef ; Onorante, Luca ; Koop, Gary. In: Papers. RePEc:arx:papers:2008.12706.

Full description at Econpapers || Download paper

2020Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters. (2020). Reif, Magnus ; Heinrich, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8054.

Full description at Econpapers || Download paper

2020Reconciled Estimates of Monthly GDP in the US. (2020). Koop, Gary ; Mitchell, James ; McIntyre, Stuart ; Poon, Aubrey. In: EMF Research Papers. RePEc:wrk:wrkemf:37.

Full description at Econpapers || Download paper

2020Reconciled Estimates of Monthly GDP in the US. (2020). Poon, Aubrey ; Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2020-16.

Full description at Econpapers || Download paper

2020Ordinal-response models for irregularly spaced transactions: A forecasting exercise. (2020). Aknouche, Abdelhakim ; Tsionas, Mike G ; Dimitrakopoulos, Stefanos. In: MPRA Paper. RePEc:pra:mprapa:103250.

Full description at Econpapers || Download paper

2020Nonlinear Mixed Effects Models for Time Series Forecasting of Smart Meter Demand. (2020). Hyndman, Rob ; Ben Taieb, Souhaib ; Roach, Cameron. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-41.

Full description at Econpapers || Download paper

2020A brief history of forecasting competitions. (2020). Hyndman, Rob J. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:7-14.

Full description at Econpapers || Download paper

2020Time Series Decomposition of the Daily Outdoor Air Temperature in Europe for Long-Term Energy Forecasting in the Context of Climate Change. (2020). Muoz, Antonio ; Sanchez-Ubeda, Eugenio F ; Moreno-Carbonell, Santiago. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:7:p:1569-:d:338570.

Full description at Econpapers || Download paper

2020Short-term electrical load forecasting based on error correction using dynamic mode decomposition. (2020). Zhang, Yusen ; Wang, Chengshan ; Li, Chuang ; Kong, Xiangyu. In: Applied Energy. RePEc:eee:appene:v:261:y:2020:i:c:s0306261919320550.

Full description at Econpapers || Download paper

2020Forecasting Hierarchical Time Series in Power Generation. (2020). Costa, Marcelo Azevedo ; Gontijo, Tiago Silveira. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:14:p:3722-:d:386897.

Full description at Econpapers || Download paper

2020Distributed ARIMA Models for Ultra-long Time Series. (2020). Li, Feng ; Hyndman, Rob J ; Kang, Yanfei ; Wang, Xiaoqian. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-29.

Full description at Econpapers || Download paper

2020Nowcasting with large Bayesian vector autoregressions. (2020). Sokol, Andrej ; Giannone, Domenico ; Cimadomo, Jacopo ; Monti, Francesca ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20202453.

Full description at Econpapers || Download paper

2020Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area. (2020). Sokol, Andrej ; Chalmoviansk, Jakub ; Porqueddu, Mario. In: Working Paper Series. RePEc:ecb:ecbwps:20202501.

Full description at Econpapers || Download paper

2020A Multi-Country BVAR Model for the External Sector. (2020). Korotkikh, Olga. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:4:p:98-112.

Full description at Econpapers || Download paper

2020Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections. (2019). Diebold, Francis ; Rudebusch, Glenn D. In: Papers. RePEc:arx:papers:1912.10774.

Full description at Econpapers || Download paper

2020Probability Forecast Combination via Entropy Regularized Wasserstein Distance. (2020). Shin, Minchul ; Cumings-Menon, Ryan. In: Working Papers. RePEc:fip:fedpwp:88545.

Full description at Econpapers || Download paper

2020Time-varying Forecast Combination for High-Dimensional Data. (2020). Maung, Kenwin ; Chen, Bin. In: Papers. RePEc:arx:papers:2010.10435.

Full description at Econpapers || Download paper

2020Optimal and robust combination of forecasts via constrained optimization and shrinkage. (2020). Vrins, Frédéric ; Gambetti, Paolo ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020006.

Full description at Econpapers || Download paper

2020Financial Conditions and Economic Activity: Insights from Machine Learning. (2020). Kiley, Michael. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-95.

Full description at Econpapers || Download paper

2020Macroeconomic forecasting using factor models and machine learning: an application to Japan. (2020). Shintani, Mototsugu ; Maehashi, Kohei. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:58:y:2020:i:c:s0889158320300411.

Full description at Econpapers || Download paper

2020Time-varying Uncertainty of the Federal Reserve’s Output Gap Estimate. (2020). Berge, Travis J. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-12.

Full description at Econpapers || Download paper

2020Another look into the factor model black box: factor interpretation and structural (in)stability. (2020). Doz, Catherine ; Despois, Thomas. In: Working Papers. RePEc:hal:wpaper:halshs-02235543.

Full description at Econpapers || Download paper

2020Assessing nowcast accuracy of US GDP growth in real time: the role of booms and busts. (2020). Siliverstovs, Boriss. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01704-6.

Full description at Econpapers || Download paper

2020Macroeconomic Forecasting Using Factor Models and Machine Learning: An Application to Japan. (2020). Shintani, Mototsugu ; Maehashi, Kohei. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1146.

Full description at Econpapers || Download paper

2020The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach. (2020). GUPTA, RANGAN ; Onay, Yigit ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202055.

Full description at Econpapers || Download paper

2020Dynamic Factor Trees and Forests – A Theory-led Machine Learning Framework for Non-Linear and State-Dependent Short-Term U.S. GDP Growth Predictions. (2020). Wochner, Daniel. In: KOF Working papers. RePEc:kof:wpskof:20-472.

Full description at Econpapers || Download paper

2020Nowcasting GDP growth using data reduction methods: Evidence for the French economy. (2020). Charles, Amelie ; Darne, Olivier. In: Post-Print. RePEc:hal:journl:hal-02948802.

Full description at Econpapers || Download paper

2020Nowcasting GDP growth using data reduction methods: Evidence for the French economy. (2020). Charles, Amelie ; Darne, Olivier. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00680.

Full description at Econpapers || Download paper

2020The role of an aligned investor sentiment index in predicting bond risk premia of the U.S. (2020). GUPTA, RANGAN ; Epni, Ouzhan ; Wohar, Mark E ; Guney, Ethem I. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418120300100.

Full description at Econpapers || Download paper

2020Demand forecasting in the presence of systematic events: Cases in capturing sales promotions. (2020). Fahimnia, Behnam ; Eshragh, Ali ; Hurley, Jason ; Abolghasemi, Mahdi. In: International Journal of Production Economics. RePEc:eee:proeco:v:230:y:2020:i:c:s0925527320302553.

Full description at Econpapers || Download paper

2020Use of Neural Networks to Accommodate Seasonal Fluctuations When Equalizing Time Series for the CZK/RMB Exchange Rate. (2020). Lazaroiu, George ; Rowland, Zuzana ; Podhorska, Ivana. In: Risks. RePEc:gam:jrisks:v:9:y:2020:i:1:p:1-:d:466130.

Full description at Econpapers || Download paper

2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Corradin, Fausto ; Casarin, Roberto ; Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:2:p:66-103.

Full description at Econpapers || Download paper

2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco ; Corradin, Fausto ; Casarin, Roberto. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:2:p:66-103.

Full description at Econpapers || Download paper

2020Dynamic Asymmetry and Fiscal Policy. (2020). Zanetti Chini, Emilio. In: MPRA Paper. RePEc:pra:mprapa:98499.

Full description at Econpapers || Download paper

2020Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market.. (2020). Zanetti Chini, Emilio ; Canepa, Alessandra ; Alqaralleh, Huthaifa. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202011.

Full description at Econpapers || Download paper

2020Global Cities and Local Housing Market Cycles. (2020). Zanetti Chini, Emilio ; Canepa, Alessandra ; Alqaralleh, Huthaifa. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:61:y:2020:i:4:d:10.1007_s11146-019-09734-8.

Full description at Econpapers || Download paper

2020Moving markets? Government bond investors and microeconomic policy changes. (2020). Wibbels, Erik ; Paniagua, Victoria ; Mosley, Layna. In: Economics and Politics. RePEc:bla:ecopol:v:32:y:2020:i:2:p:197-249.

Full description at Econpapers || Download paper

2020Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566.

Full description at Econpapers || Download paper

2020Structural analysis with mixed-frequency data: A model of US capital flows. (2020). Rossi, Eduardo ; Missale, Alessandro ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:427-443.

Full description at Econpapers || Download paper

2020Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach. (2020). Liu, Xiaochun ; You, YU. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s0378426620301151.

Full description at Econpapers || Download paper

2020Mixed data sampling expectile regression with applications to measuring financial risk. (2020). Yu, Keming ; Jiang, Cuixia ; Chen, LU ; Xu, Qifa. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:469-486.

Full description at Econpapers || Download paper

2020Bank asset and informational quality. (2020). Chen, Lei ; Kladakis, George ; Bellos, Sotirios K. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:69:y:2020:i:c:s1042443120301402.

Full description at Econpapers || Download paper

2020Google It Up! A Google Trends-based analysis of COVID-19 outbreak in Iran. (2020). Farzanegan, Mohammad Reza ; Sadati, Saeed Malek ; Feizi, Mehdi. In: MAGKS Papers on Economics. RePEc:mar:magkse:202017.

Full description at Econpapers || Download paper

2020Public Concern and the Financial Markets during the COVID-19 outbreak. (2020). Santagiustina, Carlo ; Iacopini, Matteo ; Costola, Michele. In: Papers. RePEc:arx:papers:2005.06796.

Full description at Econpapers || Download paper

2020Effective energy consumption forecasting using enhanced bagged echo state network. (2020). Zeng, Yu-Rong ; Peng, LU ; Wang, Lin ; Hu, Huanling. In: Energy. RePEc:eee:energy:v:193:y:2020:i:c:s0360544219324739.

Full description at Econpapers || Download paper

2020Crude oil price analysis and forecasting: A perspective of “new triangle”. (2020). Wang, Shouyang ; Chai, Jian ; Li, Yuze ; Lu, Quanying. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300608.

Full description at Econpapers || Download paper

2020Can Google search data help predict macroeconomic series?. (2020). Lange, Rutger-Jan ; Brons, Kester ; Veldhuisen, Christian P ; Oorschot, Jochem A ; Niesert, Robin F. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1163-1172.

Full description at Econpapers || Download paper

2020Commodity futures and a wavelet-based risk assessment. (2020). Czudaj, Robert ; Berger, Theo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:554:y:2020:i:c:s037843712030114x.

Full description at Econpapers || Download paper

2020On a method to improve your service BOMs within spare parts management. (2020). van Houtum, G J ; Stip, J. In: International Journal of Production Economics. RePEc:eee:proeco:v:221:y:2020:i:c:s0925527319302762.

Full description at Econpapers || Download paper

2020Optimal inventory control and design refresh selection in managing part obsolescence. (2020). Liu, Shaoxuan ; Shi, Zhenyang. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:1:p:133-144.

Full description at Econpapers || Download paper

2020Comparison of macroeconomic indicators nowcasting methods: Russian GDP case. (2020). Stankevich, Ivan. In: Applied Econometrics. RePEc:ris:apltrx:0402.

Full description at Econpapers || Download paper

2020Economic forecasting with evolved confidence indicators. (2020). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:576-585.

Full description at Econpapers || Download paper

2020Central Bank Tone and the Dispersion of Views within Monetary Policy Committees. (2020). Labondance, Fabien ; Hubert, Paul. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:2002.

Full description at Econpapers || Download paper

2020A daily fever curve for the Swiss economy. (2020). Kaufmann, Daniel ; Burri, Marc. In: IRENE Working Papers. RePEc:irn:wpaper:20-05.

Full description at Econpapers || Download paper

2020ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS. (2020). Boudt, Kris ; Algaba, Andres ; Borms, Samuel ; Bluteau, Keven ; Ardia, David. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:34:y:2020:i:3:p:512-547.

Full description at Econpapers || Download paper

2020A daily fever curve for the Swiss economy. (2020). Burri, Marc ; Kaufmann, Daniel. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:156:y:2020:i:1:d:10.1186_s41937-020-00051-z.

Full description at Econpapers || Download paper

2020Central Bank Tone and the Dispersion of Views within Monetary Policy Committees. (2020). Labondance, Fabien ; Hubert, Paul. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/7v8fvu0bf08jcoi4epn8cutjm8.

Full description at Econpapers || Download paper

2020News Media vs. FRED-MD for Macroeconomic Forecasting. (2020). Thorsrud, Leif ; Larsen, Vegard ; Ellingsen, Jon. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8639.

Full description at Econpapers || Download paper

2020News media vs. FRED-MD for macroeconomic forecasting. (2020). Thorsrud, Leif ; Larsen, Vegard ; Ellingsen, Jon. In: Working Papers. RePEc:bny:wpaper:0091.

Full description at Econpapers || Download paper

2020Nowcasting German GDP. (2020). Strohsal, Till ; Reichlin, Lucrezia ; Hasenzagl, Thomas ; Senftleben-Konig, Charlotte Charlotte ; Andreini, Paolo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14323.

Full description at Econpapers || Download paper

2020Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?. (2020). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:466-479.

Full description at Econpapers || Download paper

2020Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark. (2020). Weron, Rafał ; Marcjasz, Grzegorz ; de Schutter, Bart ; Lago, Jesus. In: Papers. RePEc:arx:papers:2008.08004.

Full description at Econpapers || Download paper

2020Neural networks in day-ahead electricity price forecasting: Single vs. multiple outputs. (2020). Weron, Rafał ; Marcjasz, Grzegorz ; Lago, Jesus. In: Papers. RePEc:arx:papers:2008.08006.

Full description at Econpapers || Download paper

2020Determination of Electricity Demand by Personal Light Electric Vehicles (PLEVs): An Example of e-Motor Scooters in the Context of Large City Management in Poland. (2020). Jagodziski, Jacek ; Chaberek, Grayna ; Brdulak, Anna . In: Energies. RePEc:gam:jeners:v:13:y:2020:i:1:p:194-:d:304073.

Full description at Econpapers || Download paper

2020Comparison of Electricity Spot Price Modelling and Risk Management Applications. (2020). Adiyeke, Esra ; Anakolu, Ethem . In: Energies. RePEc:gam:jeners:v:13:y:2020:i:18:p:4698-:d:411305.

Full description at Econpapers || Download paper

2020Forecasting Electricity Prices Using Deep Neural Networks: A Robust Hyper-Parameter Selection Scheme. (2020). Marcjasz, Grzegorz. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:18:p:4605-:d:409115.

Full description at Econpapers || Download paper

2020Forecasting Macroeconomic Risks. (2020). Adams, Patrick ; Adrian, Tobias ; Boyarchenko, Nina ; Giannone, Domenico. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14436.

Full description at Econpapers || Download paper

2020Testing forecast rationality for measures of central tendency. (2020). Patton, Andrew J ; Dimitriadis, Timo ; Schmidt, Patrick W. In: Hohenheim Discussion Papers in Business, Economics and Social Sciences. RePEc:zbw:hohdps:122020.

Full description at Econpapers || Download paper

2020Assessing distributional properties of forecast errors for fan-chart modelling. (2020). Vavra, Marian. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01726-0.

Full description at Econpapers || Download paper

2020Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2020). Sheng, Xuguang ; Lahiri, Kajal ; Peng, Huaming . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8810.

Full description at Econpapers || Download paper

2020Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2020

YearCiting document
2020Trading on short-term path forecasts of intraday electricity prices. (2020). Weron, Rafał ; Chawla, Yash ; Marcjasz, Grzegorz ; Serafin, Tomasz. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2017.

Full description at Econpapers || Download paper

2020Ensemble Forecasting for Intraday Electricity Prices: Simulating Trajectories. (2020). Ziel, Florian ; Narajewski, Michal. In: Papers. RePEc:arx:papers:2005.01365.

Full description at Econpapers || Download paper

2020Neural Networks and Value at Risk. (2020). Weisheit, Stefan ; Klawunn, Michael ; Hoepner, Andreas ; Borth, Damian ; Arimond, Alexander. In: Papers. RePEc:arx:papers:2005.01686.

Full description at Econpapers || Download paper

2020Nonparametric Expected Shortfall Forecasting Incorporating Weighted Quantiles. (2020). Wang, Chao ; Storti, Giuseppe. In: Papers. RePEc:arx:papers:2005.04868.

Full description at Econpapers || Download paper

2020Flexible Mixture Priors for Time-varying Parameter Models. (2020). Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2006.10088.

Full description at Econpapers || Download paper

2020Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566.

Full description at Econpapers || Download paper

2020Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark. (2020). Weron, Rafał ; Marcjasz, Grzegorz ; de Schutter, Bart ; Lago, Jesus. In: Papers. RePEc:arx:papers:2008.08004.

Full description at Econpapers || Download paper

2020How is Machine Learning Useful for Macroeconomic Forecasting?. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.12477.

Full description at Econpapers || Download paper

2020Forecasting financial markets with semantic network analysis in the COVID-19 crisis. (2020). Violante, Francesco ; Ravazzolo, F ; Grassi, S ; Colladon, Fronzetti A. In: Papers. RePEc:arx:papers:2009.04975.

Full description at Econpapers || Download paper

2020Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary. (2020). Schnaitmann, Julie ; Liu, Xiaochun ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2009.07341.

Full description at Econpapers || Download paper

2020The Efficiency Gap. (2020). Fissler, Tobias ; Dimitriadis, Timo ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:2010.14146.

Full description at Econpapers || Download paper

2020Using mixed-frequency and realized measures in quantile regression. (2020). Gallo, Giampiero ; Candila, Vincenzo ; Petrella, Lea. In: Papers. RePEc:arx:papers:2011.00552.

Full description at Econpapers || Download paper

2020Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938.

Full description at Econpapers || Download paper

2020Predicting Disaggregated CPI Inflation Components via Hierarchical Recurrent Neural Networks. (2020). Caspi, Itamar ; Barkan, Oren ; Koenigstein, Noam ; Hammer, Allon. In: Papers. RePEc:arx:papers:2011.07920.

Full description at Econpapers || Download paper

2020Large Time-Varying Volatility Models for Electricity Prices. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0088.

Full description at Econpapers || Download paper

2020Time-Varying Trend Models for Forecasting Inflation in Australia. (2020). Cross, Jamie ; Zhang, BO ; Guo, NA. In: Working Papers. RePEc:bny:wpaper:0092.

Full description at Econpapers || Download paper

2020The Forecasting Power of the ifo Business Survey. (2020). Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8291.

Full description at Econpapers || Download paper

2020Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach. (2020). Hallin, Marc ; Trucios, Carlos. In: Working Papers ECARES. RePEc:eca:wpaper:2013/315983.

Full description at Econpapers || Download paper

2020Cross-temporal aggregation: Improving the forecast accuracy of hierarchical electricity consumption. (2020). Assimakopoulos, Vassilios ; Kourentzes, Nikolaos ; Petropoulos, Fotios ; Spiliotis, Evangelos. In: Applied Energy. RePEc:eee:appene:v:261:y:2020:i:c:s0306261919320264.

Full description at Econpapers || Download paper

2020Ensemble forecasting for intraday electricity prices: Simulating trajectories. (2020). Ziel, Florian ; Narajewski, Micha. In: Applied Energy. RePEc:eee:appene:v:279:y:2020:i:c:s0306261920312824.

Full description at Econpapers || Download paper

2020Wind speed big data forecasting using time-variant multi-resolution ensemble model with clustering auto-encoder. (2020). Duan, Zhu ; Liu, Hui ; Chen, Chao. In: Applied Energy. RePEc:eee:appene:v:280:y:2020:i:c:s0306261920314252.

Full description at Econpapers || Download paper

2020Volatility forecasting using related markets’ information for the Tokyo stock exchange. (2020). Su, Jen-Je ; Li, Bin ; Todorova, Neda ; Jayawardena, Nirodha I. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:143-158.

Full description at Econpapers || Download paper

2020Global predictive power of the upside and downside variances of the U.S. equity market. (2020). Zhang, Liguo ; Xiao, Jun ; Xu, Yahua. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:605-619.

Full description at Econpapers || Download paper

2020Generalizing the Theta method for automatic forecasting. (2020). Makridakis, Spyros ; Assimakopoulos, Vassilios ; Spiliotis, Evangelos. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:2:p:550-558.

Full description at Econpapers || Download paper

2020Asymmetric effects of geopolitical risks on energy returns and volatility under different market conditions. (2020). Zhang, Zitao ; Chen, Jinyu ; Hong, Kairong ; Qin, Yun . In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301912.

Full description at Econpapers || Download paper

2020Which sentiment index is more informative to forecast stock market volatility? Evidence from China. (2020). Tang, Linchun ; Liang, Chao ; Wei, YU. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301964.

Full description at Econpapers || Download paper

2020Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic: VIX vs EPU?. (2020). Lu, Xinjie ; Wang, Jiqian ; Ma, Feng ; He, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302404.

Full description at Econpapers || Download paper

2020Structural breaks in online investor sentiment: A note on the nonstationarity of financial chatter. (2020). Behrendt, Simon ; Ballinari, Daniele. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319311821.

Full description at Econpapers || Download paper

2020The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic. (2020). Wang, Jiqian ; Ma, Feng ; Liang, Chao. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320308515.

Full description at Econpapers || Download paper

2020Fear of the coronavirus and the stock markets. (2020). Výrost, Tomáš ; Molnár, Peter ; Lyócsa, Štefan ; Baumohl, Eduard ; Molnar, Peter ; Vrost, Toma ; Lyocsa, Tefan. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320310813.

Full description at Econpapers || Download paper

2020Forecasting in social settings: The state of the art. (2020). Petropoulos, Fotios ; Hyndman, Rob J ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:15-28.

Full description at Econpapers || Download paper

2020The M4 Competition: 100,000 time series and 61 forecasting methods. (2020). Assimakopoulos, Vassilios ; Spiliotis, Evangelos ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:54-74.

Full description at Econpapers || Download paper

2020A brief history of forecasting competitions. (2020). Hyndman, Rob J. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:7-14.

Full description at Econpapers || Download paper

2020A textual analysis of Bank of England growth forecasts. (2020). Sinclair, Tara ; Stekler, Herman O ; Jones, Jacob T. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1478-1487.

Full description at Econpapers || Download paper

2020Forecasting and forecast narratives: The Bank of England Inflation Reports. (2020). Reade, J ; Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1488-1500.

Full description at Econpapers || Download paper

2020Forecasting with news sentiment: Evidence with UK newspapers. (2020). Rambaccussing, Dooruj ; Kwiatkowski, Andrzej. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1501-1516.

Full description at Econpapers || Download paper

2020Demand forecasting in the presence of systematic events: Cases in capturing sales promotions. (2020). Fahimnia, Behnam ; Eshragh, Ali ; Hurley, Jason ; Abolghasemi, Mahdi. In: International Journal of Production Economics. RePEc:eee:proeco:v:230:y:2020:i:c:s0925527320302553.

Full description at Econpapers || Download paper

2020The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach. (2020). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie ; Ji, Qiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920307273.

Full description at Econpapers || Download paper

2020Predicting housing prices in China based on modified Holts exponential smoothing incorporating whale optimization algorithm. (2020). Wu, Lifeng ; Liu, Lianyi. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:72:y:2020:i:c:s0038012119306299.

Full description at Econpapers || Download paper

2020Monetary Policy with Judgment. (2020). Manganelli, Simone ; Gelain, Paolo. In: Working Papers. RePEc:fip:fedcwq:88033.

Full description at Econpapers || Download paper

2020Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach. (2020). Zaman, Saeed ; Knotek, Edward. In: Working Papers. RePEc:fip:fedcwq:88961.

Full description at Econpapers || Download paper

2020Electricity Price Forecasting Based on Self-Adaptive Decomposition and Heterogeneous Ensemble Learning. (2020). de Lima, Jose Donizetti ; Stefenon, Stefano Frizzo ; Dal, Matheus Henrique ; Santos, Leandro Dos ; Mariani, Viviana Cocco ; Nied, Ademir. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:19:p:5190-:d:424029.

Full description at Econpapers || Download paper

2020The Impacts of Energy Consumption, Energy Prices and Energy Import-Dependency on Gross and Sectoral Value-Added in Sri Lanka. (2020). , HaiderMahmood ; Murshed, Muntasir ; Bassim, Mohga ; Yousef, Tarek Tawfik ; Mahmood, Haider. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:24:p:6565-:d:461230.

Full description at Econpapers || Download paper

2020Big Data for Energy Management and Energy-Efficient Buildings. (2020). Marinakis, Vangelis . In: Energies. RePEc:gam:jeners:v:13:y:2020:i:7:p:1555-:d:337630.

Full description at Econpapers || Download paper

2020The Impact of Imperfect Weather Forecasts on Wind Power Forecasting Performance: Evidence from Two Wind Farms in Greece. (2020). Nikolopoulos, Konstantinos ; Petropoulos, Fotios ; Spiliotis, Evangelos. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:8:p:1880-:d:344678.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2020Neural Network Models for Empirical Finance. (2020). Olmo, Jose ; Mancini, Tullio ; Calvo-Pardo, Hector F. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:265-:d:437692.

Full description at Econpapers || Download paper

2020Estimating Stochastic Volatility under the Assumption of Stochastic Volatility of Volatility. (2020). Gkillas, Konstantinos ; Floros, Christos ; Alghalith, Moawia. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:35-:d:344228.

Full description at Econpapers || Download paper

2020Bankruptcy or Success? The Effective Prediction of a Company’s Financial Development Using LSTM. (2020). Suler, Petr ; Vrbka, Jaromir ; Vochozka, Marek. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:18:p:7529-:d:412624.

Full description at Econpapers || Download paper

2020Jump Aggregation, Volatility Prediction, and Nonlinear Estimation of Banks’ Sustainability Risk. (2020). Zhu, Min ; Zhao, Qicheng ; Wang, Zhouwei ; Pang, Tao. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:21:p:8849-:d:434334.

Full description at Econpapers || Download paper

More than 50 citations. List broken...

Recent citations received in 2019

YearCiting document
2019In search of a job: Forecasting employment growth using Google Trends. (2019). Montes, Erik Christian ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2019-13.

Full description at Econpapers || Download paper

2019Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models. (2019). Rossini, Luca ; Bohte, Rick. In: Papers. RePEc:arx:papers:1909.06599.

Full description at Econpapers || Download paper

2019Estimating Large Mixed-Frequency Bayesian VAR Models. (2019). Ankargren, Sebastian ; Jon, Paulina. In: Papers. RePEc:arx:papers:1912.02231.

Full description at Econpapers || Download paper

2019When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2019). Simoni, Anna ; Ferrara, Laurent. In: Working papers. RePEc:bfr:banfra:717.

Full description at Econpapers || Download paper

2019Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area. (2019). Ganics, Gergely ; Odendahl, Florens. In: Working papers. RePEc:bfr:banfra:733.

Full description at Econpapers || Download paper

2019Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162.

Full description at Econpapers || Download paper

2019Detecting Imbalances in House Prices: What Goes Up Must Come Down?. (2019). Anundsen, Andre K. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:121:y:2019:i:4:p:1587-1619.

Full description at Econpapers || Download paper

2019A New Economic Framework: A DSGE Model with Cryptocurrency. (2019). Lorusso, Marco ; Asimakopoulos, Stylianos ; Ravazzolo, Francesco. In: Working Papers. RePEc:bny:wpaper:0079.

Full description at Econpapers || Download paper

2019Forecasting GDP all over the world using leading indicators based on comprehensive survey data. (2019). Wohlrabe, Klaus ; Lehmann, Robert ; Garnitz, Johanna. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7691.

Full description at Econpapers || Download paper

2019Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8000.

Full description at Econpapers || Download paper

2019Extracting information on economic activity from business and consumer surveys in an emerging economy (Chile). (2019). Pedersen, Michael ; Figueroa, Camila. In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:22:y:2019:i:3:p:098-131.

Full description at Econpapers || Download paper

2019How is Machine Learning Useful for Macroeconomic Forecasting?. (2019). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: CIRANO Working Papers. RePEc:cir:cirwor:2019s-22.

Full description at Econpapers || Download paper

2019
2019Central bank tone and the dispersion of views within monetary policy committees. (2019). Labondance, Fabien ; Hubert, Paul. In: Working Papers. RePEc:crb:wpaper:2019-08.

Full description at Econpapers || Download paper

2019When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2019). Simoni, Anna ; Ferrara, Laurent. In: Working Papers. RePEc:crs:wpaper:2019-04.

Full description at Econpapers || Download paper

2019Designing Robust Monetary Policy Using Prediction Pools. (2019). Levine, Paul ; Deak, Szabolcs ; Pearlman, J ; Mirza, A. In: Working Papers. RePEc:cty:dpaper:19/11.

Full description at Econpapers || Download paper

2019On the impact of outlier filtering on the electricity price forecasting accuracy. (2019). Afanasyev, Dmitriy ; Fedorova, Elena A. In: Applied Energy. RePEc:eee:appene:v:236:y:2019:i:c:p:196-210.

Full description at Econpapers || Download paper

2019Digital currency forecasting with chaotic meta-heuristic bio-inspired signal processing techniques. (2019). Bekiros, Stelios ; Altan, Ayta ; Karasu, Sekin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:126:y:2019:i:c:p:325-336.

Full description at Econpapers || Download paper

2019Expected currency returns and volatility risk premia. (2019). Haas, Jose Renato. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:206-234.

Full description at Econpapers || Download paper

2019The importance of social learning for non-market valuation. (2019). Stoeckl, Natalie ; Grainger, Daniel. In: Ecological Economics. RePEc:eee:ecolec:v:164:y:2019:i:c:36.

Full description at Econpapers || Download paper

2019To what extent can new web-based technology improve forecasts? Assessing the economic value of information derived from Virtual Globes and its rate of diffusion in a financial market. (2019). , Johnnie ; Ma, Tiejun ; Sung, Ming-Chien ; Green, Lawrence . In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:1:p:226-239.

Full description at Econpapers || Download paper

2019Probabilistic forecast reconciliation with applications to wind power and electric load. (2019). Jeon, Joo Young ; Petropoulos, Fotios ; Panagiotelis, Anastasios. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:2:p:364-379.

Full description at Econpapers || Download paper

2019Crude oil futures trading and uncertainty. (2019). Czudaj, Robert. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:793-811.

Full description at Econpapers || Download paper

2019An effective and robust decomposition-ensemble energy price forecasting paradigm with local linear prediction. (2019). Wei, Yi-Ming ; Chu, Xianghua ; Li, LI ; He, Huangda ; Xie, Kangqiang ; Qin, Quande ; Wu, Teresa. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:402-414.

Full description at Econpapers || Download paper

2019Forecasting sales in the supply chain: Consumer analytics in the big data era. (2019). Boone, Tonya ; Sanders, Nada R ; Jain, Aditya ; Ganeshan, Ram. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:170-180.

Full description at Econpapers || Download paper

2019Demand forecasting with user-generated online information. (2019). Schaer, Oliver ; Fildes, Robert ; Kourentzes, Nikolaos. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:197-212.

Full description at Econpapers || Download paper

2019Forecasting football match results in national league competitions using score-driven time series models. (2019). Lit, Rutger ; Koopman, Siem Jan. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:797-809.

Full description at Econpapers || Download paper

2019Do IMF forecasts respect Okun’s law? Evidence for advanced and developing economies. (2019). Loungani, Prakash ; Jalles, Joao ; Ball, Laurence. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1131-1142.

Full description at Econpapers || Download paper

2019Some observations on forecasting and policy. (2019). Wright, Jonathan H. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1186-1192.

Full description at Econpapers || Download paper

2019Neural networks for GEFCom2017 probabilistic load forecasting. (2019). Herre, L ; Mazidi, P ; Dimoulkas, I. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1409-1423.

Full description at Econpapers || Download paper

2019Machine learning methods for GEFCom2017 probabilistic load forecasting. (2019). Hua, Grace N ; Smyl, Slawek. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1424-1431.

Full description at Econpapers || Download paper

2019An ensemble approach to GEFCom2017 probabilistic load forecasting. (2019). Landgraf, Andrew J. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1432-1438.

Full description at Econpapers || Download paper

2019Reconciled boosted models for GEFCom2017 hierarchical probabilistic load forecasting. (2019). Roach, Cameron. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1439-1450.

Full description at Econpapers || Download paper

2019Data visualization and forecast combination for probabilistic load forecasting in GEFCom2017 final match. (2019). Abdulla, Khalid ; de Hoog, Julian. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1451-1459.

Full description at Econpapers || Download paper

2019Data preprocessing and quantile regression for probabilistic load forecasting in the GEFCom2017 final match. (2019). Quintana, J M ; Kanda, Isao . In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1460-1468.

Full description at Econpapers || Download paper

2019Predicting relative forecasting performance: An empirical investigation. (2019). Sekhposyan, Tatevik ; Granziera, Eleonora. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1636-1657.

Full description at Econpapers || Download paper

2019Forecasting GDP growth with NIPA aggregates: In search of core GDP. (2019). Knotek, Edward S ; Garciga, Christian . In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1814-1828.

Full description at Econpapers || Download paper

2019Forecasting spare part demand using service maintenance information. (2019). Boute, Robert ; van der Auweraer, Sarah. In: International Journal of Production Economics. RePEc:eee:proeco:v:213:y:2019:i:c:p:138-149.

Full description at Econpapers || Download paper

2019A credit cycle model with market sentiments. (2019). Zoerner, Thomas ; Gardini, Laura ; Commendatore, Pasquale ; Zorner, Thomas O ; Kubin, Ingrid. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:50:y:2019:i:c:p:159-174.

Full description at Econpapers || Download paper

2019Spare Parts Inventory Control based on Maintenance Planning. (2019). Dekker, Rommert ; van Jaarsveld, W L ; Zhu, S. In: Econometric Institute Research Papers. RePEc:ems:eureir:114791.

Full description at Econpapers || Download paper

2019The Output Gap and Youth Unemployment: An Analysis Based on Okun’s Law. (2019). Seputiene, Janina ; Butkus, Mindaugas. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:4:p:108-:d:283496.

Full description at Econpapers || Download paper

2019Short-Term Electricity Demand Forecasting Using Components Estimation Technique. (2019). Wang, Depeng ; Ali, Sajid ; Iftikhar, Hasnain ; Shah, Ismail. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:13:p:2532-:d:244687.

Full description at Econpapers || Download paper

2019Forecasting the Price Distribution of Continuous Intraday Electricity Trading. (2019). Steinke, Florian ; Janke, Tim. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:22:p:4262-:d:285033.

Full description at Econpapers || Download paper

2019Modeling Intraday Markets under the New Advances of the Cross-Border Intraday Project (XBID): Evidence from the German Intraday Market. (2019). Kath, Christopher. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:22:p:4339-:d:286894.

Full description at Econpapers || Download paper

2019Estimation and Simulation of the Transaction Arrival Process in Intraday Electricity Markets. (2019). Ziel, Florian ; Narajewski, Micha. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:23:p:4518-:d:291644.

Full description at Econpapers || Download paper

2019Neural Network Based Model Comparison for Intraday Electricity Price Forecasting. (2019). Ugurlu, Umut ; Oksuz, Ilkay. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:23:p:4557-:d:292342.

Full description at Econpapers || Download paper

2019
2019
2019PARIMUTUEL BETTING ON THE ESPORTS DUELS: REVERSE FAVOURITE-LONGSHOT BIAS AND ITS DETERMINANTS. (2019). Dagaev, Dmitry ; Stoyan, Egor. In: HSE Working papers. RePEc:hig:wpaper:216/ec/2019.

Full description at Econpapers || Download paper

2019Public Procurement Announcements in Spain: Regulations, Data Analysis, and Award Price Estimator Using Machine Learning. (2019). Montequin, Vicente Rodriguez ; Fernandez, Francisco Ortega ; Garcia, Manuel J ; Villanueva, Joaquin M. In: Complexity. RePEc:hin:complx:2360610.

Full description at Econpapers || Download paper

More than 50 citations. List broken...

Recent citations received in 2018

YearCiting document
2018Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2018-14.

Full description at Econpapers || Download paper

2018Can Media and Text Analytics Provide Insights into Labour Market Conditions in China?. (2018). Thanabalasingam, Sri ; Liu, Yu-Hsien ; Kruger, Mark ; Bailliu, Jeannine. In: Staff Working Papers. RePEc:bca:bocawp:18-12.

Full description at Econpapers || Download paper

2018Monetary Policy Uncertainty: A Tale of Two Tails. (2018). Sekhposyan, Tatevik ; Dahlhaus, Tatjana. In: Staff Working Papers. RePEc:bca:bocawp:18-50.

Full description at Econpapers || Download paper

2018Can media and text analytics provide insights into labour market conditions in China?. (2018). Thanabalasingam, Sri ; Kruger, Mark ; Liu, Yu-Hsien ; Bailliu, Jeannine. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_009.

Full description at Econpapers || Download paper

2018Nowcasting Japanese GDPs. (2018). Kido, Yosuke ; Hirakata, Naohisa ; Kyosuke, Naohisa Hirakata. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e18.

Full description at Econpapers || Download paper

2018Modelling Volatility of Cryptocurrencies Using Markov-Switching Garch Models. (2018). Caporale, Guglielmo Maria ; Zekokh, Timur. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7167.

Full description at Econpapers || Download paper

2018Experimental validation of an electrical and thermal energy demand model for rapid assessment of rural health centers in sub-Saharan Africa. (2018). Orosz, Matthew ; Lemort, Vincent ; Mueller, Amy ; Altes-Buch, Queralt. In: Applied Energy. RePEc:eee:appene:v:218:y:2018:i:c:p:382-390.

Full description at Econpapers || Download paper

2018Crude oil risk forecasting: New evidence from multiscale analysis approach. (2018). He, Kaijian ; Liu, Jia ; Zou, Yingchao . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:574-583.

Full description at Econpapers || Download paper

2018The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems. (2018). Chai, Shanglei ; Zhou, P. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:64-75.

Full description at Econpapers || Download paper

2018Estimation of game-level attendance in major league soccer: Outcome uncertainty and absolute quality considerations. (2018). Sung, Hojun ; Mills, Brian M. In: Sport Management Review. RePEc:eee:spomar:v:21:y:2018:i:5:p:519-532.

Full description at Econpapers || Download paper

2018Competing by investments or efficiency? Exploring financial and sporting efficiency of club ownership structures in European football. (2018). Rohde, Marc ; Breuer, Christoph. In: Sport Management Review. RePEc:eee:spomar:v:21:y:2018:i:5:p:563-581.

Full description at Econpapers || Download paper

2018Energy Commodity Price Forecasting with Deep Multiple Kernel Learning. (2018). Huang, Shian-Chang ; Wu, Cheng-Feng. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:11:p:3029-:d:180549.

Full description at Econpapers || Download paper

2018Smart Meter Forecasting from One Minute to One Year Horizons. (2018). Massidda, Luca ; Marrocu, Marino. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3520-:d:191309.

Full description at Econpapers || Download paper

2018.

Full description at Econpapers || Download paper

2018Regime-Switching Determinants for Spreads of Emerging Markets Sovereign Credit Default Swaps. (2018). Ma, Jason Z ; Tsai, Sang-Bing ; Ho, Kung-Cheng ; Deng, Xiang. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:8:p:2730-:d:161653.

Full description at Econpapers || Download paper

2018ARE CONSUMER INFLATION EXPECTATIONS AN INTERNATIONAL PHENOMENON? Results of spatial panel regressions models. (2018). Širaňová, Mária ; Tura-Gawron, Karolina ; Fisikowski, Karol ; Siranova, Maria. In: GUT FME Working Paper Series A. RePEc:gdk:wpaper:50.

Full description at Econpapers || Download paper

2018Going with your Gut: The (In)accuracy of Forecast Revisions in a Football Score Prediction Game. (2018). Singleton, Carl ; Reade, J ; Brown, Alsdair. In: Working Papers. RePEc:gwc:wpaper:2018-006.

Full description at Econpapers || Download paper

2018Estimation of effects of recent macroprudential policies in a sample of advanced open economies. (2018). Nymoen, Ragnar ; Sjberg, Jon Ivar ; Pedersen, Kari. In: Memorandum. RePEc:hhs:osloec:2018_005.

Full description at Econpapers || Download paper

2018An Algorithmic Crystal Ball: Forecasts-based on Machine Learning. (2018). Patnam, Manasa ; Jung, Jin-Kyu ; Ter-Martirosyan, Anna. In: IMF Working Papers. RePEc:imf:imfwpa:18/230.

Full description at Econpapers || Download paper

2018Monitoring Bank Failures in a Data-Rich Environment. (2018). Moran, Kevin ; Gnagne, Jean Armand . In: Cahiers de recherche. RePEc:lvl:crrecr:1815.

Full description at Econpapers || Download paper

2018Economic Policy Uncertainty in Greece: Measuring Uncertainty for the Greek Macroeconomy. (2018). Fountas, Stilianos ; Tzika, Paraskevi ; Karatasi, Panagiota. In: Discussion Paper Series. RePEc:mcd:mcddps:2018_05.

Full description at Econpapers || Download paper

2018Efficient generation of time series with diverse and controllable characteristics. (2018). Li, Feng ; Hyndman, Rob ; Kang, Yanfei. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-15.

Full description at Econpapers || Download paper

2018Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: NIPE Working Papers. RePEc:nip:nipewp:07/2018.

Full description at Econpapers || Download paper

2018Balanced Growth Approach to Forecasting Recessions. (2018). Boczon, Marta. In: Working Paper. RePEc:pit:wpaper:6487.

Full description at Econpapers || Download paper

2018Effective energy commodities’ risk management: Econometric modeling of price volatility. (2018). HALKOS, GEORGE ; Tzirivis, Apostolos. In: MPRA Paper. RePEc:pra:mprapa:90781.

Full description at Econpapers || Download paper

2018Applications for DSGE Models in Central Banking: Key Issues Explored During Research Workshop of the National Bank of Ukraine. (2018). Kiiashko, Sergii. In: Visnyk of the National Bank of Ukraine. RePEc:ukb:journl:y:2018:i:246:p:4-9.

Full description at Econpapers || Download paper

2018Big data analytics in economics: What have we learned so far, and where should we go from here?. (2018). Swanson, Norman ; Xiong, Weiqi. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:51:y:2018:i:3:p:695-746.

Full description at Econpapers || Download paper

2018Assessing the uncertainty in central banks inflation outlooks. (2018). Knüppel, Malte ; Schultefrankenfeld, Guido ; Knuppel, Malte. In: Discussion Papers. RePEc:zbw:bubdps:562018.

Full description at Econpapers || Download paper

Recent citations received in 2017

YearCiting document
2017Inflation, real economic growth and unemployment expectations: An empirical analysis based on the ECB Survey of Professional Forecasters. (2017). Sosvilla-Rivero, Simon ; del Carmen, Mara. In: Working Papers. RePEc:aee:wpaper:1702.

Full description at Econpapers || Download paper

2017PyCaMa: Python for cash management. (2017). D'Iaz-Garc, Pablo ; Rodr, Juan A ; Salas-Molina, Francisco. In: Papers. RePEc:arx:papers:1702.05005.

Full description at Econpapers || Download paper

2017A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth. (2017). Cheung, Calista ; Chernis, Tony ; Velasco, Gabriella . In: Discussion Papers. RePEc:bca:bocadp:17-8.

Full description at Econpapers || Download paper

2017IDENTIFYING US BUSINESS CYCLE REGIMES USING FACTOR AUGMENTED NEURAL NETWORK MODELS. (2017). Soybilgen, Baris . In: Working Papers. RePEc:bli:wpaper:1703.

Full description at Econpapers || Download paper

2017Leverage and Deepening Business Cycle Skewness. (2017). Santoro, Emiliano ; Ravn, Søren Hove ; Petrella, Ivan ; Jensen, Henrik. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12239.

Full description at Econpapers || Download paper

2017Using debit card payments data for nowcasting Dutch household consumption. (2017). Cruijsen, Carin ; Bolt, Wilko ; van der Cruijsen, Carin ; Verbaan, Roy. In: DNB Working Papers. RePEc:dnb:dnbwpp:571.

Full description at Econpapers || Download paper

2017Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons. (2017). Chevillon, Guillaume. In: ESSEC Working Papers. RePEc:ebg:essewp:dr-17010.

Full description at Econpapers || Download paper

2017Investors sentiment in predicting the Effective Federal Funds Rate. (2017). Meshcheryakov, Artem ; Ivanov, Stoyu I. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00751.

Full description at Econpapers || Download paper

2017Google It Up! A Google Trends-based Uncertainty index for the United States and Australia. (2017). Castelnuovo, Efrem ; Tran, Trung Duc. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:149-153.

Full description at Econpapers || Download paper

2017How do daily changes in oil prices affect US monthly industrial output?. (2017). Valadkhani, Abbas ; Smyth, Russell. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:83-90.

Full description at Econpapers || Download paper

2017Use of expert knowledge to anticipate the future: Issues, analysis and directions. (2017). Wright, George ; Bolger, Fergus. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:230-243.

Full description at Econpapers || Download paper

2017Interpreting estimates of forecast bias. (2017). Ericsson, Neil. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:563-568.

Full description at Econpapers || Download paper

2017Real-time inflation forecasting with high-dimensional models: The case of Brazil. (2017). Medeiros, Marcelo. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:679-693.

Full description at Econpapers || Download paper

2017A now-casting model for Canada: Do U.S. variables matter?. (2017). Modugno, Michele ; Bragoli, Daniela. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:786-800.

Full description at Econpapers || Download paper

2017Business tendency surveys and macroeconomic fluctuations. (2017). Scheufele, Rolf ; Kaufmann, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:878-893.

Full description at Econpapers || Download paper

2017Realized volatility forecast of agricultural futures using the HAR models with bagging and combination approaches. (2017). Yang, KE ; Li, Steven ; Chen, Langnan ; Tian, Fengping. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:276-291.

Full description at Econpapers || Download paper

2017Enhancing horizon scanning by utilizing pre-developed scenarios: Analysis of current practice and specification of a process improvement to aid the identification of important ‘weak signals’. (2017). Derbyshire, James ; Rowe, Emily ; Wright, George. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:125:y:2017:i:c:p:224-235.

Full description at Econpapers || Download paper

2017Nowcasting private consumption: traditional indicators, uncertainty measures, and the role of internet search query data. (2017). Pérez, Javier ; Perez, Javier J ; Gil, Mara ; Urtasun, Alberto. In: EcoMod2017. RePEc:ekd:010027:10745.

Full description at Econpapers || Download paper

2017Call center performance with direct response advertising. (2017). Franses, Philip Hans ; Weverbergh, M ; Calli, Kiygi M. In: Econometric Institute Research Papers. RePEc:ems:eureir:99789.

Full description at Econpapers || Download paper

2017A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US. (2017). Fernandes, Marcelo ; Chague, Fernando ; Araujo, Fausto Jose . In: Textos para discussão. RePEc:fgv:eesptd:445.

Full description at Econpapers || Download paper

2017Testing for Differences in Path Forecast Accuracy: Forecast-Error Dynamics Matter. (2017). Martinez, Andrew. In: Working Papers (Old Series). RePEc:fip:fedcwp:1717.

Full description at Econpapers || Download paper

2017Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors. (2018). Mertens, Elmar ; McCracken, Michael ; Clark, Todd. In: Working Papers. RePEc:fip:fedcwq:171501.

Full description at Econpapers || Download paper

2017How Biased Are U.S. Government Forecasts of the Federal Debt?. (2017). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1189.

Full description at Econpapers || Download paper

2017Macroeconomic nowcasting and forecasting with big data. (2017). Tambalotti, Andrea ; Sbordone, Argia ; Giannone, Domenico ; Bok, Brandyn ; Caratelli, Daniele. In: Staff Reports. RePEc:fip:fednsr:830.

Full description at Econpapers || Download paper

2017Evaluating Forecasts, Narratives and Policy Using a Test of Invariance. (2017). Martinez, Andrew ; Hendry, David ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:39-:d:110547.

Full description at Econpapers || Download paper

2017How Biased Are U.S. Government Forecasts of the Federal Debt?. (2017). Ericsson, Neil. In: Working Papers. RePEc:gwc:wpaper:2017-001.

Full description at Econpapers || Download paper

2017Predicting the Equity Market with Option Implied Variables. (2017). Prokopczuk, Marcel ; Simen, Chardin Wese ; Tharann, Bjorn. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-619.

Full description at Econpapers || Download paper

2017A Comparison Study of Copula Models for Europea Financial Index Returns. (2017). Tofoli, Paula V ; Candido, Osvaldo ; Ziegelmann, Flavio A. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:10:p:155-178.

Full description at Econpapers || Download paper

2017Leverage and Deepening. Business Cycle Skewness. (2017). Santoro, Emiliano ; Ravn, Soren Hove ; Jensen, Henrik. In: Discussion Papers. RePEc:kud:kuiedp:1717.

Full description at Econpapers || Download paper

2017Forecasting stock market returns by summing the frequency-decomposed parts. (2017). Verona, Fabio ; Faria, Gonalo. In: CEF.UP Working Papers. RePEc:por:cetedp:1702.

Full description at Econpapers || Download paper

2017Automatic Signal Extraction for Stationary and Non-Stationary Time Series by Circulant SSA. (2017). Poncela, Pilar ; Bogalo, Juan ; Senra, Eva . In: MPRA Paper. RePEc:pra:mprapa:76023.

Full description at Econpapers || Download paper

2017Model Averaging and its Use in Economics. (2017). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:81568.

Full description at Econpapers || Download paper

2017Normaler Abschwung oder schwere Rezession? Ein neues Modell für die Prognose der Konjunkturphasen in Deutschland. (2017). Wolters, Maik ; Carstensen, Kai. In: IfW-Box. RePEc:zbw:ifwbox:201714.

Full description at Econpapers || Download paper

2017Systematische Prognosefehler in unterschiedlichen Konjunkturphasen. (2017). Dovern, Jonas ; Jannsen, Nils. In: IfW-Box. RePEc:zbw:ifwbox:201715.

Full description at Econpapers || Download paper

2017Learning to forecast, risk aversion, and microstructural aspects of financial stability. (2017). Biondo, Alessio Emanuele. In: Economics Discussion Papers. RePEc:zbw:ifwedp:2017104.

Full description at Econpapers || Download paper

2017Deutsche Konjunktur im Herbst 2017 - Deutsche Wirtschaft nähert sich der Hochkonjunktur. (2017). Wolters, Maik ; Boysen-Hogrefe, Jens ; Kooths, Stefan ; Jannsen, Nils ; Groll, Dominik ; Fiedler, Salomon ; Ademmer, Martin ; Potjagailo, Galina. In: Kieler Konjunkturberichte. RePEc:zbw:ifwkkb:35.

Full description at Econpapers || Download paper