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Citation Profile [Updated: 2022-08-02 06:44:01]
5 Years H
79
Impact Factor
1.88
5 Years IF
1.86
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 0.01 0.1 0.23 0.03 75 75 515 17 17 186 2 362 10 0 5 0.07 0.05
1991 0.02 0.1 0.14 0.03 62 137 362 19 36 172 3 398 12 0 0 0.05
1992 0.04 0.11 0.11 0.04 90 227 1182 23 60 137 5 383 15 0 0 0.05
1993 0.05 0.13 0.09 0.03 79 306 759 27 88 152 7 413 13 0 0 0.06
1994 0.02 0.14 0.07 0.05 70 376 482 26 115 169 3 403 19 0 2 0.03 0.06
1995 0.08 0.22 0.31 0.1 61 437 547 136 252 149 12 376 39 80 58.8 9 0.15 0.1
1996 0.15 0.25 0.4 0.16 65 502 423 196 451 131 20 362 57 96 49 2 0.03 0.12
1997 0.1 0.24 0.28 0.15 67 569 1558 160 612 126 13 365 55 56 35 11 0.16 0.11
1998 0.1 0.28 0.39 0.16 35 604 861 230 845 132 13 342 55 66 28.7 1 0.03 0.13
1999 0.29 0.3 0.54 0.22 39 643 697 346 1192 102 30 298 66 63 18.2 6 0.15 0.15
2000 0.41 0.35 0.4 0.27 59 702 1344 281 1476 74 30 267 73 83 29.5 6 0.1 0.17
2001 0.32 0.38 0.38 0.31 45 747 650 280 1760 98 31 265 82 71 25.4 16 0.36 0.17
2002 0.32 0.4 0.41 0.4 58 805 681 327 2089 104 33 245 97 87 26.6 34 0.59 0.21
2003 0.53 0.44 0.63 0.53 81 886 929 535 2645 103 55 236 125 156 29.2 16 0.2 0.21
2004 0.44 0.48 0.58 0.48 69 955 1553 548 3201 139 61 282 136 95 17.3 25 0.36 0.22
2005 0.52 0.5 0.88 0.55 67 1022 1551 898 4100 150 78 312 171 108 12 28 0.42 0.23
2006 0.68 0.5 1 0.54 63 1085 1928 1077 5185 136 93 320 174 503 46.7 24 0.38 0.22
2007 0.87 0.45 0.78 0.59 63 1148 1071 894 6080 130 113 338 201 142 15.9 39 0.62 0.2
2008 1.14 0.49 0.85 0.84 64 1212 1508 1019 7105 126 144 343 287 147 14.4 44 0.69 0.23
2009 0.89 0.47 0.82 0.9 72 1284 1228 1038 8153 127 113 326 295 110 10.6 38 0.53 0.23
2010 1.01 0.48 0.84 0.92 75 1359 974 1128 9293 136 138 329 303 139 12.3 13 0.17 0.21
2011 1.07 0.51 1.14 1.06 148 1507 1501 1710 11016 147 157 337 356 460 26.9 132 0.89 0.23
2012 0.68 0.5 0.95 0.83 64 1571 1993 1482 12508 223 151 422 350 96 6.5 39 0.61 0.21
2013 0.91 0.55 1.08 0.98 56 1627 920 1739 14259 212 193 423 415 195 11.2 40 0.71 0.24
2014 1.72 0.55 1.3 1.22 77 1704 2037 2214 16475 120 206 415 506 194 8.8 112 1.45 0.23
2015 1.89 0.54 1.32 1.2 81 1785 978 2347 18826 133 251 420 503 244 10.4 78 0.96 0.22
2016 1.99 0.53 1.44 1.42 102 1887 1419 2708 21541 158 315 426 604 326 12 136 1.33 0.21
2017 1.48 0.54 1.35 1.68 76 1963 824 2649 24199 183 270 380 639 281 10.6 49 0.64 0.21
2018 1.71 0.58 1.42 1.67 52 2015 553 2835 27054 178 305 392 655 156 5.5 34 0.65 0.24
2019 1.91 0.6 1.69 1.85 128 2143 709 3613 30673 128 245 388 718 490 13.6 87 0.68 0.24
2020 1.96 0.75 1.81 1.82 98 2241 491 4039 34719 180 353 439 800 498 12.3 127 1.3 0.34
2021 1.88 1.06 1.73 1.86 101 2342 168 4056 38775 226 425 456 848 357 8.8 103 1.02 0.4
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
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.

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1270
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.

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1019
31986Forecasting with Bayesian vector autoregressions -- Five years of experience : Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38. (1986). Litterman, Robert. In: International Journal of Forecasting. RePEc:eee:intfor:v:2:y:1986:i:4:p:497-498c.

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820
41989Combining 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.

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645
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.

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525
61992Modeling 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.

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445
72014Electricity 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.

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433
82000The 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.

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367
91998Forecasting 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.

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363
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.

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264
111992Error 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.

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242
122002A 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.

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228
132007Combining density forecasts. (2007). Mitchell, James ; Hall, Stephen. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:1:p:1-13.

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202
141999The 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.

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196
151995Forecasting 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.

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193
162004Bridge 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.

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189
172014Evaluating 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.

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178
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.

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174
192005Macro 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.

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174
202008Real-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.

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163
21200625 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.

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161
222005Forecasting 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.

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160
232011MIDAS 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.

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160
242011MIDAS 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.

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160
252008Forecasting 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.

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160
262016Probabilistic 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.

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159
272016Probabilistic 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.

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157
282006Judgmental 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.

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148
292008The 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.

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146
302000Out-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.

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140
312013Combining 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.

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135
321993Earnings 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.

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134
332009Forecasting 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.

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133
342008Forecasting 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.

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133
352011Forecasting 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.

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132
361993Comments 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.

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131
372009Effective 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.

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130
382004Efficient 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.

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128
391993Betting on trends: Intuitive forecasts of financial risk and return. (1993). De Bondt, Werner P. M., . In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:355-371.

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126
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.

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117
412009Forecasting 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.

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112
421993Reply 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.

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111
431992The 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.

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108
442005The 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.

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105
452005Forecasting 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.

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101
462000A 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.

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101
472011Calling recessions in real time. (2011). Hamilton, James. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:4:p:1006-1026.

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101
482000Forecasting stock indices: a comparison of classification and level estimation models. (2000). Chen, An-Sing ; Leung, Mark T. ; Daouk, Hazem . In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:2:p:173-190.

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100
492017The 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.

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100
501997Shorte-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.

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97
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

649
22006Another 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

189
31997Testing 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

167
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

163
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

108
61986Forecasting with Bayesian vector autoregressions -- Five years of experience : Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38. (1986). Litterman, Robert. In: International Journal of Forecasting. RePEc:eee:intfor:v:2:y:1986:i:4:p:497-498c.

Full description at Econpapers || Download paper

93
72016Probabilistic 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

83
81989Combining 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

76
91998Forecasting 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.

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72
102017The 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.

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69
112000The 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.

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66
122016Probabilistic 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.

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66
131999The 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

60
142011Forecasting 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.

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60
152002A 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.

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59
162020The 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.

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57
172014Evaluating 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.

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57
182016The 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.

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49
192010Comparing 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.

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49
202018The 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.

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45
212016A 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.

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44
222020The impact of sentiment and attention measures on stock market volatility. (2020). Audrino, Francesco ; Ballinari, Daniele ; Sigrist, Fabio. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:334-357.

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43
232000Out-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.

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43
242011MIDAS 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.

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42
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:2011:i:2:p:529-542.

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42
26200625 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.

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40
272020Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks. (2020). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:933-948.

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39
282013Combining 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.

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291992Error 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.

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38
302004Forecasting seasonals and trends by exponentially weighted moving averages. (2004). Holt, Charles C.. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:5-10.

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36
312014Forecasting 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.

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36
322008Forecasting 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.

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35
332019Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO. (2019). Weron, Rafał ; Marcjasz, Grzegorz ; Uniejewski, Bartosz . In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1533-1547.

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34
342007Combining density forecasts. (2007). Mitchell, James ; Hall, Stephen. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:1:p:1-13.

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34
352008The 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.

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34
362006Modelling 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.

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34
372015Conditional 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.

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33
382004Authors retrospective on Forecasting seasonals and trends by exponentially weighted moving averages. (2004). Holt, Charles C.. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:11-13.

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33
392016Additive models and robust aggregation for GEFCom2014 probabilistic electric load and electricity price forecasting. (2016). Gaillard, Pierre ; Nedellec, Raphael ; Goude, Yannig . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1038-1050.

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32
402019Online big data-driven oil consumption forecasting with Google trends. (2019). Yu, Lean ; Yang, Zebin ; Tang, Ling ; Zhao, Yaqing. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:213-223.

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32
412018Mining 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.

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30
422014Global Energy Forecasting Competition 2012. (2014). Hong, Tao ; Pinson, Pierre ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:2:p:357-363.

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29
432012Benchmarking regression algorithms for loss given default modeling. (2012). Baesens, Bart ; Brown, Iain ; Loterman, Gert ; Martens, David ; Mues, Christophe . In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:1:p:161-170.

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29
442008Forecasting 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.

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28
452017VARX-L: Structured regularization for large vector autoregressions with exogenous variables. (2017). Nicholson, William B ; Bien, Jacob ; Matteson, David S. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:627-651.

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28
462019Forecasting cryptocurrencies under model and parameter instability. (2019). Ravazzolo, Francesco ; Grassi, Stefano ; Catania, Leopoldo. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:485-501.

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28
472004Bridge 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.

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28
482000The 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.

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492009Effective 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.

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27
502011The 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.

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2021On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty. (2021). Pfarrhofer, Michael ; Stelzer, Anna ; Hauzenberger, Niko. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:822-845.

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2021Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs. (2021). Koop, Gary ; Hou, Chenghan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0100.

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2021Growth Forecasts vs. Realizations: The Role of Stimulus and Stringency Measures during the Pandemic. (2021). Gudum, Melis. In: MPRA Paper. RePEc:pra:mprapa:108447.

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2021The Efficiency Gap. (2020). Fissler, Tobias ; Dimitriadis, Timo ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:2010.14146.

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2021On the link between the shadow economy and stock market development: An asymmetry analysis. (2021). Hayes, Linda A ; Stringer, Donna Y ; Hajilee, Massomeh. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:303-316.

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2021Reduced Rank Regression Models in Economics and Finance. (2021). Hecq, Alain ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:525.

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2021How well do Elo-based ratings predict professional tennis matches?. (2021). Hannah, Gerrard ; Lerato, Dixon ; Chunping, Liu ; Leighton, Vaughan Williams. In: Journal of Quantitative Analysis in Sports. RePEc:bpj:jqsprt:v:17:y:2021:i:2:p:91-105:n:6.

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2021Betting on a buzz, mispricing and inefficiency in online sportsbooks. (2021). Singleton, Carl ; Reade, James J ; Ramirez, Philip. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2021-10.

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2021Applying Google Trends’ Search Popularity Indicator to Professional Cycling. (2021). Rousseau, Sandra ; Genoe, Alexander. In: Journal of Sports Economics. RePEc:sae:jospec:v:22:y:2021:i:4:p:459-485.

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2021Determinants of football TV audience: The straight and ancillary effects of the presence of the local team on the FIFA world cup. (2021). Buzeta, Cristian ; Alvarez, Isabel ; Manzur, Enrique ; Uribe, Rodrigo . In: Journal of Business Research. RePEc:eee:jbrese:v:127:y:2021:i:c:p:454-463.

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2021Retail sales forecasting with meta-learning. (2021). Fildes, Robert ; Ma, Shaohui. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:1:p:111-128.

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2021Forecasting COVID-19 pandemic using optimal singular spectrum analysis. (2021). Kalantari, Mahdi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920309383.

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2021Forecasting and planning during a pandemic: COVID-19 growth rates, supply chain disruptions, and governmental decisions. (2021). Vasilakis, Chrysovalantis ; Tsinopoulos, Christos ; Schafers, Andreas ; Punia, Sushil ; Nikolopoulos, Konstantinos. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:1:p:99-115.

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2021Forecasting Principles from Experience with Forecasting Competitions. (2021). Hendry, David F ; Doornik, Jurgen A ; Castle, Jennifer L. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:1:p:10-165:d:504406.

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2021A novel hybrid model based on Bernstein polynomial with mixture of Gaussians for wind power forecasting. (2021). Zhou, Xiaojun ; Wang, Cong ; Zhang, Hongli ; Dong, Yingchao. In: Applied Energy. RePEc:eee:appene:v:286:y:2021:i:c:s0306261921000921.

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2021Kaggle forecasting competitions: An overlooked learning opportunity. (2021). Meldgaard, Jens Peder ; Bojer, Casper Solheim. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:587-603.

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2021Gamification to avoid cognitive biases: An experiment of gamifying a forecasting course. (2021). Karpouzis, Kostas ; Legaki, Nikoletta-Zampeta ; Hamari, Juho ; Assimakopoulos, Vassilios. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:167:y:2021:i:c:s0040162521001578.

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2021Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Network. (2021). Benchimol, Jonathan ; Caspi, Itamar ; Barkan, Oren ; Koenigstein, Noam ; Hammer, Allon. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2021.06.

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2021Investigating the accuracy of cross-learning time series forecasting methods. (2021). Assimakopoulos, Vassilios ; Makridakis, Spyros ; Spiliotis, Evangelos ; Semenoglou, Artemios-Anargyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1072-1084.

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2021Dimensionality reduction in forecasting with temporal hierarchies. (2021). Madsen, Henrik ; Moller, Jan K ; Lindstrom, Erik ; Nystrup, Peter. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1127-1146.

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2021Déjà vu: A data-centric forecasting approach through time series cross-similarity. (2021). Assimakopoulos, Vassilios ; Li, Feng ; Athiniotis, Nikolaos ; Petropoulos, Fotios ; Spiliotis, Evangelos ; Kang, Yanfei. In: Journal of Business Research. RePEc:eee:jbrese:v:132:y:2021:i:c:p:719-731.

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2021Long-Term Natural Gas Consumption Forecasting Based on Analog Method and Fuzzy Decision Tree. (2021). Paliski, Andrzej ; Gawe, Bartomiej. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:16:p:4905-:d:612364.

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2021Real-time electricity price forecasting of wind farms with deep neural network transfer learning and hybrid datasets. (2021). Schell, Kristen R ; Yang, Haolin. In: Applied Energy. RePEc:eee:appene:v:299:y:2021:i:c:s0306261921006632.

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2021Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach. (2021). Lahiri, Kajal ; Hounyo, Ulrich. In: CREATES Research Papers. RePEc:aah:create:2021-14.

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2021Intermittent demand forecasting for spare parts: A Critical review. (2021). Meissner, Joern ; Turrini, Laura ; Pine, Era. In: Omega. RePEc:eee:jomega:v:105:y:2021:i:c:s0305048321001225.

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2021Temporal Fusion Transformers for interpretable multi-horizon time series forecasting. (2021). Pfister, Tomas ; Loeff, Nicolas ; Arik, Sercan O ; Lim, Bryan. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1748-1764.

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2021Product sales probabilistic forecasting: An empirical evaluation using the M5 competition data. (2021). Assimakopoulos, Vassilios ; Kaltsounis, Anastasios ; Makridakis, Spyros ; Spiliotis, Evangelos. In: International Journal of Production Economics. RePEc:eee:proeco:v:240:y:2021:i:c:s0925527321002139.

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2021.

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2021On Comparing Cross-Validated Forecasting Models with a Novel Fuzzy-TOPSIS Metric: A COVID-19 Case Study. (2021). Vasconcelos, Maria Cristina ; Alves, Francisco Tarcisio ; Dos, Erivelton Antonio ; Borges, Dalton Garcia. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:24:p:13599-:d:698410.

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2021The science of statistics versus data science: What is the future?. (2021). Vandeput, Nicolas ; Silva, Emmanuel Sirimal ; Beneki, Christina ; Hassani, Hossein ; Madsen, Dag Oivind. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:173:y:2021:i:c:s0040162521005448.

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2021A Statistics and Deep Learning Hybrid Method for Multivariate Time Series Forecasting and Mortality Modeling. (2021). van Zyl, Terence L ; Mathonsi, Thabang. In: Forecasting. RePEc:gam:jforec:v:4:y:2021:i:1:p:1-25:d:708917.

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2021A reference model for data-driven sales planning: Development of the models framework and functionality. (2021). Rabe, Markus ; Scheidler, Anne Antonia ; Buttner, Daniel. In: Chapters from the Proceedings of the Hamburg International Conference of Logistics (HICL). RePEc:zbw:hiclch:249625.

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2021Bayesian forecasting with the structural damped trend model. (2021). Tsionas, Mike G. In: International Journal of Production Economics. RePEc:eee:proeco:v:234:y:2021:i:c:s0925527321000220.

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2021ARIMA Models in Electrical Load Forecasting and Their Robustness to Noise. (2021). Nazarko, Ukasz ; Chodakowska, Ewa. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:23:p:7952-:d:689993.

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2021Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data. (2021). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2021-02.

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2021Box-office forecasting in Korea using search trend data: a modified generalized Bass diffusion model. (2021). Kang, Daekook. In: Electronic Commerce Research. RePEc:spr:elcore:v:21:y:2021:i:1:d:10.1007_s10660-020-09456-7.

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2021Economic sentiment during the COVID pandemic: Evidence from search behaviour in the EU. (2021). van der Wielen, Wouter ; Barrios, Salvador. In: Journal of Economics and Business. RePEc:eee:jebusi:v:115:y:2021:i:c:s0148619520304148.

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2021Forecasting Spanish unemployment with Google Trends and dimension reduction techniques. (2021). Garcia-Hiernaux, Alfredo ; Mulero, Rodrigo. In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:12:y:2021:i:3:d:10.1007_s13209-021-00231-x.

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2021Forecasting building permits with Google Trends. (2021). Pincheira, Pablo ; Coble, David . In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:6:d:10.1007_s00181-020-02011-1.

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2021Forecasting spread of COVID-19 using google trends: A hybrid GWO-deep learning approach. (2021). Singh, Uttam ; Prasanth, Sikakollu ; PEter, ; Tikkiwal, Vinay Anand ; Kumar, Arun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920307311.

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2021Machine Learning and Oil Price Point and Density Forecasting. (2021). Gaglianone, Wagner ; Lin, Yihao ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:544.

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2021Forecasting tourism demand with KPCA-based web search indexes. (2021). Qian, Yatong ; Li, Xin ; Xie, Gang ; Wang, Shouyang. In: Tourism Economics. RePEc:sae:toueco:v:27:y:2021:i:4:p:721-743.

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2021Forecasting the U.S. oil markets based on social media information during the COVID-19 pandemic. (2021). Zeng, Yu-Rong ; Wang, Sirui ; Wu, Binrong. In: Energy. RePEc:eee:energy:v:226:y:2021:i:c:s0360544221006526.

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2021Returns and volatilities of energy futures markets: Roles of speculative and hedging sentiments. (2021). , Bowei ; Chen, Rongda ; Liu, Jia ; Jin, Chenglu ; Wei, BO. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921000909.

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2021Forecasting residential electricity consumption using a hybrid machine learning model with online search data. (2021). Chi, Hong ; Gao, Feng ; Shao, Xueyan . In: Applied Energy. RePEc:eee:appene:v:300:y:2021:i:c:s0306261921007947.

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2021The effect of web of science subject categories on clustering: the case of data-driven methods in business and economic sciences. (2021). Schlogl, Christian ; Jesenko, Berndt. In: Scientometrics. RePEc:spr:scient:v:126:y:2021:i:8:d:10.1007_s11192-021-04060-4.

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2021Google search volumes and the financial markets during the COVID-19 outbreak. (2021). Santagiustina, Carlo ; Iacopini, Matteo ; Costola, Michele. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320316986.

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2021Forecasting the stock returns of Chinese oil companies: Can investor attention help?. (2021). Li, Zhao-Chen ; Zhang, Yue-Jun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:531-555.

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2021Now-casting Romanian migration into the United Kingdom by using Google Search engine data. (2021). Winiowski, Arkadiusz ; Avramescu, Andreea. In: Demographic Research. RePEc:dem:demres:v:45:y:2021:i:40.

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2021Machine learning and oil price point and density forecasting. (2021). Issler, João ; Gaglianone, Wagner ; Cavalcanti, Pedro ; Bonnet, Alexandre ; Lin, Yihao ; Teixeira, Osmani. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003807.

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2021A Data-Trait-Driven Rolling Decomposition-Ensemble Model for Gasoline Consumption Forecasting. (2021). Yu, Lean ; Ma, Yueming. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:15:p:4604-:d:604401.

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2021Forecasting Internal Migration in Russia Using Google Trends: Evidence from Moscow and Saint Petersburg. (2021). Fantazzini, Dean ; Kurbatskii, Alexey ; Mironenkov, Alexey ; Pushchelenko, Julia. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:4:p:48-803:d:667485.

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2021A Random Forests Approach to Predicting Clean Energy Stock Prices. (2021). Sadorsky, Perry. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:48-:d:486224.

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2021Fan charts 2.0: flexible forecast distributions with expert judgement. (2021). Sokol, Andrej. In: Working Paper Series. RePEc:ecb:ecbwps:20212624.

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2021When 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.

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2021Forecasting Canadian GDP Growth with Machine Learning. (2021). Demers, Fanny S ; Chu, BA ; Qureshi, Shafiullah. In: Carleton Economic Papers. RePEc:car:carecp:21-05.

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2021EURQ: A New Web Search?based Uncertainty Index. (2021). Golinelli, Roberto ; Bontempi, Maria ; Frigeri, Michele ; Squadrani, Matteo. In: Economica. RePEc:bla:econom:v:88:y:2021:i:352:p:969-1015.

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2021Two decades of contagion effect on stock markets: Which events are more contagious?. (2021). Smaga, Pawe ; Kurowski, Ukasz ; Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100067x.

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2021Unconventional Monetary Policy and Bond Market Connectedness in the New Normal. (2021). Yilmaz, Kamil ; Akovali, Umut. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2101.

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2021Mapping the electronic word-of-mouth (eWOM) research: A systematic review and bibliometric analysis. (2021). Kumar, Satish ; Donthu, Naveen ; Mishra, Akanksha ; Pandey, Nitesh. In: Journal of Business Research. RePEc:eee:jbrese:v:135:y:2021:i:c:p:758-773.

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2021Export sales forecasting using artificial intelligence. (2021). Nazarpour, Ali ; Toorajipour, Reza ; Oghazi, Pejvak ; Sohrabpour, Vahid. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:163:y:2021:i:c:s0040162520313068.

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2021Promoting a novel method for warranty claim prediction based on social network data. (2021). Ashrafzadeh, Mahdi ; Ahmadi, Sadra ; Shokouhyar, Sajjad. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:216:y:2021:i:c:s0951832021005196.

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2021Impact of COVID-19 on the Customer End of Retail Supply Chains: A Big Data Analysis of Consumer Satisfaction. (2021). Darbanian, Farzaneh ; Brandtner, Patrick ; Udokwu, Chibuzor ; Falatouri, Taha. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:3:p:1464-:d:490269.

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2021Stability in the inefficient use of forecasting systems: A case study in a supply chain company. (2021). Goodwin, Paul ; Fildes, Robert. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:1031-1046.

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2021A stochastic differential equation approach to the analysis of the 2017 and 2019 UK general election polls. (2021). Fenner, Trevor ; Levene, Mark. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1227-1234.

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2021Development of a hybrid framework for inventory leanness in Technical Services Organizations. (2021). Syed, Tasweer Hussain ; Mirza, Muhammad Zeeshan ; Ahmad, Yasir ; Naseem, Afshan ; Rehmani, Khurram. In: PLOS ONE. RePEc:plo:pone00:0247144.

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2021Sustainable construction supply chain management with the spotlight of inventory optimization under uncertainty. (2021). Ghannadpour, Seyed Farid ; Mohammadnazari, Zahra. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:23:y:2021:i:7:d:10.1007_s10668-020-01095-0.

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2021Data resource profile: The ZEW FMS dataset. (2021). Schroder, Michael ; Bruckbauer, Frank. In: ZEW Discussion Papers. RePEc:zbw:zewdip:21100.

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2021BBE: Simulating the Microstructural Dynamics of an In-Play Betting Exchange via Agent-Based Modelling. (2021). Cliff, Dave. In: Papers. RePEc:arx:papers:2105.08310.

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2021Implementing the BBE Agent-Based Model of a Sports-Betting Exchange. (2021). Lau-Soto, Roberto ; Keen, James ; Hawkins, James ; Cliff, Dave. In: Papers. RePEc:arx:papers:2108.02419.

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2021Horses for courses: Mean-variance for asset allocation and 1/N for stock selection. (2021). Sutcliffe, Charles ; Ye, Xiaoxia ; Platanakis, Emmanouil. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:1:p:302-317.

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2021A portfolio strategy of stock market based on mean-MF-X-DMA model. (2021). Wu, Congxin ; Chen, Hongtao ; Ye, Xin ; Wang, Feng. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:143:y:2021:i:c:s0960077920310365.

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2021Sticky Stock Market Analysts. (2021). Spiwoks, Markus ; Lorenz, Marco ; Judek, Jan Rene ; Filiz, Ibrahim. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:12:p:593-:d:698283.

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2021Variational Bayes approximation of factor stochastic volatility models. (2021). Nott, David ; Kohn, Robert ; Gunawan, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1355-1375.

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2021Approximating Bayes in the 21st Century. (2021). Robert, Christian P ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-24.

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2021Is Price Level Targeting a Robust Monetary Rule?. (2021). Pearlman, Joseph ; Levine, Paul ; Deak, Szabolcs ; Mirza, Afrasiab. In: Discussion Papers. RePEc:exe:wpaper:2104.

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2021Short-term exchange rate forecasting: A panel combination approach. (2021). Wang, Qin ; Liang, Xuanxuan ; Ren, YU. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s104244312100086x.

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2021Application of bagging in day-ahead electricity price forecasting and factor augmentation. (2021). Yildirim, Dilem ; Ozen, Kadir. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004448.

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2021Developing a Parametric Cash Flow Forecasting Model for Complex Infrastructure Projects: A Comparative Study. (2021). McIlwaine, Stephen ; Seneviratne, Krisanthi ; Elghaish, Faris ; Msawil, Mahir. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:20:p:11305-:d:655258.

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2021The Effect of Seeding on Tournament Outcomes: Evidence From a Regression-Discontinuity Design. (2021). Schafmeister, Felix ; Merkus, Erik ; Engist, Oliver. In: Journal of Sports Economics. RePEc:sae:jospec:v:22:y:2021:i:1:p:115-136.

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2021 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.

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2021Sonic Thunder vs. Brian the Snail: Are people affected by uninformative racehorse names?. (2021). Franck, Egon ; Flepp, Raphael ; Merz, Oliver. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:93:y:2021:i:c:s2214804321000641.

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2021 Are sports betting markets semistrong efficient? Evidence from the COVID-19 pandemic. (2021). Franck, Egon ; Flepp, Raphael ; Meier, Pascal Flurin. In: Working Papers. RePEc:zrh:wpaper:387.

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2021Managing performance expectations in association football. (2021). Serbera, Jean-Philippe ; Fry, John ; Wilson, Rob. In: Journal of Business Research. RePEc:eee:jbrese:v:135:y:2021:i:c:p:445-453.

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2021 Underestimating randomness: Outcome bias in betting exchange markets. (2021). Franck, Egon ; Flepp, Raphael ; Merz, Oliver. In: Working Papers. RePEc:zrh:wpaper:390.

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2021Evaluating strange forecasts: The curious case of football match scorelines. (2021). Singleton, Carl ; Reade, J ; Brown, Alasdair. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:2:p:261-285.

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2021Forecasting and trading cryptocurrencies with machine learning under changing market conditions. (2021). Godinho, Pedro ; Sebastio, Helder. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-020-00217-x.

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2021The efficiency of Bitcoin: A strongly typed genetic programming approach to smart electronic Bitcoin markets. (2021). Urquhart, Andrew ; Manahov, Viktor. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302726.

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2021Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China. (2021). Wong, Wing-Keung ; van Hoang, Thi Hong ; Lu, Richard ; Ly, Sel ; Pho, Kim Hung. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s105752192100017x.

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2021Linearity extensions of the market model: a case of the top 10 cryptocurrency prices during the pre-COVID-19 and COVID-19 periods. (2021). Neslihanoglu, Serdar. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00247-z.

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2021Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty. (2021). Xie, Tian ; Qiu, Yue ; Wang, Zongrun ; Zhang, Xinyu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:179-201.

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2021Dynamic Ordering Learning in Multivariate Forecasting. (2021). Lopes, Hedibert F ; Bruno, . In: Papers. RePEc:arx:papers:2101.04164.

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2021Bitcoin as an Investment and Hedge Alternative. A DCC MGARCH Model Analysis. (2021). el Zein, Samer Ajour ; Rudolf, Karl Oton ; Lansdowne, Nicola Jackman. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:9:p:154-:d:622085.

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2021Cryptocurrencies and blockchain. Overview and future perspectives. (2021). Osorio, Paulo Jose ; Corteso, Pedro Manuel ; Osrio, Paulo Jos ; Correia, Helder Miguel. In: International Journal of Economics and Business Research. RePEc:ids:ijecbr:v:21:y:2021:i:3:p:305-342.

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2021.

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2021.

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2021Returns, volatility and the cryptocurrency bubble of 2017–18. (2021). Cross, Jamie ; Trinh, Kelly ; Hou, Chenghan. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002327.

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2021Learning from Forecast Errors: A New Approach to Forecast Combinations. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.02077.

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2021Crisis and the Role of Money in the Real and Financial Economies—An Innovative Approach to Monetary Stimulus. (2021). Littera, Giuseppe ; Culkin, Nigel ; Dini, Paolo ; Simmons, Richard. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:129-:d:520864.

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2021Crisis and the role of money in the real and financial economies: an innovative approach to monetary stimulus. (2021). Littera, Giuseppe ; Culkin, Nigel ; Dini, Paolo ; Simmons, Richard. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:110904.

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2021.

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2021On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities. (2021). Yfanti, S ; Karanasos, M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000111.

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2021Forecasting the Olympic medal distribution during a pandemic: a socio-economic machine learning model. (2020). Schreyer, Dominik ; Schlembach, Christoph ; Wunderlich, Linus ; Schmidt, Sascha L. In: Papers. RePEc:arx:papers:2012.04378.

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2021Expert performance and crowd wisdom: Evidence from English Premier League predictions. (2021). Butler, Robert ; Eakins, John. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:1:p:170-182.

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2021Players’ Role-Based Performance Composite Indicators of Soccer Teams: A Statistical Perspective. (2021). Ciavolino, Enrico ; Carpita, Maurizio ; Pasca, Paola. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:156:y:2021:i:2:d:10.1007_s11205-020-02323-w.

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2021A Proposed Sentiment Analysis Deep Learning Algorithm for Analyzing COVID-19 Tweets. (2021). Chang, Victor ; Alankar, Bhavya ; Ul, Shafqat ; Kaur, Harleen. In: Information Systems Frontiers. RePEc:spr:infosf:v:23:y:2021:i:6:d:10.1007_s10796-021-10135-7.

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2021Football: Discovering elapsing-time bias in the science of success. (2021). Liti, C ; Levato, T ; Galvan, G ; Galli, L ; Sciandrone, M ; Piccialli, V. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:152:y:2021:i:c:s0960077921007244.

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2021Evaluating probabilistic forecasts of football matches: the case against the ranked probability score. (2021). Wheatcroft, Edward. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:111494.

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2021How Local is the Local Inflation Factor? Evidence from Emerging European Countries. (2021). Clements, Michael ; Cepni, Oguzhan. In: Working Papers. RePEc:hhs:cbsnow:2021_008.

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2021Measurement and effects of euro/dollar exchange rate uncertainty. (2021). Beckmann, Joscha. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:183:y:2021:i:c:p:773-790.

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2021Nonparametric tests for Optimal Predictive Ability. (2021). Potì, Valerio ; Karabati, Selcuk ; Poti, Valerio ; Post, Thierry ; Arvanitis, Stelios. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:881-898.

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2021Macroeconomic Forecasting in Poland: Lessons From the COVID-19 Outbreak.. (2021). Rybacki, Jakub ; Gniazdowski, Micha. In: MPRA Paper. RePEc:pra:mprapa:107682.

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2021Macrofinancial Causes of Optimism in Growth Forecasts. (2021). Carrière-Swallow, Yan ; Marzluf, Jose ; Carriere-Swallow, Yan. In: IMF Working Papers. RePEc:imf:imfwpa:2021/275.

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2021Forecast of electricity consumption in the Cameroonian residential sector by Grey and vector autoregressive models. (2021). Monkam, Louis ; Wilfried, Tchitile Emmanuel ; Tamba, Jean Gaston ; Guefano, Serge. In: Energy. RePEc:eee:energy:v:214:y:2021:i:c:s0360544220318983.

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2021Modeling and predicting U.S. recessions using machine learning techniques. (2021). Vrontos, Ioannis D ; Galakis, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:647-671.

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2021Economic Recession Prediction Using Deep Neural Network. (2021). Liu, Hongfu ; Xia, Steve Q ; Wang, Zihao. In: Papers. RePEc:arx:papers:2107.10980.

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2021Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York. (2021). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9365.

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2021A new approach to estimating earnings forecasting models: Robust regression MM-estimation. (2021). Qu, LI. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:1011-1030.

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2021The Effect of Inflation Rate on CO 2 Emission: A Framework for Malaysian Construction Industry. (2021). Qureshi, Abdul Hannan ; Maqsoom, Ahsen ; Liew, M S ; Alaloul, Wesam Salah ; Musarat, Muhammad Ali. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:3:p:1562-:d:491729.

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2021Impact of COVID-19 on GDP of major economies: Application of the artificial neural network forecaster. (2021). Majhi, Babita ; Managi, Shunsuke ; Kalli, Rajesh ; Jena, Pradyot Ranjan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:324-339.

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2021FORECASTING RUSSIAN CPI WITH DATA VINTAGES AND MACHINE LEARNING TECHNIQUES. (2021). Mamedli, Mariam ; Shibitov, Denis. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps70.

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2021Point and interval forecasting of electricity supply via pruned ensembles. (2021). de Menezes, Lilian M ; Cyrino, Fernando Luiz ; Meira, Erick. In: Energy. RePEc:eee:energy:v:232:y:2021:i:c:s0360544221012573.

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2021.

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2021Do Fed Forecast Errors Matter?. (2021). Sinclair, Tara ; Gamber, Edward N ; Tien, Paolin. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:686-712.

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2021Forecasting macroeconomic variables in emerging economies. (2021). Leon-Gonzalez, Roberto ; Ha, LE. In: Journal of Asian Economics. RePEc:eee:asieco:v:77:y:2021:i:c:s1049007821001329.

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2021The Bureau for Economic Researchs inflation expectations surveys: Know your data. (2021). Reid, Monique ; Siklos, Pierre. In: Working Papers. RePEc:sza:wpaper:wpapers370.

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2021An Extensive Comparison of Some Well?Established Value at Risk Methods. (2021). Lettieri, Davi ; Ferioli, Eduardo ; Calmon, Wilson ; Pizzinga, Adrian ; Soares, Johann. In: International Statistical Review. RePEc:bla:istatr:v:89:y:2021:i:1:p:148-166.

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2021Dynamic Econometrics in Action: A Biography of David F. Hendry. (2021). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1311.

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2021Selecting a Model for Forecasting. (2021). Hendry, David F ; Doornik, Jurgen A ; Castle, Jennifer L. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:3:p:26-:d:582011.

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2021Modelling non-stationary ‘Big Data’. (2021). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1556-1575.

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2021Post-processing in solar forecasting: Ten overarching thinking tools. (2021). van der Meer, Dennis ; Yang, Dazhi. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:140:y:2021:i:c:s1364032121000307.

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2021State-space modeling for inter-site spread of sea lice with short-term population predictions. (2021). Stryhn, Henrik ; Hammell, Larry ; Vanderstichel, Raphael ; Elghafghuf, Adel. In: Ecological Modelling. RePEc:eee:ecomod:v:452:y:2021:i:c:s0304380021001642.

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2021Recurrent Neural Networks for Time Series Forecasting: Current status and future directions. (2021). Bandara, Kasun ; Bergmeir, Christoph ; Hewamalage, Hansika. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:388-427.

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2021Understanding forecast reconciliation. (2021). Tipping, Michael E ; Petropoulos, Fotios ; Hollyman, Ross. In: European Journal of Operational Research. RePEc:eee:ejores:v:294:y:2021:i:1:p:149-160.

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2021Visitor arrivals forecasts amid COVID-19: A perspective from the Asia and Pacific team. (2021). Ohe, Yasuo ; Pratt, Stephen ; Petit, Sylvain ; Dropsy, Vincent ; Wu, Doris Chenguang. In: Annals of Tourism Research. RePEc:eee:anture:v:88:y:2021:i:c:s0160738321000177.

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2021Short-Term Load Forecasting Using Neural Networks with Pattern Similarity-Based Error Weights. (2021). Dudek, Grzegorz. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:11:p:3224-:d:566585.

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2021N-BEATS neural network for mid-term electricity load forecasting. (2021). Turkina, Ekaterina ; Peka, Pawe ; Dudek, Grzegorz ; Oreshkin, Boris N. In: Applied Energy. RePEc:eee:appene:v:293:y:2021:i:c:s0306261921003986.

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2021.

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2021A novel approach to multi-horizon wind power forecasting based on deep neural architecture. (2021). Auer, Hans ; Gumhalter, Michael ; Putz, Dominik. In: Renewable Energy. RePEc:eee:renene:v:178:y:2021:i:c:p:494-505.

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2021Loss-Based Variational Bayes Prediction. (2021). Loaiza Maya, Rubén ; Frazier, David T ; Koo, Bonsoo ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-8.

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2021Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll. (2021). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202143.

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2021Electrical load-temperature CNN for residential load forecasting. (2021). Imani, Maryam. In: Energy. RePEc:eee:energy:v:227:y:2021:i:c:s0360544221007295.

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2021Review of low voltage load forecasting: Methods, applications, and recommendations. (2021). Voss, Marcus ; Giasemidis, Georgios ; Arora, Siddharth ; Haben, Stephen ; Greetham, Danica Vukadinovi. In: Applied Energy. RePEc:eee:appene:v:304:y:2021:i:c:s0306261921011326.

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2021Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Parameter-rich models estimated via the LASSO. (2021). Weron, Rafał ; Marcjasz, Grzegorz ; Jędrzejewski, Arkadiusz. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2104.

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2021Importance of the Long-Term Seasonal Component in Day-Ahead Electricity Price Forecasting Revisited: Parameter-Rich Models Estimated via the LASSO. (2021). Weron, Rafał ; Marcjasz, Grzegorz ; Jdrzejewski, Arkadiusz. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:11:p:3249-:d:567421.

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2021Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark. (2021). Weron, Rafał ; de Schutter, Bart ; Marcjasz, Grzegorz ; Lago, Jesus. In: Applied Energy. RePEc:eee:appene:v:293:y:2021:i:c:s0306261921004529.

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2021The cost of uncoupling GB interconnectors. (2021). Newbery, David M ; Guo, Bowei. In: Energy Policy. RePEc:eee:enepol:v:158:y:2021:i:c:s0301421521004390.

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2021The cost of uncoupling GB interconnectors. (2021). Newbery, D ; Guo, B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2118.

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2021Forecasting macroeconomic risks. (2021). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias ; Adams, Patrick A. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1173-1191.

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2021Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2021). Lahiri, Kajal ; Sheng, Xuguang Simon ; Peng, Huaming. In: Working Papers. RePEc:gwc:wpaper:2021-005.

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2021Disagreement on expectations: firms versus consumers. (2021). Claveria, Oscar. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:12:d:10.1007_s43546-021-00164-4.

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2021The Expectations Gap: An Alternative Measure of Economic Slack. (2021). Schibuola, Alex ; Martinez, Andrew . In: Working Papers. RePEc:ajw:wpaper:11284.

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2021Probabilistic load forecasting considering temporal correlation: Online models for the prediction of households’ electrical load. (2021). Moller, Jan Kloppenborg ; Bacher, Peder ; Lemos-Vinasco, Julian. In: Applied Energy. RePEc:eee:appene:v:303:y:2021:i:c:s0306261921009685.

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2021Tourism demand forecasting with online news data mining. (2021). Hu, Mingming ; Park, Jinah. In: Annals of Tourism Research. RePEc:eee:anture:v:90:y:2021:i:c:s0160738321001511.

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2021Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802.

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2021Strength of words: Donald Trumps tweets, sanctions and Russias ruble. (2021). Ledyaeva, Svetlana ; Fedorova, Elena ; Afanasyev, Dmitriy O. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:184:y:2021:i:c:p:253-277.

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2021The signaling effects of central bank tone. (2021). Labondance, Fabien ; Hubert, Paul. In: European Economic Review. RePEc:eee:eecrev:v:133:y:2021:i:c:s0014292121000374.

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2021A Century of Economic Policy Uncertainty Through the French-Canadian Lens. (2021). Kassem, Alaa ; Bluteau, Keven ; Ardia, David. In: Papers. RePEc:arx:papers:2106.05240.

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2021The Impact of the COVID-19 Pandemic on Consumer and Business Confidence Indicators. (2021). Teresiene, Deimante ; Yue, Xiao-Guang ; Hu, Siyan ; Pu, Ruihui ; Kanapickiene, Rasa ; Liao, Yiyi ; Keliuotyte-Staniuleniene, Greta. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:159-:d:529243.

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2021News and narratives in financial systems: Exploiting big data for systemic risk assessment. (2021). Tuckett, David ; Kapadia, Sujit ; Nyman, Rickard. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000543.

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2021A century of Economic Policy Uncertainty through the French–Canadian lens. (2021). Ardia, David ; Kassem, Alaa ; Bluteau, Keven. In: Economics Letters. RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002159.

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2021Facial expressions and the business cycle. (2021). Clements, Adam ; Aromi, Daniel J. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001528.

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2021Enrichment of the Banque de France’s monthly business survey: lessons from textual analysis of business leaders’ comments. (2021). Martial, Ranvier ; Mathilde, Gerardin. In: Working papers. RePEc:bfr:banfra:821.

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2021Nowcasting euro area GDP with news sentiment: a tale of two crises. (2021). Kalamara, Eleni ; Ashwin, Julian ; Saiz, Lorena. In: Working Paper Series. RePEc:ecb:ecbwps:20212616.

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2021Do news sentiment and the economic uncertainty caused by public health events impact macroeconomic indicators? Evidence from a TVP-VAR decomposition approach. (2021). Hamori, Shigeyuki ; Zhang, Yulian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:145-162.

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2021Shipping sentiment and the dry bulk shipping freight market: New evidence from newspaper coverage. (2021). Jakher, Astha ; Lee, Jasmine Siu ; Bai, Xiwen. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:155:y:2021:i:c:s1366554521002520.

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2021Forecasting UK inflation bottom up. (2021). Potjagailo, Galina ; Kapetanios, George ; Kalamara, Eleni ; Joseph, Andreas. In: Bank of England working papers. RePEc:boe:boeewp:0915.

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2021Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them. (2019). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1711.

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2021Evaluating forecast performance with state dependence. (2021). Sekhposyan, Tatevik ; Rossi, Barbara ; Odendahl, Florens. In: Economics Working Papers. RePEc:upf:upfgen:1800.

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2021Predicting equity premium by conditioning on macroeconomic variables: A prediction selection strategy using the price of crude oil. (2021). Nonejad, Nima. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316068.

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2021Multi-Day-Ahead Electricity Price Forecasting: A Comparison of fundamental, econometric and hybrid Models. (2021). Vogler, Arne ; Beran, Philip. In: EWL Working Papers. RePEc:dui:wpaper:2102.

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2021Crude oil price point forecasts of the Norwegian GDP growth rate. (2021). Nonejad, Nima. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:5:d:10.1007_s00181-020-01964-7.

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2021The price of crude oil and (conditional) out-of-sample predictability of world industrial production. (2021). Nonejad, Nima. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s2405851321000015.

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2021Day-ahead probabilistic forecasting for French half-hourly electricity loads and quantiles for curve-to-curve regression. (2021). Yao, Qiwei ; Goude, Yannig ; Chen, Ying ; Xu, Xiuqin. In: Applied Energy. RePEc:eee:appene:v:301:y:2021:i:c:s0306261921008539.

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2021High dimensional very short-term solar power forecasting based on a data-driven heuristic method. (2021). Joorabian, Mahmood ; Rafati, Amir ; Shaker, Hamid Reza ; Mashhour, Elaheh. In: Energy. RePEc:eee:energy:v:219:y:2021:i:c:s0360544220327547.

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2021An overview of performance evaluation metrics for short-term statistical wind power forecasting. (2021). Pakrashi, V ; Gonzalez-Sopea, J M ; Ghosh, B. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:138:y:2021:i:c:s1364032120308005.

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2021Online distributed learning in wind power forecasting. (2021). Obst, David ; Messner, Jakob W ; Pinson, Pierre ; Sommer, Benedikt. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:205-223.

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2021Forecasting Electricity Prices with Expert, Linear and Non-Linear Models. (2021). Ravazzolo, Francesco ; del Grosso, Filippo ; Gianfreda, Angelica ; Bille, Anna Gloria. In: Working Paper series. RePEc:rim:rimwps:21-20.

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2021Very short-term probabilistic wind power prediction using sparse machine learning and nonparametric density estimation algorithms. (2021). Zheng, Xiaodong ; Lv, Jiaqing ; Mikowicz, Marek ; Mo, Weike ; Pawlak, Mirosaw. In: Renewable Energy. RePEc:eee:renene:v:177:y:2021:i:c:p:181-192.

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2021Rational repricing of risk during COVID?19: Evidence from Indian single stock options market. (2021). Virmani, Vineet ; Varma, Jayanth R ; Agarwalla, Sobhesh Kumar. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:10:p:1498-1519.

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2021New York FED Staff Nowcasts and Reality: What Can We Learn about the Future, the Present, and The Past? §. (2021). Siliverstovs, Boriss. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:11-:d:511974.

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2021Evaluating the forecasting power of an open-economy DSGE model when estimated in a data-Rich environment. (2021). Gelfer, Sacha. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:129:y:2021:i:c:s0165188921001123.

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2021Online estimation of DSGE models. (2021). Schorfheide, Frank ; Sarfati, Reca ; Matlin, Ethan ; Herbst, Edward ; Del, Marco ; Cai, Michael. In: Econometrics Journal. RePEc:oup:emjrnl:v:24:y:2021:i:1:p:c33-c58..

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2021Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2021Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach. (2021). Nguyen, Hoang ; Javed, Farrukh. In: Working Papers. RePEc:hhs:oruesi:2021_015.

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2021The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model. (2021). Sivaprasad, Sheeja ; Pappas, Vasileios ; Muradolu, Yaz Gulnur ; Izzeldin, Marwan. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000144.

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2021Tail forecasts of inflation using time-varying parameter quantile regressions. (2021). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2103.03632.

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2021Unemployment Rate Forecasting: A Hybrid Approach. (2021). Bhattacharya, Shramana ; Banerjee, Sayak ; Biswas, Munmun ; Chakraborty, Ashis Kumar. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10040-2.

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2021Tail Forecasting with Multivariate Bayesian Additive Regression Trees. (2021). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Huber, Florian ; Clark, Todd ; Koop, Gary. In: Working Papers. RePEc:fip:fedcwq:90366.

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2021Mixed?frequency Bayesian predictive synthesis for economic nowcasting. (2021). McAlinn, Kenichiro. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:5:p:1143-1163.

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2021Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR. (2021). Sekhposyan, Tatevik ; Owyang, Michael ; McCracken, Michael W. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2021:q:5:a:8.

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2021Forecasting recovery from COVID-19 using financial data: An application to Viet Nam. (2021). Richiardi, Matteo ; Lastunen, Jesse. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp-2021-84.

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2021Extensive comparison of physical models for photovoltaic power forecasting. (2021). Grof, Gyula ; Mayer, Martin Janos. In: Applied Energy. RePEc:eee:appene:v:283:y:2021:i:c:s0306261920316330.

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2021Prediction of Solar Power Using Near-Real Time Satellite Data. (2021). Kay, Merlinde ; Prasad, Abhnil Amtesh. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:18:p:5865-:d:636858.

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2021Short-Term Deterministic Solar Irradiance Forecasting Considering a Heuristics-Based, Operational Approach. (2021). Escobar, Rodrigo ; Boland, John ; Castillejo-Cuberos, Armando. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:18:p:6005-:d:640192.

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2021Time-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.

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2021Predicting Inflation with Neural Networks. (2021). Paranhos, Livia. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1344.

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2021Predicting Inflation with Neural Networks. (2021). Paranhos, Livia. In: Papers. RePEc:arx:papers:2104.03757.

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2021Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.01714.

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2021Forecasting UK GDP growth with large survey panels. (2021). Kapetanios, George ; Kalamara, Eleni ; Anesti, Nikoleta. In: Bank of England working papers. RePEc:boe:boeewp:0923.

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2021Back to the Present: Learning about the Euro Area through a Now-casting Model. (2021). Modugno, Michele ; Giannone, Domenico ; Cascaldi-Garcia, Danilo ; Revil, Thiago. In: International Finance Discussion Papers. RePEc:fip:fedgif:1313.

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2021Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances. (2021). Österholm, Pär ; Nguyen, Hoang ; Kiss, Tamas ; Osterholm, Par ; Mazur, Stepan. In: Working Papers. RePEc:hhs:oruesi:2021_009.

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2021Macroeconomic data transformations matter. (2021). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1338-1354.

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2021Forecasting natural gas prices using highly flexible time-varying parameter models. (2021). Nguyen, Bao H ; Hou, Chenghan ; Gao, Shen. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002418.

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2021Nowcasting in a pandemic using non-parametric mixed frequency VARs. (2021). Schreiner, Josef ; Pfarrhofer, Michael ; Onorante, Luca ; Koop, Gary ; Huber, Florian. In: Working Paper Series. RePEc:ecb:ecbwps:20212510.

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2021Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs. (2021). Pfarrhofer, Michael ; Huber, Florian ; Schreiner, Josef ; Onorante, Luca ; Koop, Gary ; Florian, Huber . In: Working Papers. RePEc:jrs:wpaper:202101.

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2021A mixed frequency BVAR for the euro area labour market. (2021). Foroni, Claudia ; Hernandez, Catalina Martinez ; Consolo, Agostino. In: Working Paper Series. RePEc:ecb:ecbwps:20212601.

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2021Non-Classical Approach to Identifying Groups of Countries Based on Open Innovation Indicators. (2021). Yuksel, Serhat ; Stepanova, Diana ; Zemskova, Elena ; Yegina, Natalia ; Baboshkin, Pavel. In: Journal of Open Innovation: Technology, Market, and Complexity. RePEc:gam:joitmc:v:7:y:2021:i:1:p:77-:d:506999.

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2021Forecasting inflation in the euro area: countries matter!. (2021). Capolongo, Angela ; Pacella, Claudia. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:5:d:10.1007_s00181-020-01959-4.

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2021Macroeconomic Forecasting in a Multi-country Context. (2021). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea ; Bai, Yu. In: Working Papers. RePEc:fip:fedcwq:93660.

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2021Probability 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.

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2021Depth-Weighted Forecast Combination: Application to COVID-19 Cases. (2021). Lee, Yoonseok ; Sul, Donggyu. In: Center for Policy Research Working Papers. RePEc:max:cprwps:238.

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2021Treating and Pruning: New approaches to forecasting model selection and combination using prediction intervals. (2021). Jeon, Jooyoung ; Cyrino, Fernando Luiz ; Meira, Erick. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:547-568.

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2021Are disagreements agreeable? Evidence from information aggregation. (2021). Li, Jiangyuan ; Huang, Dashan ; Wang, Liyao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:83-101.

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2021Improving Wind Power Forecasts: Combination through Multivariate Dimension Reduction Techniques. (2021). Poncela, Pilar ; Poncela-Blanco, Marta. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:5:p:1446-:d:512064.

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2021No-Regret Forecasting with Egalitarian Committees. (2021). Su, Jiun-Hua. In: Papers. RePEc:arx:papers:2109.13801.

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2021Deep Learning for Individual Heterogeneity. (2020). Misra, Sanjog ; Liang, Tengyuan ; Farrell, Max H. In: Papers. RePEc:arx:papers:2010.14694.

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2021Artificial intelligence to support the integration of variable renewable energy sources to the power system. (2021). Evgeniou, Theodoros ; Boza, Pal. In: Applied Energy. RePEc:eee:appene:v:290:y:2021:i:c:s0306261921002646.

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2021The ENSO Cycle and Forecastability of Global Inflation and Output Growth: Evidence from Standard and Mixed-Frequency Multivariate Singular Spectrum Analyses. (2021). GUPTA, RANGAN ; Yeganegi, Mohammad Reza ; Hassani, Hossein. In: Working Papers. RePEc:pre:wpaper:202169.

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2021Regularized quantile regression averaging for probabilistic electricity price forecasting. (2021). Weron, Rafał ; Uniejewski, Bartosz. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000268.

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2021National-scale electricity peak load forecasting: Traditional, machine learning, or hybrid model?. (2021). Cho, Youngsang ; Lee, Juyong. In: Papers. RePEc:arx:papers:2107.06174.

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2021Probabilistic Day-Ahead Wholesale Price Forecast: A Case Study in Great Britain. (2021). Caudron, Julien ; Haben, Stephen ; Verma, Jake. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:3:p:38-632:d:623967.

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2021Learning spatiotemporal dynamics in wholesale energy markets with dynamic mode decomposition. (2021). Dowling, Alexander W ; Elmore, Clay T. In: Energy. RePEc:eee:energy:v:232:y:2021:i:c:s0360544221012615.

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2021Event-Based Evaluation of Electricity Price Ensemble Forecasts. (2021). Ziel, Florian ; Vogler, Arne. In: Forecasting. RePEc:gam:jforec:v:4:y:2021:i:1:p:4-71:d:713504.

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2021Forecasting financial markets with semantic network analysis in the COVID—19 crisis. (2021). Violante, Francesco ; Ravazzolo, Francesco ; Grassi, Stefano ; Colladon, Andrea Fronzetti. In: Working Papers. RePEc:crs:wpaper:2021-06.

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2021As long as you talk about me: The importance of family firm brands and the contingent role of family-firm identity. (2021). Colladon, Fronzetti A ; Benedetti, C ; Rovelli, P ; de Massis, A. In: Papers. RePEc:arx:papers:2110.13815.

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2021Exploring the Antecedents of Consumer Confidence through Semantic Network Analysis of Online News. (2021). Ravazzolo, Francesco ; Guardabascio, B ; Grippa, F ; Colladon, Fronzetti A. In: Papers. RePEc:arx:papers:2105.04900.

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2021Probabilistic forecasts of the distribution grid state using data-driven forecasts and probabilistic power flow. (2021). Faulwasser, Timm ; Waczowicz, Simon ; Dupmeier, Clemens ; Kuhnapfel, Uwe ; Akmak, Huseyin ; Liu, Jianlei ; Braun, Eric ; Muhlpfordt, Tillmann ; Appino, Riccardo Remo ; Gonzalez-Ordiano, Jorge Angel ; Hagenmeyer, Veit ; Mikut, Ralf. In: Applied Energy. RePEc:eee:appene:v:302:y:2021:i:c:s0306261921008837.

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2021Targeted Price Controls on Supermarket Products. (2021). Cavallo, Alberto ; Aparicio, Diego. In: The Review of Economics and Statistics. RePEc:tpr:restat:v:103:y:2021:i:1:p:60-71.

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2021Time matters: How default resolution times impact final loss rates. (2021). Rosch, Daniel ; Kellner, Ralf ; Betz, Jennifer. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:3:p:619-644.

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2021Kelly Criterion for Optimal Credit Allocation. (2021). Verhoeven, Peter ; Tran, Son. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:434-:d:631915.

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2021Evaluating the Discrimination Ability of Proper Multivariate Scoring Rules. (2021). Alexander, Carol ; Coulon, Michael ; Han, Yang ; Meng, Xiaochun. In: Papers. RePEc:arx:papers:2101.12693.

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2021The role of information and experience for households inflation expectations. (2021). Conrad, Christian ; Glas, Alexander ; Enders, Zeno. In: Working Paper series. RePEc:rim:rimwps:21-04.

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2021A Closer Look at the Behavior of Uncertainty and Disagreement: Micro Evidence from the Euro Area. (2021). Rich, Robert ; Tracy, Joseph. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:1:p:233-253.

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2021The role of information and experience for households inflation expectations. (2021). Glas, Alexander ; Enders, Zeno ; Conrad, Christian. In: Discussion Papers. RePEc:zbw:bubdps:072021.

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2021“Employment uncertainty a year after the irruption of the covid-19 pandemic”. (2021). Sorić, Petar ; Claveria, Oscar ; Soric, Petar. In: AQR Working Papers. RePEc:aqr:wpaper:202104.

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2021Employment uncertainty a year after the irruption of the covid-19 pandemic.. (2021). Sorić, Petar ; Claveria, Oscar ; Soric, Petar. In: IREA Working Papers. RePEc:ira:wpaper:202112.

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2021On the Aggregation of Survey-Based Economic Uncertainty Indicators Between Different Agents and Across Variables. (2021). Claveria, Oscar. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:17:y:2021:i:1:d:10.1007_s41549-020-00050-2.

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2021Conditional macroeconomic forecasts: Disagreement, revisions and forecast errors. (2021). Heinisch, Katja ; Glas, Alexander. In: IWH Discussion Papers. RePEc:zbw:iwhdps:72021.

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2021ECB communication as a stabilization and coordination device: evidence from ex-ante inflation uncertainty. (2021). Fernandes, Cecilia Melo. In: Working Paper Series. RePEc:ecb:ecbwps:20212582.

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2021Heterogeneity of Beliefs and Information Rigidity in the Crude Oil Market: Evidence from Survey Data. (2021). Czudaj, Robert. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep050.

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2021Investment irreversibility and cyclical adversity: Implications for the financial performance of European manufacturing companies. (2021). Mannasoo, Kadri ; Kepp, Kaido. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:42:y:2021:i:7:p:1665-1678.

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2021Using mixed-frequency and realized measures in quantile regression. (2020). Gallo, Giampiero ; Candila, Vincenzo ; Petrella, Lea. In: Papers. RePEc:arx:papers:2011.00552.

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2021The uncertainty in extreme risk forecasts from covariate-augmented volatility models. (2021). Hoga, Yannick. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:675-686.

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2021Evaluating quantile-bounded and expectile-bounded interval forecasts. (2021). Taylor, James W. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:800-811.

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2021The implications of globalisation for the ECB monetary policy strategy. (2021). Schmitz, Martin ; Lastauskas, Povilas ; Kataryniuk, Iván ; JOCHEM, Axel ; Gunnella, Vanessa ; Georgiadis, Georgios ; Fontagné, Lionel ; Feldkircher, Martin ; Everett, Mary ; Carvalho, Daniel ; Labhard, Vincent ; Bricongne, Jean-Charles ; Felettigh, Alberto ; Cova, Pietro ; Dimitropoulou, Dimitra ; Hemmerle, Yannick ; Siena, Daniele ; Osbat, Chiara ; Venditti, Fabrizio ; Kuhnlenz, Markus ; Baumann, Ursel ; Zumer, Tina ; Parraga, Susana ; de Luigi, Clara ; Serafini, Roberta ; Mattias, Nilsson ; Carluccio, Juan ; Korhonen, Iikka ; Wacket, Helmut ; Banerjee, Biswajit ; Eichler, Eric ; Giron, Celestino ; Meinen, Philipp ; de Bandt, Olivier ; del Giudice, Davide ; van Schaik, Ilona ; Mozzanica, Mirco Balatti ; Dorrucci, Ettore ; Coim
2021Construction of a Predictive Model for MLB Matches. (2021). Chang, Chia-Hao. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:1:p:7-112:d:499928.

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2021On the intraday return curves of Bitcoin: Predictability and trading opportunities. (2021). Wang, Shixuan ; Bouri, Elie ; Zhao, Yuqian ; Saeed, Tareq ; Marco, Chi Keung. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001228.

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2021Effects of Crude Oil Prices Volatility, the Internet and Inflation on Economic Growth in ASEAN-5 Countries: A Panel Autoregressive Distributed Lag Approach. (2021). Tajuddin, Tajuddin ; Rosnawintang, Rosnawintang ; Saidi, La Ode ; Pasrun, Yuwanda Purnamasari ; Adam, Pasrun. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-3.

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2021Dynamic Relationships between Oil Price, Inflation and Economic Growth: A VARMA, GARCH-in-mean, asymmetric BEKK Model for Turkey. (2021). Bozma, Gurkan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00827.

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2021Examining the dynamic effect of COVID-19 pandemic on dwindling oil prices using structural vector autoregressive model. (2021). Ahmed, Funmilola F ; Adedeji, Abdulkabir N ; Adam, Shehu U. In: Energy. RePEc:eee:energy:v:230:y:2021:i:c:s0360544221010616.

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2021How the fiscal and monetary policy uncertainty of China respond to global oil price volatility: A multi-regime-on-scale approach. (2021). Cheng, Sheng ; Jiang, Qisheng. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001355.

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2021Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions. (2021). Nonejad, Nima. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01882-8.

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2021Oil shocks and stock market volatility: New evidence. (2021). Zhu, BO ; Wang, Jiqian ; Ma, Feng ; Lu, Xinjie. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004394.

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2021Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures: Some new empirical results. (2021). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004977.

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2021Asymmetries in the effect of oil rent shocks on economic growth: A sectoral analysis from the perspective of the oil curse. (2021). Szulczyk, Kenneth ; Badeeb, Ramez ; Lean, Hooi Hooi. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003366.

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2021Bayesian model averaging and the conditional volatility process: an application to predicting aggregate equity returns by conditioning on economic variables. (2021). Nonejad, Nima. In: Quantitative Finance. RePEc:taf:quantf:v:21:y:2021:i:8:p:1387-1411.

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2021Profitability Analysis in Stock Investment Using an LSTM-Based Deep Learning Model. (2021). Mehtab, Sidra ; Dutta, Abhishek ; Sen, Jaydip. In: Papers. RePEc:arx:papers:2104.06259.

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2021Design and Analysis of Robust Deep Learning Models for Stock Price Prediction. (2021). Mehtab, Sidra ; Sen, Jaydip. In: Papers. RePEc:arx:papers:2106.09664.

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2021Forecasting crude oil volatility with geopolitical risk: Do time-varying switching probabilities play a role?. (2021). Ma, Feng ; Wang, LU ; Gao, Xinxin ; Hao, Jianyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921000983.

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2021Asymmetric volatility spillovers between crude oil and Chinas financial markets. (2021). Li, Shouwei ; Wang, HU. In: Energy. RePEc:eee:energy:v:233:y:2021:i:c:s036054422101416x.

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2021Analysis of Sectoral Profitability of the Indian Stock Market Using an LSTM Regression Model. (2021). Mehtab, Sidra ; Mondal, Saikat ; Sen, Jaydip. In: Papers. RePEc:arx:papers:2111.04976.

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2021Do the stocks returns and volatility matter under the COVID-19 pandemic? A Case Study of Pakistan Stock Exchange. (2021). Usman, Muhammad Ahmad ; Ahmad, Ijaz ; Saeed, Muhammad. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:3:y:2021:i:1:p:13-26.

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2021Intraday return predictability in China’s crude oil futures market: New evidence from a unique trading mechanism. (2021). Zhang, Yaojie ; Wang, Yudong ; Wen, Danyan. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:209-219.

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2021Modeling and Probababilistic Forecasting of Natural Gas Prices. (2020). Ziel, Florian ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2010.06227.

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2021Forecasting government support in Irish general elections: Opinion polls and structural models. (2021). Lewis-Beck, Michael S ; Quinlan, Stephen. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1654-1665.

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2021Forecasting multiparty by-elections using Dirichlet regression. (2021). Hanretty, Chris. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1666-1676.

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2021Validating intra-day risk premium in cross-sectional return curves. (2021). Zhao, Yuqian. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s154461232100101x.

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2021Determinants of Non-Performing Loans in Greece: the intricate role of fiscal expansion. (2021). Louri, Helen ; Karadima, Maria. In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe. RePEc:hel:greese:160.

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2021A predictive indicator using lender composition for loan evaluation in P2P lending. (2021). Xiong, Hui ; Luo, Chunyu ; Zhou, Wenjun ; Jiang, Shuai ; Guo, Yanhong. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00261-1.

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2021Determinants of non-performing loans in Greece: the intricate role of fiscal expansion. (2021). Louri, Helen ; Karadima, Maria. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:110741.

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2021Bank Survival Around the World A Meta?Analytic Review. (2021). Kočenda, Evžen ; Iwasaki, Ichiro ; Koenda, Even. In: CEI Working Paper Series. RePEc:hit:hitcei:2021-02.

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2021Inefficiency source tracking: evidence from data envelopment analysis and random forests. (2021). Anouze, Abdel Latef ; Bou-Hamad, Imad. In: Annals of Operations Research. RePEc:spr:annopr:v:306:y:2021:i:1:d:10.1007_s10479-020-03883-3.

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2021Multivariate Analysis of Cryptocurrencies. (2021). Candila, Vincenzo. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:3:p:28-:d:586873.

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2021Identifying the Role of Gold on Sustainable Investment in Indonesia: The DCC-GARCH Approach. (2021). Nugroho, Bayu Adi ; Robiyanto, Robiyanto ; Suyanto, Suyanto ; Frensidy, Budi ; Huruta, Andrian Dolfriandra. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:3:p:119-:d:620561.

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2021Improving Hotel Room Demand Forecasts for Vienna across Hotel Classes and Forecast Horizons: Single Models and Combination Techniques Based on Encompassing Tests. (2021). Gunter, Ulrich. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:4:p:54-919:d:689837.

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2021Multivariate Analysis of Energy Commodities during the COVID-19 Pandemic: Evidence from a Mixed-Frequency Approach. (2021). Candila, Vincenzo ; Andreani, Mila ; Petrella, Lea ; Morelli, Giacomo. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:8:p:144-:d:612252.

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2021Does the Choice of Realized Covariance Measures Empirically Matter? A Bayesian Density Prediction Approach. (2021). Yang, Qiao ; Liu, Jia ; Jin, Xin. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:4:p:45-:d:695927.

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2021Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx. (2021). Weron, Rafał ; Marcjasz, Grzegorz ; Dubrawski, Artur ; Challu, Cristian ; Olivares, Kin G. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2107.

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2021A data-driven operational model for traffic at the Dallas Fort Worth International Airport. (2021). Phillips, Caleb ; Ge, Yanbo ; Eash, Matthew ; Ugirumurera, Juliette ; Ficenec, Karen ; Severino, Joseph ; Williams, Lindy ; Lunacek, Monte. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:94:y:2021:i:c:s0969699721000442.

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2021Demand Forecasting of Individual Probability Density Functions with Machine Learning. (2021). Kerzel, Ulrich ; Wick, Felix ; Feindt, Michael ; Ernst, Jakob ; Stemmer, Daniel ; Singhal, Trapti ; Wolf, Moritz ; Hahn, Martin . In: SN Operations Research Forum. RePEc:spr:snopef:v:2:y:2021:i:3:d:10.1007_s43069-021-00079-8.

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2021Enhancing load, wind and solar generation for day-ahead forecasting of electricity prices. (2021). Weron, Tomasz ; Nitka, Weronika ; Maciejowska, Katarzyna. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s014098832100178x.

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2021Short-term risk management for electricity retailers under rising shares of decentralized solar generation. (2021). Keles, Dogan ; Bertsch, Valentin ; Kraft, Emil ; Russo, Marianna. In: Working Paper Series in Production and Energy. RePEc:zbw:kitiip:57.

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2021Bayesian MIDAS penalized regressions: Estimation, selection, and prediction. (2021). Mogliani, Matteo ; Simoni, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:833-860.

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2021Forecasting imports with information from abroad. (2021). Lehmann, Robert ; Grimme, Christian ; Noeller, Marvin. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:109-117.

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2021Measuring the Business Cycle Chronology with a Novel Business Cycle Indicator for Germany. (2021). , Thomasmayer ; Mayer, Thomas ; Gehringer, Agnieszka. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:17:y:2021:i:1:d:10.1007_s41549-021-00054-6.

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2021Time-Varying Dynamics of the German Business Cycle: A Comprehensive Investigation. (2021). Reif, Magnus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9271.

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2021Predicting the German Economy: Headline Survey Indices Under Test. (2021). Lehmann, Robert ; Reif, Magnus. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:17:y:2021:i:2:d:10.1007_s41549-021-00055-5.

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2021Minnesota-type adaptive hierarchical priors for large Bayesian VARs. (2021). Chan, Joshua. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1212-1226.

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2021Decoupling Shrinkage and Selection for the Bayesian Quantile Regression. (2021). Kohns, David ; Szendrei, Tibor. In: Papers. RePEc:arx:papers:2107.08498.

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2021Modelling Five Variables BVAR for Economic Policies and Growth in Azerbaijan, Kazakhstan and Russia: 2005–2020. (2021). Stankevich, Ivan Pavlovich ; Pilnik, Nikolay Petrovich ; Kopytin, Ivan Aleksandrovich. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-05-58.

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2021Flexible Mixture Priors for Large Time-varying Parameter Models. (2021). Hauzenberger, Niko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:87-108.

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2021The investment narrative: Improving private investment forecasts with media data. (2021). Schmidt, Torsten ; Jentsch, Carsten ; Muller, Henrik ; Blagov, Boris. In: Ruhr Economic Papers. RePEc:zbw:rwirep:921.

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2021Can the Baidu Index predict realized volatility in the Chinese stock market?. (2021). Yan, Kai ; Zhang, Wei ; Shen, Dehua. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-020-00216-y.

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2021YOLO trading: Riding with the herd during the GameStop episode. (2021). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan. In: EconStor Preprints. RePEc:zbw:esprep:230679.

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2021Multivariate volatility forecasts for stock market indices. (2021). Croux, Christophe ; Rombouts, Jeroen ; Wilms, Ines. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:484-499.

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2021A machine learning approach to volatility forecasting. (2021). Veliyev, Bezirgen ; Christensen, Kim ; Siggaard, Mathias. In: CREATES Research Papers. RePEc:aah:create:2021-03.

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2021What are you searching for? On the equivalence of proxies for online investor attention. (2021). Prange, Philipp ; Behrendt, Simon. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310554.

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2021Downside Systematic Risk in Pakistani Stock Market: Role of Corporate Governance, Financial Liberalization and Investor Sentiment. (2021). Malik, Qaisar ; Akbar, Muhammad ; Hussain, Shahzad ; Abbas, Nasir ; Ahmad, Tanveer. In: CAFE Working Papers. RePEc:akf:cafewp:14.

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2021The effect of online environmental news on green industry stocks: The mediating role of investor sentiment. (2021). Shen, Xiaohong ; Yu, Guangjin ; Wang, Gaoshan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:573:y:2021:i:c:s037843712100251x.

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2021Forecasting volatility using double shrinkage methods. (2021). Cheng, Mingmian ; Yang, Xiye ; Swanson, Norman R. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:46-61.

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2021How to gauge investor behavior? A comparison of online investor sentiment measures. (2021). Behrendt, Simon ; Ballinari, Daniele. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:2:d:10.1007_s42521-021-00038-2.

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2021The stabilizing effect of social distancing: Cross-country differences in financial market response to COVID-19 pandemic policies. (2021). Torgler, Benno ; Colthurst, Richard ; Chan, Ho Fai ; Brumpton, Martin ; Bickley, Steve J. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000921.

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2021Stock Portfolio Optimization Using a Deep Learning LSTM Model. (2021). Mehtab, Sidra ; Dutta, Abhishek ; Sen, Jaydip. In: Papers. RePEc:arx:papers:2111.04709.

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2021Realized skewness and the short-term predictability for aggregate stock market volatility. (2021). Wang, Yudong ; Zhang, Yaojie ; He, Mengxi. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002030.

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2021Does investor attention increase stock market volatility during the COVID-19 pandemic?. (2021). Sharma, Susan Sunila ; Xu, Liao ; Wang, Hua. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x21001451.

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2021Empirical Analysis of MSCI China A-Shares. (2021). Li, Yan. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:514-:d:665289.

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2021Forecasting Realized Volatility Using Machine Learning and Mixed-Frequency Data (the Case of the Russian Stock Market). (2021). Leonova, Aleksandra ; Elizarov, Pavel ; Pyrlik, Vladimir. In: CERGE-EI Working Papers. RePEc:cer:papers:wp713.

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2021Examining stock markets and societal mood using Internet memes. (2021). Jeong, Yong Jin ; Jung, Sanghoon. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001192.

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2021The Influence of Research Reports on Stock Returns: The Mediating Effect of Machine-Learning-Based Investor Sentiment. (2021). Wang, Yue ; Shen, Xiaohong. In: Discrete Dynamics in Nature and Society. RePEc:hin:jnddns:5049179.

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2021Social sentiment segregation: Evidence from Twitter and Google Trends in Chile during the COVID-19 dynamic quarantine strategy. (2021). Henriquez, Pablo A ; Diaz, Fernando. In: PLOS ONE. RePEc:plo:pone00:0254638.

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2021The Risk of Algorithm Transparency: How Algorithm Complexity Drives the Effects on Use of Advice. (2021). Thonemann, Ulrich W ; Fugener, Andreas ; Lehmann, Cedric A ; Haubitz, Christiane B. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:078.

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2021Systemic risk measures and distribution forecasting of macroeconomic shocks. (2021). Zhang, YU ; Liu, Yanzhen ; Chen, Guojin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:178-196.

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2021How Market Prices React to Information: Evidence from a Natural Experiment. (2020). Page, Lionel ; Author, Romain Gauriot. In: Working Papers. RePEc:nad:wpaper:20200058.

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2021Efficiency Testing of Prediction Markets: Martingale Approach, Likelihood Ratio and Bayes Factor Analysis. (2021). Vecer, Jan ; Richard, Mark. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:2:p:31-:d:490735.

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2021Populism, political risk, and pandemics: The challenges of political leadership for business in a post-COVID world. (2021). Hartwell, Christopher ; Devinney, Timothy. In: Journal of World Business. RePEc:eee:worbus:v:56:y:2021:i:4:s1090951621000377.

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2021Refinements of Barndorff-Nielsen and Shephard Model: An Analysis of Crude Oil Price with Machine Learning. (2021). Nganje, William ; Sengupta, Indranil ; Hanson, Erik. In: Annals of Data Science. RePEc:spr:aodasc:v:8:y:2021:i:1:d:10.1007_s40745-020-00256-2.

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2021Forecasting of COVID-19 using deep layer Recurrent Neural Networks (RNNs) with Gated Recurrent Units (GRUs) and Long Short-Term Memory (LSTM) cells. (2021). Brenza, Timothy M ; Kawaji, Masahiro ; Sai, Ch Mohan ; Kalaga, Dinesh V ; Arunkumar, K E. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:146:y:2021:i:c:s0960077921002149.

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2021A combined architecture of multivariate LSTM with Mahalanobis and Z-Score transformations for oil price forecasting. (2021). Datta, Tapan Kumar ; Sharma, Nikhil ; Urolagin, Siddhaling. In: Energy. RePEc:eee:energy:v:231:y:2021:i:c:s0360544221012111.

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2021A text-based monitoring tool for the legitimacy and guidance of technological innovation systems. (2021). Nemeczek, Fabian ; Weiss, Daniel. In: Technology in Society. RePEc:eee:teinso:v:66:y:2021:i:c:s0160791x21001615.

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2021Take Bitcoin into your portfolio: a novel ensemble portfolio optimization framework for broad commodity assets. (2021). Jiang, Shangrong ; Li, Yuze ; Wang, Shouyang ; Wei, Yunjie. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00281-x.

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2021The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China. (2021). Zhang, Hongwei ; Gao, Wang ; Liu, Yuanyuan ; Niu, Zibo. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001872.

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2021Influences of sentiment from news articles on EU carbon prices. (2021). Xue, Minggao ; Ye, Jing. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321002929.

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2021Forecasting Crude Oil Price Using Event Extraction. (2021). Huang, Xiaohong ; Liu, Jiangwei. In: Papers. RePEc:arx:papers:2111.09111.

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2021Does news tone help forecast oil?. (2021). Ren, Boru ; Lucey, Brian. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002248.

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2021A novel multiscale forecasting model for crude oil price time series. (2021). Chen, Xueli ; Heng, Jiani ; Hu, Yucai ; Li, Ranran. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:173:y:2021:i:c:s0040162521006144.

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2021A novel method for online real-time forecasting of crude oil price. (2021). Gong, Xue ; Zhang, Weiguo ; Zhao, Yuan ; Wang, Chao. In: Applied Energy. RePEc:eee:appene:v:303:y:2021:i:c:s0306261921009648.

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2021Application of Bagging in Day-Ahead Electricity Price Forecasting and Factor Augmentation. (2021). Yildirim, Dilem ; Ozen, Kadir. In: ERC Working Papers. RePEc:met:wpaper:2101.

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2021A Spectral Model of Grid Frequency for Assessing the Impact of Inertia Response on Wind Turbine Dynamics. (2021). Guo, Feng ; Schlipf, David. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:9:p:2492-:d:544353.

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2021Volatility and Dispersion of Hourly Electricity Contracts on the German Continuous Intraday Market. (2021). Naumann, Michael ; Baule, Rainer. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:22:p:7531-:d:676816.

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2021Comprehensive Review on Electricity Market Price and Load Forecasting Based on Wind Energy. (2021). Garcia, Fausto Pedro ; Acarolu, Hakan . In: Energies. RePEc:gam:jeners:v:14:y:2021:i:22:p:7473-:d:675237.

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2021Narratives in economics. (2021). Reccius, Matthias ; Roos, Michael. In: Papers. RePEc:arx:papers:2109.02331.

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2021Narratives in economics. (2021). Reccius, Matthias. In: Ruhr Economic Papers. RePEc:zbw:rwirep:922.

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2021FX market volatility modelling: Can we use low-frequency data?. (2021). Výrost, Tomáš ; Lyócsa, Štefan ; Vrost, Toma ; Plihal, Toma ; Lyocsa, Tefan. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320315907.

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2021Stock market volatility forecasting: Do we need high-frequency data?. (2021). Molnár, Peter ; Lyócsa, Štefan ; Vrost, Toma ; Molnar, Peter ; Lyocsa, Tefan. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1092-1110.

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2021Night trading with futures in China: The case of Aluminum and Copper. (2021). Todorova, Neda ; Klein, Tony. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002191.

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2021Intraday shelf replenishment decision support for perishable goods. (2021). Stuckenschmidt, Heiner ; Huber, Jakob. In: International Journal of Production Economics. RePEc:eee:proeco:v:231:y:2021:i:c:s0925527320301985.

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2021Machine learning and optimization models for supplier selection and order allocation planning. (2021). Wardley, Leslie J ; Amin, Saman Hassanzadeh ; Islam, Samiul. In: International Journal of Production Economics. RePEc:eee:proeco:v:242:y:2021:i:c:s0925527321002917.

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2021The state of artificial intelligence: Procurement versus sales and marketing. (2021). Bode, Christoph ; Stuckenschmidt, Heiner ; Spreitzenbarth, Jan. In: Chapters from the Proceedings of the Hamburg International Conference of Logistics (HICL). RePEc:zbw:hiclch:249617.

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2021Using Textual and Economic Features to Predict the RMB Exchange Rate. (2021). Hung, Chihli ; Chou, Hsien-Ming ; Chung, Yi-Chen. In: Advances in Management and Applied Economics. RePEc:spt:admaec:v:11:y:2021:i:6:f:11_6_8.

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2021The predictive strength of MBS yield spreads during asset bubbles. (2021). Deku, Solomon ; Kara, Alper ; Semeyutin, Artur. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:56:y:2021:i:1:d:10.1007_s11156-020-00888-8.

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2021Semiparametric time series models driven by latent factor. (2021). Ombao, Hernando ; de Souza, Fernando ; Barreto-Souza, Wagner ; de Oliveira, Gisele. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1463-1479.

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2021Global equity market volatilities forecasting: A comparison of leverage effects, jumps, and overnight information. (2021). Wei, YU ; Ma, Feng ; Li, Yan ; Liang, Chao. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000922.

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2021The role of US implied volatility index in forecasting Chinese stock market volatility: Evidence from HAR models. (2021). Wang, Xiong ; Zhao, Yupei ; Wen, Fenghua ; Xiao, Jihong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:74:y:2021:i:c:p:311-333.

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2021Return connectedness among commodity and financial assets during the COVID-19 pandemic: Evidence from China and the US. (2021). Liang, Chao ; Wei, YU ; Bai, Lan. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s030142072100180x.

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2021Forecasting realized volatility: The role of implied volatility, leverage effect, overnight returns, and volatility of realized volatility. (2021). Tsakou, Katerina ; McMillan, David G ; Kambouroudis, Dimos S. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:10:p:1618-1639.

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2021Is investor sentiment stronger than VIX and uncertainty indices in predicting energy volatility?. (2021). Umar, Muhammad ; Liang, Chao ; Chen, Zhonglu. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004001.

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2021Interest rate trends in a global context. (2021). Tesar, Linda L ; Stolyarov, Dmitriy. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001218.

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2021Predicting risk in energy markets: Low-frequency data still matter. (2021). Výrost, Tomᚠ; Vrost, Toma ; Todorova, Neda ; Lyocsa, Tefan. In: Applied Energy. RePEc:eee:appene:v:282:y:2021:i:pa:s0306261920315567.

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2021Time?varying dynamics of expected shortfall in commodity futures markets. (2021). Auer, Benjamin R ; Mehlitz, Julia S. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:6:p:895-925.

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2021Quantile-based GARCH-MIDAS: Estimating value-at-risk using mixed-frequency information. (2021). Liu, Hening ; Wang, Xinyu ; Xu, Yan. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000465.

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2021A Comparative Analysis on Probability of Volatility Clusters on Cryptocurrencies, and FOREX Currencies. (2021). Chinthapalli, Usha Rekha. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:308-:d:589162.

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2021An ensemble methodology for hierarchical probabilistic electric vehicle load forecasting at regular charging stations. (2021). Straka, Milan ; Refa, Nazir ; Proto, Daniela ; Khormali, Shahab ; Ferruzzi, Gabriella ; de Falco, Pasquale ; Buzna, Lubo ; van der Poel, Gijs. In: Applied Energy. RePEc:eee:appene:v:283:y:2021:i:c:s0306261920317207.

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2021One-day-ahead electricity demand forecasting in holidays using discrete-interval moving seasonalities. (2021). Troncoso, Alicia ; Garcia-Diaz, Carlos J ; Trull, Oscar. In: Energy. RePEc:eee:energy:v:231:y:2021:i:c:s0360544221012147.

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2021Modeling and pricing longevity derivatives using Skellam distribution. (2021). Wang, Chou-Wen ; Liu, I-Chien ; I-Chien Liu, ; Kung, Ko-Lun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:341-354.

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2021Interpretable sports team rating models based on the gradient descent algorithm. (2021). Gagolewski, Marek ; Lasek, Jan. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1061-1071.

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2021Score-driven time series models. (2021). Harvey, Andrew. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2133.

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2021Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data. (2021). Salisu, Afees ; GUPTA, RANGAN ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:202122.

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2021Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks. (2021). Demirer, Riza ; Ji, Qiang ; Gupta, Rangan ; Luo, Jiawen. In: Working Papers. RePEc:pre:wpaper:202130.

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2021OPEC news and jumps in the oil market. (2021). Yoon, Seong-Min ; Pierdzioch, Christian ; Gupta, Rangan ; Gkillas, Konstantinos. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000013.

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2021Dynamic spillovers of geopolitical risks and gold prices: New evidence from 18 emerging economies. (2021). Chen, Jinyu ; Huang, Jianbai ; Li, Yingli. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309685.

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2021Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty. (2021). Salisu, Afees ; GUPTA, RANGAN ; Karmakar, Sayar ; Das, Sonali. In: Working Papers. RePEc:pre:wpaper:202133.

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2021Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data. (2021). Salisu, Afees ; GUPTA, RANGAN ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:202146.

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2021The time-varying effects of financial and geopolitical uncertainties on commodity market dynamics: A TVP-SVAR-SV analysis. (2021). Huang, Jianbai ; Ding, Qian ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000945.

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2021Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?. (2021). Charif, Husni ; Assaf, Ata ; Mokni, Khaled. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001264.

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2021Analyzing the time-frequency connectedness among oil, gold prices and BRICS geopolitical risks. (2021). Zhang, Hongwei ; Gao, Wang ; Huang, Jianbai ; Li, Yingli. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001483.

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2021Exchange Rate Jumps and Geopolitical Risks. (2021). GUPTA, RANGAN ; Vortelinos, Dimitrios ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:202171.

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2021Forecasting power of infectious diseases-related uncertainty for gold realized variance. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Gkillas, Konstantinos. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000179.

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2021Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data. (2021). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Energy. RePEc:eee:energy:v:235:y:2021:i:c:s0360544221015814.

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2021A note on investor happiness and the predictability of realized volatility of gold. (2021). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320303524.

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2021Asymmetry of Risk Evolution in Crude Oil Market: From the Perspective of Dual Attributes of Oil. (2021). Dong, Hao ; Yao, Yanyan ; Li, Zhenghui ; Liu, Yanqiong. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:13:p:4063-:d:589038.

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2021Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers. (2021). Pierdzioch, Christian ; Gupta, Rangan. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:14:p:4173-:d:591975.

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2021Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment. (2021). Pierdzioch, Christian ; GUPTA, RANGAN. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:23:p:8085-:d:693917.

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2021El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet ; Bouri, Elie. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:14:p:7987-:d:596011.

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2021Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty. (2021). Salisu, Afees ; GUPTA, RANGAN ; Das, Sonali ; Karmakar, Sayar. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_017.

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2021Efficiency of Tanzanias foreign exchange market. (2021). Kazungu, Khatibu ; Epaphra, Manamba. In: African Development Review. RePEc:bla:afrdev:v:33:y:2021:i:2:p:368-381.

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2021Forecasting with Business and Consumer Survey Data. (2021). Claveria, Oscar. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:1:p:8-134:d:500803.

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2021Measuring macroeconomic disagreement – A mixed frequency approach. (2021). Wang, Ben Zhe ; Sheen, Jeffrey. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:189:y:2021:i:c:p:547-566.

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2021Uncertainty and Disagreement of Inflation Expectations: Evidence from Household-Level Qualitative Survey Responses. (2021). Zhao, Yongchen. In: Working Papers. RePEc:tow:wpaper:2021-03.

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2021Conventional or additive manufacturing for spare parts management: An extensive comparison for Poisson demand. (2021). Balugani, Elia ; Lolli, Francesco ; Peron, Mirco ; Sgarbossa, Fabio. In: International Journal of Production Economics. RePEc:eee:proeco:v:233:y:2021:i:c:s092552732030342x.

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2021The value of installed base information for spare part inventory control. (2021). Boute, Robert N ; Zhu, Sha ; van der Auweraer, Sarah. In: International Journal of Production Economics. RePEc:eee:proeco:v:239:y:2021:i:c:s0925527321001626.

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2021The power of text-based indicators in forecasting the Italian economic activity. (2021). Monteforte, Libero ; Marcucci, Juri ; aprigliano, valentina ; Luciani, Andrea ; Guaitoli, Gabriele ; Emiliozzi, Simone. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1321_21.

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2021A systematic literature review about dimensioning safety stock under uncertainties and risks in the procurement process. (2021). Carvalho, Sameiro M ; Cortez, Paulo ; Barros, Julio. In: Operations Research Perspectives. RePEc:eee:oprepe:v:8:y:2021:i:c:s2214716021000142.

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2021Estimating robot strengths with application to selection of alliance members in FIRST robotics competitions. (2021). Teng, Jen-Chieh ; Chiang, Chin-Tsang ; Lim, Alejandro. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:158:y:2021:i:c:s0167947321000153.

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Recent citations
Recent citations received in 2021

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2021General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred M. In: Papers. RePEc:arx:papers:2102.13393.

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2021Tail forecasts of inflation using time-varying parameter quantile regressions. (2021). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2103.03632.

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2021Interpretability in deep learning for finance: a case study for the Heston model. (2021). Brigo, Damiano ; de Ocariz, Haitz Saez ; Pallavicini, Andrea ; Huang, Xiaoshan. In: Papers. RePEc:arx:papers:2104.09476.

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2021Next-Day Bitcoin Price Forecast Based on Artificial intelligence Methods. (2021). Yang, Liping. In: Papers. RePEc:arx:papers:2106.12961.

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2021Multiplicative Error Models: 20 years on. (2021). Gallo, Giampiero M ; Cipollini, Fabrizio. In: Papers. RePEc:arx:papers:2107.05923.

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2021Understanding the nature of the long-range memory phenomenon in socioeconomic systems. (2021). Gontis, Vygintas ; Kaulakys, Bronislovas ; Kononovicius, Aleksejus ; Kazakevicius, Rytis. In: Papers. RePEc:arx:papers:2108.02506.

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2021Look Whos Talking: Interpretable Machine Learning for Assessing Italian SMEs Credit Default. (2021). Liberati, Caterina ; Repetto, Marco ; Crosato, Lisa. In: Papers. RePEc:arx:papers:2108.13914.

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2021A Multi-criteria Approach to Evolve Sparse Neural Architectures for Stock Market Forecasting. (2021). La Torre, Davide ; Swain, Akshya ; Broekaert, Jan ; Hafiz, Faizal . In: Papers. RePEc:arx:papers:2111.08060.

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2021Optimal Portfolio Choice and Stock Centrality for Tail Risk Events. (2021). Katsouris, Christis. In: Papers. RePEc:arx:papers:2112.12031.

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2021Do inflation expectations improve model-based inflation Forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Babura, Marta. In: Working Papers. RePEc:bde:wpaper:2138.

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2021Forecasting Italian GDP growth with epidemiological data. (2021). Villa, Stefania ; Flaccadoro, Marco ; Conteduca, Francesco ; Emiliozzi, Simone ; Borin, Alessandro ; Aprigliano, Valentina ; Marchetti, Sabina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_664_21.

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2021Nowcasting South African gross domestic product using a suite of statistical models. (2021). Steenkamp, Daan ; Botha, Byron ; van Jaarsveld, Rossouw ; Reid, Geordie ; Olds, Tim. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:526-554.

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2021Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs. (2021). Koop, Gary ; Hou, Chenghan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0100.

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2021High Public Debt in an Uncertain World: Post-Covid-19 Dangers for Public Finance. (2021). Gros, Daniel. In: EconPol Policy Brief. RePEc:ces:econpb:_38.

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2021Combining Bayesian VARs with survey density forecasts: does it pay off?. (2021). Ravazzolo, Francesco ; Paredes, Joan ; Brenna, Federica ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212543.

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2021The COVID-19 shock and challenges for time series models. (2021). Hartwig, Benny ; Bobeica, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20212558.

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2021Do inflation expectations improve model-based inflation forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Banbura, Marta ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212604.

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2021Fan charts 2.0: flexible forecast distributions with expert judgement. (2021). Sokol, Andrej. In: Working Paper Series. RePEc:ecb:ecbwps:20212624.

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2021Heat load forecasting using adaptive temporal hierarchies. (2021). Madsen, Henrik ; Guericke, Daniela ; Palsson, Olafur Petur ; Nystrup, Peter ; Moller, Jan Kloppenborg ; Bergsteinsson, Hjorleifur G. In: Applied Energy. RePEc:eee:appene:v:292:y:2021:i:c:s0306261921003603.

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2021Minimization of natural gas consumption of domestic boilers with convolutional, long-short term memory neural networks and genetic algorithm. (2021). Bampos, Zafeirios N ; Tsoumalis, Georgios I ; Keranidis, Stratos D ; Biskas, Pandelis N ; Chatzis, Georgios V. In: Applied Energy. RePEc:eee:appene:v:299:y:2021:i:c:s0306261921006760.

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2021A novel method for online real-time forecasting of crude oil price. (2021). Gong, Xue ; Zhang, Weiguo ; Zhao, Yuan ; Wang, Chao. In: Applied Energy. RePEc:eee:appene:v:303:y:2021:i:c:s0306261921009648.

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2021Review of low voltage load forecasting: Methods, applications, and recommendations. (2021). Voss, Marcus ; Giasemidis, Georgios ; Arora, Siddharth ; Haben, Stephen ; Greetham, Danica Vukadinovi. In: Applied Energy. RePEc:eee:appene:v:304:y:2021:i:c:s0306261921011326.

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2021A multivariate HAR-RV model with heteroscedastic errors and its WLS estimation. (2021). Hong, Won-Tak ; Hwang, Eunju. In: Economics Letters. RePEc:eee:ecolet:v:203:y:2021:i:c:s0165176521001324.

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2021Application of bagging in day-ahead electricity price forecasting and factor augmentation. (2021). Yildirim, Dilem ; Ozen, Kadir. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004448.

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2021Point and interval forecasting of electricity supply via pruned ensembles. (2021). de Menezes, Lilian M ; Cyrino, Fernando Luiz ; Meira, Erick. In: Energy. RePEc:eee:energy:v:232:y:2021:i:c:s0360544221012573.

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2021Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19. (2021). Shao, Liuguo ; Chen, Jinyu ; Zhang, Hua. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001629.

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2021Forecasting mortality with international linkages: A global vector-autoregression approach. (2021). Shi, Yanlin ; Li, Hong. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:59-75.

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2021Assessing mortality inequality in the U.S.: What can be said about the future?. (2021). Hyndman, Rob J ; Li, Han. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:152-162.

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2021Longevity risk and capital markets: The 2019-20 update. (2021). , Andrew ; Blake, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:395-439.

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2021Dimensionality reduction in forecasting with temporal hierarchies. (2021). Madsen, Henrik ; Moller, Jan K ; Lindstrom, Erik ; Nystrup, Peter. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1127-1146.

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202130 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial. (2021). Ruiz, Esther ; Pea, Daniel ; Escribano, Alvaro. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1333-1337.

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2021Factor extraction using Kalman filter and smoothing: This is not just another survey. (2021). Ruiz, Esther ; Miranda, Karen ; Poncela, Pilar. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1399-1425.

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2021Principles and algorithms for forecasting groups of time series: Locality and globality. (2021). Hyndman, Rob ; Montero-Manso, Pablo. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1632-1653.

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2021A Practical Guide to harnessing the HAR volatility model. (2021). Clements, Adam ; Daniel, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002417.

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2021Clustering commodity markets in space and time: Clarifying returns, volatility, and trading regimes through unsupervised machine learning. (2021). Vo, Xuan Vinh ; Ur, Mobeen ; Chen, James Ming. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001768.

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2021The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China. (2021). Zhang, Hongwei ; Gao, Wang ; Liu, Yuanyuan ; Niu, Zibo. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001872.

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2021Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach. (2021). Umar, Zaghum ; Gabauer, David ; Balcilar, Mehmet. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002300.

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2021Forecasting electricity consumption of OECD countries: A global machine learning modeling approach. (2021). Gunay, Erdem M ; Murat, K M ; Sen, Doruk. In: Utilities Policy. RePEc:eee:juipol:v:70:y:2021:i:c:s0957178721000564.

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2021Stochastic coherency in forecast reconciliation. (2021). Kourentzes, Nikolaos ; Svetunkov, Ivan ; Pritularga, Kandrika F. In: International Journal of Production Economics. RePEc:eee:proeco:v:240:y:2021:i:c:s0925527321001973.

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2021A novel multiscale forecasting model for crude oil price time series. (2021). Chen, Xueli ; Heng, Jiani ; Hu, Yucai ; Li, Ranran. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:173:y:2021:i:c:s0040162521006144.

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2021Risk Mitigation in Business Activities on Emerging Markets. (2021). Rubaj, Piotr. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:4b:p:699-712.

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2021Macroeconomic Forecasting in a Multi-country Context. (2021). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea ; Bai, Yu. In: Working Papers. RePEc:fip:fedcwq:93660.

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2021Multivariate Analysis of Cryptocurrencies. (2021). Candila, Vincenzo. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:3:p:28-:d:586873.

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2021Predicting the Economic Impact of the COVID-19 Pandemic in the United Kingdom Using Time-Series Mining. (2021). Abdelsamea, Mohammed M ; Rakha, Emad ; Gaber, Mohamed Medhat ; Rady, Dina ; Hettiarachchi, Hansi. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:4:p:137-:d:644305.

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2021A Bayesian Model to Forecast the Time Series Kinetic Energy Data for a Power System. (2021). Gonzalez-Longatt, Francisco ; Ghimire, Bishal ; Shrestha, Ashish. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:11:p:3299-:d:568983.

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2021Distributed Learning Applications in Power Systems: A Review of Methods, Gaps, and Challenges. (2021). Musilek, Petr ; Gholizadeh, Nastaran. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:12:p:3654-:d:577869.

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2021A Pattern New in Every Moment: The Temporal Clustering of Markets for Crude Oil, Refined Fuels, and Other Commodities. (2021). Ur, Mobeen ; Chen, James Ming. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:19:p:6099-:d:642541.

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2021Prediction of Extreme Conditional Quantiles of Electricity Demand: An Application Using South African Data. (2021). Ranganai, Edmore ; Sigauke, Caston ; Maswanganyi, Norman. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:20:p:6704-:d:657229.

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2021Forecasting Commodity Prices: Looking for a Benchmark. (2021). Rubaszek, Micha ; Kwas, Marek. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:27-459:d:577877.

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2021The Wisdom of the Data: Getting the Most Out of Univariate Time Series Forecasting. (2021). Spiliotis, Evangelos ; Petropoulos, Fotios. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:3:p:29-497:d:580455.

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2020Forecasting inflation with twitter. (2020). Aromi, J. Daniel ; Llada, Martin. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4308.

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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.

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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.

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

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

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

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

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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.

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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.

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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.

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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.

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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.

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

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

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2020Tracking and Predicting the German Economy: ifo vs. PMI. (2020). Reif, Magnus ; Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8145.

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

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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.

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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.

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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.

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

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2020Macroeconomic news and acquirer returns in M&As: The impact of investor alertness. (2020). Saunders, Anthony ; Adra, Samer ; Barbopoulos, Leonidas G. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920300274.

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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.

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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.

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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.

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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.

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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.

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2020An encyclopedia for stock markets? Wikipedia searches and stock returns. (2020). Peter, Franziska J ; Behrendt, Simon ; Zimmermann, David J. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302076.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2020Fear of hazards in commodity futures markets. (2020). Miffre, Joelle ; Gonzalez-Fernandez, Marcos ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301680.

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2020The predictive power of oil price shocks on realized volatility of oil: A note. (2020). Shahzad, Syed Jawad Hussain ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad ; Pierdzioch, Christian. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308874.

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2020When US sneezes, clichés spread: How do the commodity index funds react then?. (2020). Phani, B V ; Rahman, Abdul ; Ahmad, Wasim ; Awasthi, Kritika. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308898.

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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.

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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.

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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.

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

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

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

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2020Infectious Diseases, Market Uncertainty and Oil Market Volatility. (2020). GUPTA, RANGAN ; Demirer, Riza ; Pierdzioch, Christian ; Bouri, Elie. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:16:p:4090-:d:395806.

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2020Measuring the Risk of Supply and Demand Imbalance at the Monthly to Seasonal Scale in France. (2020). Tankov, Peter ; Plougonven, Riwal ; Drobinski, Philippe ; Alonzo, Bastien. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:18:p:4888-:d:415383.

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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.

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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.

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2020Load Nowcasting: Predicting Actuals with Limited Data. (2020). Ziel, Florian. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:6:p:1443-:d:334632.

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Recent citations received in 2019

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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.

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

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

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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.

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

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2019Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting. (2019). Weron, Rafał ; Uniejewski, Bartosz ; Serafin, Tomasz. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:13:p:2561-:d:245313.

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2019Weighting Factor Selection of the Ensemble Model for Improving Forecast Accuracy of Photovoltaic Generating Resources. (2019). Hur, Jin ; Kim, Kihan . In: Energies. RePEc:gam:jeners:v:12:y:2019:i:17:p:3315-:d:261701.

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2019Energy Scheduling Using Decision Trees and Emulation: Agriculture Irrigation with Run-of-the-River Hydroelectricity and a PV Case Study. (2019). Faria, Pedro ; Abrishambaf, Omid ; Corchado, Juan M ; Vale, Zita. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:20:p:3987-:d:278446.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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

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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.

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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.

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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.

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2018.

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

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

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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.

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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.

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2018How far can we forecast? Statistical tests of the predictive content. (2018). Knüppel, Malte ; Breitung, Jörg ; Knuppel, Malte. In: Discussion Papers. RePEc:zbw:bubdps:072018.

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

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2018Einige bewertungstheoretische Anmerkungen zur Marktwertanalyse der Plattform transfermarkt.de. (2018). Follert, Florian ; Ackermann, Phil. In: Working Papers of the European Institute for Socioeconomics. RePEc:zbw:eiswps:23.

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