Citation analysis for International Journal of Forecasting / Elsevier

Citation Profile [Updated: 2024-03-05 07:42:34]

5 Years H Index

Impact Factor (IF)

1.43

5 Years IF

1.5

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
1985			0		39	39	0	1	0							1
1986			0		77	116	0	7	0							5
1987			0		60	176	0	8	0							2
1988			0		89	265	0	9	0
1989			0		97	362	0	12	0
1990	0.01	0.11	0.04	0.03	75	437	542	17	17	186	2	362	10		0	5	0.07	0.05
1991	0.02	0.1	0.04	0.03	62	499	375	19	36	172	3	398	12		0		0	0.05
1992	0.04	0.11	0.04	0.04	90	589	1264	23	60	137	5	383	15		0		0	0.05
1993	0.05	0.13	0.04	0.03	79	668	822	27	88	152	7	413	13		0		0	0.06
1994	0.02	0.14	0.04	0.05	70	738	511	27	116	169	4	403	20		0	2	0.03	0.07
1995	0.08	0.22	0.17	0.1	61	799	566	136	253	149	12	376	39	80	58.8	9	0.15	0.1
1996	0.15	0.25	0.23	0.15	65	864	439	194	450	131	19	362	56	96	49.5	2	0.03	0.12
1997	0.1	0.24	0.17	0.15	67	931	1706	160	611	126	13	365	55	56	35	11	0.16	0.11
1998	0.1	0.28	0.24	0.16	35	966	933	229	843	132	13	342	55	66	28.8	1	0.03	0.13
1999	0.31	0.31	0.35	0.23	39	1005	767	348	1192	102	32	298	69	63	18.1	6	0.15	0.15
2000	0.41	0.36	0.27	0.27	59	1064	1480	281	1475	74	30	267	73	83	29.5	6	0.1	0.16
2001	0.32	0.38	0.26	0.32	45	1109	686	286	1765	98	31	265	84	72	25.2	16	0.36	0.17
2002	0.34	0.41	0.29	0.41	58	1167	743	332	2099	104	35	245	101	88	26.5	34	0.59	0.21
2003	0.52	0.44	0.45	0.53	81	1248	1004	540	2660	103	54	236	125	159	29.4	15	0.19	0.22
2004	0.45	0.49	0.43	0.49	69	1317	1716	558	3226	139	62	282	139	96	17.2	28	0.41	0.22
2005	0.53	0.51	0.66	0.55	67	1384	1685	908	4135	150	80	312	171	112	12.3	28	0.42	0.23
2006	0.7	0.5	0.76	0.56	63	1447	2167	1093	5236	136	95	320	179	503	46	24	0.38	0.22
2007	0.88	0.46	0.6	0.59	63	1510	1141	903	6140	130	114	338	201	146	16.2	39	0.62	0.2
2008	1.16	0.49	0.66	0.85	64	1574	1647	1032	7178	126	146	343	292	146	14.1	44	0.69	0.23
2009	0.87	0.48	0.64	0.91	72	1646	1359	1044	8232	127	111	326	296	110	10.5	43	0.6	0.24
2010	1.03	0.48	0.66	0.93	75	1721	1072	1133	9376	136	140	329	306	141	12.4	13	0.17	0.21
2011	1.1	0.52	0.93	1.07	148	1869	1711	1730	11120	147	161	337	360	459	26.5	138	0.93	0.24
2012	0.68	0.52	0.78	0.82	64	1933	2732	1501	12631	223	152	422	348	96	6.4	39	0.61	0.22
2013	0.92	0.56	0.89	0.99	56	1989	1046	1767	14410	212	196	423	419	194	11	40	0.71	0.24
2014	1.73	0.55	1.09	1.24	77	2066	2370	2244	16656	120	208	415	514	195	8.7	115	1.49	0.23
2015	1.91	0.55	1.1	1.22	81	2147	1167	2356	19016	133	254	420	512	244	10.4	80	0.99	0.23
2016	1.96	0.53	1.19	1.41	102	2249	1795	2674	21698	158	310	426	599	327	12.2	134	1.31	0.21
2017	1.51	0.55	1.15	1.7	76	2325	1071	2660	24367	183	276	380	645	281	10.6	51	0.67	0.21
2018	1.74	0.56	1.22	1.68	52	2377	770	2884	27272	178	310	392	660	156	5.4	38	0.73	0.24
2019	1.91	0.58	1.46	1.88	128	2505	1121	3643	30922	128	244	388	728	494	13.6	88	0.69	0.23
2020	1.99	0.7	1.59	1.85	98	2603	952	4124	35054	180	359	439	814	500	12.1	138	1.41	0.33
2021	1.92	0.84	1.54	1.89	101	2704	474	4164	39220	226	434	456	863	357	8.6	107	1.06	0.31
2022	2.16	0.93	1.49	1.76	97	2801	229	4160	43382	199	430	455	803	656	15.8	113	1.16	0.28
2023	1.43	1.04	1.18	1.5	107	2908	63	3439	46821	198	284	476	713	498	14.5	64	0.6	0.28

IF:	Two years Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for all series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Five years 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

#	Year	Title	Cited
1	2012	Better 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	1901
2	1997	Testing 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	1125
3	1986	Forecasting 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	823
4	1989	Combining 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	674
5	2006	Another 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	640
6	2014	Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, RafaÃâ. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081. Full description at Econpapers \|\| Download paper	510
7	1992	Modeling 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	486
8	1998	Forecasting with artificial neural networks:: The state of the art. (1998). Patuwo, Eddy B. ; Hu, Michael Y. ; Zhang, Guoqiang. In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:1:p:35-62. Full description at Econpapers \|\| Download paper	419
9	2000	The M3-Competition: results, conclusions and implications. (2000). Hibon, Michele ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476. Full description at Econpapers \|\| Download paper	401
10	2010	Comparing and evaluating Bayesian predictive distributions of asset returns. (2010). Geweke, John ; amisano, gianni. In: International Journal of Forecasting. RePEc:eee:intfor:v:26:y::i:2:p:216-230. Full description at Econpapers \|\| Download paper	287
11	2002	A state space framework for automatic forecasting using exponential smoothing methods. (2002). Snyder, Ralph ; Hyndman, Rob ; Koehler, Anne B. ; Grose, Simone. In: International Journal of Forecasting. RePEc:eee:intfor:v:18:y:2002:i:3:p:439-454. Full description at Econpapers \|\| Download paper	266
12	1992	Error measures for generalizing about forecasting methods: Empirical comparisons. (1992). Armstrong, J. ; Collopy, Fred . In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:1:p:69-80. Full description at Econpapers \|\| Download paper	258
13	1999	The 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	237
14	2007	Combining density forecasts. (2007). Mitchell, James ; Hall, Stephen. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:1:p:1-13. Full description at Econpapers \|\| Download paper	217
15	2014	Evaluating early warning indicators of banking crises: Satisfying policy requirements. (2014). Juselius, John ; Drehmann, Mathias. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:759-780. Full description at Econpapers \|\| Download paper	215
16	2004	Bridge models to forecast the euro area GDP. (2004). Golinelli, Roberto ; Baffigi, Alberto ; Parigi, Giuseppe . In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:3:p:447-460. Full description at Econpapers \|\| Download paper	209
17	2006	Modelling and forecasting the diffusion of innovation - A 25-year review. (2006). Islam, Towhidul ; Meade, Nigel. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:519-545. Full description at Econpapers \|\| Download paper	201
18	1995	Forecasting tourism demand: A review of empirical research. (1995). Witt, Christine A.. In: International Journal of Forecasting. RePEc:eee:intfor:v:11:y:1995:i:3:p:447-475. Full description at Econpapers \|\| Download paper	200
19	2016	Probabilistic 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	194
20	2011	MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:2:p:529-542. Full description at Econpapers \|\| Download paper	187
21	2016	Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond. (2016). Hyndman, Rob ; Hong, Tao ; Pinson, Pierre ; Troccoli, Alberto ; Zareipour, Hamidreza ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:896-913. Full description at Econpapers \|\| Download paper	186
22	2005	Macro variables and international stock return predictability. (2005). Wohar, Mark ; Rapach, David E. ; Rangvid, Jesper . In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:1:p:137-166. Full description at Econpapers \|\| Download paper	183
23	2006	25 years of time series forecasting. (2006). Hyndman, Rob ; Gooijer, Jan G.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:443-473. Full description at Econpapers \|\| Download paper	175
24	2011	MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:529-542. Full description at Econpapers \|\| Download paper	174
25	2008	Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data. (2008). Schumacher, Christian ; Breitung, JÃÆÃÂ¶rg. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:3:p:386-398. Full description at Econpapers \|\| Download paper	173
26	2006	Judgmental forecasting: A review of progress over the last 25 years. (2006). Onkal, Dilek ; Goodwin, Paul ; Lawrence, Michael ; O'Connor, Marcus. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:493-518. Full description at Econpapers \|\| Download paper	168
27	2008	Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models. (2008). Weron, RafaÃâ ; Misiorek, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:744-763. Full description at Econpapers \|\| Download paper	168
28	2005	Forecasting electricity prices for a day-ahead pool-based electric energy market. (2005). CONEJO, Antonio J. ; Espinola, Rosa ; Plazas, Miguel A. ; Contreras, Javier. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:3:p:435-462. Full description at Econpapers \|\| Download paper	167
29	2008	The financial analyst forecasting literature: A taxonomy with suggestions for further research. (2008). Shane, Philip ; Ramnath, Sundaresh ; ROCK, STEVE. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:1:p:34-75. Full description at Econpapers \|\| Download paper	164
30	2000	Out-of-sample tests of forecasting accuracy: an analysis and review. (2000). Tashman, Leonard J.. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:437-450. Full description at Econpapers \|\| Download paper	164
31	2011	Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search. (2011). Wintoki, Babajide M. ; Zhang, Zelin ; Joseph, Kissan. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:4:p:1116-1127. Full description at Econpapers \|\| Download paper	155
32	2013	Combining expert forecasts: Can anything beat the simple average?. (2013). Meyler, Aidan ; Kenny, Geoff ; Genre, Veronique ; Timmermann, Allan. In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:1:p:108-121. Full description at Econpapers \|\| Download paper	155
33	2009	Forecasting exchange rates with a large Bayesian VAR. (2009). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, G.. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:2:p:400-417. Full description at Econpapers \|\| Download paper	149
34	2009	Effective forecasting and judgmental adjustments: an empirical evaluation and strategies for improvement in supply-chain planning. (2009). Nikolopoulos, Konstantinos ; Lawrence, Michael ; Fildes, Robert ; Goodwin, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:1:p:3-23. Full description at Econpapers \|\| Download paper	144
35	2004	Efficient market hypothesis and forecasting. (2004). Timmermann, Allan ; Granger, Clive. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:15-27. Full description at Econpapers \|\| Download paper	142
36	2008	Forecasting electricity prices: The impact of fundamentals and time-varying coefficients. (2008). Bunn, Derek W. ; Karakatsani, Nektaria V.. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:764-785. Full description at Econpapers \|\| Download paper	141
37	1993	Comments on Earnings forecasting research: its implications for capital markets research by L. Brown. (1993). Brown, Philip. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:331-335. Full description at Econpapers \|\| Download paper	133
38	1993	Betting 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. Full description at Econpapers \|\| Download paper	133
39	1993	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:295-320. Full description at Econpapers \|\| Download paper	133
40	2004	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:5-10. Full description at Econpapers \|\| Download paper	132
41	2004	Authors 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. Full description at Econpapers \|\| Download paper	130
42	2005	The accuracy of intermittent demand estimates. (2005). Syntetos, Aris A. ; Boylan, John E.. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:2:p:303-314. Full description at Econpapers \|\| Download paper	127
43	2001	How accurate are private sector forecasts? Cross-country evidence from consensus forecasts of output growth. (2001). Loungani, Prakash. In: International Journal of Forecasting. RePEc:eee:intfor:v:17:y:2001:i:3:p:419-432. Full description at Econpapers \|\| Download paper	127
44	2017	The predictive power of Google searches in forecasting US unemployment. (2017). D'Amuri, Francesco ; Damuri, Francesco ; Marcucci, Juri . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:801-816. Full description at Econpapers \|\| Download paper	126
45	2009	Forecasting economic and financial variables with global VARs. (2009). Smith, L. Vanessa ; Schuermann, Til ; Pesaran, M. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:4:p:642-675. Full description at Econpapers \|\| Download paper	124
46	2000	A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers. (2000). Thomas, Lyn C.. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:2:p:149-172. Full description at Econpapers \|\| Download paper	120
47	1993	Reply to commentaries on Earnings forecasting research: its implications for capital markets research. (1993). Brown, Lawrence D.. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:343-344. Full description at Econpapers \|\| Download paper	115
48	2020	The M4 Competition: 100,000 time series and 61 forecasting methods. (2020). Assimakopoulos, Vassilios ; Spiliotis, Evangelos ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:54-74. Full description at Econpapers \|\| Download paper	113
49	1992	The evaluation of extrapolative forecasting methods. (1992). Fildes, Robert. In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:1:p:81-98. Full description at Econpapers \|\| Download paper	113
50	1993	Accuracy measures: theoretical and practical concerns. (1993). Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:4:p:527-529. Full description at Econpapers \|\| Download paper	113

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2012	Better 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	762
2	2006	Another 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	145
3	1997	Testing 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	123
4	2014	Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, RafaÃâ. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081. Full description at Econpapers \|\| Download paper	93
5	2020	The M4 Competition: 100,000 time series and 61 forecasting methods. (2020). Assimakopoulos, Vassilios ; Spiliotis, Evangelos ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:54-74. Full description at Econpapers \|\| Download paper	68
6	1998	Forecasting with artificial neural networks:: The state of the art. (1998). Patuwo, Eddy B. ; Hu, Michael Y. ; Zhang, Guoqiang. In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:1:p:35-62. Full description at Econpapers \|\| Download paper	61
7	2020	DeepAR: Probabilistic forecasting with autoregressive recurrent networks. (2020). Januschowski, Tim ; Gasthaus, Jan ; Flunkert, Valentin ; Salinas, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1181-1191. Full description at Econpapers \|\| Download paper	56
8	1999	The 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	50
9	1992	Modeling 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	50
10	1989	Combining 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	46
11	2016	Probabilistic 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	45
12	2004	Authors 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. Full description at Econpapers \|\| Download paper	45
13	2016	The forecast combination puzzle: A simple theoretical explanation. (2016). Vasnev, Andrey ; Magnus, Jan R ; Claeskens, Gerda ; Wang, Wendun. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:754-762. Full description at Econpapers \|\| Download paper	44
14	2002	A state space framework for automatic forecasting using exponential smoothing methods. (2002). Snyder, Ralph ; Hyndman, Rob ; Koehler, Anne B. ; Grose, Simone. In: International Journal of Forecasting. RePEc:eee:intfor:v:18:y:2002:i:3:p:439-454. Full description at Econpapers \|\| Download paper	43
15	2000	The M3-Competition: results, conclusions and implications. (2000). Hibon, Michele ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476. Full description at Econpapers \|\| Download paper	41
16	2014	Evaluating early warning indicators of banking crises: Satisfying policy requirements. (2014). Juselius, John ; Drehmann, Mathias. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:759-780. Full description at Econpapers \|\| Download paper	41
17	2016	Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond. (2016). Hyndman, Rob ; Hong, Tao ; Pinson, Pierre ; Troccoli, Alberto ; Zareipour, Hamidreza ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:896-913. Full description at Econpapers \|\| Download paper	40
18	2004	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:5-10. Full description at Econpapers \|\| Download paper	38
19	2020	Forecasting global equity market volatilities. (2020). Liao, Yin ; Ma, Feng ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1454-1475. Full description at Econpapers \|\| Download paper	37
20	2020	The 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. Full description at Econpapers \|\| Download paper	37
21	2017	The predictive power of Google searches in forecasting US unemployment. (2017). D'Amuri, Francesco ; Damuri, Francesco ; Marcucci, Juri . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:801-816. Full description at Econpapers \|\| Download paper	36
22	2000	Out-of-sample tests of forecasting accuracy: an analysis and review. (2000). Tashman, Leonard J.. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:437-450. Full description at Econpapers \|\| Download paper	35
23	2020	A hybrid method of exponential smoothing and recurrent neural networks for time series forecasting. (2020). Smyl, Slawek. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:75-85. Full description at Econpapers \|\| Download paper	35
24	2020	Forecasting 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. Full description at Econpapers \|\| Download paper	35
25	2011	Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search. (2011). Wintoki, Babajide M. ; Zhang, Zelin ; Joseph, Kissan. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:4:p:1116-1127. Full description at Econpapers \|\| Download paper	34
26	2020	FFORMA: Feature-based forecast model averaging. (2020). Talagala, Thiyanga S ; Hyndman, Rob J ; Athanasopoulos, George ; Montero-Manso, Pablo. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:86-92. Full description at Econpapers \|\| Download paper	32
27	2010	Comparing and evaluating Bayesian predictive distributions of asset returns. (2010). Geweke, John ; amisano, gianni. In: International Journal of Forecasting. RePEc:eee:intfor:v:26:y::i:2:p:216-230. Full description at Econpapers \|\| Download paper	32
28	2021	Recurrent 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. Full description at Econpapers \|\| Download paper	32
29	2019	Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives. (2019). Shin, Minchul ; Diebold, Francis X. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1679-1691. Full description at Econpapers \|\| Download paper	31
30	2020	Forecasting stock price volatility: New evidence from the GARCH-MIDAS model. (2020). Yang, Lin ; Liu, Jing ; Ma, Feng ; Wang, LU. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:684-694. Full description at Econpapers \|\| Download paper	30
31	2018	The M4 Competition: Results, findings, conclusion and way forward. (2018). Makridakis, Spyros ; Assimakopoulos, Vassilios ; Spiliotis, Evangelos . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:802-808. Full description at Econpapers \|\| Download paper	27
32	2007	Combining density forecasts. (2007). Mitchell, James ; Hall, Stephen. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:1:p:1-13. Full description at Econpapers \|\| Download paper	27
33	2016	A new metric of absolute percentage error for intermittent demand forecasts. (2016). Kim, Sung Il . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:669-679. Full description at Econpapers \|\| Download paper	27
34	2021	Temporal 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. Full description at Econpapers \|\| Download paper	26
35	2019	Text-based crude oil price forecasting: A deep learning approach. (2019). Wang, Shouyang ; Shang, Wei ; Li, Xuerong. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1548-1560. Full description at Econpapers \|\| Download paper	25
36	2019	Forecasting 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. Full description at Econpapers \|\| Download paper	24
37	2000	The theta model: a decomposition approach to forecasting. (2000). Nikolopoulos, Konstantinos ; Assimakopoulos, V.. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:521-530. Full description at Econpapers \|\| Download paper	24
38	2019	Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO. (2019). Weron, RafaÃâ ; Marcjasz, Grzegorz ; Uniejewski, Bartosz . In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1533-1547. Full description at Econpapers \|\| Download paper	24
39	2005	The accuracy of intermittent demand estimates. (2005). Syntetos, Aris A. ; Boylan, John E.. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:2:p:303-314. Full description at Econpapers \|\| Download paper	23
40	2014	A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates. (2014). Marcellino, Massimiliano ; Foroni, Claudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:554-568. Full description at Econpapers \|\| Download paper	23
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43	2021	Forecast reconciliation: A geometric view with new insights on bias correction. (2021). Hyndman, Rob ; Athanasopoulos, George ; Gamakumara, Puwasala ; Panagiotelis, Anastasios. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:343-359. Full description at Econpapers \|\| Download paper	22
44	2017	Quantile regression forecasts of inflation under model uncertainty. (2017). Korobilis, Dimitris. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:11-20. Full description at Econpapers \|\| Download paper	22
45	2004	Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood. (2004). Lee, Tae Hwy ; Gonzalez-Rivera, Gloria ; Mishra, Santosh . In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:4:p:629-645. Full description at Econpapers \|\| Download paper	22
46	2021	Machine learning model for Bitcoin exchange rate prediction using economic and technology determinants. (2021). Gao, Ying ; Jia, Lifen ; Xu, Huilin ; Chen, Wei. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:28-43. Full description at Econpapers \|\| Download paper	22
47	1993	Accuracy measures: theoretical and practical concerns. (1993). Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:4:p:527-529. Full description at Econpapers \|\| Download paper	22
48	2005	The M3 competition: Statistical tests of the results. (2005). Stekler, Herman ; Franses, Philip Hans ; Koning, Alex J. ; Hibon, Michele . In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:3:p:397-409. Full description at Econpapers \|\| Download paper	22
49	2013	Combining expert forecasts: Can anything beat the simple average?. (2013). Meyler, Aidan ; Kenny, Geoff ; Genre, Veronique ; Timmermann, Allan. In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:1:p:108-121. Full description at Econpapers \|\| Download paper	22
50	2006	Modelling and forecasting the diffusion of innovation - A 25-year review. (2006). Islam, Towhidul ; Meade, Nigel. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:519-545. Full description at Econpapers \|\| Download paper	22

Citing documents used to compute impact factor: 284

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2023	Nowcasting Unemployment Using Neural Networks and Multi-Dimensional Google Trends Data. (2023). Stundien, Alina ; Lukauskas, Mantas ; Pilinkien, Vaida ; Grybauskas, Andrius ; Bruneckien, Jurgita. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:5:p:130-:d:1132215. Full description at Econpapers \|\| Download paper
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2023	Searching for migration: estimating Japanese migration to Europe with Google Trends data. (2023). Verhaeghe, Pieter-Paul ; Leysen, Bert. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:5:d:10.1007_s11135-022-01560-0. Full description at Econpapers \|\| Download paper
2023	Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data. (2023). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1122-1144. Full description at Econpapers \|\| Download paper
2023	Testing big data in a big crisis: Nowcasting under Covid-19. (2023). Ratto, Marco ; Pericoli, Filippo Maria ; Barbaglia, Luca ; Pezzoli, Luca Tiozzo ; Onorante, Luca ; Frattarolo, Lorenzo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1548-1563. Full description at Econpapers \|\| Download paper
2023	Is entropy an indicator of port traffic predictability? The evidence from Chinese ports. (2023). Grifoll, Manel ; Huang, Dong ; Lin, Qin ; Feng, Hongxiang ; Yang, Dong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:612:y:2023:i:c:s0378437123000389. Full description at Econpapers \|\| Download paper
2023	Skewness in energy returns: estimation, testing and retain-->implications for tail risk. (2023). Iguez, Trino-Manuel ; Leon, Angel ; Carnero, Angeles M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:178-189. Full description at Econpapers \|\| Download paper
2023	ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10449. Full description at Econpapers \|\| Download paper
2023	ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Yang, Cheng ; Lahiri, Kajal. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:2:d:10.1007_s41549-023-00082-4. Full description at Econpapers \|\| Download paper
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2023	Will the last be the first? Ranking German macroeconomic forecasters based on different criteria. (2023). Dopke, Jorg ; Kohler, Tim. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:2:d:10.1007_s00181-022-02267-9. Full description at Econpapers \|\| Download paper
2023	Quantifying priorities in business cycle reports: Analysis of recurring textual patterns around peaks and troughs. (2023). Foltas, Alexander. In: Working Papers. RePEc:zbw:pp1859:44. Full description at Econpapers \|\| Download paper
2023	An online transfer learning model for wind turbine power prediction based on spatial feature construction and system-wide update. (2023). Wei, LU ; Li, Jianping ; Wang, Jujie ; Liu, Ling. In: Applied Energy. RePEc:eee:appene:v:340:y:2023:i:c:s0306261923004130. Full description at Econpapers \|\| Download paper
2023	Distributed ARIMA models for ultra-long time series. (2023). Li, Feng ; Hyndman, Rob ; Kang, Yanfei ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1163-1184. Full description at Econpapers \|\| Download paper
2023	Stock market volatility prediction: Evidence from a new bagging model. (2023). Huang, Dengshi ; Xu, Weiju ; Bu, Jinfeng ; Luo, Qin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:445-456. Full description at Econpapers \|\| Download paper
2023	The economics of movies (revisited): A survey of recent literature. (2023). McKenzie, Jordi. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:480-525. Full description at Econpapers \|\| Download paper
2023	Wind power forecasting considering data privacy protection: A federated deep reinforcement learning approach. (2023). Zhang, Meng ; Li, Yuanzheng ; Wang, Ruinong ; Long, Chao. In: Applied Energy. RePEc:eee:appene:v:329:y:2023:i:c:s0306261922015483. Full description at Econpapers \|\| Download paper
2023	Scarring effects of the COVID-19 pandemic on the Italian labour market. (2022). Fiaschi, Davide ; Tealdi, Cristina. In: Papers. RePEc:arx:papers:2202.13317. Full description at Econpapers \|\| Download paper
2023	Evaluation of the best M4 competition methods for small area population forecasting. (2023). Temple, Jeromey ; Grossman, Irina ; Wilson, Tom. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:110-122. Full description at Econpapers \|\| Download paper
2023	Cross-temporal forecast reconciliation: Optimal combination method and heuristic alternatives. (2023). Girolimetto, Daniele ; di Fonzo, Tommaso. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:39-57. Full description at Econpapers \|\| Download paper
2023	Probabilistic forecast reconciliation: Properties, evaluation and score optimisation. (2023). Hyndman, Rob ; Athanasopoulos, George ; Gamakumara, Puwasala ; Panagiotelis, Anastasios. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:2:p:693-706. Full description at Econpapers \|\| Download paper
2023	Optimal reconciliation with immutable forecasts. (2023). Li, Feng ; Panagiotelis, Anastasios ; Kang, Yanfei ; Zhang, Bohan. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:2:p:650-660. Full description at Econpapers \|\| Download paper
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2023	Explainable AI for Operational Research: A Defining Framework, Methods, Applications, and a Research Agenda. (2023). Lessmann, Stefan ; Kraus, Mathias ; Delen, Dursun ; Choi, Tsan-Ming ; Boute, Robert N ; Weber, Richard ; Baesens, Bart ; Verbeke, Wouter ; Slowiski, Roman ; Vairetti, Carla ; de Caigny, Arno ; Oskarsdottir, Maria ; Coussement, Kristof ; Martens, David ; de Bock, Koen W ; Maldonado, Sebastian. In: Post-Print. RePEc:hal:journl:hal-04219546. Full description at Econpapers \|\| Download paper
2023	Heat load forecasting using adaptive spatial hierarchies. (2023). Madsen, Henrik ; Moller, Jan Kloppenborg ; Sorensen, Mikkel Lindstrom ; Bergsteinsson, Hjorleifur G. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s0306261923010401. Full description at Econpapers \|\| Download paper
2023	The attachment of adult women to the Italian labour market in the shadow of COVID-19. (2023). Tealdi, Cristina ; Fiaschi, Davide. In: Labour Economics. RePEc:eee:labeco:v:83:y:2023:i:c:s0927537123000775. Full description at Econpapers \|\| Download paper
2023	On the evaluation of hierarchical forecasts. (2023). Kourentzes, Nikolaos ; Athanasopoulos, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1502-1511. Full description at Econpapers \|\| Download paper
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2023	Shrinking the Variance in Expertsâ âClassicalâ Weights Used in Expert Judgment Aggregation. (2023). Hanea, Anca M ; Robinson, Andrew ; Nane, Gabriela F ; Dharmarathne, Gayan. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:3:p:29-535:d:1223595. Full description at Econpapers \|\| Download paper
2023	The profitability of online loans: A competing risks analysis on default and prepayment. (2023). Yao, Xiao ; Bellotti, Anthony ; Li, Aimin. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:2:p:968-985. Full description at Econpapers \|\| Download paper
2023	Predicting loss given default of unsecured consumer loans with time-varying survival scores. (2023). Bellotti, Anthony ; Li, Zhiyong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x2300015x. Full description at Econpapers \|\| Download paper
2023	Forecasting for regulatory credit loss derived from the COVID-19 pandemic: A machine learning approach. (2023). Fernandez-Aguado, Pilar Gomez ; Urea, Antonio Partal ; Gonzalez, Marta Ramos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000338. Full description at Econpapers \|\| Download paper
2023	Heterogeneities among credit risk parameter distributions: the modality defines the best estimation method. (2023). Zollner, Marvin ; Gurtler, Marc. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:45:y:2023:i:1:d:10.1007_s00291-022-00689-6. Full description at Econpapers \|\| Download paper
2023	The effect of the disposal of non-performing loans on interbank liquidity risk in China: A cash flow network-based analysis. (2023). Shouyang, Wang ; Yahan, Wang ; Fangcheng, Tang ; Kun, Guo ; Jiajia, Liu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:105-119. Full description at Econpapers \|\| Download paper
2023	Volatility jumps and the classification of monetary policy announcements. (2023). Gallo, Giampiero ; Otranto, Edoardo ; Lacava, Demetrio. In: Papers. RePEc:arx:papers:2305.12192. Full description at Econpapers \|\| Download paper
2023	Volatility jumps and the classification of monetary policy announcements. (2023). Gallo, Giampiero ; Otranto, E ; Lacava, D. In: Working Paper CRENoS. RePEc:cns:cnscwp:202306. Full description at Econpapers \|\| Download paper
2023	Realized Covariance Models with Time-varying Parameters and Spillover Effects. (2023). Bauwens, Luc ; Otranto, Edoardo. In: LIDAM Discussion Papers CORE. RePEc:cor:louvco:2023019. Full description at Econpapers \|\| Download paper
2023	Predicting stock realized variance based on an asymmetric robust regression approach. (2023). He, Mengxi ; Zhang, Yaojie ; Hao, Xianfeng ; Zhao, Yuqi. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1022-1047. Full description at Econpapers \|\| Download paper
2023	Improving variance forecasts: The role of Realized Variance features. (2023). Papantonis, Ioannis ; Tzavalis, Elias ; Rompolis, Leonidas. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1221-1237. Full description at Econpapers \|\| Download paper
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2023	Robust regression for electricity demand forecasting against cyberattacks. (2023). Wang, You-Gan ; Wu, Jinran ; Vandenheuvel, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1573-1592. Full description at Econpapers \|\| Download paper
2023	Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592. Full description at Econpapers \|\| Download paper
2023	Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects. (2023). Dong, Xiaowen ; Cucuringu, Mihai ; Pu, Xingyue ; Zhang, Chao. In: Papers. RePEc:arx:papers:2308.01419. Full description at Econpapers \|\| Download paper
2023	Stock market volatility predictability in a data-rich world: A new insight. (2023). Ma, Yuanhui ; Wahab, M. I. M., ; Wang, Jiqian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1804-1819. Full description at Econpapers \|\| Download paper
2023	Composite forecasting of vast-dimensional realized covariance matrices using factor state-space models. (2023). Hartkopf, Jan Patrick. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:1:d:10.1007_s00181-022-02245-1. Full description at Econpapers \|\| Download paper
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2023	A Hybrid Framework for Detection and Analysis of Leaf Blight Using Guava Leaves Imaging. (2023). Rauf, Hafiz Tayyab ; Ragab, Adham E ; Ur, Saeed ; Okon, Ofonime Dominic ; Raza, Mudassar ; Mumtaz, Sidrah. In: Agriculture. RePEc:gam:jagris:v:13:y:2023:i:3:p:667-:d:1095888. Full description at Econpapers \|\| Download paper
2023	Optimized ensemble value function approximation for dynamic programming. (2023). Cervellera, Cristiano. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:2:p:719-730. Full description at Econpapers \|\| Download paper
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2023	LoMEF: A framework to produce local explanations for global model time series forecasts. (2023). Hyndman, Rob ; Bergmeir, Christoph ; Rajapaksha, Dilini. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1424-1447. Full description at Econpapers \|\| Download paper
2023	From BASEL III to BASEL IV and beyond: Expected shortfall and expectile risk measures. (2023). Nedeltchev, Dragomir C ; Zaevski, Tsvetelin S. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001618. Full description at Econpapers \|\| Download paper
2023	Loss function-based change point detection in risk measures. (2023). Wang, Shixuan ; Lazar, Emese ; Xue, Xiaohan. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:1:p:415-431. Full description at Econpapers \|\| Download paper
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2023	Machine learning for US cross-industry return predictability under information uncertainty. (2023). Khlifi, Foued ; ben Lahouel, Bechir ; ben Zaied, Younes ; Awijen, Haithem. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000193. Full description at Econpapers \|\| Download paper
2023	A tale of two recession-derivative indicators. (2023). Yang, Cheng ; Lahiri, Kajal. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02361-6. Full description at Econpapers \|\| Download paper
2023	Improving Portfolio Performance Using a Novel Method for Predicting Financial Regimes. (2023). Gorse, Denise ; Pomorski, Piotr. In: Papers. RePEc:arx:papers:2310.04536. Full description at Econpapers \|\| Download paper
2023	Real-time Prediction of the Great Recession and the Covid-19 Recession. (2023). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.08536. Full description at Econpapers \|\| Download paper
2023	On spare parts demand and the installed base concept: A theoretical approach. (2023). Frenk, J. B. G., ; Amniattalab, Ayda ; Hekimolu, Mustafa. In: International Journal of Production Economics. RePEc:eee:proeco:v:266:y:2023:i:c:s092552732300275x. Full description at Econpapers \|\| Download paper
2023	Forecasting VIX using two-component realized EGARCH model. (2023). Liu, LI ; Zhao, AN ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000578. Full description at Econpapers \|\| Download paper
2023	Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks. (2023). Bouri, Elie ; Gupta, Rangan ; Plakandaras, Vasilios ; Foglia, Matteo. In: Working Papers. RePEc:pre:wpaper:202337. Full description at Econpapers \|\| Download paper
2023	A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208. Full description at Econpapers \|\| Download paper
2023	Regional Productivity Network in the EU. (2023). Shin, Yongcheol ; Serlenga, Laura ; Mastromarco, Camilla. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10404. Full description at Econpapers \|\| Download paper
2023	Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets. (2023). Zhu, You ; Uddin, Gazi Salah ; Xie, Chi ; Feng, Yusen ; Wan, LI ; Wang, Gang-Jin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000340. Full description at Econpapers \|\| Download paper
2023	Model-free connectedness measures. (2023). Stenfors, Alexis ; Chatziantoniou, Ioannis ; Gabauer, David. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001770. Full description at Econpapers \|\| Download paper
2023	Trade openness and connectedness of national productions: Do financial openness, economic specialization, and the size of the country matter?. (2023). Toure, Adam ; Mao Takongmo, Charles-O., . In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001529. Full description at Econpapers \|\| Download paper
2023	Recent developments of the autoregressive distributed lag modelling framework. (2023). Cho, Jin Seo ; Shin, Yongcheol ; Greenwoodnimmo, Matthew. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:7-32. Full description at Econpapers \|\| Download paper
2023	What is mine is yours: Sovereign risk transmission during the European debt crisis. (2023). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000037. Full description at Econpapers \|\| Download paper
2023	Which return regime induces overconfidence behavior? Artificial intelligence and a nonlinear approach. (2023). alp coÅkun, esra ; Marco, Chi Keung ; Kahyaoglu, Hakan ; Cokun, Esra Alp. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00446-2. Full description at Econpapers \|\| Download paper
2023	Probabilistic spatiotemporal forecasting of wind speed based on multi-network deep ensembles method. (2023). Qu, Yuhua ; Shen, Qin ; Liu, Shuai ; Qin, Hui ; Wang, Yun ; Zhou, Jianzhong. In: Renewable Energy. RePEc:eee:renene:v:209:y:2023:i:c:p:231-247. Full description at Econpapers \|\| Download paper
2023	The COVID-19 shock and challenges for inflation modelling. (2023). Hartwig, Benny ; Bobeica, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:519-539. Full description at Econpapers \|\| Download paper
2023	Recent developments in multivariate wind and solar power forecasting. (2023). Madsen, Henrik ; Bacher, Peder ; Moller, Jan K ; Bjerregrd, Mathias B ; Nystrup, Peter ; Sorensen, Mikkel L. In: Wiley Interdisciplinary Reviews: Energy and Environment. RePEc:bla:wireae:v:12:y:2023:i:2:n:e465. Full description at Econpapers \|\| Download paper
2023	Weighted least squares model averaging for accelerated failure time models. (2023). Zhao, Hui ; Liu, Binxia ; Dong, Qingkai. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:184:y:2023:i:c:s0167947323000543. Full description at Econpapers \|\| Download paper
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2023	Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions. (2023). Huber, Florian ; Pruser, Jan. In: Papers. RePEc:arx:papers:2301.13604. Full description at Econpapers \|\| Download paper
2023	Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747. Full description at Econpapers \|\| Download paper
2023	Balance of Risks and the Anchoring of Consumer Expectations. (2023). Ryngaert, Jane M. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:79-:d:1049476. Full description at Econpapers \|\| Download paper
2023	Dissecting hedge funds strategies. (2023). Noori, Mohammad ; Hitaj, Asmerilda. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004033. Full description at Econpapers \|\| Download paper
2023	Medium-term growth-at-risk in the euro area. (2023). Greiwe, Moritz ; Rusnak, Marek ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232808. Full description at Econpapers \|\| Download paper
2023	Do Professional Forecasters Phillips Curves Incorporate the Beliefs of Others?. (2023). Clements, Michael ; Wang, Shixuan. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-05. Full description at Econpapers \|\| Download paper
2023	Bias-Correction in Time Series Quantile Regression Models. (2023). Vavra, Marian. In: Working and Discussion Papers. RePEc:svk:wpaper:1094. Full description at Econpapers \|\| Download paper
2023	Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902. Full description at Econpapers \|\| Download paper
2023	Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers \|\| Download paper
2023	Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1. Full description at Econpapers \|\| Download paper
2023	Real-time inflation forecasting using non-linear dimension reduction techniques. (2023). Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:901-921. Full description at Econpapers \|\| Download paper
2023	TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES. (2023). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd E. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:979-1022. Full description at Econpapers \|\| Download paper
2023	Comparing stochastic volatility specifications for large Bayesian VARs. (2023). Chan, Joshua. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1419-1446. Full description at Econpapers \|\| Download paper
2023	Large stochastic volatility in mean VARs. (2023). Poon, Aubrey ; Koop, Gary ; Hou, Chenghan ; Cross, Jamie L. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s030440762300163x. Full description at Econpapers \|\| Download paper
2023	Estimating the ordering of variables in a VAR using a PlackettâLuce prior. (2023). Koop, Gary ; Wu, Ping. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002720. Full description at Econpapers \|\| Download paper
2023	Ace in Hand: The Value of Card Data in the Game of Nowcasting. (2023). Belka, Jan ; Adam, Tomas ; Schwarz, Jiri ; Prause, Hana ; Mateju, Jakub ; Hluze, Martin. In: Working Papers. RePEc:cnb:wpaper:2023/14. Full description at Econpapers \|\| Download paper
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2023	Uncertainty of Household Inflation Expectations: Reconciling Point and Density Forecasts. (2023). Zhao, Yongchen. In: Working Papers. RePEc:tow:wpaper:2023-09. Full description at Econpapers \|\| Download paper
2023	Global economic uncertainty and the Chinese stock market: Assessing the impacts of global indicators. (2023). Cui, Can ; Zhang, Yueyan ; Bai, Jiancheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000752. Full description at Econpapers \|\| Download paper
2023	Measuring Persistent Global Economic Factors with Output, Commodity Price, and Commodity Currency Data. (2023). Startz, Richard ; Basistha, Arabinda. In: Working Papers. RePEc:wvu:wpaper:23-05. Full description at Econpapers \|\| Download paper
2023	Predicting Firm Exits with Machine Learning: Implications for Selection into COVID-19 Support and Productivity Growth. (2023). Vogt, Benedikt ; Kattenberg, Mark ; Davies, Lily. In: CPB Discussion Paper. RePEc:cpb:discus:444. Full description at Econpapers \|\| Download paper
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2023	Maximally Machine-Learnable Portfolios. (2023). Goebel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2306.05568. Full description at Econpapers \|\| Download paper
2023	Application of Markov-Switching MIDAS models to nowcasting of GDP and its components. (2023). Stankevich, Ivan. In: Applied Econometrics. RePEc:ris:apltrx:0474. Full description at Econpapers \|\| Download paper
2023	sparseDFM: An R Package to Estimate Dynamic Factor Models with Sparse Loadings. (2023). Gibberd, Alex ; Chan, Tak-Shing ; Mosley, Luke. In: Papers. RePEc:arx:papers:2303.14125. Full description at Econpapers \|\| Download paper
2023	High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research. (2023). Anderson, Brian ; Deistler, Manfred ; Lippi, Marco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:3-16. Full description at Econpapers \|\| Download paper
2023	Performance Improvement of LSTM-based Deep Learning Model for Streamflow Forecasting Using Kalman Filtering. (2023). Taheri, Somayeh ; Nia, Alireza Moghaddam ; Asadi, Ali ; Moradi, Saba ; Ostadkalayeh, Fatemeh Bakhshi. In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:37:y:2023:i:8:d:10.1007_s11269-023-03492-2. Full description at Econpapers \|\| Download paper
2023	Does climate change affect economic data?. (2023). Choi, IN. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02363-4. Full description at Econpapers \|\| Download paper
2023	Economic activity and C02 emissions in Spain. (2023). Ortega, Esther Ruiz ; Poncela, Maria Pilar ; de Juan, Aranzazu. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:37975. Full description at Econpapers \|\| Download paper
2023	Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/364359. Full description at Econpapers \|\| Download paper
2023	Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models. (2023). Ruiz, Esther ; Poncela, Pilar ; Fresoli, Diego. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002719. Full description at Econpapers \|\| Download paper
2023	Forecasting on metal resource spot settlement price: New evidence from the machine learning model. (2023). Zhang, YI ; Li, Chongyang ; Shi, Tao. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000685. Full description at Econpapers \|\| Download paper
2023	Non-linear INAR(1) processes under an alternative geometric thinning operator. (2023). , Roger ; Silva, Rodrigo B ; Ndreca, Sokol ; Barreto-Souza, Wagner. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:32:y:2023:i:2:d:10.1007_s11749-023-00849-y. Full description at Econpapers \|\| Download paper
2023	Determination of the effective cointegration rank in high-dimensional time-series predictive regressions. (2023). Fang, Puyi ; Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2304.12134. Full description at Econpapers \|\| Download paper
2023	A Two-Way Transformed Factor Model for Matrix-Variate Time Series. (2023). Tsay, Ruey S ; Gao, Zhaoxing. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:83-101. Full description at Econpapers \|\| Download paper
2023	Information rigidities in USDA crop production forecasts. (2023). Goyal, Raghav ; Adjemian, Michael K. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:105:y:2023:i:5:p:1405-1425. Full description at Econpapers \|\| Download paper
2023	Tree-based heterogeneous cascade ensemble model for credit scoring. (2023). Xia, Meng ; Fan, Hong ; Liu, Wanan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1593-1614. Full description at Econpapers \|\| Download paper
2023	Testing for Differences in Survey-Based Density Expectations: A Compositional Data Approach. (2023). Kenny, Geoff ; Glas, Alexander ; Dovern, Jonas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10256. Full description at Econpapers \|\| Download paper
2023	Testing for differences in survey-based density expectations: a compositional data approach. (2023). Kenny, Geoff ; Glas, Alexander ; Dovern, Jonas. In: Working Paper Series. RePEc:ecb:ecbwps:20232791. Full description at Econpapers \|\| Download paper
2023	Testing for differences in survey-based density expectations: A compositional data approach. (2023). Kenny, Geoff ; Glas, Alexander ; Dovern, Jonas. In: Working Papers. RePEc:zbw:pp1859:39. Full description at Econpapers \|\| Download paper
2023	Internal consistency of household inflation expectations: Point forecasts vs. density forecasts. (2023). Zhao, Yongchen. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1713-1735. Full description at Econpapers \|\| Download paper
2023	Global combinations of expert forecasts. (2022). Vasnev, Andrey L ; Thompson, Ryan ; Qian, Yilin. In: Papers. RePEc:arx:papers:2207.07318. Full description at Econpapers \|\| Download paper
2023	Parameter-efficient deep probabilistic forecasting. (2023). de Rijke, Maarten ; Schelter, Sebastian ; Sprangers, Olivier. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:332-345. Full description at Econpapers \|\| Download paper
2023	Load Forecasting Models in Smart Grid Using Smart Meter Information: A Review. (2023). Biswal, Monalisa ; Abdelaziz, Almoataz Y ; Dewangan, Fanidhar. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1404-:d:1052682. Full description at Econpapers \|\| Download paper
2023	An accurate and fully-automated ensemble model for weekly time series forecasting. (2023). Montero-Manso, Pablo ; Webb, Geoffrey I ; Bergmeir, Christoph ; Godahewa, Rakshitha. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:641-658. Full description at Econpapers \|\| Download paper
2023	A Global Forecasting Approach to Large-Scale Crop Production Prediction with Time Series Transformers. (2023). Monterola, Christopher P ; Ibaez, Sebastian C. In: Agriculture. RePEc:gam:jagris:v:13:y:2023:i:9:p:1855-:d:1245105. Full description at Econpapers \|\| Download paper
2023	Forecasting realized volatility in turbulent times using temporal fusion transformers. (2023). Frank, Johannes. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:032023. Full description at Econpapers \|\| Download paper
2023	Short-term residential household reactive power forecasting considering active power demand via deep Transformer sequence-to-sequence networks. (2023). Wu, Wanli ; Li, Shenglin ; Zhu, Jizhong ; Dong, Hanjiang ; Fan, Junwei. In: Applied Energy. RePEc:eee:appene:v:329:y:2023:i:c:s0306261922015380. Full description at Econpapers \|\| Download paper
2023	Short-term electricity load forecastingâA systematic approach from system level to secondary substations. (2023). Francisco, Alexandre P ; Madeira, Sara C ; Pinheiro, Marco G. In: Applied Energy. RePEc:eee:appene:v:332:y:2023:i:c:s0306261922017500. Full description at Econpapers \|\| Download paper
2023	Spatio-temporal wind speed forecasting using graph networks and novel Transformer architectures. (2023). Engelstad, Paal ; Stenbro, Roy ; Warakagoda, Narada Dilp ; Bentsen, Lars Odegaard. In: Applied Energy. RePEc:eee:appene:v:333:y:2023:i:c:s0306261922018220. Full description at Econpapers \|\| Download paper
2023	Semi-supervised multivariate time series anomaly detection for wind turbines using generator SCADA data. (2023). Liu, Yong ; Chen, Yanan ; Wang, Dian ; Man, Junfeng ; Zheng, Minglei. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:235:y:2023:i:c:s0951832023001503. Full description at Econpapers \|\| Download paper
2023	Deep Inception Networks: A General End-to-End Framework for Multi-asset Quantitative Strategies. (2023). Zohren, Stefan ; Roberts, Stephen ; Liu, Tom. In: Papers. RePEc:arx:papers:2307.05522. Full description at Econpapers \|\| Download paper
2023	Multi-Factor Inception: What to Do with All of These Features?. (2023). Zohren, Stefan ; Liu, Tom. In: Papers. RePEc:arx:papers:2307.13832. Full description at Econpapers \|\| Download paper
2023	LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study. (2023). Cannistraci, Irene ; Coletta, Andrea ; Arrigoni, Viviana ; Berti, Leonardo ; Masi, Giuseppe ; Prata, Matteo ; Bartolini, Novella ; Velardi, Paola ; Vyetrenko, Svitlana. In: Papers. RePEc:arx:papers:2308.01915. Full description at Econpapers \|\| Download paper
2023	Edge-Based Short-Term Energy Demand Prediction. (2023). Papageorgiou, Elpiniki I ; Lekidis, Alexios. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:14:p:5435-:d:1196042. Full description at Econpapers \|\| Download paper
2023	On Forecasting Cryptocurrency Prices: A Comparison of Machine Learning, Deep Learning, and Ensembles. (2023). Visentin, Andrea ; Carraro, Diego ; Rossi, Andrea ; Murray, Kate. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:1:p:10-209:d:1050336. Full description at Econpapers \|\| Download paper
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2023	A transformer-based deep neural network with wavelet transform for forecasting wind speed and wind energy. (2023). Moreira, Davidson M ; Sperandio, Erick Giovani. In: Energy. RePEc:eee:energy:v:278:y:2023:i:c:s0360544223010721. Full description at Econpapers \|\| Download paper
2023	Interpretable building energy consumption forecasting using spectral clustering algorithm and temporal fusion transformers architecture. (2023). Nakanishi, Yosuke ; Liu, Jiang ; Zhou, Heng ; Zheng, Peijun. In: Applied Energy. RePEc:eee:appene:v:349:y:2023:i:c:s0306261923009716. Full description at Econpapers \|\| Download paper
2023	Crude oil price prediction using deep reinforcement learning. (2023). Shu, Lingli ; Wang, Xia ; Li, Xiaoyan ; Luo, Peng ; Liang, Xuedong. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000715. Full description at Econpapers \|\| Download paper
2023	Bayesian optimization of multiscale kernel principal component analysis and its application to model Gas-to-liquid (GTL) process data. (2023). Malluhi, Byanne ; Fezai, Radhia ; Nounou, Mohamed ; Elbashir, Nimir ; Challiwala, Mohamed S ; Choudhury, Hanif A ; Ibrahim, Gasim ; Basha, Nour. In: Energy. RePEc:eee:energy:v:284:y:2023:i:c:s0360544223026154. Full description at Econpapers \|\| Download paper
2023	Does the combination of models with different explanatory variables improve tourism demand forecasting performance?. (2023). Blake, Adam ; Wu, XI. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:8:p:2032-2056. Full description at Econpapers \|\| Download paper
2023	On the uncertainty of a combined forecast: The critical role of correlation. (2023). Vasnev, Andrey ; Magnus, Jan R. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1895-1908. Full description at Econpapers \|\| Download paper
2023	Limited information limits accuracy: Whether ensemble empirical mode decomposition improves crude oil spot price prediction?. (2023). Wang, Weiqing ; Xu, Kunliang. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001412. Full description at Econpapers \|\| Download paper
2023	Forecasting energy spot prices: A multiscale clustering recognition approach. (2023). Li, Ranran. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000284. Full description at Econpapers \|\| Download paper
2023	Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula. (2023). Ortega, Esther Ruiz ; Rodriguez, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:37968. Full description at Econpapers \|\| Download paper
2023	Betting market efficiency and prediction in binary choice models. (2023). Zijm, Renske ; Koning, Ruud H. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:1:d:10.1007_s10479-022-04722-3. Full description at Econpapers \|\| Download paper
2023	Home advantage and mispricing in indoor sportsâ ghost games: the case of European basketball. (2023). Reade, James J ; de Angelis, Luca. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:1:d:10.1007_s10479-022-04950-7. Full description at Econpapers \|\| Download paper
2023	Gambling on Momentum in Contests. (2023). Singleton, Carl ; de Angelis, Luca ; Deutscher, Christian ; Otting, Marius. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-08. Full description at Econpapers \|\| Download paper
2023	Exploring Entertainment Utility from Football Games. (2023). Rossi, Giambattista ; Ramirez, Philip ; Rambaccussing, Dooruj ; Pawlowski, Tim. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-13. Full description at Econpapers \|\| Download paper
2023	What drives biased odds in sports betting markets: Bettorsâ irrationality and the role of bookmakers. (2023). Yamada, Toru ; Goto, Shingo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:252-270. Full description at Econpapers \|\| Download paper
2023	Forecasting the crude oil prices with an EMD-ISBM-FNN model. (2023). Wang, Donghua ; Zheng, Chunling ; Fang, Tianhui. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pa:s0360544222022897. Full description at Econpapers \|\| Download paper
2023	Crisis Index Prediction Based on Momentum Theory and Earnings Downside Risk Theory: Focusing on South Koreaâs Energy Industry. (2023). Hong, Jongyi ; Kim, Hangook ; Park, Kyungbo ; Cha, Jeonghwa. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2153-:d:1077630. Full description at Econpapers \|\| Download paper
2023	Dual-meta pool method for wind farm power forecasting with small sample data. (2023). Wei, LU ; Li, Jianping ; Wang, Jujie ; Liu, Ling. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s0360544222033904. Full description at Econpapers \|\| Download paper
2023	Survey on Modeling of Temporally and Spatially Interdependent Uncertainties in Renewable Power Systems. (2023). Chen, Shi ; Zhou, YI ; Zang, Tianlei ; Qiu, Yiwei ; Zhu, Jie ; Luo, Huan ; Dai, Ningyi. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:16:p:5938-:d:1215242. Full description at Econpapers \|\| Download paper
2023	Introducing digital tools for sustainable food supply management: Tackling food loss and waste in industrial canteens. (2023). Secondi, Luca ; Comis, Camilla ; Capoccia, Leonardo ; Ruini, Luca ; Barbanera, Marco ; Marchetti, Stefano ; Principato, Ludovica. In: Journal of Industrial Ecology. RePEc:bla:inecol:v:27:y:2023:i:4:p:1060-1075. Full description at Econpapers \|\| Download paper
2023	Load Forecasting Techniques and Their Applications in Smart Grids. (2023). Fouda, Mostafa M ; Metwally, Khaled ; Mahmoud, Mohamed ; Habbak, Hany ; Ibrahem, Mohamed I. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1480-:d:1055616. Full description at Econpapers \|\| Download paper
2023	Forecasting power demand in China with a CNN-LSTM model including multimodal information. (2023). Chen, Fan ; Mao, Jinqi ; Gan, Jun ; Wang, Delu ; Yu, Lan. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pe:s0360544222028985. Full description at Econpapers \|\| Download paper
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2023	ABC-based Forecasting in State Space Models. (2023). Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben ; Weerasinghe, Chaya. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-12. Full description at Econpapers \|\| Download paper
2023	Optimal probabilistic forecasts for risk management. (2023). Martin, Gael M ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Sun, Yuru. In: Papers. RePEc:arx:papers:2303.01651. Full description at Econpapers \|\| Download paper
2023	Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953. Full description at Econpapers \|\| Download paper
2023	Financial Stress and Realized Volatility: The Case of Agricultural Commodities. (2023). Pierdzioch, Christian ; Gupta, Rangan ; Cepni, Oguzhan ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202320. Full description at Econpapers \|\| Download paper
2023	Examining the volatility of soybean market in the MIDAS framework: The importance of bagging-based weather information. (2023). Xu, Weiju ; Ma, Weichun ; Wu, Rui ; Wang, LU. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002363. Full description at Econpapers \|\| Download paper
2023	Chinese agricultural futures volatility: New insights from potential domestic and global predictors. (2023). Huang, Dengshi ; Su, Yuandong ; Lu, Xinjie. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003022. Full description at Econpapers \|\| Download paper
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2023	Representation and Hesitancy in Population Health Research: Evidence from a COVID-19 Antibody Study. (2023). Lacouture, Santiago ; Hortasu, Ali ; Greenstone, Michael ; Dutz, Deniz ; van Dijk, Winnie ; Torgovitsky, Alexander ; Shaikh, Azeem M ; Mogstad, Magne. In: NBER Working Papers. RePEc:nbr:nberwo:30880. Full description at Econpapers \|\| Download paper
2023	Mathematical modelling and model validation of the heat losses in district heating networks. (2023). Kleme, Jii Jaromir ; Varbanov, Petar Sabev ; Suowicz, Maciej ; Nowak-Oco, Marzena ; Jakubek, Dariusz. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s0360544222033461. Full description at Econpapers \|\| Download paper
2023	Modeling COVID-19 Infection Rates by Regime-Switching Unobserved Components Models. (2023). Hartl, Tobias ; Haimerl, Paul. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:2:p:10-:d:1115213. Full description at Econpapers \|\| Download paper
2023	Dynamic time series modelling and forecasting of COVID-19 in Norway. (2023). Nymoen, Ragnar ; Brdsen, Gunnar. In: Working Paper Series. RePEc:nst:samfok:19623. Full description at Econpapers \|\| Download paper
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2023	Do more stringent policies reduce daily COVID-19 case counts? Evidence from Canadian provinces. (2023). Lam, Jean-Paul ; Agarwal, Rishav Raj ; Zhang, Qihuang ; Baker, John David ; Sen, Anindya. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:225-242. Full description at Econpapers \|\| Download paper
2023	A neural network based model for multi-dimensional nonlinear Hawkes processes. (2023). Jain, Shashi ; Joseph, Sobin. In: Papers. RePEc:arx:papers:2303.03073. Full description at Econpapers \|\| Download paper
2023	Approximation of Bayesian Hawkes process with inlabru. (2023). Naylor, Mark ; Lindgren, Finn ; Serafini, Francesco. In: Environmetrics. RePEc:wly:envmet:v:34:y:2023:i:5:n:e2798. Full description at Econpapers \|\| Download paper
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2023	Nowcasting Economic Activity Using Electricity Market Data: The Case of Lithuania. (2023). Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina ; Lukauskas, Mantas. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:5:p:134-:d:1137785. Full description at Econpapers \|\| Download paper
2023	The COVID-19 Pandemic Impact and Responses in Emerging Economies: Evidence from Vietnamese Firms. (2023). Hien, Nguyen Minh ; Quan, Truong Tan ; Hung, Pham Xuan ; Kien, Nguyen Duc. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:1:p:10-:d:1023493. Full description at Econpapers \|\| Download paper
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2023	Economic impact of COVID-19 across national boundaries: The role of government responses. (2023). Senbet, Lemma W ; Megginson, William ; Knill, April ; Guedhami, Omrane. In: Journal of International Business Studies. RePEc:pal:jintbs:v:54:y:2023:i:7:d:10.1057_s41267-023-00612-3. Full description at Econpapers \|\| Download paper
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2023	Econometrics of Machine Learning Methods in Economic Forecasting. (2023). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:2308.10993. Full description at Econpapers \|\| Download paper
2023	Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics. (2022). Poon, Aubrey ; Mitchell, James ; Zhu, Dan. In: Working Papers. RePEc:fip:fedcwq:94160. Full description at Econpapers \|\| Download paper
2023	Inflation expectations in the wake of the war in Ukraine. (2023). Schmidt, Tobias ; Cato, Misina ; Afunts, Geghetsik. In: Discussion Papers. RePEc:zbw:bubdps:032023. Full description at Econpapers \|\| Download paper
2023	Inflation Expectations in the Wake of the War in Ukraine. (2023). Schmidt, Tobias ; Cato, Misina ; Afunts, Geghetsik. In: CERGE-EI Working Papers. RePEc:cer:papers:wp745. Full description at Econpapers \|\| Download paper
2023	Revisiting vulnerable growth in the Euro Area: Identifying the role of financial conditions in the distribution. (2023). Varga, Katalin ; Szendrei, Tibor. In: Economics Letters. RePEc:eee:ecolet:v:223:y:2023:i:c:s0165176523000150. Full description at Econpapers \|\| Download paper
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2023	The interplay among COVID-19 economic recovery, behavioural changes, and the European Green Deal: An energy-economic modelling perspective. (2023). le Mouel, Pierre ; Elia, Alessia ; Boitier, Baptiste ; Cassetti, Gabriele ; Chiodi, Alessandro ; Doukas, Haris ; Koasidis, Konstantinos ; Nikas, Alexandros ; Zagame, Paul ; Gargiulo, Maurizio. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pc:s0360544222026846. Full description at Econpapers \|\| Download paper
2023	Thermo-economic analysis of a novel hydrogen production system using medical waste and biogas with zero carbon emission. (2023). Liu, Jun ; Zheng, Qiwei ; Chen, Heng ; Zhao, Xinyue ; Jiang, Xue ; Xu, Gang ; Pan, Peiyuan. In: Energy. RePEc:eee:energy:v:265:y:2023:i:c:s0360544222032194. Full description at Econpapers \|\| Download paper
2023	A novel methanol-electricity cogeneration system based on the integration of water electrolysis and plasma waste gasification. (2023). Jiang, Xue ; Dong, Yuehong ; Xu, Gang ; Pan, Peiyuan ; Qiao, Shichao ; Chen, Heng ; Wang, Yuting. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s036054422203376x. Full description at Econpapers \|\| Download paper
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2023	Nowcasting employment in the euro area. (2023). Toth, Mate Barnabas ; Bodnar, Katalin ; Belousova, Irina ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20232815. Full description at Econpapers \|\| Download paper
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2023	A fully Bayesian tracking algorithm for mitigating disparate prediction misclassification. (2023). Mohler, George O ; Short, Martin B. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1238-1252. Full description at Econpapers \|\| Download paper
2023	Prediction of Micro- and Small-Sized Enterprise Default Risk Based on a Logistic Model: Evidence from a Bank of China. (2023). Lin, Deqin ; Zhao, Yuetong. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:5:p:4097-:d:1078607. Full description at Econpapers \|\| Download paper
2023	Do decreases in Distance-to-Default predict rating downgrades?. (2023). Singh, Manish ; Aggarwal, Nidhi ; Thomas, Susan. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s026499932300370x. Full description at Econpapers \|\| Download paper
2023	Frontiers in microfinance research for small and medium enterprises (SMEs) and microfinance institutions (MFIs): a bibliometric analysis. (2023). Swebe, Adam Beni ; Lwesya, Francis. In: Future Business Journal. RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00195-3. Full description at Econpapers \|\| Download paper
2023	Loss given default or default status: Which is better to determine farmersâ credit ratings?. (2023). Hua, Yiting ; Shi, Baofeng ; Chai, Nana. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s154461232300048x. Full description at Econpapers \|\| Download paper
2023	Joint model for longitudinal and spatio-temporal survival data. (2023). Lindgren, Finn ; Medina-Olivares, Victor ; Crook, Jonathan ; Calabrese, Raffaella. In: Papers. RePEc:arx:papers:2311.04008. Full description at Econpapers \|\| Download paper
2023	Lethal and Sublethal Effects of an Essential Oil-Based Emulsion of Patchouli, Pogostemon cablin (Lamiaceae), on the Tomato Leafminer. (2023). Batista, Claudio Vieira ; Lima, Eraldo ; de Souza, Emilio ; Santos, Abrao Almeida ; Dos, Renata Cordeiro ; Costa, Thiago Leandro ; Picano, Marcelo Coutinho ; de Freitas, Damaris Rosa ; Bacci, Leandro. In: Agriculture. RePEc:gam:jagris:v:13:y:2023:i:8:p:1540-:d:1208767. Full description at Econpapers \|\| Download paper
2023	Predicting financial distress of Chinese listed companies using machine learning: To what extent does textual disclosure matter?. (2023). Ji, Yucheng ; Xu, Weijun ; Zhao, QI. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002867. Full description at Econpapers \|\| Download paper
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2023	Data-driven forecasting for operational planning of emergency medical services. (2023). Barbosa-Povoa, Ana ; Santos, Daniel ; Abreu, Paulo. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:86:y:2023:i:c:s0038012122002993. Full description at Econpapers \|\| Download paper
2023	Analysis and forecast of donations at domestic hunger relief organizations impacted by natural disasters. (2023). Mendez, Francis A ; Marthak, Yash V ; Perez, Eduardo. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:86:y:2023:i:c:s0038012122002713. Full description at Econpapers \|\| Download paper
2023	Predicting Performances of Mutual Funds using Deep Learning and Ensemble Techniques. (2022). Tran, Hien ; Nguyen, Huy ; Pham, Nga ; Dao, Binh ; Chu, Nghia. In: Papers. RePEc:arx:papers:2209.09649. Full description at Econpapers \|\| Download paper
2023	ARX-GARCH Probabilistic Price Forecasts for Diversification of Trade in Electricity MarketsâVariance Stabilizing Transformation and Financial Risk-Minimizing Portfolio Allocation. (2023). Janczura, Joanna ; Pu, Andrzej. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:2:p:807-:d:1031193. Full description at Econpapers \|\| Download paper
2023	Forecasting the Monash Microgrid for the IEEE-CIS Technical Challenge. (2023). Bean, Richard. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1050-:d:1039403. Full description at Econpapers \|\| Download paper
2023	Optimal competitive capacity strategies: Evidence from the container shipping market. (2023). de Koster, M. B. M, ; Zuidwijk, Rob ; Li, Xishu. In: Omega. RePEc:eee:jomega:v:115:y:2023:i:c:s0305048322001955. Full description at Econpapers \|\| Download paper
2023	Comprehensive Review on Waste Generation Modeling. (2023). Szasziova, Lenka ; Roseck, Martin ; Smejkalova, Veronika ; Omplak, Radovan ; Pavlas, Martin ; Hrabec, Duan ; Nevrl, Vlastimir. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3278-:d:1064709. Full description at Econpapers \|\| Download paper
2023	How many fundamentals should we include in the behavioral equilibrium exchange rate model?. (2023). Rubaszek, MichaÅ ; Ca, Michele. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s026499932200308x. Full description at Econpapers \|\| Download paper
2023	Digitalization in decarbonizing electricity systems â Phenomena, regional aspects, stakeholders, use cases, challenges and policy options. (2023). Verma, Piyush ; Covatariu, Andrei ; Milojevic, Tatjana ; Heymann, Fabian. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024033. Full description at Econpapers \|\| Download paper
2023	Enhancing Smart Home Design with AI Models: A Case Study of Living Spaces Implementation Review. (2023). Almssad, Asaad ; Yitmen, Ibrahim ; Almusaed, Amjad. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:6:p:2636-:d:1094089. Full description at Econpapers \|\| Download paper
2023	Statistical actuarial estimation of the Capitation Payment Unit from copula functions and deep learning: historical comparability analysis for the Colombian health system, 2015â2021. (2023). Martinez, Boris ; Ramos, Jeferson ; Bejarano, Valeria ; Espinosa, Oscar. In: Health Economics Review. RePEc:spr:hecrev:v:13:y:2023:i:1:d:10.1186_s13561-022-00416-5. Full description at Econpapers \|\| Download paper
2023	Differential attention net: Multi-directed differential attention based hybrid deep learning model for solar power forecasting. (2023). Jana, Kartick C ; Shrivastava, Ashish ; Rai, Amit. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pc:s0360544222026329. Full description at Econpapers \|\| Download paper
2023	Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321. Full description at Econpapers \|\| Download paper
2023	The artificial intelligence-assisted short-term optimal scheduling of a cascade hydro-photovoltaic complementary system with hybrid time steps. (2023). Kurban, Aynur ; He, YI ; Zheng, Kun ; Guo, SU. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:1169-1189. Full description at Econpapers \|\| Download paper
2023	Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2023). Ziel, Florian ; Ghelasi, Paul. In: Papers. RePEc:arx:papers:2305.16255. Full description at Econpapers \|\| Download paper
2023	Bayesian VARs of the U.S. economy before and during the pandemic. (2023). Sznajderska, Anna ; Haug, Alfred A. In: Eurasian Economic Review. RePEc:spr:eurase:v:13:y:2023:i:2:d:10.1007_s40822-023-00229-9. Full description at Econpapers \|\| Download paper
2023	Does demand forecasting matter to retailing?. (2023). Veiga, Claudimar Pereira ; Almeida, Wesley Marcos. In: Journal of Marketing Analytics. RePEc:pal:jmarka:v:11:y:2023:i:2:d:10.1057_s41270-022-00162-x. Full description at Econpapers \|\| Download paper
2023	Arctic weather variability and connectivity. (2023). Kurths, Jurgen ; Bhatt, Uma S ; Fan, Jingfang ; Meng, Jun. In: Nature Communications. RePEc:nat:natcom:v:14:y:2023:i:1:d:10.1038_s41467-023-42351-x. Full description at Econpapers \|\| Download paper
2023	Learning Probability Distributions of Day-Ahead Electricity Prices. (2023). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2310.02867. Full description at Econpapers \|\| Download paper
2023	Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach. (2023). Iqbal, Najaf ; Umar, Zaghum ; Yin, Xuebao ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000712. Full description at Econpapers \|\| Download paper
2023	Bayesian forecast combination using time-varying features. (2023). Li, Feng ; Kang, Yanfei. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1287-1302. Full description at Econpapers \|\| Download paper
2023	Are lay expectations of inflation based on recall of specific prices? If so, how and under what conditions?. (2023). Harvey, Nigel ; Niu, Xiaoxiao. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:98:y:2023:i:c:s0167487023000636. Full description at Econpapers \|\| Download paper
2023	Evaluating store location and department composition based on spatial heterogeneity in sales potential. (2023). Elhorst, Paul J ; Hunneman, Auke. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:73:y:2023:i:c:s0969698923001029. Full description at Econpapers \|\| Download paper
2023	Operational planning for public holidays in grocery retailing - managing the grocery retail rush. (2023). Kuhn, Heinrich ; Holzapfel, Andreas ; Obermair, Elisabeth. In: Operations Management Research. RePEc:spr:opmare:v:16:y:2023:i:2:d:10.1007_s12063-022-00342-z. Full description at Econpapers \|\| Download paper
2023	Time Series Dataset Survey for Forecasting with Deep Learning. (2023). Meisen, Tobias ; Meyes, Richard ; Langer, Tristan ; Hahn, Yannik. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:1:p:17-335:d:1087297. Full description at Econpapers \|\| Download paper
2023	Climate change attention and carbon futures return prediction. (2023). Sun, Chuanwang ; Guan, Keqin ; Li, Mengjie ; Gong, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:9:p:1261-1288. Full description at Econpapers \|\| Download paper
2023	Deep Policy Gradient Methods in Commodity Markets. (2023). Hanetho, Jonas. In: Papers. RePEc:arx:papers:2308.01910. Full description at Econpapers \|\| Download paper
2023	Bombardier Aftermarket Demand Forecast with Machine Learning. (2023). Hamilton, William L ; Lemaitre, Paul ; Grangier, Philippe ; Gauthier, Lea ; Alamdari, Neda Etebari ; Adulyasak, Yossiri ; Xiao, Jingyi ; Dodin, Pierre. In: Interfaces. RePEc:inm:orinte:v:53:y:2023:i:6:p:425-445. Full description at Econpapers \|\| Download paper
2023	Online Ensemble of Models for Optimal Predictive Performance with Applications to Sector Rotation Strategy. (2023). Polak, Pawel ; Miao, Jiaju. In: Papers. RePEc:arx:papers:2304.09947. Full description at Econpapers \|\| Download paper
2023	Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2023). M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Papers. RePEc:arx:papers:2303.16149. Full description at Econpapers \|\| Download paper
2023	Multivariate Simulation-based Forecasting for Intraday Power Markets: Modelling Cross-Product Price Effects. (2023). Ziel, Florian ; Hirsch, Simon. In: Papers. RePEc:arx:papers:2306.13419. Full description at Econpapers \|\| Download paper
2023	Forecasting Bitcoin with technical analysis: A not-so-random forest?. (2023). Djakovic, Vladimir ; Adcock, Robert ; Kukolj, Dragan ; Gradojevic, Nikola. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:1-17. Full description at Econpapers \|\| Download paper
2023	Does inclusion of GARCH variance in deep learning models improve financial contagion prediction?. (2023). Mangalagiri, Jayasree ; Rayadurgam, Vikram Chandramouli. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000818. Full description at Econpapers \|\| Download paper
2023	Interactions between investorsâ fear and greed sentiment and Bitcoin prices. (2023). Schweizer, Denis ; Sahut, Jean-Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000475. Full description at Econpapers \|\| Download paper
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2023	On the Determinants of Bitcoin Returns and Volatility: What We Get from Gets?. (2023). el Montasser, Ghassen ; Messai, Ahlem Selma ; Benhamed, Adel. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:1761-:d:1038511. Full description at Econpapers \|\| Download paper
2023	Modeling Bitcoin Prices using Signal Processing Methods, Bayesian Optimization, and Deep Neural Networks. (2023). Sharma, Rakesh Kumar ; Tripathi, Bhaskar. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10325-8. Full description at Econpapers \|\| Download paper
2023	Time and frequency dynamic connectedness between cryptocurrencies and financial assets in China. (2023). Mo, Bin ; Li, Zhenghui ; Nie, HE. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:46-57. Full description at Econpapers \|\| Download paper
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2023	Explainable artificial intelligence modeling to forecast bitcoin prices. (2023). Nasir, Muhammad Ali ; Saadaoui, Foued ; ben Jabeur, Sami ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002181. Full description at Econpapers \|\| Download paper
2023	Bayesian Bilinear Neural Network for Predicting the Mid-price Dynamics in Limit-Order Book Markets. (2022). Magris, Martin ; Iosifidis, Alexandros ; Shabani, Mostafa. In: Papers. RePEc:arx:papers:2203.03613. Full description at Econpapers \|\| Download paper
2023	Recent advances in intra-hour solar forecasting: A review of ground-based sky image methods. (2023). Wang, Jianxue ; Zhang, Yao ; Lin, Fan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:244-265. Full description at Econpapers \|\| Download paper
2023	Forecasting Short-term Water Demands with an Ensemble Deep Learning Model for a Water Supply System. (2023). Xu, Yue-Ping ; Zhang, Lu-Qi ; Zhou, Xin-Lei ; Liu, Jing. In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:37:y:2023:i:8:d:10.1007_s11269-023-03471-7. Full description at Econpapers \|\| Download paper
2023	Control of Operational Modes of an Urban Distribution Grid under Conditions of Uncertainty. (2023). Zicmane, Inga ; Beryozkina, Svetlana ; Senyuk, Mihail ; Matrenin, Pavel ; Safaraliev, Murodbek ; Onka, Zsolt ; Sidorov, Alexander ; Tavarov, Saidjon Shiralievich. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:8:p:3497-:d:1125598. Full description at Econpapers \|\| Download paper
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2023	Forecasting Renewable Energy Generation with Machine Learning and Deep Learning: Current Advances and Future Prospects. (2023). Semie, Addisu Gezahegn ; Chaka, Mesfin Diro ; Benti, Natei Ermias. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:9:p:7087-:d:1130894. Full description at Econpapers \|\| Download paper
2023	An online-learning-enabled self-attention-based model for ultra-short-term wind power forecasting. (2023). Hu, Wenshan ; Liu, Guo-Ping ; Dai, Xiaoran. In: Energy. RePEc:eee:energy:v:272:y:2023:i:c:s0360544223005674. Full description at Econpapers \|\| Download paper
2023	Residential energy consumption forecasting using deep learning models. (2023). Dias, Bruno H ; Silva, Walquiria N ; Villela, Saulo Moraes ; Vitor, Paulo. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s0306261923010693. Full description at Econpapers \|\| Download paper
2023	A deep learning framework using multi-feature fusion recurrent neural networks for energy consumption forecasting. (2023). He, Bin ; Fang, Lei. In: Applied Energy. RePEc:eee:appene:v:348:y:2023:i:c:s0306261923009273. Full description at Econpapers \|\| Download paper
2023	Daily peak electrical load forecasting with a multi-resolution approach. (2023). Yan, Hui ; Goude, Yannig ; Fasiolo, Matteo ; Amara-Ouali, Yvenn. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1272-1286. Full description at Econpapers \|\| Download paper
2023	Conformal Prediction Bands for Two-Dimensional Functional Time Series. (2022). Vantini, Simone ; Fontana, Matteo ; Diquigiovanni, Jacopo ; Ajroldi, Niccolo. In: Papers. RePEc:arx:papers:2207.13656. Full description at Econpapers \|\| Download paper
2023	From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting. (2023). Kruger, Fabian ; Kachele, Fabian ; Grothe, Oliver. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001007. Full description at Econpapers \|\| Download paper
2023	Conformal prediction bands for two-dimensional functional time series. (2023). Vantini, Simone ; Fontana, Matteo ; Diquigiovanni, Jacopo ; Ajroldi, Niccolo. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:187:y:2023:i:c:s0167947323001329. Full description at Econpapers \|\| Download paper
2023	Beta autoregressive moving average model selection with application to modeling and forecasting stored hydroelectric energy. (2023). Bayer, Fabio M ; Scher, Vinicius T ; Cribari-Neto, Francisco. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:98-109. Full description at Econpapers \|\| Download paper
2023	Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions. (2023). Rudebusch, Glenn ; Diebold, Francis X. In: Papers. RePEc:arx:papers:2307.03552. Full description at Econpapers \|\| Download paper
2023	Assessing and comparing fixed-target forecasts of Arctic sea ice: Glide charts for feature-engineered linear regression and machine learning models. (2023). Coulombe, Philippe Goulet ; Gobel, Maximilian ; Diebold, Francis X. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003316. Full description at Econpapers \|\| Download paper
2023	FuNVol: A Multi-Asset Implied Volatility Market Simulator using Functional Principal Components and Neural SDEs. (2023). Bergeron, Maxime ; Jaimungal, Sebastian ; Choudhary, Vedant. In: Papers. RePEc:arx:papers:2303.00859. Full description at Econpapers \|\| Download paper
2023	Sparse Warcasting. (2023). Constantinescu, Mihnea. In: Working Papers. RePEc:ukb:wpaper:01/2023. Full description at Econpapers \|\| Download paper
2023	Extreme risk spillovers among traditional financial and FinTech institutions: A complex network perspective. (2023). Zhu, Xiaoqian ; Huang, Chuangxia ; Li, Jianping ; Wen, Shigang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:190-202. Full description at Econpapers \|\| Download paper
2023	Contemporaneous and noncontemporaneous idiosyncratic risk spillovers in commodity futures markets: A novel network topology approach. (2023). Hao, Jun ; Li, Jianping ; Yang, Xian ; Zhang, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:705-733. Full description at Econpapers \|\| Download paper
2023	Forecasting the Return of Carbon Price in the Chinese Market Based on an Improved Stacking Ensemble Algorithm. (2023). Siddik, Abu Bakkar ; Li, Yong ; Ye, Peng. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:11:p:4520-:d:1163782. Full description at Econpapers \|\| Download paper
2023	A validation workflow for mortality forecasting. (2023). Bohk-Ewald, Christina ; Scholey, Jonas ; Duerst, Ricarda. In: MPIDR Working Papers. RePEc:dem:wpaper:wp-2023-020. Full description at Econpapers \|\| Download paper
2023	Seasonal Methods of Demand Forecasting in the Supply Chain as Support for the Companyâs Sustainable Growth. (2023). Borucka, Anna. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:9:p:7399-:d:1136507. Full description at Econpapers \|\| Download paper
2023	A novel reconciliation approach for hierarchical electricity consumption forecasting based on resistant regression. (2023). Cyrino, Fernando Luiz ; Lila, Mauricio Franca ; Meira, Erick. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001883. Full description at Econpapers \|\| Download paper
2023	Forecast Selection and Representativeness. (2023). Siemsen, Enno ; Petropoulos, Fotios. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:2672-2690. Full description at Econpapers \|\| Download paper
2023	fETSmcs: Feature-based ETS model component selection. (2023). Jia, Suling ; Wang, Qiang ; Li, Xixi ; Qi, Lingzhi. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1303-1317. Full description at Econpapers \|\| Download paper
2023	Shrinkage estimator for exponential smoothing models. (2023). Kourentzes, Nikolaos ; Svetunkov, Ivan ; Pritularga, Kandrika F. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1351-1365. Full description at Econpapers \|\| Download paper
2023	Forecasting crude oil price returns: Can nonlinearity help?. (2023). Wang, Yudong ; Wen, Danyan ; He, Mengxi ; Zhang, Yaojie. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024756. Full description at Econpapers \|\| Download paper
2023	Nowcasting with signature methods. (2023). Mantoan, Giulia ; Malpass, Will ; Lui, Silvia ; Cohen, Samuel N ; Yang, Lingyi ; Small, Emma ; Scott, Craig ; Reeves, Andrew ; Nesheim, Lars. In: Papers. RePEc:arx:papers:2305.10256. Full description at Econpapers \|\| Download paper
2023	Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000160. Full description at Econpapers \|\| Download paper
2023	Nowcasting Indiaâs Quarterly GDP Growth: A Factor-Augmented Time-Varying Coefficient Regression Model (FA-TVCRM). (2023). Mundle, Sudipto ; Bhandari, Bornali ; Bhattacharya, Rudrani. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:1:d:10.1007_s40953-022-00335-6. Full description at Econpapers \|\| Download paper
2023	Forecasting global stock market volatilities in an uncertain world. (2023). Zhang, Ting ; Wang, Gang-Jin ; Zeng, Zhi-Jian ; Xie, Chi ; Li, Zhao-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004136. Full description at Econpapers \|\| Download paper
2023	Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models. (2023). Fantazzini, Dean. In: MPRA Paper. RePEc:pra:mprapa:117141. Full description at Econpapers \|\| Download paper
2023
2023	Did real economic uncertainty drive risk connectedness in the oilâstock nexus during the COVID-19 outbreak? A partial wavelet coherence analysis. (2023). Maghyereh, Aktham ; Al-Shboul, Mohammad. In: Journal of Economic Structures. RePEc:spr:jecstr:v:12:y:2023:i:1:d:10.1186_s40008-023-00306-x. Full description at Econpapers \|\| Download paper
2023	The contribution of realized covariance models to the economic value of volatility timing. (2023). Bauwens, Luc ; Xu, Yongdeng. In: LIDAM Discussion Papers CORE. RePEc:cor:louvco:2023018. Full description at Econpapers \|\| Download paper
2023	Forecasting realized volatility with machine learning: Panel data perspective. (2023). Liu, Zhi ; He, Lidan ; Bai, LU ; Zhu, Haibin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:251-271. Full description at Econpapers \|\| Download paper
2023	Measuring the strengths of the teams in the UEFA Champions League. (2023). L'aszl'o Csat'o, . In: Papers. RePEc:arx:papers:2304.09078. Full description at Econpapers \|\| Download paper
2023	Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?. (2023). Zhang, Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004045. Full description at Econpapers \|\| Download paper
2023	Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic. (2023). Stankov, Petar ; Mensi, Walid ; Enilov, Martin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000642. Full description at Econpapers \|\| Download paper
2023	Bayesian modeling of spatial integer-valued time series. (2023). Hsiung, Mo-Hua ; Chen, Chun-Shu. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:188:y:2023:i:c:s016794732300138x. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2023

Year	Citing document
2023
2023	Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856. Full description at Econpapers \|\| Download paper
2023	Climate uncertainty impacts on optimal mitigation pathways and social cost of carbon. (2023). Folini, Doris ; Yang, PU ; al Khourdajie, Alaa ; Smith, Christopher J. In: Papers. RePEc:arx:papers:2304.08957. Full description at Econpapers \|\| Download paper
2023	Combining predictive distributions of electricity prices: Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?. (2023). Weron, Rafal ; Nitka, Weronika. In: Papers. RePEc:arx:papers:2308.15443. Full description at Econpapers \|\| Download paper
2023	BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438. Full description at Econpapers \|\| Download paper
2023	Predictive Density Combination Using a Tree-Based Synthesis Function. (2023). Huber, Florian ; Chernis, Tony ; Mitchell, James ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2311.12671. Full description at Econpapers \|\| Download paper
2023	From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333. Full description at Econpapers \|\| Download paper
2023
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2023	Quarterly GDP Estimates for the German States: New Data for Business Cycle Analyses and Long-Run Dynamics. (2023). Lehmann, Robert ; Wikman, Ida. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10280. Full description at Econpapers \|\| Download paper
2023	READ-GER: Introducing German Real-Time Regional Accounts Data for Revision Analysis and Nowcasting. (2023). Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10315. Full description at Econpapers \|\| Download paper
2023	ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10449. Full description at Econpapers \|\| Download paper
2023	Realized Covariance Models with Time-varying Parameters and Spillover Effects. (2023). Bauwens, Luc ; Otranto, Edoardo. In: LIDAM Discussion Papers CORE. RePEc:cor:louvco:2023019. Full description at Econpapers \|\| Download paper
2023	The role of data and priors in estimating climate sensitivity. (2023). Vasnev, Andrey ; Ikefuji, Masako ; Magnus, Jan. In: ISER Discussion Paper. RePEc:dpr:wpaper:1217. Full description at Econpapers \|\| Download paper
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2023	Digitalisation and the economy. (2023). Strasser, Georg ; Paz-Pardo, Gonzalo ; Ehrmann, Michael ; Dedola, Luca ; Slacalek, Jiri ; Lamo, Ana ; Hoffmann, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20232809. Full description at Econpapers \|\| Download paper
2023	Nowcasting employment in the euro area. (2023). Toth, Mate Barnabas ; Bodnar, Katalin ; Belousova, Irina ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20232815. Full description at Econpapers \|\| Download paper
2023	Comparing global and regional downscaled NWP models for irradiance and photovoltaic power forecasting: ECMWF versus AROME. (2023). Yang, Dazhi ; Mayer, Martin Janos ; Szintai, Balazs. In: Applied Energy. RePEc:eee:appene:v:352:y:2023:i:c:s0306261923013223. Full description at Econpapers \|\| Download paper
2023	Improving box office projections through sentiment analysis: Insights from regularization-based forecast combinations. (2023). Qiu, Yue ; Zheng, Yuchen. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s026499932300161x. Full description at Econpapers \|\| Download paper
2023	Modelling credit card exposure at default using vine copula quantile regression. (2023). So, Mee Chi ; Choudhry, Taufiq ; Okhrati, Ramin ; Mues, Christophe ; Wattanawongwan, Suttisak. In: European Journal of Operational Research. RePEc:eee:ejores:v:311:y:2023:i:1:p:387-399. Full description at Econpapers \|\| Download paper
2023	Analyzing the influence of geopolitical risks on European power prices using a multiresolution causal neural network. (2023). ben Jabeur, Sami ; Saadaoui, Foued. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002918. Full description at Econpapers \|\| Download paper
2023	Distributional neural networks for electricity price forecasting. (2023). Weron, RafaÅ ; Ziel, Florian ; Narajewski, Micha ; Marcjasz, Grzegorz. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003419. Full description at Econpapers \|\| Download paper
2023	Evidence of the internationalization of Chinas crude oil futures: Asymmetric linkages to global financial risks. (2023). Guo, Songlin ; Zhang, Jiaming ; Xie, Bingyuan ; Dou, Bin. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005819. Full description at Econpapers \|\| Download paper
2023	The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures. (2023). Huynh, Luu Duc Toan ; Li, Yan ; Liang, Hao ; Xu, Yongan. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005625. Full description at Econpapers \|\| Download paper
2023	Incorporating air temperature into mid-term electricity load forecasting models using time-series regressions and neural networks. (2023). Ravazzolo, Francesco ; Fezzi, Carlo ; Behmiri, Niaz Bashiri. In: Energy. RePEc:eee:energy:v:278:y:2023:i:c:s0360544223012252. Full description at Econpapers \|\| Download paper
2023	Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model. (2023). Li, Lihong ; Zhang, LI. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002247. Full description at Econpapers \|\| Download paper
2023	The Chinese equity premium predictability: Evidence from a long historical data. (2023). Cao, Jiawei ; Ma, Feng. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000429. Full description at Econpapers \|\| Download paper
2023
2023	Climate risk exposure and the cross-section of Chinese stock returns. (2023). Wang, Yudong ; Liao, Cunfei ; He, Mengxi ; Zhang, Yaojie. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003598. Full description at Econpapers \|\| Download paper
2023	The Chinese oil futures volatility: Evidence from high-low estimator information. (2023). Song, Juan ; Wang, Yubao ; Huang, Xiaozhou. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004804. Full description at Econpapers \|\| Download paper
2023	Attention! Predicting crude oil prices from the perspective of extreme weather. (2023). Duong, Duy ; Xu, Yongan. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005627. Full description at Econpapers \|\| Download paper
2023	Forecasting, causality and feedback. (2023). Hyndman, Rob J. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:558-560. Full description at Econpapers \|\| Download paper
2023	Testing big data in a big crisis: Nowcasting under Covid-19. (2023). Ratto, Marco ; Pericoli, Filippo Maria ; Barbaglia, Luca ; Pezzoli, Luca Tiozzo ; Onorante, Luca ; Frattarolo, Lorenzo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1548-1563. Full description at Econpapers \|\| Download paper
2023	The FOMC versus the Staff: Do Policymakers Add Value in Their Tales?. (2023). Nguyen, My T ; Mitchell, James ; Filippou, Ilias. In: Working Papers. RePEc:fip:fedcwq:96636. Full description at Econpapers \|\| Download paper
2023	Predictive Density Combination Using a Tree-Based Synthesis Function. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko ; Chernis, Tony. In: Working Papers. RePEc:fip:fedcwq:97343. Full description at Econpapers \|\| Download paper
2023
2023	Nowcasting Economic Activity Using Electricity Market Data: The Case of Lithuania. (2023). Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina ; Lukauskas, Mantas. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:5:p:134-:d:1137785. Full description at Econpapers \|\| Download paper
2023	Calibration of GFS Solar Irradiation Forecasts: A Case Study in Romania. (2023). Paulescu, Marius ; Stefu, Nicoleta ; Hategan, Sergiu-Mihai. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:11:p:4290-:d:1154340. Full description at Econpapers \|\| Download paper
2023	Performance Enhancement of Grid-Connected Renewable Energy Systems Using UPFC. (2023). Abdelhadi, H A ; Mosaad, Mohamed I ; Salama, M M ; Abed, Osama M. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:11:p:4362-:d:1157262. Full description at Econpapers \|\| Download paper
2023	A Review of Solar Power Scenario Generation Methods with Focus on Weather Classifications, Temporal Horizons, and Deep Generative Models. (2023). Georgilakis, Pavlos S ; Catthoor, Francky ; Bazionis, Ioannis K ; Kousounadis-Knousen, Markos A. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:15:p:5600-:d:1202094. Full description at Econpapers \|\| Download paper
2023	Electricity Markets, Electricity Prices and Green Energy Transition. (2023). Bojnec, Tefan. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:2:p:873-:d:1033401. Full description at Econpapers \|\| Download paper
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2023	. Full description at Econpapers \|\| Download paper
2023	Nonlinear Modeling of Mortality Data and Its Implications for Longevity Bond Pricing. (2023). Zhou, Rui ; Li, Huijing ; Ji, Min. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:12:p:207-:d:1289443. Full description at Econpapers \|\| Download paper
2023	Formulating MCoVaR to Quantify Joint Transmissions of Systemic Risk across Crypto and Non-Crypto Markets: A Multivariate Copula Approach. (2023). Syuhada, Khreshna ; Hakim, Arief. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:2:p:35-:d:1061060. Full description at Econpapers \|\| Download paper
2023	Long-Term Scenario Analysis of Electricity Supply and Demand in Iran: Time Series Analysis, Renewable Electricity Development, Energy Efficiency and Conservation. (2023). Farajollahi, Meisam ; Ahmadi, Rouhollah ; Forootan, Mohammad Mahdi ; Larki, Iman ; Asadi, Mahdi. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:5:p:4618-:d:1088019. Full description at Econpapers \|\| Download paper
2023	The Pandemic Wavesâ Impact on the Crude Oil Price and the Rise of Consumer Price Index: Case Study for Six European Countries. (2023). Iancu, Tiberiu ; Boldea, Bogdan Ion. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:8:p:6537-:d:1121752. Full description at Econpapers \|\| Download paper
2023
2023	Climate risk and investment in equities in Europe: a Panel SVAR approach. (2023). Parla, Fabio ; Cipollini, Andrea. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0093. Full description at Econpapers \|\| Download paper

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Recent citations received in 2022

Year	Citing document
2022	Forecasting agricultural commodity price using different models: a case study of widely consumed grains in Nigeria. (2022). Tabash, Mosab I ; Adeeko, Omotara ; Safi, Samir K ; Sanusi, Olajide I. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:322724. Full description at Econpapers \|\| Download paper
2022	Should we care about ECB inflation expectations?. (2022). Candelon, Bertrand ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022004. Full description at Econpapers \|\| Download paper
2022	A Market for Trading Forecasts: A Wagering Mechanism. (2022). Grammatico, Sergio ; Kazempour, Jalal ; Pinson, Pierre ; Raja, Aitazaz Ali. In: Papers. RePEc:arx:papers:2205.02668. Full description at Econpapers \|\| Download paper
2022	Dynamic Stochastic Inventory Management in E-Grocery Retailing: The Value of Probabilistic Information. (2022). Jahnke, Hermann ; Langrock, Roland ; Romer, Michael ; Ulrich, Matthias ; Winkelmann, David. In: Papers. RePEc:arx:papers:2205.06572. Full description at Econpapers \|\| Download paper
2022	Gambling on Momentum. (2022). de Angelis, Luca ; Singleton, Carl ; Deutscher, Christian ; Otting, Marius. In: Papers. RePEc:arx:papers:2211.06052. Full description at Econpapers \|\| Download paper
2022	Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2022). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2211.16121. Full description at Econpapers \|\| Download paper
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2022	Home advantage in professional soccer and betting market efficiency: The role of spectator crowds. (2022). Haucap, Justus ; Fischer, Kai. In: Kyklos. RePEc:bla:kyklos:v:75:y:2022:i:2:p:294-316. Full description at Econpapers \|\| Download paper
2022	Lending ears to unheard voices: An empirical analysis of user?generated content on social media. (2022). Kumar, Subodha ; Aggarwal, Shikha ; Gour, Alekh. In: Production and Operations Management. RePEc:bla:popmgt:v:31:y:2022:i:6:p:2457-2476. Full description at Econpapers \|\| Download paper
2022	Privacy-preserving federated learning for residential short-term load forecasting. (2022). Rieger, Alexander ; Lee, Chul Min ; Menci, Sergio Potenciano ; Fernandez, Joaquin Delgado ; Fridgen, Gilbert. In: Applied Energy. RePEc:eee:appene:v:326:y:2022:i:c:s0306261922011722. Full description at Econpapers \|\| Download paper
2022	Economic recovery forecasts under impacts of COVID-19. (2022). Shi, Chaojun ; Hu, Wentao ; Wang, Wei ; Sun, Yunchuan ; Teng, Bin. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000670. Full description at Econpapers \|\| Download paper
2022	Unemployment claims during COVID-19 and economic support measures in the U.S.. (2022). Panagiotidis, Theodore ; Milas, Costas ; Dergiades, Theologos. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001377. Full description at Econpapers \|\| Download paper
2022	Financial conditions and macroeconomic downside risks in the euro area. (2022). Lhuissier, Stephane. In: European Economic Review. RePEc:eee:eecrev:v:143:y:2022:i:c:s0014292122000101. Full description at Econpapers \|\| Download paper
2022	A simple model for mixing intuition and analysis. (2022). Katsikopoulos, Konstantinos V ; Garcia, Luis Fuentes ; Egozcue, Martin. In: European Journal of Operational Research. RePEc:eee:ejores:v:303:y:2022:i:2:p:779-789. Full description at Econpapers \|\| Download paper
2022	Timing intermittent demand with time-varying order-up-to levels. (2022). Rogetzer, Patricia ; Prak, Dennis. In: European Journal of Operational Research. RePEc:eee:ejores:v:303:y:2022:i:3:p:1126-1136. Full description at Econpapers \|\| Download paper
2022	Evaluating human behaviour in response to AI recommendations for judgemental forecasting. (2022). Imdahl, Christina ; Hoberg, Kai ; Khosrowabadi, Naghmeh. In: European Journal of Operational Research. RePEc:eee:ejores:v:303:y:2022:i:3:p:1151-1167. Full description at Econpapers \|\| Download paper
2022	Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish market case study. (2022). Wojcik, Edyta ; Janczura, Joanna. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001840. Full description at Econpapers \|\| Download paper
2022	Investor sentiment and stock volatility: New evidence. (2022). Wang, Chao ; Zhang, Wei Guo ; Gong, Xue. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000084. Full description at Econpapers \|\| Download paper
2022	Asymmetric causality of economic policy uncertainty and oil volatility index on time-varying nexus of the clean energy, carbon and green bond. (2022). Ren, Xiaohang ; Li, Jingyao ; Wang, Xiong. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002605. Full description at Econpapers \|\| Download paper
2022	Multi-population modelling and forecasting life-table death counts. (2022). Xu, Ruofan ; Haberman, Steven ; Shang, Han Lin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:239-253. Full description at Econpapers \|\| Download paper
2022	A novel text-based framework for forecasting agricultural futures using massive online news headlines. (2022). Li, Guowen ; Wenli, Guo ; Wei, LU ; Zhu, Xiaoqian ; Liu, Mingxi. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:35-50. Full description at Econpapers \|\| Download paper
2022	On single point forecasts for fat-tailed variables. (2022). Cirillo, Pasquale ; Bar-Yam, Yaneer ; Taleb, Nassim Nicholas. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:413-422. Full description at Econpapers \|\| Download paper
2022	Short-term Covid-19 forecast for latecomers. (2022). Zilberman, Eduardo ; Vasconcelos, Gabriel ; Vallado, Davi ; Street, Alexandre ; Medeiros, Marcelo C. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:467-488. Full description at Econpapers \|\| Download paper
2022	Forecasting for social good. (2022). Hyndman, Rob ; Syntetos, Aris ; Porter, Michael D ; Hong, Tao ; Ali, Mohammad M ; Rostami-Tabar, Bahman. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:3:p:1245-1257. Full description at Econpapers \|\| Download paper
2022	Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, MichaÅ ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2022	Post-scriptâRetail forecasting: Research and practice. (2022). Ma, Shaohui ; Kolassa, Stephan ; Fildes, Robert. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1319-1324. Full description at Econpapers \|\| Download paper
2022	M5 accuracy competition: Results, findings, and conclusions. (2022). Assimakopoulos, Vassilios ; Spiliotis, Evangelos ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1346-1364. Full description at Econpapers \|\| Download paper
2022	The M5 uncertainty competition: Results, findings and conclusions. (2022). Assimakopoulos, Vassilios ; Spiliotis, Evangelos ; Makridakis, Spyros ; Winkler, Robert L ; Tsetlin, Ilia ; Gaba, Anil ; Chen, Zhi. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1365-1385. Full description at Econpapers \|\| Download paper
2022	Robust recurrent network model for intermittent time-series forecasting. (2022). Seong, Sihyeon ; Jeon, Yunho. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1415-1425. Full description at Econpapers \|\| Download paper
2022	Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series. (2022). Vogklis, Konstantinos ; Nasios, Ioannis. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1448-1459. Full description at Econpapers \|\| Download paper
2022	The performance of the global bottom-up approach in the M5 accuracy competition: A robustness check. (2022). Fildes, Robert ; Ma, Shaohui. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1492-1499. Full description at Econpapers \|\| Download paper
2022	Exploring the representativeness of the M5 competition data. (2022). Kang, Yanfei ; Wang, Shengjie ; Theodorou, Evangelos ; Assimakopoulos, Vassilios ; Makridakis, Spyros ; Spiliotis, Evangelos. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1500-1506. Full description at Econpapers \|\| Download paper
2022	Fathoming empirical forecasting competitionsâ winners. (2022). Nikolopoulos, Konstantinos ; Karamatzanis, Georgios ; Alroomi, Azzam ; Xiao, Shujun ; Tilba, Anna. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1519-1525. Full description at Econpapers \|\| Download paper
2022	The uncertainty track: Machine learning, statistical modeling, synthesis. (2022). Ord, Keith. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1526-1530. Full description at Econpapers \|\| Download paper
2022	Commentary on the M5 forecasting competition. (2022). Kolassa, Stephan. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1562-1568. Full description at Econpapers \|\| Download paper
2022	Common factors and the dynamics of cereal prices. A forecasting perspective. (2022). Rubaszek, MichaÅ ; Paccagnini, Alessia ; Kwas, Marek. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851321000738. Full description at Econpapers \|\| Download paper
2022	Predicting the changes in the WTI crude oil price dynamics using machine learning models. (2022). Mustafayev, Eldayag ; Guliyev, Hasraddin. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s030142072200112x. Full description at Econpapers \|\| Download paper
2022	A new secondary decomposition-reconstruction-ensemble approach for crude oil price forecasting. (2022). Sun, Jingyun ; Zhao, Panpan. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002100. Full description at Econpapers \|\| Download paper
2022	A decomposition ensemble based deep learning approach for crude oil price forecasting. (2022). Dong, Yao ; Xiao, Ling ; Hu, Weiqiang ; Jiang, HE. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003014. Full description at Econpapers \|\| Download paper
2022	A dynamic ensemble learning with multi-objective optimization for oil prices prediction. (2022). Li, Jianping ; Sun, Xiaolei ; Yuan, Jiaxin ; Feng, Qianqian ; Hao, Jun. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004007. Full description at Econpapers \|\| Download paper
2022	Impact of artificial intelligence-driven big data analytics culture on agility and resilience in humanitarian supply chain: A practice-based view. (2022). Foropon, Cyril ; Graham, Gary ; Dwivedi, Yogesh K ; Bryde, David J ; Dubey, Rameshwar. In: International Journal of Production Economics. RePEc:eee:proeco:v:250:y:2022:i:c:s0925527322002018. Full description at Econpapers \|\| Download paper
2022	Forecasting methods for wind power scenarios of multiple wind farms based on spatio-temporal dependency structure. (2022). Zhang, YU ; Peng, Xinghao ; Li, Yanting. In: Renewable Energy. RePEc:eee:renene:v:201:y:2022:i:p1:p:950-960. Full description at Econpapers \|\| Download paper
2022	Do EEMD based decomposition-ensemble models indeed improve prediction for crude oil futures prices?. (2022). Niu, Hongli ; Xu, Kunliang. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:184:y:2022:i:c:s0040162522004887. Full description at Econpapers \|\| Download paper
2022	Economics lessons from sports during the COVID-19 pandemic. (2022). Schreyer, Dominik ; Reade, James ; Dolton, Peter ; Bryson, Alex ; Singleton, Carl. In: Chapters. RePEc:elg:eechap:21289_2. Full description at Econpapers \|\| Download paper
2022	Financial Speculation Impact on Agricultural and Other Commodity Return Volatility: Implications for Sustainable Development and Food Security. (2022). Staugaitis, Algirdas Justinas ; Vaznonis, Bernardas. In: Agriculture. RePEc:gam:jagris:v:12:y:2022:i:11:p:1892-:d:969147. Full description at Econpapers \|\| Download paper
2022	Short-Term Speculation Effects on Agricultural Commodity Returns and Volatility in the European Market Prior to and during the Pandemic. (2022). Vaznonis, Bernardas ; Staugaitis, Algirdas Justinas. In: Agriculture. RePEc:gam:jagris:v:12:y:2022:i:5:p:623-:d:803771. Full description at Econpapers \|\| Download paper
2022	Corporate Dividend Policies during the COVID-19 Pandemic. (2022). Ali, Nasir ; Ur, Muhammad Zia ; Ashraf, Badar Nadeem ; Shear, Falik. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:11:p:263-:d:951501. Full description at Econpapers \|\| Download paper
2022	Sustainable Biofuel Production from Animal Manure and Crop Residues in Ghana. (2022). Wang, Hongyan ; Seglah, Patience Afi ; Bi, Yuyun ; Gao, Chunyu. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:16:p:5800-:d:885113. Full description at Econpapers \|\| Download paper
2022	Can China Meet Its 2030 Total Energy Consumption Target? Based on an RF-SSA-SVR-KDE Model. (2022). Wang, Dongyu ; Guan, Xinyu ; Cui, Xiwen ; Xu, Xiaomin ; Niu, Dongxiao. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:16:p:6019-:d:892677. Full description at Econpapers \|\| Download paper

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Recent citations received in 2021

Year	Citing document
2021	General 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. Full description at Econpapers \|\| Download paper
2021	Tail forecasts of inflation using time-varying parameter quantile regressions. (2021). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2103.03632. Full description at Econpapers \|\| Download paper
2021	Interpretability 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. Full description at Econpapers \|\| Download paper
2021	Next-Day Bitcoin Price Forecast Based on Artificial intelligence Methods. (2021). Yang, Liping. In: Papers. RePEc:arx:papers:2106.12961. Full description at Econpapers \|\| Download paper
2021	Multiplicative Error Models: 20 years on. (2021). Gallo, Giampiero M ; Cipollini, Fabrizio. In: Papers. RePEc:arx:papers:2107.05923. Full description at Econpapers \|\| Download paper
2021	Understanding 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. Full description at Econpapers \|\| Download paper
2021	Look 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. Full description at Econpapers \|\| Download paper
2021	A 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. Full description at Econpapers \|\| Download paper
2021	Optimal Portfolio Choice and Stock Centrality for Tail Risk Events. (2021). Katsouris, Christis. In: Papers. RePEc:arx:papers:2112.12031. Full description at Econpapers \|\| Download paper
2021	Evolving Temperature Dynamics in Canada: Preliminary Evidence Based on 60 Years of Data. (2021). Amano, Robert ; McDonald-Guimond, Julien ; Gosselin, Marc-Andre. In: Staff Working Papers. RePEc:bca:bocawp:21-22. Full description at Econpapers \|\| Download paper
2021	Do inflation expectations improve model-based inflation Forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Babura, Marta. In: Working Papers. RePEc:bde:wpaper:2138. Full description at Econpapers \|\| Download paper
2021	Forecasting 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. Full description at Econpapers \|\| Download paper
2021	Nowcasting 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. Full description at Econpapers \|\| Download paper
2021	Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs. (2021). Koop, Gary ; Hou, Chenghan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0100. Full description at Econpapers \|\| Download paper
2021	High Public Debt in an Uncertain World: Post-Covid-19 Dangers for Public Finance. (2021). Gros, Daniel. In: EconPol Policy Brief. RePEc:ces:econpb:_38. Full description at Econpapers \|\| Download paper
2021	Combining 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. Full description at Econpapers \|\| Download paper
2021	The COVID-19 shock and challenges for time series models. (2021). Hartwig, Benny ; Bobeica, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20212558. Full description at Econpapers \|\| Download paper
2021	Do 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. Full description at Econpapers \|\| Download paper
2021	Fan charts 2.0: flexible forecast distributions with expert judgement. (2021). Sokol, Andrej. In: Working Paper Series. RePEc:ecb:ecbwps:20212624. Full description at Econpapers \|\| Download paper
2021	Heat 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. Full description at Econpapers \|\| Download paper
2021	Minimization 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. Full description at Econpapers \|\| Download paper
2021	A 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. Full description at Econpapers \|\| Download paper
2021	Review 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. Full description at Econpapers \|\| Download paper
2021	A 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. Full description at Econpapers \|\| Download paper
2021	Application 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. Full description at Econpapers \|\| Download paper
2021	Point 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. Full description at Econpapers \|\| Download paper
2021	Dynamic 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. Full description at Econpapers \|\| Download paper
2021	Forecasting 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. Full description at Econpapers \|\| Download paper
2021	Assessing 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. Full description at Econpapers \|\| Download paper
2021	Longevity 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. Full description at Econpapers \|\| Download paper
2021	Dimensionality 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. Full description at Econpapers \|\| Download paper
2021	30 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. Full description at Econpapers \|\| Download paper
2021	Factor 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. Full description at Econpapers \|\| Download paper
2021	Principles 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. Full description at Econpapers \|\| Download paper
2021	A 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. Full description at Econpapers \|\| Download paper
2021	Clustering 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. Full description at Econpapers \|\| Download paper
2021	The 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. Full description at Econpapers \|\| Download paper
2021	Crude 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. Full description at Econpapers \|\| Download paper
2021	Forecasting 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. Full description at Econpapers \|\| Download paper
2021	Stochastic 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. Full description at Econpapers \|\| Download paper
2021	A 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. Full description at Econpapers \|\| Download paper
2021	Risk 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. Full description at Econpapers \|\| Download paper
2021	Multivariate Analysis of Cryptocurrencies. (2021). Candila, Vincenzo. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:3:p:28-:d:586873. Full description at Econpapers \|\| Download paper
2021	Predicting the Economic Impact of the COVID-19 Pandemic in the United Kingdom Using Time-Series Mining. (2021). Rady, Dina ; Hettiarachchi, Hansi ; Rakha, Ahmed ; Abdelsamea, Mohammed M ; Gaber, Mohamed Medhat. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:4:p:137-:d:644305. Full description at Econpapers \|\| Download paper
2021	A 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. Full description at Econpapers \|\| Download paper
2021	Distributed 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. Full description at Econpapers \|\| Download paper
2021	A 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. Full description at Econpapers \|\| Download paper
2021	Prediction 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. Full description at Econpapers \|\| Download paper
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2021	Forecasting Commodity Prices: Looking for a Benchmark. (2021). Rubaszek, MichaÅ ; Kwas, Marek. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:27-459:d:577877. Full description at Econpapers \|\| Download paper

More than 50 citations. List broken...

Recent citations received in 2020

Year	Citing document
2020	Forecasting inflation with twitter. (2020). Aromi, J. Daniel ; Llada, Martin. In: AsociaciÃ³n Argentina de EconomÃa PolÃtica: Working Papers. RePEc:aep:anales:4308. Full description at Econpapers \|\| Download paper
2020	Beating the naive: Combining LASSO with naive intraday electricity price forecasts. (2020). Weron, RafaÃâ ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2001. Full description at Econpapers \|\| Download paper
2020	Trading on short-term path forecasts of intraday electricity prices. (2020). Weron, RafaÅ ; Chawla, Yash ; Marcjasz, Grzegorz ; Serafin, Tomasz. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2017. Full description at Econpapers \|\| Download paper
2020	Focused Bayesian Prediction. (2019). Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Papers. RePEc:arx:papers:1912.12571. Full description at Econpapers \|\| Download paper
2020	Ensemble Forecasting for Intraday Electricity Prices: Simulating Trajectories. (2020). Ziel, Florian ; Narajewski, Michal. In: Papers. RePEc:arx:papers:2005.01365. Full description at Econpapers \|\| Download paper
2020	Neural Networks and Value at Risk. (2020). Weisheit, Stefan ; Klawunn, Michael ; Hoepner, Andreas ; Borth, Damian ; Arimond, Alexander. In: Papers. RePEc:arx:papers:2005.01686. Full description at Econpapers \|\| Download paper
2020	Flexible Mixture Priors for Large Time-varying Parameter Models. (2020). Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2006.10088. Full description at Econpapers \|\| Download paper
2020	Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark. (2020). Weron, RafaÃâ ; Marcjasz, Grzegorz ; de Schutter, Bart ; Lago, Jesus. In: Papers. RePEc:arx:papers:2008.08004. Full description at Econpapers \|\| Download paper
2020	How is Machine Learning Useful for Macroeconomic Forecasting?. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.12477. Full description at Econpapers \|\| Download paper
2020	Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary. (2020). Schnaitmann, Julie ; Liu, Xiaochun ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2009.07341. Full description at Econpapers \|\| Download paper
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2020	Large Time-Varying Volatility Models for Electricity Prices. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0088. Full description at Econpapers \|\| Download paper
2020	Time-Varying Trend Models for Forecasting Inflation in Australia. (2020). Cross, Jamie ; Zhang, BO ; Guo, NA. In: Working Papers. RePEc:bny:wpaper:0092. Full description at Econpapers \|\| Download paper
2020	Tracking and Predicting the German Economy: ifo vs. PMI. (2020). Reif, Magnus ; Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8145. Full description at Econpapers \|\| Download paper
2020	The Forecasting Power of the ifo Business Survey. (2020). Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8291. Full description at Econpapers \|\| Download paper
2020	Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach. (2020). Hallin, Marc ; Trucios, Carlos. In: Working Papers ECARES. RePEc:eca:wpaper:2013/315983. Full description at Econpapers \|\| Download paper
2020	Cross-temporal aggregation: Improving the forecast accuracy of hierarchical electricity consumption. (2020). Assimakopoulos, Vassilios ; Kourentzes, Nikolaos ; Petropoulos, Fotios ; Spiliotis, Evangelos. In: Applied Energy. RePEc:eee:appene:v:261:y:2020:i:c:s0306261919320264. Full description at Econpapers \|\| Download paper
2020	Ensemble forecasting for intraday electricity prices: Simulating trajectories. (2020). Ziel, Florian ; Narajewski, Micha. In: Applied Energy. RePEc:eee:appene:v:279:y:2020:i:c:s0306261920312824. Full description at Econpapers \|\| Download paper
2020	Wind 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. Full description at Econpapers \|\| Download paper
2020	Macroeconomic 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. Full description at Econpapers \|\| Download paper
2020	Volatility forecasting using related marketsÃ¢â¬â¢ information for the Tokyo stock exchange. (2020). Su, Jen-Je ; Li, Bin ; Todorova, Neda ; Jayawardena, Nirodha I. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:143-158. Full description at Econpapers \|\| Download paper
2020	Global predictive power of the upside and downside variances of the U.S. equity market. (2020). Zhang, Liguo ; Xiao, Jun ; Xu, Yahua. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:605-619. Full description at Econpapers \|\| Download paper
2020	Generalizing the Theta method for automatic forecasting. (2020). Makridakis, Spyros ; Assimakopoulos, Vassilios ; Spiliotis, Evangelos. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:2:p:550-558. Full description at Econpapers \|\| Download paper
2020	Asymmetric effects of geopolitical risks on energy returns and volatility under different market conditions. (2020). Zhang, Zitao ; Chen, Jinyu ; Hong, Kairong ; Qin, Yun . In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301912. Full description at Econpapers \|\| Download paper
2020	Which sentiment index is more informative to forecast stock market volatility? Evidence from China. (2020). Tang, Linchun ; Liang, Chao ; Wei, YU. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301964. Full description at Econpapers \|\| Download paper
2020	An 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. Full description at Econpapers \|\| Download paper
2020	Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic: VIX vs EPU?. (2020). Lu, Xinjie ; Wang, Jiqian ; Ma, Feng ; He, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302404. Full description at Econpapers \|\| Download paper
2020	Structural breaks in online investor sentiment: A note on the nonstationarity of financial chatter. (2020). Behrendt, Simon ; Ballinari, Daniele. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319311821. Full description at Econpapers \|\| Download paper
2020	The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic. (2020). Wang, Jiqian ; Ma, Feng ; Liang, Chao. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320308515. Full description at Econpapers \|\| Download paper
2020	Fear of the coronavirus and the stock markets. (2020). VÃÂ½rost, TomÃ¡Å¡ ; MolnÃÂ¡r, Peter ; LyÃÂ³csa, Å tefan ; Baumohl, Eduard ; Molnar, Peter ; Vrost, Toma ; Lyocsa, Tefan. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320310813. Full description at Econpapers \|\| Download paper
2020	Forecasting in social settings: The state of the art. (2020). Petropoulos, Fotios ; Hyndman, Rob J ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:15-28. Full description at Econpapers \|\| Download paper
2020	The M4 Competition: 100,000 time series and 61 forecasting methods. (2020). Assimakopoulos, Vassilios ; Spiliotis, Evangelos ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:54-74. Full description at Econpapers \|\| Download paper
2020	A brief history of forecasting competitions. (2020). Hyndman, Rob J. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:7-14. Full description at Econpapers \|\| Download paper
2020	Forecasting and forecast narratives: The Bank of England Inflation Reports. (2020). Reade, J ; Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1488-1500. Full description at Econpapers \|\| Download paper
2020	Forecasting with news sentiment: Evidence with UK newspapers. (2020). Rambaccussing, Dooruj ; Kwiatkowski, Andrzej. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1501-1516. Full description at Econpapers \|\| Download paper
2020	Fear 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. Full description at Econpapers \|\| Download paper
2020	The 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. Full description at Econpapers \|\| Download paper
2020	When US sneezes, clichÃ©s 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. Full description at Econpapers \|\| Download paper
2020	Demand forecasting in the presence of systematic events: Cases in capturing sales promotions. (2020). Fahimnia, Behnam ; Eshragh, Ali ; Hurley, Jason ; Abolghasemi, Mahdi. In: International Journal of Production Economics. RePEc:eee:proeco:v:230:y:2020:i:c:s0925527320302553. Full description at Econpapers \|\| Download paper
2020	The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach. (2020). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie ; Ji, Qiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920307273. Full description at Econpapers \|\| Download paper
2020	Predicting housing prices in China based on modified Holts exponential smoothing incorporating whale optimization algorithm. (2020). Wu, Lifeng ; Liu, Lianyi. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:72:y:2020:i:c:s0038012119306299. Full description at Econpapers \|\| Download paper
2020	Nowcasting Tail Risks to Economic Activity with Many Indicators. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:87955. Full description at Econpapers \|\| Download paper
2020	Monetary Policy with Judgment. (2020). Manganelli, Simone ; Gelain, Paolo. In: Working Papers. RePEc:fip:fedcwq:88033. Full description at Econpapers \|\| Download paper
2020	Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach. (2020). Zaman, Saeed ; Knotek, Edward. In: Working Papers. RePEc:fip:fedcwq:88961. Full description at Econpapers \|\| Download paper
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2020	Infectious Diseases, Market Uncertainty and Oil Market Volatility. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Bouri, Elie. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:16:p:4090-:d:395806. Full description at Econpapers \|\| Download paper
2020	Measuring the Risk of Supply and Demand Imbalance at the Monthly to Seasonal Scale in France. (2020). Plougonven, Riwal ; Drobinski, Philippe ; Alonzo, Bastien ; Tankov, Peter. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:18:p:4888-:d:415383. Full description at Econpapers \|\| Download paper
2020	Electricity Price Forecasting Based on Self-Adaptive Decomposition and Heterogeneous Ensemble Learning. (2020). de Lima, Jose Donizetti ; Stefenon, Stefano Frizzo ; Dal, Matheus Henrique ; Santos, Leandro Dos ; Mariani, Viviana Cocco ; Nied, Ademir. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:19:p:5190-:d:424029. Full description at Econpapers \|\| Download paper
2020	The Impacts of Energy Consumption, Energy Prices and Energy Import-Dependency on Gross and Sectoral Value-Added in Sri Lanka. (2020). Murshed, Muntasir ; Mahmood, Haider ; Bassim, Mohga ; Yousef, Tarek Tawfik. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:24:p:6565-:d:461230. Full description at Econpapers \|\| Download paper
2020	Load Nowcasting: Predicting Actuals with Limited Data. (2020). Ziel, Florian. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:6:p:1443-:d:334632. Full description at Econpapers \|\| Download paper

More than 50 citations. List broken...

10 most frequent citing series

#	Series	H	Cites
1	International Journal of Forecasting / Elsevier	86	2505
2	Papers / arXiv.org	87	1106
3	Energies / MDPI	52	752
4	European Journal of Operational Research / Elsevier	130	511
5	Energy Economics / Elsevier	158	490
6	Sustainability / MDPI	64	422
7	Applied Energy / Elsevier	114	342
8	Resources Policy / Elsevier	65	326
9	MPRA Paper / University Library of Munich, Germany	124	311
10	Energy / Elsevier	107	305
11			298