Citation analysis for International Journal of Forecasting / Elsevier

Citation Profile [Updated: 2019-12-04 10:36:47]

5 Years H

Impact Factor

1.53

5 Years IF

1.39

Data available in this report

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

Main indicators

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1990	0	0.08	0.12	0.01	75	75	439	9	9	186		362	5		0	4	0.05	0.04
1991	0.02	0.08	0.11	0.02	62	137	305	15	24	172	3	398	9		0		0	0.04
1992	0.04	0.08	0.07	0.03	90	227	891	16	41	137	5	383	13		0		0	0.04
1993	0.03	0.1	0.07	0.02	79	306	532	20	62	152	4	413	9		0		0	0.05
1994	0.02	0.11	0.06	0.04	70	376	384	23	86	169	3	403	16		0	2	0.03	0.05
1995	0.07	0.19	0.25	0.1	61	437	432	107	194	149	11	376	36	63	58.9	7	0.11	0.08
1996	0.13	0.22	0.35	0.15	65	502	361	172	369	131	17	362	53	91	52.9	2	0.03	0.1
1997	0.09	0.22	0.24	0.13	67	569	1221	137	507	126	11	365	48	54	39.4	11	0.16	0.09
1998	0.1	0.26	0.33	0.14	35	604	666	199	709	132	13	342	47	63	31.7	1	0.03	0.12
1999	0.27	0.28	0.46	0.21	39	643	526	295	1005	102	28	298	62	60	20.3	6	0.15	0.14
2000	0.39	0.33	0.36	0.26	59	702	1019	251	1257	74	29	267	70	80	31.9	6	0.1	0.15
2001	0.27	0.36	0.33	0.28	45	747	476	245	1506	98	26	265	75	70	28.6	13	0.29	0.15
2002	0.31	0.39	0.39	0.39	58	805	497	305	1821	104	32	245	96	87	28.5	34	0.59	0.21
2003	0.46	0.4	0.57	0.46	81	886	721	481	2322	103	47	236	108	149	31	15	0.19	0.2
2004	0.4	0.45	0.53	0.45	69	955	1182	499	2829	139	55	282	126	94	18.8	25	0.36	0.2
2005	0.43	0.46	0.79	0.49	67	1022	1154	807	3637	150	65	312	152	105	13	23	0.34	0.22
2006	0.67	0.46	0.92	0.51	63	1085	1289	995	4638	136	91	320	164	488	49	20	0.32	0.21
2007	0.79	0.42	0.68	0.53	63	1148	774	781	5420	130	103	338	178	139	17.8	36	0.57	0.18
2008	1.06	0.44	0.76	0.79	64	1212	1111	911	6337	126	134	343	271	141	15.5	43	0.67	0.21
2009	0.83	0.44	0.72	0.82	72	1284	897	916	7263	127	106	326	267	105	11.5	38	0.53	0.21
2010	0.92	0.43	0.73	0.82	75	1359	655	978	8254	136	125	329	270	135	13.8	11	0.15	0.18
2011	1.01	0.46	1.02	0.99	148	1507	942	1531	9797	147	148	337	335	442	28.9	125	0.84	0.21
2012	0.63	0.47	0.84	0.77	64	1571	953	1318	11124	223	141	422	323	95	7.2	31	0.48	0.19
2013	0.81	0.53	0.95	0.89	56	1627	574	1537	12671	212	172	423	378	186	12.1	37	0.66	0.22
2014	1.68	0.55	1.14	1.16	77	1704	1049	1945	14617	120	202	415	480	188	9.7	85	1.1	0.22
2015	1.81	0.56	1.17	1.1	81	1785	496	2084	16705	133	241	420	462	240	11.5	73	0.9	0.21
2016	1.76	0.58	1.29	1.31	102	1887	560	2431	19140	158	278	426	559	330	13.6	125	1.23	0.2
2017	1.34	0.6	1.15	1.51	76	1963	245	2256	21397	183	246	380	572	277	12.3	41	0.54	0.22
2018	1.53	0.76	1.17	1.39	52	2015	87	2344	23747	178	273	392	545	155	6.6	28	0.54	0.31

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
SC:	selft citations in y to articles published in y-1 plus y-2
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series

#	Year	Title	Cited
1	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	775
2	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	511
3	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	509
4	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	294
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	274
6	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	268
7	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	239
8	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	186
9	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	183
10	2014	Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, RafaÅ. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081. Full description at Econpapers \|\| Download paper	169
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	148
12	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	146
13	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	145
14	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	138
15	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	133
16	2008	Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data. (2008). Schumacher, Christian ; Breitung, JÃÂ¶rg. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:3:p:386-398. Full description at Econpapers \|\| Download paper	130
17	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	124
18	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	117
19	2008	Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models. (2008). Weron, RafaÅ ; 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	117
20	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	112
21	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	106
22	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	101
23	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	99
24	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	98
25	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	96
26	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	96
27	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	95
28	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	95
29	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	94
30	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	94
31	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	93
32	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	92
33	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	91
34	1987	Cointegration and models of exchange rate determination. (1987). Selover, David ; Baillie, Richard. In: International Journal of Forecasting. RePEc:eee:intfor:v:3:y:1987:i:1:p:43-51. Full description at Econpapers \|\| Download paper	91
35	1997	Shorte-run forecasts of electricity loads and peaks. (1997). Vahid, Farshid ; Granger, Clive ; Engle, Robert ; Brace, Casey ; Ramanathan, Ramu . In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:2:p:161-174. Full description at Econpapers \|\| Download paper	91
36	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	87
37	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	87
38	1997	Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models. (1997). White, Halbert ; Swanson, Norman. In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:4:p:439-461. Full description at Econpapers \|\| Download paper	85
39	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	82
40	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	82
41	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	80
42	2004	How costly is it to ignore breaks when forecasting the direction of a time series?. (2004). Timmermann, Allan ; Pesaran, M. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:3:p:411-425. Full description at Econpapers \|\| Download paper	77
43	1999	Additive outliers, GARCH and forecasting volatility. (1999). Franses, Philip Hans ; Ghijsels, Hendrik. In: International Journal of Forecasting. RePEc:eee:intfor:v:15:y:1999:i:1:p:1-9. Full description at Econpapers \|\| Download paper	77
44	2006	Are there any reliable leading indicators for US inflation and GDP growth?. (2006). Marcellino, Massimiliano ; Banerjee, Anindya. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:1:p:137-151. Full description at Econpapers \|\| Download paper	77
45	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	76
46	2000	An evaluation of the predictions of the Federal Reserve. (2000). Stekler, Herman ; Joutz, Fred. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:1:p:17-38. Full description at Econpapers \|\| Download paper	76
47	1990	The use of prior information in forecast combination. (1990). Diebold, Francis ; Pauly, Peter. In: International Journal of Forecasting. RePEc:eee:intfor:v:6:y:1990:i:4:p:503-508. Full description at Econpapers \|\| Download paper	76
48	2009	Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements. (2009). van Dijk, Dick ; De Pooter, Michiel ; Martens, Martin . In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:2:p:282-303. Full description at Econpapers \|\| Download paper	76
49	2011	Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7. (2011). Dovern, Jonas ; Weisser, Johannes . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:452-465. Full description at Econpapers \|\| Download paper	75
50	2004	A comparison of financial duration models via density forecasts. (2004). Veredas, David ; Grammig, Joachim ; Giot, Pierre ; Bauwens, Luc. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:4:p:589-609. Full description at Econpapers \|\| Download paper	75

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	275
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	123
3	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	113
4	2014	Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, RafaÅ. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081. Full description at Econpapers \|\| Download paper	112
5	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	89
6	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	81
7	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	66
8	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	56
9	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	56
10	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	53
11	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	51
12	2008	Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models. (2008). Weron, RafaÅ ; 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	47
13	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	43
14	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	39
15	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	35
16	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	33
17	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	32
18	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	32
19	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	32
20	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	32
21	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	32
22	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	31
23	2003	Univariate versus multivariate time series forecasting: an application to international tourism demand. (2003). du Preez, Johann ; Witt, Stephen F.. In: International Journal of Forecasting. RePEc:eee:intfor:v:19:y:2003:i:3:p:435-451. Full description at Econpapers \|\| Download paper	30
24	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	30
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30	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	28
31	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	27
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34	2015	Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections. (2015). Lenza, Michele ; Giannone, Domenico ; Banbura, Marta ; Babura, Marta. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:739-756. Full description at Econpapers \|\| Download paper	26
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39	2015	Do high-frequency financial data help forecast oil prices? The MIDAS touch at work. (2015). Kilian, Lutz ; GuÃÂ©rin, Pierre ; Baumeister, Christiane. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:238-252. Full description at Econpapers \|\| Download paper	24
40	2007	Forecasting spot and forward prices in the international freight market. (2007). VISVIKIS, ILIAS ; Batchelor, Roy ; Alizadeh, Amir. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:1:p:101-114. Full description at Econpapers \|\| Download paper	24
41	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	23
42	2008	Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data. (2008). Schumacher, Christian ; Breitung, JÃÂ¶rg. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:3:p:386-398. Full description at Econpapers \|\| Download paper	23
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50	2013	Measuring forecasting accuracy: The case of judgmental adjustments to SKU-level demand forecasts. (2013). Davydenko, Andrey ; Fildes, Robert. In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:3:p:510-522. Full description at Econpapers \|\| Download paper	21

Citing documents used to compute impact factor: 273

Year	Title
2018	Machine Learning for Regularized Survey Forecast Combination: Partially Egalitarian Lasso and its Derivatives. (2018). Shin, Minchul ; Diebold, Francis. In: PIER Working Paper Archive. RePEc:pen:papers:18-014. Full description at Econpapers \|\| Download paper
2018	Stein-Rule Combination Forecasting on RFID Based Supply Chain. (2018). Wang, Wenjie ; Fan, Dandan ; Xu, QI. In: Asia-Pacific Journal of Operational Research (APJOR). RePEc:wsi:apjorx:v:35:y:2018:i:02:n:s0217595918400018. Full description at Econpapers \|\| Download paper
2018	Explaining and Forecasting Euro Area Inflation: the Role of Domestic and Global Factors. (2018). Schmidt, Katja ; Faubert, Violaine ; Bereau, S. In: Working papers. RePEc:bfr:banfra:663. Full description at Econpapers \|\| Download paper
2018	Quantile-based Inï¬ation Risk Models. (2018). Striaukas, Jonas ; Iania, Leonardo ; Ghysels, Eric. In: Working Paper Research. RePEc:nbb:reswpp:201810-349. Full description at Econpapers \|\| Download paper
2018	Nowcasting with the help of foreign indicators: The case of Mexico. (2018). Caruso, Alberto. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:160-168. Full description at Econpapers \|\| Download paper
2018	Nowcasting Real Economic Activity in the Euro Area: Assessing the Impact of Qualitative Surveys. (2018). Basselier, Raisa ; Langenus, Geert ; Liedo, David Antonio. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:14:y:2018:i:1:d:10.1007_s41549-017-0022-9. Full description at Econpapers \|\| Download paper
2018	Short term forecasts of economic activity: are fortnightly factors useful?. (2018). Monteforte, Libero ; Raponi, Valentina. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1177_18. Full description at Econpapers \|\| Download paper
2018	Uncertain Kingdom: Nowcasting GDP and its Revisions. (2018). Miranda-Agrippino, Silvia ; GalvÃÂ£o, Ana ; ANESTI, NIKOLETA ; Galvao, Ana Beatriz. In: Discussion Papers. RePEc:cfm:wpaper:1824. Full description at Econpapers \|\| Download paper
2018	Nowcasting Canadian Economic Activity in an Uncertain Environment. (2018). Chernis, Tony ; Sekkel, Rodrigo. In: Discussion Papers. RePEc:bca:bocadp:18-9. Full description at Econpapers \|\| Download paper
2018	Uncertain Kingdom: nowcasting GDP and its revisions. (2018). Miranda-Agrippino, Silvia ; GalvÃÂ£o, Ana ; Galvo, Ana ; Anesti, Nikoleta. In: Bank of England working papers. RePEc:boe:boeewp:0764. Full description at Econpapers \|\| Download paper
2018	Uncertain kingdom: nowcasting GDP and its revisions. (2018). Miranda-Agrippino, Silvia ; GalvÃÂ£o, Ana ; Galvao, Ana Beatriz ; Anesti, Nikoleta. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:90382. Full description at Econpapers \|\| Download paper
2018	Understanding the US natural gas market: A Markov switching VAR approach. (2018). Hou, Chenghan ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:42-53. Full description at Econpapers \|\| Download paper
2018	Nowcasting real GDP growth with business tendency surveys data: A cross country analysis. (2018). Poghosyan, Karen ; Kocenda, Evzen. In: KIER Working Papers. RePEc:kyo:wpaper:1002. Full description at Econpapers \|\| Download paper
2018	Zur Kurzfristprognose mit Faktormodellen und Prognoseanpassungen. (2018). Hauber, Philipp. In: IfW-Box. RePEc:zbw:ifwbox:20185. Full description at Econpapers \|\| Download paper
2018	Recent advances in electricity price forecasting: A review of probabilistic forecasting. (2018). Weron, RafaÅ ; Nowotarski, Jakub. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:81:y:2018:i:p1:p:1548-1568. Full description at Econpapers \|\| Download paper
2018	Short- to Mid-term Day-Ahead Electricity Price Forecasting Using Futures. (2018). Ziel, Florian ; Steinert, Rick. In: Papers. RePEc:arx:papers:1801.10583. Full description at Econpapers \|\| Download paper
2018	Probabilistic mid- and long-term electricity price forecasting. (2018). Ziel, Florian ; Steinert, Rick. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:94:y:2018:i:c:p:251-266. Full description at Econpapers \|\| Download paper
2018	Size matters: Estimation sample length and electricity price forecasting accuracy. (2018). Mosetti, Luca ; Fezzi, Carlo. In: DEM Working Papers. RePEc:trn:utwprg:2018/10. Full description at Econpapers \|\| Download paper
2018	Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2018). Manera, Matteo ; Galeotti, Marzio ; Bastianin, Andrea. In: Papers. RePEc:arx:papers:1804.08315. Full description at Econpapers \|\| Download paper
2018	Model Averaging and its Use in Economics. (2018). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:90110. Full description at Econpapers \|\| Download paper
2018	Product innovation based on online review data mining: a case study of Huawei phones. (2018). Zhang, Hui ; Feng, Junzheng ; Rao, Huguang. In: Electronic Commerce Research. RePEc:spr:elcore:v:18:y:2018:i:1:d:10.1007_s10660-017-9279-2. Full description at Econpapers \|\| Download paper
2018	Big Data sources and methods for social and economic analyses. (2018). Blazquez, Desamparados ; Domenech, Josep. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:130:y:2018:i:c:p:99-113. Full description at Econpapers \|\| Download paper
2018	Rebate strategy to stimulate online customer reviews. (2018). Yang, Liu ; Dong, Shaozeng. In: International Journal of Production Economics. RePEc:eee:proeco:v:204:y:2018:i:c:p:99-107. Full description at Econpapers \|\| Download paper
2018	Econometric testing on linear and nonlinear dynamic relation between stock prices and macroeconomy in China. (2018). Borjigin, Sumuya ; Sun, Leilei ; Yang, Xiaoguang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:493:y:2018:i:c:p:107-115. Full description at Econpapers \|\| Download paper
2018	A new GARCH model with higher moments for stock return predictability. (2018). Narayan, Paresh Kumar ; Liu, Ruipeng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:93-103. Full description at Econpapers \|\| Download paper
2018	Google Trends and reality: Do the proportions match?. (2018). Siliverstovs, Boriss ; Wochner, Daniel S. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:145:y:2018:i:c:p:1-23. Full description at Econpapers \|\| Download paper
2018	Volatility persistence and asymmetry under the microscope: The role of information demand for gold and oil. (2018). Panagiotidis, Theodore ; Bampinas, Georgios ; Rouska, Christina. In: Working Paper series. RePEc:rim:rimwps:18-13. Full description at Econpapers \|\| Download paper
2018	Listening to the buzz: social media sentiment and retail depositors trust. (2018). Moscatelli, Mirko ; Accornero, Matteo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1165_18. Full description at Econpapers \|\| Download paper
2018	Combining official and Google Trends data to forecast the Italian youth unemployment rate. (2018). Naccarato, Alessia ; Pierini, Andrea ; Loriga, Silvia ; Falorsi, Stefano . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:130:y:2018:i:c:p:114-122. Full description at Econpapers \|\| Download paper
2018	Quantifying macroeconomic expectations in stock markets using Google Trends. (2018). Bock, Johannes. In: Papers. RePEc:arx:papers:1805.00268. Full description at Econpapers \|\| Download paper
2018	Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis. (2018). Conrad, Christian ; Ghysels, Eric ; Custovic, Anessa . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:23-:d:145629. Full description at Econpapers \|\| Download paper
2018	What does investors online divergence of opinion tell us about stock returns and trading volume?. (2018). Al-Nasseri, Alya ; Ali, Faek Menla. In: Journal of Business Research. RePEc:eee:jbrese:v:86:y:2018:i:c:p:166-178. Full description at Econpapers \|\| Download paper
2018	Forecasting unemployment rates in Malta: A labour market flows approach. (2018). Ellul, Reuben. In: CBM Working Papers. RePEc:mlt:wpaper:0318. Full description at Econpapers \|\| Download paper
2018	Forecasting Tourist Arrivals: Google Trends Meets Mixed Frequency Data. (2018). Havranek, Tomas ; Zeynalov, Ayaz. In: MPRA Paper. RePEc:pra:mprapa:90205. Full description at Econpapers \|\| Download paper
2018	Forecasting Tourist Arrivals with Google Trends and Mixed Frequency Data. (2018). Havranek, Tomas ; Zeynalov, Ayaz. In: EconStor Preprints. RePEc:zbw:esprep:187420. Full description at Econpapers \|\| Download paper
2018	Nowcasting GDP Growth by Reading the Newspapers. (2018). Clement, Stephanie Combes. In: Economie et Statistique / Economics and Statistics. RePEc:nse:ecosta:ecostat_2018_505-506_2. Full description at Econpapers \|\| Download paper
2018	Analyzing of consumer price index influence on inflation by multiple linear regression. (2018). Cogoljevi, Duan ; Piljan, Ivan ; Mati, Ivana ; Roganovi, Milo ; Gavrilovi, Milan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:941-944. Full description at Econpapers \|\| Download paper
2018	The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests. (2018). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Vivian, Andrew J. In: Working Papers. RePEc:pre:wpaper:201809. Full description at Econpapers \|\| Download paper
2018	Forecasting Changes of Economic Inequality: A Boosting Approach. (2018). Pierdzioch, Christian ; GUPTA, RANGAN ; Silva, Emmanuel ; Hassani, Hossein. In: Working Papers. RePEc:pre:wpaper:201868. Full description at Econpapers \|\| Download paper
2018	Forecasting risk with Markov-switching GARCH models:A large-scale performance study. (2018). Ardia, David ; Catania, Leopoldo ; Boudt, Kris ; Bluteau, Keven. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:733-747. Full description at Econpapers \|\| Download paper
2018	Modeling rates of inflation in Nigeria: an application of ARMA, ARIMA and GARCH models. (2018). Nyoni, Thabani ; Nathaniel, Solomon Prince. In: MPRA Paper. RePEc:pra:mprapa:91351. Full description at Econpapers \|\| Download paper
2018	Predicting crypto-currencies using sparse non-Gaussian state space models. (2018). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O ; Hotz-Behofsits, Christian. In: Papers. RePEc:arx:papers:1801.06373. Full description at Econpapers \|\| Download paper
2018	Bayesian vector autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87393. Full description at Econpapers \|\| Download paper
2018	Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1159. Full description at Econpapers \|\| Download paper
2018	Bayesian vector autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/27od5pb99881folvtfs8s3k16l. Full description at Econpapers \|\| Download paper
2018	Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Discussion Papers. RePEc:cfm:wpaper:1808. Full description at Econpapers \|\| Download paper
2018	Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus. In: ifo Working Paper Series. RePEc:ces:ifowps:_265. Full description at Econpapers \|\| Download paper
2018	Forecasting using mixed-frequency VARs with time-varying parameters. (2018). Reif, Magnus ; Heinrich, Markus. In: ifo Working Paper Series. RePEc:ces:ifowps:_273. Full description at Econpapers \|\| Download paper
2018	Time-Varying Vector Autoregressions: Efficient Estimation, Random Inertia and Random Mean. (2018). Legrand, Romain. In: MPRA Paper. RePEc:pra:mprapa:88925. Full description at Econpapers \|\| Download paper
2018	Multivariate Stochastic Volatility with Co-Heteroscedasticity. (2018). Strachan, Rodney ; Leon-Gonzalez, Roberto ; Doucet, Arnaud. In: Working Paper series. RePEc:rim:rimwps:18-38. Full description at Econpapers \|\| Download paper
2018	Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors. (2018). Mertens, Elmar ; McCracken, Michael ; Clark, Todd. In: Working Papers. RePEc:fip:fedcwq:171501. Full description at Econpapers \|\| Download paper
2018	Learning to forecast, risk aversion, and microstructural aspects of financial stability. (2018). Biondo, Alessio Emanuele. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201820. Full description at Econpapers \|\| Download paper
2018	Toward a New Microfounded Macroeconomics in the Wake of the Crisis. (2018). Russo, Alberto ; Caverzasi, Eugenio. In: LEM Papers Series. RePEc:ssa:lemwps:2018/23. Full description at Econpapers \|\| Download paper
2018	Experience Does not Eliminate Bubbles: Experimental Evidence. (2018). Weber, Matthias ; KopÃÂ¡nyi-Peuker, Anita ; Kopanyi-Peuker, Anita. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180092. Full description at Econpapers \|\| Download paper
2018	Experience Does not Eliminate Bubbles: Experimental Evidence. (2018). Weber, Matthias ; KopÃÂ¡nyi-Peuker, Anita ; Kopanyi-Peuker, Anita. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:22. Full description at Econpapers \|\| Download paper
2018
2018	Inflation Expectations in India: Learning from Household Tendency Surveys. (2018). Zhao, Yongchen ; Lahiri, Kajal ; Das, Abhiman. In: Working Papers. RePEc:tow:wpaper:2018-03. Full description at Econpapers \|\| Download paper
2018	âA new metric of consensus for Likert scalesâ. (2018). Claveria, Oscar. In: IREA Working Papers. RePEc:ira:wpaper:201821. Full description at Econpapers \|\| Download paper
2018	âA new metric of consensus for Likert scalesâ. (2018). Claveria, Oscar. In: AQR Working Papers. RePEc:aqr:wpaper:201810. Full description at Econpapers \|\| Download paper
2018	Monetary policy shocks, expectations and information rigidities. (2018). Czudaj, Robert ; Beckmann, Joscha. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep019. Full description at Econpapers \|\| Download paper
2018	Has Macroeconomic Forecasting changed after the Great Recession? - Panel-based Evidence on Accuracy and Forecaster Behaviour from Germany. (2018). Fritsche, Ulrich ; Muller, Karsten ; Dopke, Jorg. In: Macroeconomics and Finance Series. RePEc:hep:macppr:201803. Full description at Econpapers \|\| Download paper
2018	Monetary policy shocks, expectations and information rigidities. (2018). Czudaj, Robert ; Beckmann, Joscha. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181573. Full description at Econpapers \|\| Download paper
2018	MONETARY POLICY SHOCKS, EXPECTATIONS, AND INFORMATION RIGIDITIES. (2018). Czudaj, Robert ; Beckmann, Joscha. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:4:p:2158-2176. Full description at Econpapers \|\| Download paper
2018	Prognose und Prognosekorrektur fÃ¼r das Jahr 2018. (2018). Jannsen, Nils. In: IfW-Box. RePEc:zbw:ifwbox:201813. Full description at Econpapers \|\| Download paper
2018	Prognosen des IfW und tatsÃ¤chliche Entwicklung 2017. (2018). Jannsen, Nils. In: IfW-Box. RePEc:zbw:ifwbox:20182. Full description at Econpapers \|\| Download paper
2018	Weighted Brier score decompositions for topically heterogenous forecasting tournaments. (2018). Merkle, Edgar C ; Hartman, Robert. In: Judgment and Decision Making. RePEc:jdm:journl:v:13:y:2018:i:2:p:185-201. Full description at Econpapers \|\| Download paper
2018	Evaluating nowcasts of bridge equations with advanced combination schemes for the Turkish unemployment rate. (2018). Soybilgen, Baris ; Yazgan, Ege . In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:99-108. Full description at Econpapers \|\| Download paper
2018	Residual value forecasting using asymmetric cost functions. (2018). Dress, Korbinian ; von Mettenheim, Hans-Jorg ; Lessmann, Stefan. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:551-565. Full description at Econpapers \|\| Download paper
2018	Nowcasting the New Turkish GDP. (2018). Soybilgen, Baris ; Yazgan, Ege . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00443. Full description at Econpapers \|\| Download paper
2018	Nowcasting Annual Turkish GDP Growth with MIDAS. (2018). Gunay, Mahmut. In: CBT Research Notes in Economics. RePEc:tcb:econot:1810. Full description at Econpapers \|\| Download paper
2018	Macroeconomic forecasting using penalized regression methods. (2018). Smeekes, Stephan ; Wijler, Etienne. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:408-430. Full description at Econpapers \|\| Download paper
2018	Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models. (2018). GUPTA, RANGAN ; Das, Sonali ; Silva, Emmanuel Sirimal ; Hassani, Hossein. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:121-139. Full description at Econpapers \|\| Download paper
2018	The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market. (2018). Lin, Boqiang ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:370-386. Full description at Econpapers \|\| Download paper
2018	Fear connectedness among asset classes. (2018). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:39:p:4234-4249. Full description at Econpapers \|\| Download paper
2018	Deciding between alternative approaches in macroeconomics. (2018). Hendry, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:119-135. Full description at Econpapers \|\| Download paper
2018	Effects of official and unofficial central bank communication on the Brazilian interest rate curve. (2018). Valls Pereira, Pedro. In: Textos para discussÃ£o. RePEc:fgv:eesptd:470. Full description at Econpapers \|\| Download paper
2018	French Nowcasts of the US Economy during the Great Recession: A Textual Analysis. (2018). Catalfamo, Emma. In: Working Papers. RePEc:gwc:wpaper:2018-001. Full description at Econpapers \|\| Download paper
2018	Forecasting the 1937-1938 Recession: Quantifying Contemporary Newspaper Forecasts. (2018). Roatta, Christian ; Mathy, Gabriel. In: Working Papers. RePEc:gwc:wpaper:2018-004. Full description at Econpapers \|\| Download paper
2018	Structured low-rank matrix completion for forecasting in time series analysis. (2018). Gillard, Jonathan ; Usevich, Konstantin. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:582-597. Full description at Econpapers \|\| Download paper
2018	Effective sparse adaboost method with ESN and FOA for industrial electricity consumption forecasting in China. (2018). Wang, Lin ; Zeng, Yu-Rong ; Lv, Sheng-Xiang. In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:1013-1031. Full description at Econpapers \|\| Download paper
2018	Lessons learned from applying adaptation pathways in flood risk management and challenges for the further development of this approach. (2018). Bloemen, Pieter ; Kingsborough, Ashley ; Rijke, Jeroen ; Zevenbergen, Chris ; Reeder, Tim. In: Mitigation and Adaptation Strategies for Global Change. RePEc:spr:masfgc:v:23:y:2018:i:7:d:10.1007_s11027-017-9773-9. Full description at Econpapers \|\| Download paper
2018	Encompassing tests for evaluating multi-step system forecasts invariant to linear transformations. (2018). Hungnes, HÃÂ¥vard. In: Discussion Papers. RePEc:ssb:dispap:871. Full description at Econpapers \|\| Download paper
2018	Growth in Stress. (2018). Gonzalez-Rivera, Gloria ; Ortega, Esther Ruiz ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:26623. Full description at Econpapers \|\| Download paper
2018	Growth in Stress. (2018). Ruiz, Esther ; Gonzalez-Rivera, Gloria ; Vicente, Javier . In: Working Papers. RePEc:ucr:wpaper:201805. Full description at Econpapers \|\| Download paper
2018	Forecasting the aggregate oil price volatility in a data-rich environment. (2018). Ma, Feng ; Zhang, Yaojie ; Wahab, M. I. M., ; Liu, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:320-332. Full description at Econpapers \|\| Download paper
2018	Testing output gap and economic uncertainty as an explicator of stock market returns. (2018). Ahmad, Wasim ; Sharma, Sumit Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:293-306. Full description at Econpapers \|\| Download paper
2018	The economic value of business cycle forecasts for potential investors â Evidence from Germany. (2018). Dopke, Jorg ; Tegtmeier, Lars ; Muller, Karsten. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:445-461. Full description at Econpapers \|\| Download paper
2018	Forecasting mid-long term electric energy consumption through bagging ARIMA and exponential smoothing methods. (2018). de Oliveira, Erick Meira ; Cyrino, Fernando Luiz. In: Energy. RePEc:eee:energy:v:144:y:2018:i:c:p:776-788. Full description at Econpapers \|\| Download paper
2018	âA regional perspective on the accuracy of machine learning forecasts of tourism demand based on data characteristicsâ. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201802. Full description at Econpapers \|\| Download paper
2018	âA regional perspective on the accuracy of machine learning forecasts of tourism demand based on data characteristicsâ. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: IREA Working Papers. RePEc:ira:wpaper:201805. Full description at Econpapers \|\| Download paper
2018	Exploring the sources of uncertainty: Why does bagging for time series forecasting work?. (2018). Hyndman, Rob ; Bergmeir, Christoph ; Petropoulos, Fotios. In: European Journal of Operational Research. RePEc:eee:ejores:v:268:y:2018:i:2:p:545-554. Full description at Econpapers \|\| Download paper
2018	Determining analogies based on the integration of multiple information sources. (2018). Lu, Emiao ; Xu, Dong-Ling ; Handl, Julia. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:507-528. Full description at Econpapers \|\| Download paper
2018	Improving time series forecasting: An approach combining bootstrap aggregation, clusters and exponential smoothing. (2018). Dantas, Tiago Mendes ; Cyrino, Fernando Luiz. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:748-761. Full description at Econpapers \|\| Download paper
2018	Analysis and Bayes statistical probability inference of crude oil price change point. (2018). Chai, Jian ; Liu, Hongtao ; Lai, Kin Keung ; Wang, Shouyang ; Hu, YI ; Lu, Quanying . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:126:y:2018:i:c:p:271-283. Full description at Econpapers \|\| Download paper
2018	Forecasting Inflation Uncertainty in the G7 Countries. (2018). Wilfling, Bernd ; Bekiros, Stelios ; Segnon, Mawuli. In: CQE Working Papers. RePEc:cqe:wpaper:7118. Full description at Econpapers \|\| Download paper
2018	Forecasting the WTI crude oil price by a hybrid-refined method. (2018). Chai, Jian ; Li, Jie-Xun ; Zhang, Zhe George ; Zhou, Xiao-Yang ; Xing, Li-Min. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:114-127. Full description at Econpapers \|\| Download paper
2018	Multifractal characteristics and return predictability in the Chinese stock markets. (2018). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Shan, Zheng ; Gao, Xing-Lu ; Fu, Xin-Lan. In: Papers. RePEc:arx:papers:1806.07604. Full description at Econpapers \|\| Download paper
2018	How to Measure Financial Market Efficiency? A Multifractality-Based Quantitative Approach with an Application to the European Carbon Market. (2018). Gronwald, Marc ; Sattarhoff, Cristina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7102. Full description at Econpapers \|\| Download paper
2018	The prediction of oil price turning points with log-periodic power law and multi-population genetic algorithm. (2018). Cheng, Fangzheng ; Li, Shanling ; Fan, Dandan. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:341-355. Full description at Econpapers \|\| Download paper
2018	Multifractal analysis of Bitcoin market. (2018). da Silva, Antonio Carlos ; de Almeida, Eduardo Fonseca ; Maganini, Natalia Diniz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:954-967. Full description at Econpapers \|\| Download paper
2018	Forecasting crude oil price volatility. (2018). Herrera, Ana Maria ; Pastor, Daniel ; Hu, Liang. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:622-635. Full description at Econpapers \|\| Download paper
2018	Forecasting from time series subject to sporadic perturbations: Effectiveness of different types of forecasting support. (2018). de Baets, Shari ; Harvey, Nigel. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:163-180. Full description at Econpapers \|\| Download paper
2018	Impact of the Main Currencies Exchange Rates on the Romanian Economic Policy Transformation. (2018). Zaharia, Marian ; Andrei, Jean ; Dragoi, Mihaela Cristina. In: Montenegrin Journal of Economics. RePEc:mje:mjejnl:v:14:y:2018:i:2:p:7-19. Full description at Econpapers \|\| Download paper
2018	Risk, Uncertainty and Exchange Rate Behavior in South Africa. (2018). simo -Kengne, Beatrice D ; Molepo, Makgale ; Koumba, UR ; Ababio, Kofi Agyarko ; Simo-Kengne, Beatrice D. In: Journal of African Business. RePEc:taf:wjabxx:v:19:y:2018:i:2:p:262-278. Full description at Econpapers \|\| Download paper
2018	âTracking economic growth by evolving expectations via genetic programming: A two-step approachâ. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: IREA Working Papers. RePEc:ira:wpaper:201801. Full description at Econpapers \|\| Download paper
2018	âTracking economic growth by evolving expectations via genetic programming: A two-step approachâ. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201801. Full description at Econpapers \|\| Download paper
2018	A Data-Driven Approach to Construct Survey-Based Indicators by Means of Evolutionary Algorithms. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:135:y:2018:i:1:d:10.1007_s11205-016-1490-3. Full description at Econpapers \|\| Download paper
2018	What do professional forecasters actually predict?. (2018). van der Wel, Michel ; Paap, Richard ; Nibbering, Didier . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:288-311. Full description at Econpapers \|\| Download paper
2018	Large mixed-frequency VARs with a parsimonious time-varying parameter structure. (2018). GÃÂ¶tz, Thomas ; Hauzenberger, Klemens ; Gotz, Thomas B. In: Discussion Papers. RePEc:zbw:bubdps:402018. Full description at Econpapers \|\| Download paper
2018	Forecasting US recession with the economic policy uncertainty indexes of policy categories. (2018). Kurasawa, Kazutaka. In: Economics and Business Letters. RePEc:ove:journl:aid:12012. Full description at Econpapers \|\| Download paper
2018	Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95. Full description at Econpapers \|\| Download paper
2018	Economic policy uncertainty effects for forecasting future real economic activity. (2018). Junttila, Juha ; Vataja, Juuso . In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:4:p:569-583. Full description at Econpapers \|\| Download paper
2018	Monetary policy in steering the EONIA and POLONIA rates in the Eurosystem and Poland: a comparative analysis. (2018). Pietryka, Ilona ; Fiszeder, Piotr. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1285-7. Full description at Econpapers \|\| Download paper
2018	Multiple-lock Dynamic Equicorrelations with Realized Measures, Leverage and Endogeneity. (2018). Omori, Yasuhiro ; Kurose, Yuta. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1075. Full description at Econpapers \|\| Download paper
2018	Forecasting Expected Shortfall: Should we use a Multivariate Model for Stock Market Factors?. (2018). Dionne, Georges ; Simonato, Jean-Guy ; Fortin, Alain-Philippe. In: Working Papers. RePEc:ris:crcrmw:2018_004. Full description at Econpapers \|\| Download paper
2018	An approximate long-memory range-based approach for value at risk estimation. (2018). Meng, Xiaochun ; Taylor, James W. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:377-388. Full description at Econpapers \|\| Download paper
2018	Combining Value-at-Risk forecasts using penalized quantile regressions. (2018). Bayer, Sebastian. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:56-77. Full description at Econpapers \|\| Download paper
2018	Short-term forecasting economic activity in Germany: A supply and demand side system of bridge equations. (2018). Pinkwart, Nicolas . In: Discussion Papers. RePEc:zbw:bubdps:362018. Full description at Econpapers \|\| Download paper
2018	Nowcasting Japanese GDPs. (2018). Kido, Yosuke ; Hirakata, Naohisa ; Kyosuke, Naohisa Hirakata. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e18. Full description at Econpapers \|\| Download paper
2018	Mixed frequency models with MA components. (2018). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20182206. Full description at Econpapers \|\| Download paper
2018	Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth. (2018). Xu, Qifa ; Liu, Yezheng ; Jiang, Cuixia ; Zhuo, Xingxuan. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:221-236. Full description at Econpapers \|\| Download paper
2018	Change Detection and the Causal Impact of the Yield Curve. (2018). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:966-987. Full description at Econpapers \|\| Download paper
2018	Analysis and forecasting of the oil consumption in China based on combination models optimized by artificial intelligence algorithms. (2018). Li, Jingrui ; Wang, Jianzhou. In: Energy. RePEc:eee:energy:v:144:y:2018:i:c:p:243-264. Full description at Econpapers \|\| Download paper
2018	The Evolution of Forecast Density Combinations in Economics. (2018). van Dijk, Herman ; Mitchell, James ; Aastveit, Knut Are ; Ravazzolo, Francesco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180069. Full description at Econpapers \|\| Download paper
2018	Asset Price Spillovers From Unconventional Monetary Policy: A Global Empirical Perspective. (2018). Siklos, Pierre ; Domenico, Pierre Siklos . In: LCERPA Working Papers. RePEc:wlu:lcerpa:0109. Full description at Econpapers \|\| Download paper
2018	Mapping supply dynamics in renewable feedstock enabled industries: A systems theory perspective on âgreenâ pharmaceuticals. (2018). Tsolakis, Naoum ; Srai, Jagjit Singh. In: Operations Management Research. RePEc:spr:opmare:v:11:y:2018:i:3:d:10.1007_s12063-018-0134-y. Full description at Econpapers \|\| Download paper
2018	Forecasting in the presence of in and out of sample breaks. (2018). Perron, Pierre ; Xu, Jiawen. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2018-014. Full description at Econpapers \|\| Download paper
2018	The analysis and forecasting of ATP tennis matches using a high-dimensional dynamic model. (2018). Koopman, Siem Jan ; Lit, R ; Gorgi, P. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180009. Full description at Econpapers \|\| Download paper
2018	DSGE Models with Observation-Driven Time-Varying parameters. (2018). Angelini, Giovanni ; Gorgi, Paolo. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180030. Full description at Econpapers \|\| Download paper
2018	Forecasting aggregate claims using scoreâdriven time series models. (2018). Arozo, Mariana ; Eduardo, . In: Statistica Neerlandica. RePEc:bla:stanee:v:72:y:2018:i:3:p:354-374. Full description at Econpapers \|\| Download paper
2018	DSGE Models with observation-driven time-varying volatility. (2018). Angelini, Giovanni ; Gorgi, Paolo. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:169-171. Full description at Econpapers \|\| Download paper
2018	Review on probabilistic forecasting of photovoltaic power production and electricity consumption. (2018). van der Meer, D W ; Munkhammar, J ; Widen, J. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:81:y:2018:i:p1:p:1484-1512. Full description at Econpapers \|\| Download paper
2018	Probabilistic forecasting of wave height for offshore wind turbine maintenance. (2018). Jeon, Jooyoung ; Taylor, James W. In: European Journal of Operational Research. RePEc:eee:ejores:v:267:y:2018:i:3:p:877-890. Full description at Econpapers \|\| Download paper
2018	Chinas dependency on foreign oil will exceed 80% by 2030: Developing a novel NMGM-ARIMA to forecast Chinas foreign oil dependence from two dimensions. (2018). Wang, Qiang ; Li, Rongrong. In: Energy. RePEc:eee:energy:v:163:y:2018:i:c:p:151-167. Full description at Econpapers \|\| Download paper
2018	Decomposition and forecasting analysis of Chinas household electricity consumption using three-dimensional decomposition and hybrid trend extrapolation models. (2018). Meng, Ming ; Shang, Wei ; Wang, Lixue. In: Energy. RePEc:eee:energy:v:165:y:2018:i:pa:p:143-152. Full description at Econpapers \|\| Download paper
2018	Short-run electricity load forecasting with combinations of stationary wavelet transforms. (2018). Bessec, Marie ; Fouquau, Julien. In: European Journal of Operational Research. RePEc:eee:ejores:v:264:y:2018:i:1:p:149-164. Full description at Econpapers \|\| Download paper
2018	Risk Constrained Trading Strategies for Stochastic Generation with a Single-Price Balancing Market. (2018). Browell, Jethro. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:6:p:1345-:d:148973. Full description at Econpapers \|\| Download paper
2018	Parallel and reliable probabilistic load forecasting via quantile regression forest and quantile determination. (2018). Zhang, Wenjie ; Srinivasan, Dipti ; Quan, Hao. In: Energy. RePEc:eee:energy:v:160:y:2018:i:c:p:810-819. Full description at Econpapers \|\| Download paper
2018	Benchmarking robustness of load forecasting models under data integrity attacks. (2018). Hong, Tao ; Luo, Jian ; Fang, Shu-Cherng. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:89-104. Full description at Econpapers \|\| Download paper
2018	Empirical Comparison of Neural Network and Auto-Regressive Models in Short-Term Load Forecasting. (2018). Lopez, Miguel ; Senabre, Carolina ; Valero, Sergio ; Sans, Carlos. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:8:p:2080-:d:163007. Full description at Econpapers \|\| Download paper
2018	Robust Day-Ahead Forecasting of Household Electricity Demand and Operational Challenges. (2018). Gerossier, Alexis ; Kariniotakis, George ; Bocquet, Alexis ; Girard, Robin. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3503-:d:190888. Full description at Econpapers \|\| Download paper
2018	Time varying cointegration and the UK great ratios. (2018). Price, Simon ; Millard, Stephen ; Petrova, Katerina ; Kapetanios, George. In: CAMA Working Papers. RePEc:een:camaaa:2018-53. Full description at Econpapers \|\| Download paper
2018	Time varying cointegration and the UK Great Ratios. (2018). Price, Simon ; Millard, Stephen ; Petrova, Katerina ; Kapetanios, George. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:23320. Full description at Econpapers \|\| Download paper
2018	IS POLAND BECOMING NORDIC? CHANGING TRENDS IN HOUSEHOLD STRUCTURES IN POLAND AND FINLAND WITH THE EMPHASIS ON PEOPLE LIVING ALONE. (2018). Staszko, Barbara ; Misiak-Kwit, Sandra ; Hozer-Komiel, Marta ; Ala-Karvia, Urszula. In: Statistics in Transition New Series. RePEc:exl:29stat:v:19:y:2018:i:4:p:725-742. Full description at Econpapers \|\| Download paper
2018	Peak-load Pricing with Different Types of Dispatchability. (2018). Mier, Mathias ; Eisenack, Klaus. In: Working Papers. RePEc:old:dpaper:411. Full description at Econpapers \|\| Download paper
2018	Subsidising Renewables but Taxing Storage? Second-Best Policies with Imperfect Pricing. (2018). Mier, Mathias ; Helm, Carsten. In: Working Papers. RePEc:old:dpaper:413. Full description at Econpapers \|\| Download paper
2018	Stochastic wind speed modelling for estimation of expected wind power output. (2018). Loukatou, Angeliki ; Duck, Peter ; Johnson, Paul ; Howell, Sydney. In: Applied Energy. RePEc:eee:appene:v:228:y:2018:i:c:p:1328-1340. Full description at Econpapers \|\| Download paper
2018	A review of uncertainty representations and metaverification of uncertainty assessment techniques for renewable energies. (2018). Gensler, Andre ; Vogt, Stephan ; Sick, Bernhard. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:96:y:2018:i:c:p:352-379. Full description at Econpapers \|\| Download paper
2018	Sparse polynomial chaos expansion based on D-MORPH regression. (2018). Cheng, Kai ; Lu, Zhenzhou. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:323:y:2018:i:c:p:17-30. Full description at Econpapers \|\| Download paper
2018	Multiple Time Series Forecasting Using Quasi-Randomized Functional Link Neural Networks. (2018). Moudiki, Thierry ; Cousin, Areski ; Planchet, Frederic. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:1:p:22-:d:135814. Full description at Econpapers \|\| Download paper
2018	Income inequality, consumption, credit and credit risk in a data-driven agent-based model. (2018). Papadopoulos, Georgios. In: MPRA Paper. RePEc:pra:mprapa:89764. Full description at Econpapers \|\| Download paper
2018	Probabilistic forecasting of electricity consumption, photovoltaic power generation and net demand of an individual building using Gaussian Processes. (2018). van der Meer, D W ; Munkhammar, J ; Widen, J ; Svensson, A ; Shepero, M. In: Applied Energy. RePEc:eee:appene:v:213:y:2018:i:c:p:195-207. Full description at Econpapers \|\| Download paper
2018	Comparison of intraday probabilistic forecasting of solar irradiance using only endogenous data. (2018). David, Mathieu ; Lauret, Philippe ; Luis, Mazorra Aguiar. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:529-547. Full description at Econpapers \|\| Download paper
2018	Quantile Regression Model for Peak Load Demand Forecasting with Approximation by Triangular Distribution to Avoid Blackouts. (2018). Fukushige, Mototsugu ; Elamin, Niematallah. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-05-16. Full description at Econpapers \|\| Download paper
2018	Using published bid/ask curves to error dress spot electricity price forecasts. (2018). Oigaard, Tor Arne ; Loland, Anders ; Huseby, Ragnar Bang ; Lenkoski, Alex ; Steinbakk, Gunnhildur H. In: Papers. RePEc:arx:papers:1812.02433. Full description at Econpapers \|\| Download paper
2018	Performance Analysis of Short-Term Electricity Demand with Atmospheric Variables. (2018). Chapagain, Kamal ; Kittipiyakul, Somsak. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:4:p:818-:d:139250. Full description at Econpapers \|\| Download paper
2018	Lambda-Based Data Processing Architecture for Two-Level Load Forecasting in Residential Buildings. (2018). Nugraha, Gde Dharma ; Choi, Deokjai ; Park, Kishik ; Musa, Ardiansyah. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:4:p:772-:d:138532. Full description at Econpapers \|\| Download paper
2018	GMDH-Based Semi-Supervised Feature Selection for Electricity Load Classification Forecasting. (2018). Yang, Lintao ; Liu, Haitao. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:1:p:217-:d:127251. Full description at Econpapers \|\| Download paper
2018	A bottom-up methodology for long term electricity consumption forecasting of an industrial sector - Application to pulp and paper sector in Brazil. (2018). , Felipe ; Calili, Rodrigo F ; Lourenco, Plutarcho M ; Cyrino, Fernando L ; Souza, Reinaldo C. In: Energy. RePEc:eee:energy:v:144:y:2018:i:c:p:1107-1118. Full description at Econpapers \|\| Download paper
2018	Residential probabilistic load forecasting: A method using Gaussian process designed for electric load data. (2018). Shepero, Mahmoud ; Widen, Joakim ; Munkhammar, Joakim ; van der Meer, Dennis. In: Applied Energy. RePEc:eee:appene:v:218:y:2018:i:c:p:159-172. Full description at Econpapers \|\| Download paper
2018	Experimental validation of an electrical and thermal energy demand model for rapid assessment of rural health centers in sub-Saharan Africa. (2018). Orosz, Matthew ; Lemort, Vincent ; Mueller, Amy ; Altes-Buch, Queralt. In: Applied Energy. RePEc:eee:appene:v:218:y:2018:i:c:p:382-390. Full description at Econpapers \|\| Download paper
2018	Probabilistic forecasting of industrial electricity load with regime switching behavior. (2018). MÃÂ¼ller, Alfred ; Muller, A ; Hoffmann, A ; Berk, K. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:147-162. Full description at Econpapers \|\| Download paper
2018	Probabilistic Electricity Price Forecasting Models by Aggregation of Competitive Predictors. (2018). Monteiro, Claudio ; Fernandez-Jimenez, Alfredo L ; Ramirez-Rosado, Ignacio J. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:5:p:1074-:d:143481. Full description at Econpapers \|\| Download paper
2018	Short-Term Load Forecasting with Multi-Source Data Using Gated Recurrent Unit Neural Networks. (2018). Wang, Yixing ; Zhang, Senlin ; Bao, Zhejing ; Liu, Meiqin. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:5:p:1138-:d:144422. Full description at Econpapers \|\| Download paper
2018	Short term electricity demand forecasting using partially linear additive quantile regression with an application to the unit commitment problem. (2018). Lebotsa, Moshoko Emily ; Boylan, John E ; Fildes, Robert ; Bere, Alphonce ; Sigauke, Caston. In: Applied Energy. RePEc:eee:appene:v:222:y:2018:i:c:p:104-118. Full description at Econpapers \|\| Download paper
2018	Stochastic operation of home energy management systems including battery cycling. (2018). Correa-Florez, Carlos Adrian ; Kariniotakis, Georges ; Michiorri, Andrea ; Gerossier, Alexis. In: Applied Energy. RePEc:eee:appene:v:225:y:2018:i:c:p:1205-1218. Full description at Econpapers \|\| Download paper
2018	A maximum entropy approach to the estimation of spatially and sectorally disaggregated electricity load curves. (2018). Tobben, Johannes ; Schroder, Thomas. In: Applied Energy. RePEc:eee:appene:v:225:y:2018:i:c:p:797-813. Full description at Econpapers \|\| Download paper
2018	Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO. (2018). Weron, RafaÅ ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1807. Full description at Econpapers \|\| Download paper
2018	Data-Driven Risk Analysis for Probabilistic Three-Phase Grid-Supportive Demand Side Management. (2018). Blaauwbroek, Niels ; Slootweg, Han ; Nguyen, Phuong. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:10:p:2514-:d:171263. Full description at Econpapers \|\| Download paper
2018	Hybrid Short-Term Load Forecasting Scheme Using Random Forest and Multilayer Perceptron. (2018). Moon, Jihoon ; Hwang, Eenjun ; Son, Minjae ; Kim, Yongsung. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3283-:d:185389. Full description at Econpapers \|\| Download paper
2018	Robust optimization for day-ahead market participation of smart-home aggregators. (2018). Correa-Florez, Carlos Adrian ; Kariniotakis, Georges ; Michiorri, Andrea. In: Applied Energy. RePEc:eee:appene:v:229:y:2018:i:c:p:433-445. Full description at Econpapers \|\| Download paper
2018	A data-driven strategy for short-term electric load forecasting using dynamic mode decomposition model. (2018). Mohan, Neethu ; Kumar, Sachin S ; Soman, K P. In: Applied Energy. RePEc:eee:appene:v:232:y:2018:i:c:p:229-244. Full description at Econpapers \|\| Download paper
2018	Long-Term Electricity Load Forecasting Considering Volatility Using Multiplicative Error Model. (2018). Khuntia, Swasti R ; MART, ; Rueda, Jose L. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3308-:d:185892. Full description at Econpapers \|\| Download paper
2018	Smart Meter Forecasting from One Minute to One Year Horizons. (2018). Massidda, Luca ; Marrocu, Marino. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3520-:d:191309. Full description at Econpapers \|\| Download paper
2018	Modeling and forecasting hourly electricity demand by SARIMAX with interactions. (2018). Fukushige, Mototsugu ; Elamin, Niematallah. In: Energy. RePEc:eee:energy:v:165:y:2018:i:pb:p:257-268. Full description at Econpapers \|\| Download paper
2018	Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks. (2018). Weron, RafaÅ ; Ziel, Florian. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:396-420. Full description at Econpapers \|\| Download paper
2018	Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks. (2018). Weron, RafaÅ ; Ziel, Florian. In: Papers. RePEc:arx:papers:1805.06649. Full description at Econpapers \|\| Download paper
2018	Selection of calibration windows for day-ahead electricity price forecasting. (2018). Weron, RafaÅ ; Serafin, Tomasz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1806. Full description at Econpapers \|\| Download paper
2018	Efficient Forecasting of Electricity Spot Prices with Expert and LASSO Models. (2018). Weron, RafaÅ ; Uniejewski, Bartosz. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:8:p:2039-:d:162196. Full description at Econpapers \|\| Download paper
2018	Selection of Calibration Windows for Day-Ahead Electricity Price Forecasting. (2018). Weron, RafaÅ ; Serafin, Tomasz ; Marcjasz, Grzegorz . In: Energies. RePEc:gam:jeners:v:11:y:2018:i:9:p:2364-:d:168385. Full description at Econpapers \|\| Download paper
2018	Efficient forecasting of electricity spot prices with expert and LASSO models. (2018). Weron, RafaÅ ; Uniejewski, Bartosz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1802. Full description at Econpapers \|\| Download paper
2018	Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?. (2018). Weron, RafaÅ ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1805. Full description at Econpapers \|\| Download paper
2018	Probabilistic forecasting and simulation of electricity prices. (2018). Ziel, Florian ; Muniain, Peru. In: Papers. RePEc:arx:papers:1810.08418. Full description at Econpapers \|\| Download paper
2018	The value of forecasts: Quantifying the economic gains of accurate quarter-hourly electricity price forecasts. (2018). Ziel, Florian ; Kath, Christopher. In: Papers. RePEc:arx:papers:1811.08604. Full description at Econpapers \|\| Download paper
2018	The value of forecasts: Quantifying the economic gains of accurate quarter-hourly electricity price forecasts. (2018). Kath, Christopher ; Ziel, Florian. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:411-423. Full description at Econpapers \|\| Download paper
2018	Managing electricity price modeling risk via ensemble forecasting: The case of Turkey. (2018). Avci, Ezgi ; van Heck, Eric ; Ketter, Wolfgang. In: Energy Policy. RePEc:eee:enepol:v:123:y:2018:i:c:p:390-403. Full description at Econpapers \|\| Download paper
2018	Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model. (2018). Huber, Florian ; Feldkircher, Martin ; Doppelhofer, Gernot ; Crespo Cuaresma, Jesus. In: Working Papers in Economics. RePEc:ris:sbgwpe:2018_006. Full description at Econpapers \|\| Download paper
2018	Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model. (2018). Huber, Florian ; Feldkircher, Martin ; Doppelhofer, Gernot ; Cuaresma, Jesus Crespo. In: Discussion Paper Series in Economics. RePEc:hhs:nhheco:2018_031. Full description at Econpapers \|\| Download paper
2018	Assessment of Resource and Forecast Modeling of Wind Speed through An Evolutionary Programming Approach for the North of Tehuantepec Isthmus (Cuauhtemotzin, Mexico). (2018). Lopez-Manrique, Luis M ; Hernandez-Perez, I ; Aguilar-Castro, K M ; Bassam, A ; Tzuc, May O ; Macias-Melo, E V. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:11:p:3197-:d:183684. Full description at Econpapers \|\| Download paper
2018	Forecasting Stock Returns: A Predictor-Constrained Approach. (2018). Wang, Yudong ; Pettenuzzo, Davide ; Pan, Zhiyuan. In: Working Papers. RePEc:brd:wpaper:116r. Full description at Econpapers \|\| Download paper
2018	Forecasting the prices of crude oil: An iterated combination approach. (2018). Zhang, Yaojie ; Huang, Dengshi ; Shi, Benshan ; Ma, Feng. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:472-483. Full description at Econpapers \|\| Download paper
2018	Optimal selection of expert forecasts with integer programming. (2018). Vasnev, Andrey ; Thompson, Ryan ; Matsypura, Dmytro. In: Omega. RePEc:eee:jomega:v:78:y:2018:i:c:p:165-175. Full description at Econpapers \|\| Download paper
2018	Momentum of return predictability. (2018). Wang, Yudong ; Diao, Xundi ; Ma, Feng ; Liu, LI. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:141-156. Full description at Econpapers \|\| Download paper
2018	Predictability of crude oil prices: An investor perspective. (2018). Liu, LI ; Yang, LI ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:193-205. Full description at Econpapers \|\| Download paper
2018	Power load probability density forecasting using Gaussian process quantile regression. (2018). Yang, Yandong ; Qu, Meijun ; Li, Wenqi. In: Applied Energy. RePEc:eee:appene:v:213:y:2018:i:c:p:499-509. Full description at Econpapers \|\| Download paper
2018	Short-term power load probability density forecasting based on Yeo-Johnson transformation quantile regression and Gaussian kernel function. (2018). He, Yaoyao ; Zheng, Yaya. In: Energy. RePEc:eee:energy:v:154:y:2018:i:c:p:143-156. Full description at Econpapers \|\| Download paper
2018	Electricity price forecasting. (2018). Weron, RafaÅ ; Ziel, Florian. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1808. Full description at Econpapers \|\| Download paper
2018	The influence of renewables on electricity price forecasting: a robust approach. (2018). Nan, Fany ; Grossi, Luigi. In: Working Papers. RePEc:ieb:wpaper:doc2018-10. Full description at Econpapers \|\| Download paper
2018	Probabilistic Mid- and Long-Term Electricity Price Forecasting. (2018). Steinert, Rick ; Ziel, Florian. In: Papers. RePEc:arx:papers:1703.10806. Full description at Econpapers \|\| Download paper
2018	Determinants of renewable energy development in the EU countries. A 20-year perspective. (2018). Papie, Monika ; Frodyma, Katarzyna ; Miech, Sawomir. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:91:y:2018:i:c:p:918-934. Full description at Econpapers \|\| Download paper
2018	Residential electricity pricing in China: The context of price-based demand response. (2018). Yang, Changhui ; Zhou, Kaile ; Meng, Chen . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:81:y:2018:i:p2:p:2870-2878. Full description at Econpapers \|\| Download paper
2018	A note on averaging day-ahead electricity price forecasts across calibration windows. (2018). Weron, RafaÅ ; Marcjasz, Grzegorz ; Hubicka, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1803. Full description at Econpapers \|\| Download paper
2018	Prediction of short-term PV power output and uncertainty analysis. (2018). Liu, Luyao ; Wennersten, Ronald ; Yin, Hongyi ; Sun, Qie ; Ma, Zhanyu ; Xie, Jiyang ; Chang, Dongliang ; Zhao, YI. In: Applied Energy. RePEc:eee:appene:v:228:y:2018:i:c:p:700-711. Full description at Econpapers \|\| Download paper
2018	Ensemble forecast of photovoltaic power with online CRPS learning. (2018). Thorey, J ; Mallet, V ; Chaussin, C. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:762-773. Full description at Econpapers \|\| Download paper
2018	STRESS SCENARIO DEVELOPMENT: GLOBAL CHALLENGES FOR THE RUSSIAN AGRICULTURAL SECTOR. (2018). Khabirova, Elena ; Loginova, Irina ; Kuzminov, Ilya. In: HSE Working papers. RePEc:hig:wpaper:88sti2018. Full description at Econpapers \|\| Download paper
2018	Predicting economic growth with stock networks. (2018). Heiberger, Raphael H. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:489:y:2018:i:c:p:102-111. Full description at Econpapers \|\| Download paper
2018	Forecasting Deflation Probability in the EA: A Combinatoric Approach. (2018). Brugnolini, Luca. In: CBM Working Papers. RePEc:mlt:wpaper:0118. Full description at Econpapers \|\| Download paper
2018	The financial cycle and recession risk. (2018). BORIO, Claudio ; Xia, Dora ; Drehmann, Mathias. In: BIS Quarterly Review. RePEc:bis:bisqtr:1812g. Full description at Econpapers \|\| Download paper
2018	Textual Sentiment, Option Characteristics, and Stock Return Predictability. (2018). HÃÂ¤rdle, Wolfgang ; Fengler, Matthias ; Liu, Yanchu ; Hardle, Wolfgang Karl ; Chen, Cathy Yi-Hsuan. In: Economics Working Paper Series. RePEc:usg:econwp:2018:08. Full description at Econpapers \|\| Download paper
2018	Forecast ranked tailored equity portfolios. (2018). Buncic, Daniel ; Stern, Cord. In: MPRA Paper. RePEc:pra:mprapa:90382. Full description at Econpapers \|\| Download paper
2018	Forecasting the oil futures price volatility: Large jumps and small jumps. (2018). Liu, Jing ; Zhang, Yaojie ; Yang, KE ; Ma, Feng. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:321-330. Full description at Econpapers \|\| Download paper
2018	Forecasting oil futures price volatility: New evidence from realized range-based volatility. (2018). Ma, Feng ; Lai, Xiaodong ; Huang, Dengshi ; Zhang, Yaojie. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:400-409. Full description at Econpapers \|\| Download paper
2018	Identifying key players in soccer teams using network analysis and pass difficulty. (2018). McHale, Ian G ; Relton, Samuel D. In: European Journal of Operational Research. RePEc:eee:ejores:v:268:y:2018:i:1:p:339-347. Full description at Econpapers \|\| Download paper
2018	Going with your Gut: The (In)accuracy of Forecast Revisions in a Football Score Prediction Game. (2018). Singleton, Carl ; Reade, J ; Brown, Alsdair. In: Working Papers. RePEc:gwc:wpaper:2018-006. Full description at Econpapers \|\| Download paper
2018	MGARCH models: Trade-off between feasibility and flexibility. (2018). Ruiz, Esther ; Hotta, Luiz ; de Almeida, Daniel . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:45-63. Full description at Econpapers \|\| Download paper
2018	Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model. (2018). Guardabascio, Barbara ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:397. Full description at Econpapers \|\| Download paper
2018	Asymmetric semi-volatility spillover effects in EMU stock markets. (2018). cipollini, andrea ; Muzzioli, Silvia ; Caloia, Francesco Giuseppe. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:221-230. Full description at Econpapers \|\| Download paper
2018	Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector. (2018). Hecq, Alain ; Cubadda, Gianluca ; Riccardo, Antonio. In: CEIS Research Paper. RePEc:rtv:ceisrp:445. Full description at Econpapers \|\| Download paper
2018	High-dimensional covariance forecasting based on principal component analysis of high-frequency data. (2018). Jian, Zhi Hong ; Zhu, Zhican ; Deng, Pingjun. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:422-431. Full description at Econpapers \|\| Download paper
2018	Forecasting economic time series using score-driven dynamic models with mixed-data sampling. (2018). Li, Mengheng ; Koopman, Siem Jan ; Gorgi, Paolo. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180026. Full description at Econpapers \|\| Download paper
2018	On the use of probabilistic forecasts in scheduling of renewable energy sources coupled to storages. (2018). Appino, Riccardo Remo ; Hagenmeyer, Veit ; Faulwasser, Timm ; Mikut, Ralf ; Gonzalez, Jorge Angel. In: Applied Energy. RePEc:eee:appene:v:210:y:2018:i:c:p:1207-1218. Full description at Econpapers \|\| Download paper
2018	Integrating a wind- and solar-powered hybrid to the power system by coupling it with a hydroelectric power station with pumping installation. (2018). Jurasz, Jakub ; Janowski, Mirosaw ; Ciapaa, Bartomiej ; Krzywda, Magdalena ; Mikulik, Jerzy. In: Energy. RePEc:eee:energy:v:144:y:2018:i:c:p:549-563. Full description at Econpapers \|\| Download paper
2018	Prediction bands for solar energy: New short-term time series forecasting techniques. (2018). Voyant, Cyril ; Join, Cedric ; Fliess, Michel. In: Post-Print. RePEc:hal:journl:hal-01736518. Full description at Econpapers \|\| Download paper
2018	Assessment of machine learning techniques for deterministic and probabilistic intra-hour solar forecasts. (2018). , Hugo ; Lauret, Philippe ; David, Mathieu ; Carlos , . In: Renewable Energy. RePEc:eee:renene:v:123:y:2018:i:c:p:191-203. Full description at Econpapers \|\| Download paper
2018	Forecasting Chinas total energy demand and its structure using ADL-MIDAS model. (2018). Lin, Boqiang ; He, Yongda. In: Energy. RePEc:eee:energy:v:151:y:2018:i:c:p:420-429. Full description at Econpapers \|\| Download paper
2018	A Green Energy Application in Energy Management Systems by an Artificial Intelligence-Based Solar Radiation Forecasting Model. (2018). Kuo, Ping-Huan ; Huang, Chiou-Jye. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:4:p:819-:d:139251. Full description at Econpapers \|\| Download paper
2018	Quantile Regression Post-Processing of Weather Forecast for Short-Term Solar Power Probabilistic Forecasting. (2018). Massidda, Luca ; Marrocu, Marino. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:7:p:1763-:d:156242. Full description at Econpapers \|\| Download paper
2018	Parametric methods for probabilistic forecasting of solar irradiance. (2018). Fatemi, Seyyed A ; Fripp, Matthias ; Kuh, Anthony . In: Renewable Energy. RePEc:eee:renene:v:129:y:2018:i:pa:p:666-676. Full description at Econpapers \|\| Download paper
2018	A multi-agent based integrated volt-var optimization engine for fast vehicle-to-grid reactive power dispatch and electric vehicle coordination. (2018). Zhang, Wenjie ; Srinivasan, Dipti ; Rodriguez-Gallegos, Carlos D ; Quan, Hao ; Gandhi, Oktoviano. In: Applied Energy. RePEc:eee:appene:v:229:y:2018:i:c:p:96-110. Full description at Econpapers \|\| Download paper
2018	The stabilizing role of forward guidance: A macro experiment. (2018). Tettamanzi, Michele ; Lustenhouwer, Joep ; Ahrens, Steffen. In: BERG Working Paper Series. RePEc:zbw:bamber:137. Full description at Econpapers \|\| Download paper
2018	Effective long short-term memory with differential evolution algorithm for electricity price prediction. (2018). Peng, LU ; Wang, Lin ; Liu, Rui. In: Energy. RePEc:eee:energy:v:162:y:2018:i:c:p:1301-1314. Full description at Econpapers \|\| Download paper
2018	A data-cleaning augmented Kalman filter for robust estimation of state space models. (2018). Proietti, Tommaso ; Marczak, Martyna ; Grassi, Stefano. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:107-123. Full description at Econpapers \|\| Download paper
2018	Forecastersâ utility and forecast coherence. (2018). Zanetti Chini, Emilio. In: CREATES Research Papers. RePEc:aah:create:2018-23. Full description at Econpapers \|\| Download paper
2018	Nowcasting economic activity with electronic payments data: A predictive modeling approach. (2018). Ortega, Fabio ; LeÃÂ³n, Carlos ; Leon, Carlos. In: Borradores de Economia. RePEc:bdr:borrec:1037. Full description at Econpapers \|\| Download paper
2018	Nowcasting Peruvian GDP using Leading Indicators and Bayesian Variable Selection. (2018). PÃÂ©rez Forero, Fernando. In: Working Papers. RePEc:rbp:wpaper:2018-010. Full description at Econpapers \|\| Download paper
2018	A scoring rule for factor and autoregressive models under misspecification. (2018). Sartore, Domenico ; Ravazzolo, Francesco ; Corradin, Fausto ; Casarin, Roberto. In: Working Papers. RePEc:ven:wpaper:2018:18. Full description at Econpapers \|\| Download paper
2018	Combining Survey Long-Run Forecasts and Nowcasts with BVAR Forecasts Using Relative Entropy. (2018). Zaman, Saeed ; Tallman, Ellis. In: Working Papers (Old Series). RePEc:fip:fedcwp:1809. Full description at Econpapers \|\| Download paper
2018	Improving Underlying Scenarios for Aggregate Forecasts: A Multi-level Combination Approach. (2018). Cobb, Marcus. In: MPRA Paper. RePEc:pra:mprapa:88593. Full description at Econpapers \|\| Download paper
2018	Data-driven multiobjective decision-making in cash management. (2018). Salas-Molina, Francisco ; Rodriguez-Aguilar, Juan A. In: EURO Journal on Decision Processes. RePEc:spr:eurjdp:v:6:y:2018:i:1:d:10.1007_s40070-017-0075-y. Full description at Econpapers \|\| Download paper
2018	Anomaly detection in streaming nonstationary temporal data. (2018). Talagala, Priyanga ; Hyndman, Rob ; Munoz, Mario A ; Kandanaarachchi, Sevvandi ; Smith-Miles, Kate. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-4. Full description at Econpapers \|\| Download paper
2018	Meta-learning how to forecast time series. (2018). Talagala, Thiyanga ; Hyndman, Rob ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-6. Full description at Econpapers \|\| Download paper
2018	Efficient generation of time series with diverse and controllable characteristics. (2018). Li, Feng ; Hyndman, Rob ; Kang, Yanfei. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-15. Full description at Econpapers \|\| Download paper
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
2018	FFORMA: Feature-based forecast model averaging. (2018). Hyndman, Rob ; Talagala, Thiyanga S ; Athanasopoulos, George ; Montero-Manso, Pablo. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-19. Full description at Econpapers \|\| Download paper
2018	Loss functions for LGD model comparison. (2018). Leymarie, JÃÂ©rÃÂ©my ; Hurlin, Christophe ; Patin, Antoine. In: Working Papers. RePEc:hal:wpaper:halshs-01516147. Full description at Econpapers \|\| Download paper
2018	Loss functions for Loss Given Default model comparison. (2018). Leymarie, JÃÂ©rÃÂ©my ; Hurlin, Christophe ; Patin, Antoine. In: European Journal of Operational Research. RePEc:eee:ejores:v:268:y:2018:i:1:p:348-360. Full description at Econpapers \|\| Download paper
2018	Forecasting stock market returns by summing the frequency-decomposed parts. (2018). Verona, Fabio ; Faria, Gonalo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:228-242. Full description at Econpapers \|\| Download paper
2018	Research and application of a combined model based on variable weight for short term wind speed forecasting. (2018). Li, Hongmin ; Guo, Zhenhai ; Lu, Haiyan ; Wang, Jianzhou. In: Renewable Energy. RePEc:eee:renene:v:116:y:2018:i:pa:p:669-684. Full description at Econpapers \|\| Download paper
2018	Which Indicators Matter? Analyzing the Swiss Business Cycle Using a Large-Scale Mixed-Frequency Dynamic Factor Model. (2018). Galli, Alain. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:14:y:2018:i:2:d:10.1007_s41549-018-0030-4. Full description at Econpapers \|\| Download paper
2018	When should we use simple decision models? A synthesis of various research strands. (2018). Katsikopoulos, Konstantinos V ; Stewart, Theodor J ; Durbach, Ian N. In: Omega. RePEc:eee:jomega:v:81:y:2018:i:c:p:17-25. Full description at Econpapers \|\| Download paper
2018	Solar irradiation prediction with machine learning: Forecasting models selection method depending on weather variability. (2018). Fouilloy, Alexis ; Duchaud, Jean-Laurent ; Guillot, Emmanuel ; Nivet, Marie-Laure ; Paoli, Christophe ; Motte, Fabrice ; Notton, Gilles ; Voyant, Cyril. In: Energy. RePEc:eee:energy:v:165:y:2018:i:pa:p:620-629. Full description at Econpapers \|\| Download paper
2018	Measuring Retail Trade Using Card Transactional Data. (2018). Pacce, MatÃÂas ; GarcÃÂa LÃÂ³pez, Juan ; Valero, Heribert ; Ulloa, Camilo ; Ruiz, Pep ; de Dios, Juan ; Rodrigo, Tomasa ; Murillo, Juan ; Garcia, Juan Ramon ; Bodas, Diego. In: Working Papers. RePEc:bbv:wpaper:1803. Full description at Econpapers \|\| Download paper
2018	Nowcasting with payments system data. (2018). Tkacz, Greg ; Galbraith, John W. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:366-376. Full description at Econpapers \|\| Download paper
2018	Nowcasting private consumption: traditional indicators, uncertainty measures, credit cards and some internet data. (2018). Urtasun, Alberto ; Sanchez Fuentes, Antonio Jesus ; PÃÂ©rez, Javier ; Perez, Javier J ; Gil, Maria. In: Working Papers. RePEc:bde:wpaper:1842. Full description at Econpapers \|\| Download paper
2018	Are macroeconomic density forecasts informative?. (2018). Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:181-198. Full description at Econpapers \|\| Download paper
2018	Assessing the uncertainty in central banks inflation outlooks. (2018). KnÃÂ¼ppel, Malte ; Schultefrankenfeld, Guido ; Knuppel, Malte. In: Discussion Papers. RePEc:zbw:bubdps:562018. Full description at Econpapers \|\| Download paper
2018	On constrained estimation of graphical time series models. (2018). Yuen, T P ; Yiu, K. F. C., ; Wong, H. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:124:y:2018:i:c:p:27-52. Full description at Econpapers \|\| Download paper
2018	Nonparametric Forecasting of Multivariate Probability Density Functions. (2018). Guegan, Dominique ; Iacopini, Matteo. In: Working Papers. RePEc:ven:wpaper:2018:15. Full description at Econpapers \|\| Download paper
2018	Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?. (2018). Yi, Shuyue ; Wang, Gang-Jin ; Xu, Zishuang. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:98-114. Full description at Econpapers \|\| Download paper
2018	Inflation Forecasting Using Machine Learning Methods. (2018). Baybuza, Ivan. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:4:p:42-59. Full description at Econpapers \|\| Download paper
2018	A Novel Hybrid Algorithm to Forecast Functional Time Series Based on Pattern Sequence Similarity with Application to Electricity Demand. (2018). Martinez-Alvarez, Francisco ; Jacques, Julien ; Asencio-Cortes, Gualberto ; Schmutz, Amandine. In: Energies. RePEc:gam:jeners:v:12:y:2018:i:1:p:94-:d:193747. Full description at Econpapers \|\| Download paper
2018	The Econometric Analysis of Recurrent Events in Macroeconomics and Finance. (2018). Morley, James. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:306:p:338-340. Full description at Econpapers \|\| Download paper
2018	Identifying US business cycle regimes using dynamic factors and neural network models. (2018). Soybilgen, Baris. In: MPRA Paper. RePEc:pra:mprapa:94715. Full description at Econpapers \|\| Download paper
2018	âA geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectationsâ. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201803. Full description at Econpapers \|\| Download paper
2018	âA geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectationsâ. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: IREA Working Papers. RePEc:ira:wpaper:201806. Full description at Econpapers \|\| Download paper
2018	Oil projections in retrospect: Revisions, accuracy and current uncertainty. (2018). Wachtmeister, Henrik ; Hook, Mikael ; Henke, Petter. In: Applied Energy. RePEc:eee:appene:v:220:y:2018:i:c:p:138-153. Full description at Econpapers \|\| Download paper
2018	Forecasting volatility in the biofuel feedstock markets in the presence of structural breaks: A comparison of alternative distribution functions. (2018). Hasanov, Akram Shavkatovich ; Heng, Zin Yau ; Al-Freedi, Ajab ; Poon, Wai Ching. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:307-333. Full description at Econpapers \|\| Download paper
2018	Forecasting the realized volatility of the Chinese stock market: Do the G7 stock markets help?. (2018). Peng, Huan ; Diao, Xiaohua ; Mei, Dexiang ; Chen, Ruoxun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:501:y:2018:i:c:p:78-85. Full description at Econpapers \|\| Download paper
2018	Forecast-error-based estimation of forecast uncertainty when the horizon is increased. (2018). KnÃÂ¼ppel, Malte ; Knuppel, Malte. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:105-116. Full description at Econpapers \|\| Download paper
2018	Less bang for the buck? Assessing the role of inflation uncertainty for U.S. monetary policy transmission in a data rich environment. (2018). Rohloff, Hannes ; Herwartz, Helmut. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:358. Full description at Econpapers \|\| Download paper
2018	Selection of Value at Risk Models for Energy Commodities. (2018). Laporta, Alessandro G ; Petrella, Lea ; Merlo, Luca. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:628-643. Full description at Econpapers \|\| Download paper
2018	Estimation Risk and Shrinkage in Vast-Dimensional Fundamental Factor Models. (2018). Lucas, Andre ; van Vlodrop, Andries C. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180099. Full description at Econpapers \|\| Download paper
2018	Wenig Unterschiede â Zur Treffsicherheit Internationaler Prognosen und Prognostiker. (2018). Heilemann, Ullrich ; Muller, Karsten. In: AStA Wirtschafts- und Sozialstatistisches Archiv. RePEc:spr:astaws:v:12:y:2018:i:3:d:10.1007_s11943-018-0230-3. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2018

Year	Citing document
2018	Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). TerÃÂ¤svirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2018-14. Full description at Econpapers \|\| Download paper
2018	Can Media and Text Analytics Provide Insights into Labour Market Conditions in China?. (2018). Thanabalasingam, Sri ; Liu, Yu-Hsien ; Kruger, Mark ; Bailliu, Jeannine. In: Staff Working Papers. RePEc:bca:bocawp:18-12. Full description at Econpapers \|\| Download paper
2018	Monetary Policy Uncertainty: A Tale of Two Tails. (2018). Sekhposyan, Tatevik ; Dahlhaus, Tatjana. In: Staff Working Papers. RePEc:bca:bocawp:18-50. Full description at Econpapers \|\| Download paper
2018	Can media and text analytics provide insights into labour market conditions in China?. (2018). Thanabalasingam, Sri ; Kruger, Mark ; Liu, Yu-Hsien ; Bailliu, Jeannine. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_009. Full description at Econpapers \|\| Download paper
2018	Nowcasting Japanese GDPs. (2018). Kido, Yosuke ; Hirakata, Naohisa ; Kyosuke, Naohisa Hirakata. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e18. Full description at Econpapers \|\| Download paper
2018	Experimental validation of an electrical and thermal energy demand model for rapid assessment of rural health centers in sub-Saharan Africa. (2018). Orosz, Matthew ; Lemort, Vincent ; Mueller, Amy ; Altes-Buch, Queralt. In: Applied Energy. RePEc:eee:appene:v:218:y:2018:i:c:p:382-390. Full description at Econpapers \|\| Download paper
2018	Crude oil risk forecasting: New evidence from multiscale analysis approach. (2018). He, Kaijian ; Liu, Jia ; Zou, Yingchao . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:574-583. Full description at Econpapers \|\| Download paper
2018	The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems. (2018). Chai, Shanglei ; Zhou, P. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:64-75. Full description at Econpapers \|\| Download paper
2018	Estimation of game-level attendance in major league soccer: Outcome uncertainty and absolute quality considerations. (2018). Sung, Hojun ; Mills, Brian M. In: Sport Management Review. RePEc:eee:spomar:v:21:y:2018:i:5:p:519-532. Full description at Econpapers \|\| Download paper
2018	Competing by investments or efficiency? Exploring financial and sporting efficiency of club ownership structures in European football. (2018). Rohde, Marc ; Breuer, Christoph. In: Sport Management Review. RePEc:eee:spomar:v:21:y:2018:i:5:p:563-581. Full description at Econpapers \|\| Download paper
2018	Energy Commodity Price Forecasting with Deep Multiple Kernel Learning. (2018). Huang, Shian-Chang ; Wu, Cheng-Feng. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:11:p:3029-:d:180549. Full description at Econpapers \|\| Download paper
2018	Smart Meter Forecasting from One Minute to One Year Horizons. (2018). Massidda, Luca ; Marrocu, Marino. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3520-:d:191309. Full description at Econpapers \|\| Download paper
2018	Regime-Switching Determinants for Spreads of Emerging Markets Sovereign Credit Default Swaps. (2018). Ma, Jason Z ; Tsai, Sang-Bing ; Ho, Kung-Cheng ; Deng, Xiang. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:8:p:2730-:d:161653. Full description at Econpapers \|\| Download paper
2018	ARE CONSUMER INFLATION EXPECTATIONS AN INTERNATIONAL PHENOMENON? Results of spatial panel regressions models. (2018). Å iraÅovÃ¡, MÃÂ¡ria ; Tura-Gawron, Karolina ; Fisikowski, Karol ; Siranova, Maria. In: GUT FME Working Paper Series A. RePEc:gdk:wpaper:50. Full description at Econpapers \|\| Download paper
2018	Going with your Gut: The (In)accuracy of Forecast Revisions in a Football Score Prediction Game. (2018). Singleton, Carl ; Reade, J ; Brown, Alsdair. In: Working Papers. RePEc:gwc:wpaper:2018-006. Full description at Econpapers \|\| Download paper
2018	Estimation of effects of recent macroprudential policies in a sample of advanced open economies. (2018). Nymoen, Ragnar ; Sjberg, Jon Ivar ; Pedersen, Kari. In: Memorandum. RePEc:hhs:osloec:2018_005. Full description at Econpapers \|\| Download paper
2018	Monitoring Bank Failures in a Data-Rich Environment. (2018). Moran, Kevin ; Gnagne, Jean Armand . In: Cahiers de recherche. RePEc:lvl:crrecr:1815. Full description at Econpapers \|\| Download paper
2018	Economic Policy Uncertainty in Greece: Measuring Uncertainty for the Greek Macroeconomy. (2018). Fountas, Stilianos ; Tzika, Paraskevi ; Karatasi, Panagiota. In: Discussion Paper Series. RePEc:mcd:mcddps:2018_05. Full description at Econpapers \|\| Download paper
2018	Efficient generation of time series with diverse and controllable characteristics. (2018). Li, Feng ; Hyndman, Rob ; Kang, Yanfei. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-15. Full description at Econpapers \|\| Download paper
2018	Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). TerÃÂ¤svirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: NIPE Working Papers. RePEc:nip:nipewp:07/2018. Full description at Econpapers \|\| Download paper
2018	Balanced Growth Approach to Forecasting Recessions. (2018). Boczon, Marta. In: Working Paper. RePEc:pit:wpaper:6487. Full description at Econpapers \|\| Download paper
2018	Effective energy commoditiesâ risk management: Econometric modeling of price volatility. (2018). HALKOS, GEORGE ; Tzirivis, Apostolos. In: MPRA Paper. RePEc:pra:mprapa:90781. Full description at Econpapers \|\| Download paper
2018	Applications for DSGE Models in Central Banking: Key Issues Explored During Research Workshop of the National Bank of Ukraine. (2018). Kiiashko, Sergii. In: Visnyk of the National Bank of Ukraine. RePEc:ukb:journl:y:2018:i:246:p:4-9. Full description at Econpapers \|\| Download paper
2018	Assessing the uncertainty in central banks inflation outlooks. (2018). KnÃÂ¼ppel, Malte ; Schultefrankenfeld, Guido ; Knuppel, Malte. In: Discussion Papers. RePEc:zbw:bubdps:562018. Full description at Econpapers \|\| Download paper

Recent citations received in 2017

Year	Citing document
2017	Inflation, real economic growth and unemployment expectations: An empirical analysis based on the ECB Survey of Professional Forecasters. (2017). Sosvilla-Rivero, Simon ; del Carmen, Mara. In: Working Papers. RePEc:aee:wpaper:1702. Full description at Econpapers \|\| Download paper
2017	PyCaMa: Python for cash management. (2017). D'Iaz-Garc, Pablo ; Rodr, Juan A ; Salas-Molina, Francisco. In: Papers. RePEc:arx:papers:1702.05005. Full description at Econpapers \|\| Download paper
2017	A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth. (2017). Cheung, Calista ; Chernis, Tony ; Velasco, Gabriella . In: Discussion Papers. RePEc:bca:bocadp:17-8. Full description at Econpapers \|\| Download paper
2017	IDENTIFYING US BUSINESS CYCLE REGIMES USING FACTOR AUGMENTED NEURAL NETWORK MODELS. (2017). Soybilgen, Baris . In: Working Papers. RePEc:bli:wpaper:1703. Full description at Econpapers \|\| Download paper
2017	Leverage and Deepening Business Cycle Skewness. (2017). Santoro, Emiliano ; Ravn, SÃÂ¸ren Hove ; Petrella, Ivan ; Jensen, Henrik. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12239. Full description at Econpapers \|\| Download paper
2017	Using debit card payments data for nowcasting Dutch household consumption. (2017). Cruijsen, Carin ; Bolt, Wilko ; van der Cruijsen, Carin ; Verbaan, Roy. In: DNB Working Papers. RePEc:dnb:dnbwpp:571. Full description at Econpapers \|\| Download paper
2017	Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons. (2017). Chevillon, Guillaume. In: ESSEC Working Papers. RePEc:ebg:essewp:dr-17010. Full description at Econpapers \|\| Download paper
2017	Investors sentiment in predicting the Effective Federal Funds Rate. (2017). Meshcheryakov, Artem ; Ivanov, Stoyu I. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00751. Full description at Econpapers \|\| Download paper
2017	Google It Up! A Google Trends-based Uncertainty index for the United States and Australia. (2017). Castelnuovo, Efrem ; Tran, Trung Duc. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:149-153. Full description at Econpapers \|\| Download paper
2017	How do daily changes in oil prices affect US monthly industrial output?. (2017). Valadkhani, Abbas ; Smyth, Russell. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:83-90. Full description at Econpapers \|\| Download paper
2017	Use of expert knowledge to anticipate the future: Issues, analysis and directions. (2017). Wright, George ; Bolger, Fergus. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:230-243. Full description at Econpapers \|\| Download paper
2017	Interpreting estimates of forecast bias. (2017). Ericsson, Neil. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:563-568. Full description at Econpapers \|\| Download paper
2017	Real-time inflation forecasting with high-dimensional models: The case of Brazil. (2017). Medeiros, Marcelo. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:679-693. Full description at Econpapers \|\| Download paper
2017	A now-casting model for Canada: Do U.S. variables matter?. (2017). Modugno, Michele ; Bragoli, Daniela. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:786-800. Full description at Econpapers \|\| Download paper
2017	Business tendency surveys and macroeconomic fluctuations. (2017). Scheufele, Rolf ; Kaufmann, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:878-893. Full description at Econpapers \|\| Download paper
2017	Realized volatility forecast of agricultural futures using the HAR models with bagging and combination approaches. (2017). Yang, KE ; Li, Steven ; Chen, Langnan ; Tian, Fengping. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:276-291. Full description at Econpapers \|\| Download paper
2017	Enhancing horizon scanning by utilizing pre-developed scenarios: Analysis of current practice and specification of a process improvement to aid the identification of important âweak signalsâ. (2017). Derbyshire, James ; Rowe, Emily ; Wright, George. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:125:y:2017:i:c:p:224-235. Full description at Econpapers \|\| Download paper
2017	Call center performance with direct response advertising. (2017). Franses, Philip Hans ; Weverbergh, M ; Calli, Kiygi M. In: Econometric Institute Research Papers. RePEc:ems:eureir:99789. Full description at Econpapers \|\| Download paper
2017	A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US. (2017). Fernandes, Marcelo ; Chague, Fernando ; Araujo, Fausto Jose . In: Textos para discussÃ£o. RePEc:fgv:eesptd:445. Full description at Econpapers \|\| Download paper
2017	Testing for Differences in Path Forecast Accuracy: Forecast-Error Dynamics Matter. (2017). Martinez, Andrew. In: Working Papers (Old Series). RePEc:fip:fedcwp:1717. Full description at Econpapers \|\| Download paper
2017	How Biased Are U.S. Government Forecasts of the Federal Debt?. (2017). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1189. Full description at Econpapers \|\| Download paper
2017	Macroeconomic nowcasting and forecasting with big data. (2017). Tambalotti, Andrea ; Sbordone, Argia ; Giannone, Domenico ; Bok, Brandyn ; Caratelli, Daniele. In: Staff Reports. RePEc:fip:fednsr:830. Full description at Econpapers \|\| Download paper
2017	Evaluating Forecasts, Narratives and Policy Using a Test of Invariance. (2017). Martinez, Andrew ; Hendry, David ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:39-:d:110547. Full description at Econpapers \|\| Download paper
2017	How Biased Are U.S. Government Forecasts of the Federal Debt?. (2017). Ericsson, Neil. In: Working Papers. RePEc:gwc:wpaper:2017-001. Full description at Econpapers \|\| Download paper
2017	Predicting the Equity Market with Option Implied Variables. (2017). Prokopczuk, Marcel ; Simen, Chardin Wese ; Tharann, Bjorn. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-619. Full description at Econpapers \|\| Download paper
2017	A Comparison Study of Copula Models for Europea Financial Index Returns. (2017). Tofoli, Paula V ; Candido, Osvaldo ; Ziegelmann, Flavio A. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:10:p:155-178. Full description at Econpapers \|\| Download paper
2017	Leverage and Deepening. Business Cycle Skewness. (2017). Santoro, Emiliano ; Ravn, Soren Hove ; Jensen, Henrik. In: Discussion Papers. RePEc:kud:kuiedp:1717. Full description at Econpapers \|\| Download paper
2017	Forecasting stock market returns by summing the frequency-decomposed parts. (2017). Verona, Fabio ; Faria, Gonalo. In: CEF.UP Working Papers. RePEc:por:cetedp:1702. Full description at Econpapers \|\| Download paper
2017	Automatic Signal Extraction for Stationary and Non-Stationary Time Series by Circulant SSA. (2017). Poncela, Pilar ; Bogalo, Juan ; Senra, Eva . In: MPRA Paper. RePEc:pra:mprapa:76023. Full description at Econpapers \|\| Download paper
2017	Model Averaging and its Use in Economics. (2017). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:81568. Full description at Econpapers \|\| Download paper
2017	Normaler Abschwung oder schwere Rezession? Ein neues Modell fÃ¼r die Prognose der Konjunkturphasen in Deutschland. (2017). Wolters, Maik ; Carstensen, Kai. In: IfW-Box. RePEc:zbw:ifwbox:201714. Full description at Econpapers \|\| Download paper
2017	Systematische Prognosefehler in unterschiedlichen Konjunkturphasen. (2017). Dovern, Jonas ; Jannsen, Nils. In: IfW-Box. RePEc:zbw:ifwbox:201715. Full description at Econpapers \|\| Download paper
2017	Learning to forecast, risk aversion, and microstructural aspects of financial stability. (2017). Biondo, Alessio Emanuele. In: Economics Discussion Papers. RePEc:zbw:ifwedp:2017104. Full description at Econpapers \|\| Download paper

Recent citations received in 2016

Year	Citing document
2016	Hysteresis and Duration Dependence of Financial Crises in the US: Evidence from 1871-2016. (2016). Menezes, Rui ; Bentes, Sonia . In: Papers. RePEc:arx:papers:1610.00259. Full description at Econpapers \|\| Download paper
2016	Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil. (2016). Gaglianone, Wagner ; Terra, Gabriel Jaqueline . In: Working Papers Series. RePEc:bcb:wpaper:446. Full description at Econpapers \|\| Download paper
2016	Words are the new numbers: A newsy coincident index of business cycles. (2016). Thorsrud, Leif. In: Working Papers. RePEc:bny:wpaper:0044. Full description at Econpapers \|\| Download paper
2016	Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, GonÃÂ§alo. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_029. Full description at Econpapers \|\| Download paper
2016	Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector. (2016). Ericsson, Neil ; Neil, Ericsson . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:4:p:377-398:n:6. Full description at Econpapers \|\| Download paper
2016	Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, GonÃÂ§alo. In: Working Papers de Economia (Economics Working Papers). RePEc:cap:wpaper:052016. Full description at Econpapers \|\| Download paper
2016	Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions. (2016). Jacobs, Jan ; Hecq, Alain ; Stamatogiannis, Michalis P. In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-01. Full description at Econpapers \|\| Download paper
2016	Improving model-based near-term GDP forecasts by subjective forecasts: A real-time exercise for the G7 countries. (2016). Jansen, W. Jos ; de Winter, Jasper. In: DNB Working Papers. RePEc:dnb:dnbwpp:507. Full description at Econpapers \|\| Download paper
2016	Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR. (2016). Huber, Florian ; Feldkircher, Martin ; Dovern, Jonas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:70:y:2016:i:c:p:86-100. Full description at Econpapers \|\| Download paper
2016	Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data. (2016). GUPTA, RANGAN ; Lux, Thomas ; Segnon, Mawuli. In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:117-133. Full description at Econpapers \|\| Download paper
2016	An event study analysis of oil and gas firm acreage and reserve acquisitions. (2016). Sabet, Amir H ; Heaney, Richard. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:215-227. Full description at Econpapers \|\| Download paper
2016	On the importance of the long-term seasonal component in day-ahead electricity price forecasting. (2016). Weron, RafaÅ ; Nowotarski, Jakub. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:228-235. Full description at Econpapers \|\| Download paper
2016	Electricity price forecasting using sale and purchase curves: The X-Model. (2016). Ziel, Florian ; Steinert, Rick. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:435-454. Full description at Econpapers \|\| Download paper
2016	A quantile regression analysis of Chinas provincial CO2 emissions: Where does the difference lie?. (2016). Lin, Boqiang ; Xu, Bin. In: Energy Policy. RePEc:eee:enepol:v:98:y:2016:i:c:p:328-342. Full description at Econpapers \|\| Download paper
2016	On-line quantile regression in the RKHS (Reproducing Kernel Hilbert Space) for operational probabilistic forecasting of wind power. (2016). Cavalcante, Laura ; Gallego-Castillo, Cristobal ; Bessa, Ricardo ; Lopez-Garcia, Oscar . In: Energy. RePEc:eee:energy:v:113:y:2016:i:c:p:355-365. Full description at Econpapers \|\| Download paper
2016	Improving short term load forecast accuracy via combining sister forecasts. (2016). Weron, RafaÅ ; Nowotarski, Jakub ; Hong, Tao ; Liu, Bidong . In: Energy. RePEc:eee:energy:v:98:y:2016:i:c:p:40-49. Full description at Econpapers \|\| Download paper
2016	Private credit spillovers and economic growth: Evidence from BRICS countries. (2016). Samargandi, Nahla ; Kutan, Ali. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:56-84. Full description at Econpapers \|\| Download paper
2016	Eliciting GDP forecasts from the FOMCâs minutes around the financial crisis. (2016). Ericsson, Neil. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:571-583. Full description at Econpapers \|\| Download paper
2016	GEFCom2014 probabilistic electric load forecasting using time series and semi-parametric regression models. (2016). Dordonnat, V ; Pierrot, A ; Pichavant, A. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1005-1011. Full description at Econpapers \|\| Download paper
2016	GEFCom2014 probabilistic electric load forecasting: An integrated solution with forecast combination and residual simulation. (2016). Hong, Tao ; Xie, Jingrui . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1012-1016. Full description at Econpapers \|\| Download paper
2016	A hybrid model of kernel density estimation and quantile regression for GEFCom2014 probabilistic load forecasting. (2016). Giasemidis, Georgios ; Haben, Stephen. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1017-1022. Full description at Econpapers \|\| Download paper
2016	Sequence of nonparametric models for GEFCom2014 probabilistic electric load forecasting. (2016). Shesterneva, Olesya ; Mangalova, Ekaterina . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1023-1028. Full description at Econpapers \|\| Download paper
2016	Lasso estimation for GEFCom2014 probabilistic electric load forecasting. (2016). Ziel, Florian ; Liu, Bidong . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1029-1037. Full description at Econpapers \|\| Download paper
2016	Additive models and robust aggregation for GEFCom2014 probabilistic electric load and electricity price forecasting. (2016). Gaillard, Pierre ; Nedellec, Raphael ; Goude, Yannig . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1038-1050. Full description at Econpapers \|\| Download paper
2016	A hybrid model for GEFCom2014 probabilistic electricity price forecasting. (2016). Nowotarski, Jakub ; Maciejowska, Katarzyna. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1051-1056. Full description at Econpapers \|\| Download paper
2016	Multilayer perceptron for GEFCom2014 probabilistic electricity price forecasting. (2016). Dudek, Grzegorz . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1057-1060. Full description at Econpapers \|\| Download paper
2016	K-nearest neighbors for GEFCom2014 probabilistic wind power forecasting. (2016). Mangalova, Ekaterina ; Shesterneva, Olesya . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1067-1073. Full description at Econpapers \|\| Download paper
2016	K-nearest neighbors and a kernel density estimator for GEFCom2014 probabilistic wind power forecasting. (2016). Wang, Jianxue ; Zhang, Yao. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1074-1080. Full description at Econpapers \|\| Download paper
2016	A semi-empirical approach using gradient boosting and k-nearest neighbors regression for GEFCom2014 probabilistic solar power forecasting. (2016). Huang, Jing ; Perry, Matthew . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1081-1086. Full description at Econpapers \|\| Download paper
2016	GEFCom2014: Probabilistic solar and wind power forecasting using a generalized additive tree ensemble approach. (2016). Nagy, Gabor I ; Simon, Gabor ; Borbely, Gyula ; Kazi, Sandor ; Barta, Gerg . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1087-1093. Full description at Econpapers \|\| Download paper
2016	A multiple quantile regression approach to the wind, solar, and price tracks of GEFCom2014. (2016). Juban, Romain ; Kolter, Zico J ; Poirier, Louis ; Ohlsson, Henrik . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1094-1102. Full description at Econpapers \|\| Download paper
2016	Electric load forecasting with recency effect: A big data approach. (2016). Hong, Tao ; Wang, PU ; Liu, Bidong . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:585-597. Full description at Econpapers \|\| Download paper
2016	Evaluating predictive count data distributions in retail sales forecasting. (2016). Kolassa, Stephan. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:788-803. Full description at Econpapers \|\| Download paper
2016	Central banksâ forecasts and their bias: Evidence, effects and explanation. (2016). Ladley, Daniel ; Charemza, Wojciech. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:804-817. Full description at Econpapers \|\| Download paper
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
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
2016	Forecasting and nowcasting economic growth in the euro area using factor models. (2016). Koopman, Siem Jan ; de Winter, Jasper ; Hindrayanto, Irma. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1284-1305. Full description at Econpapers \|\| Download paper
2016	The predictive performance of commodity futures risk factors. (2016). Ahmed, Shamim ; Tsvetanov, Daniel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:71:y:2016:i:c:p:20-36. Full description at Econpapers \|\| Download paper
2016	When to choose the simple average in forecast combination. (2016). Blanc, Sebastian M ; Setzer, Thomas. In: Journal of Business Research. RePEc:eee:jbrese:v:69:y:2016:i:10:p:3951-3962. Full description at Econpapers \|\| Download paper
2016	Demand forecasting based on natural computing approaches applied to the foodstuff retail segment. (2016). Veiga, Claudimar Pereirada ; Tortato, Ubirat ; Santos, Leandro Dos ; Puchalski, Weslly ; Pereira, Cssia Rita ; da Veiga, Claudimar Pereira. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:31:y:2016:i:c:p:174-181. Full description at Econpapers \|\| Download paper
2016	Central bank transparency and the consensus forecast: What does The Economist poll of forecasters tell us?. (2016). trabelsi, emna. In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:338-359. Full description at Econpapers \|\| Download paper
2016	An ICA-based support vector regression scheme for forecasting crude oil prices. (2016). Fan, Liwei ; Li, Huiping ; Pan, Sijia . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:112:y:2016:i:c:p:245-253. Full description at Econpapers \|\| Download paper
2016	The Chen-Tindall system and the lasso operator: improving automatic model performance. (2016). Tindall, Michael ; chen, jiaqi. In: Occasional Papers. RePEc:fip:feddop:2016_001. Full description at Econpapers \|\| Download paper
2016	A Nowcasting Model for Canada: Do U.S. Variables Matter?. (2016). Modugno, Michele ; Bragoli, Daniela. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2016-36. Full description at Econpapers \|\| Download paper
2016	Economic Forecasting in Theory and Practice : An Interview with David F. Hendry. (2016). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1184. Full description at Econpapers \|\| Download paper
2016	Parametric Density Recalibration of a Fundamental Market Model to Forecast Electricity Prices. (2016). Bello, Antonio ; Muoz, Antonio ; Reneses, Javier ; Bunn, Derek. In: Energies. RePEc:gam:jeners:v:9:y:2016:i:11:p:959-:d:83111. Full description at Econpapers \|\| Download paper
2016	Accelerated Model Predictive Control for Electric Vehicle Integrated Microgrid Energy Management: A Hybrid Robust and Stochastic Approach. (2016). Sun, Houtao ; Ji, Zhenya ; Xu, Changfu ; Huang, Xueliang. In: Energies. RePEc:gam:jeners:v:9:y:2016:i:11:p:973-:d:83432. Full description at Econpapers \|\| Download paper
2016	Ensemble Learning Approach for Probabilistic Forecasting of Solar Power Generation. (2016). Mohammed, Azhar Ahmed ; Aung, Zeyar . In: Energies. RePEc:gam:jeners:v:9:y:2016:i:12:p:1017-:d:84169. Full description at Econpapers \|\| Download paper
2016	Portfolio Decision of Short-Term Electricity Forecasted Prices through Stochastic Programming. (2016). Sanchez, Agustin A ; Contreras, Javier ; Gonzalez, Virginia . In: Energies. RePEc:gam:jeners:v:9:y:2016:i:12:p:1069-:d:85406. Full description at Econpapers \|\| Download paper
2016	A Hybrid Multi-Step Model for Forecasting Day-Ahead Electricity Price Based on Optimization, Fuzzy Logic and Model Selection. (2016). Song, Yiliao ; Liu, Feng ; Jiang, Ping. In: Energies. RePEc:gam:jeners:v:9:y:2016:i:8:p:618-:d:75382. Full description at Econpapers \|\| Download paper

More than 50 citations. List broken...

Recent citations received in 2015

Year	Citing document
2015	Which pricing approach for options under GARCH with non-normal innovations?. (2015). Stentoft, Lars ; Simonato, Jean-Guy. In: CREATES Research Papers. RePEc:aah:create:2015-32. Full description at Econpapers \|\| Download paper
2015	Simulating Brazilian Electricity Demand Under Climate Change Scenarios. (2015). Trotter, Ian ; Feres, Jose Gustavo ; de Hollanda, Lavinia Rocha ; Bolkesjo, Torjus Folsland. In: Working Papers in Applied Economics. RePEc:ags:ufvdwp:208689. Full description at Econpapers \|\| Download paper
2015	âSelf-organizing map analysis of agentsâ expectations. Different patterns of anticipation of the 2008 financial crisisâ. (2015). Claveria, Oscar ; Monte, Enric ; Torra, Salvador. In: AQR Working Papers. RePEc:aqr:wpaper:201508. Full description at Econpapers \|\| Download paper
2015	Forecasting the term structure of crude oil futures prices with neural networks. (2015). BarunÃÂk, Jozef ; Malinska, Barbora . In: Papers. RePEc:arx:papers:1504.04819. Full description at Econpapers \|\| Download paper
2015	Housing Market Forecasting with Factor Combinations. (2015). Rahal, Charles . In: Discussion Papers. RePEc:bir:birmec:15-05r. Full description at Econpapers \|\| Download paper
2015	Die Machbarkeit von Kurzfristprognosen fÃ¼r den Freistaat Sachsen. (2015). Wohlrabe, Klaus ; Lehmann, Robert ; Henzel, Steffen. In: ifo Dresden berichtet. RePEc:ces:ifodre:v:22:y:2015:i:04:p:21-25. Full description at Econpapers \|\| Download paper
2015	ifo Konjunkturprognose 2015/2017: Verhaltener Aufschwung setzt sich fort. (2015). Wohlrabe, Klaus ; WollmershÃÂ¤user, Timo ; Steiner, Andreas ; Wolf, Anna ; SchrÃÂ¶ter, Felix ; Reif, Magnus ; Garnitz, Johanna ; Nierhaus, Wolfgang ; Meister, Wolfgang ; Hristov, Atanas ; Grimme, Christian ; Breuer, Christian ; Berg, Tim ; Schroter, Felix ; Wollmershauser, Timo. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:68:y:2015:i:24:p:23-66. Full description at Econpapers \|\| Download paper
2015	Forecast Accuracy of a BVAR under Alternative Specifications of the Zero Lower Bound. (2015). Berg, Tim. In: ifo Working Paper Series. RePEc:ces:ifowps:_203. Full description at Econpapers \|\| Download paper
2015	Adding Flexibility to Markov Switching Models. (2015). Otranto, E. In: Working Paper CRENoS. RePEc:cns:cnscwp:201509. Full description at Econpapers \|\| Download paper
2015	Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump. (2015). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10362. Full description at Econpapers \|\| Download paper
2015	Model uncertainty and the forecast accuracy of ARMA models: A survey. (2015). Veiga, Helena ; Ruiz, Esther ; Gonalves, Mazzeu ; Joao, Henrique . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1508. Full description at Econpapers \|\| Download paper
2015	Examining the Stability of Okunâs Coefficient. (2015). Michail, Nektarios A. In: Working Papers. RePEc:cyb:wpaper:2015-2. Full description at Econpapers \|\| Download paper
2015	Revisiting the transitional dynamics of business-cycle phases with mixed frequency data. (2015). . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/15246. Full description at Econpapers \|\| Download paper
2015	How Quickly is News Incorporated in Fiscal Forecasts?. (2015). Jalles, Joao. In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00501. Full description at Econpapers \|\| Download paper
2015	Forecasting the real prices of crude oil under economic and statistical constraints. (2015). Wu, Chongfeng ; Wang, Yudong ; Liu, LI ; Diao, Xundi. In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:599-608. Full description at Econpapers \|\| Download paper
2015	Short-term solar irradiation forecasting based on Dynamic Harmonic Regression. (2015). Trapero, Juan R. ; MARTIN, A. ; Kourentzes, Nikolaos. In: Energy. RePEc:eee:energy:v:84:y:2015:i:c:p:289-295. Full description at Econpapers \|\| Download paper
2015	Forecasters and rationalityâA comment on Fritsche et al., Forecasting the Brazilian Real and Mexican Peso: Asymmetric loss, forecast rationality and forecaster herding. (2015). Fildes, Robert. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:1:p:140-143. Full description at Econpapers \|\| Download paper
2015	A further analysis of the conference boardâs new Leading Economic Index. (2015). Lahiri, Kajal ; Yang, Liu. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:446-453. Full description at Econpapers \|\| Download paper
2015	Pretesting for multi-step-ahead exchange rate forecasts with STAR models. (2015). Pascalau, Razvan ; Enders, Walter. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:473-487. Full description at Econpapers \|\| Download paper
2015	Earnings forecasting in a global stock selection model and efficient portfolio construction and management. (2015). Markowitz, Harry ; Xu, GanLin ; Guerard, John B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:550-560. Full description at Econpapers \|\| Download paper
2015	Applied mean-ETL optimization in using earnings forecasts. (2015). Shao, Barret Pengyuan ; Mu, Yu ; Rachev, Svetlozar T.. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:561-567. Full description at Econpapers \|\| Download paper
2015	Effectiveness of earnings forecasts in efficient global portfolio construction. (2015). Xia, Hui ; Deng, Shijie ; Min, Xinyu . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:568-574. Full description at Econpapers \|\| Download paper
2015	News volume information: Beyond earnings forecasting in a global stock selection model. (2015). Gillam, Robert A. ; Cahan, Rochester ; Guerard, John B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:575-581. Full description at Econpapers \|\| Download paper
2015	A note on the integration of the alpha alignment factor and earnings forecasting models in producing more efficient Markowitz Frontiers. (2015). Beheshti, Bijan . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:582-584. Full description at Econpapers \|\| Download paper
2015	Bootstrap multi-step forecasts of non-Gaussian VAR models. (2015). Ruiz, Esther ; Fresoli, Diego ; Pascual, Lorenzo . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:834-848. Full description at Econpapers \|\| Download paper
2015	Limitations of Ensemble Bayesian Model Averaging for forecasting social science problems. (2015). Graefe, Andreas ; Riedl, Bernhard ; Stierle, Veronika ; Kuchenhoff, Helmut . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:943-951. Full description at Econpapers \|\| Download paper
2015	Can we vote with our tweet? On the perennial difficulty of election forecasting with social media. (2015). Huberty, Mark . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:992-1007. Full description at Econpapers \|\| Download paper
2015	Real-time forecasting of the US federal government budget: A simple mixed frequency data regression approach. (2015). Ghysels, Eric ; Ozkan, Nazire . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:4:p:1009-1020. Full description at Econpapers \|\| Download paper
2015	Cross-country evidence on the quality of private sector fiscal forecasts. (2015). Loungani, Prakash ; Karibzhanov, Iskander ; Jalles, Joao. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:45:y:2015:i:c:p:186-201. Full description at Econpapers \|\| Download paper
2015	What can we learn from revisions to the Greenbook forecasts?. (2015). Stekler, Herman ; Sinclair, Tara ; Messina, Jeffrey D. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:45:y:2015:i:c:p:54-62. Full description at Econpapers \|\| Download paper
2015	On the directional accuracy of forecasts of emerging market exchange rates. (2015). Pierdzioch, Christian ; Rulke, Jan-Christoph . In: International Review of Economics & Finance. RePEc:eee:reveco:v:38:y:2015:i:c:p:369-376. Full description at Econpapers \|\| Download paper
2015	Herding behavior and loss functions of exchange rate forecasters over interventions and financial crises. (2015). Tsuchiya, Yoichi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:266-276. Full description at Econpapers \|\| Download paper
2015	Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries. (2015). Issler, JoÃÂ£o ; de Castro, Andressa Monteiro . In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:767. Full description at Econpapers \|\| Download paper
2015	Eliciting GDP Forecasts from the FOMCâs Minutes Around the Financial Crisis. (2015). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1152. Full description at Econpapers \|\| Download paper
2015	Measurement Errors and Monetary Policy: Then and Now. (2015). Wang, Mu-Chun ; Matthes, Christian ; Amir Ahmadi, Pooyan ; Amir-Ahmadi, Pooyan . In: Working Paper. RePEc:fip:fedrwp:15-13. Full description at Econpapers \|\| Download paper
2015	Selection Criteria in Regime Switching Conditional Volatility Models. (2015). Chuffart, Thomas. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:289-316:d:49388. Full description at Econpapers \|\| Download paper
2015	Forecast Combination under Heavy-Tailed Errors. (2015). Cheng, Gang ; Yang, Yuhong ; Wang, Sicong . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:4:p:797-824:d:59295. Full description at Econpapers \|\| Download paper
2015	Forecasting the 2015 General Election with Internet Big Data: An Application of the TRUST Framework. (2015). MacDonald, Ronald ; McDonald, Ronald ; Mao, Xuxin . In: Working Papers. RePEc:gla:glaewp:2016_03. Full description at Econpapers \|\| Download paper
2015	Eliciting GDP Forecasts from the FOMCâs Minutes Around the Financial Crisis. (2015). Ericsson, Neil. In: Working Papers. RePEc:gwc:wpaper:2015-003. Full description at Econpapers \|\| Download paper
2015	Predicting Recessions With Boosted Regression Trees. (2015). Pierdzioch, Christian ; Fritsche, Ulrich ; DÃÂ¶pke, JÃÂ¶rg ; Dopke, Jorg. In: Working Papers. RePEc:gwc:wpaper:2015-004. Full description at Econpapers \|\| Download paper
2015	A Nonparametric Approach to Identifying a Subset of Forecasters that Outperforms the Simple Average. (2015). Sinclair, Tara ; BÃÂÃÂ¼rgi, Constantin ; BÃÂ¼rgi, Constantin ; BÃ¼rgi, Constantin ; Burgi, Constantin . In: Working Papers. RePEc:gwc:wpaper:2015-006. Full description at Econpapers \|\| Download paper
2015	Nowcasting Tourism Industry Performance Using High Frequency Covariates. (2015). Fuleky, Peter ; Bonham, Carl ; Hirashima, Ashley ; Jones, James. In: Working Papers. RePEc:hae:wpaper:2015-3. Full description at Econpapers \|\| Download paper
2015	Revisiting the transitional dynamics of business-cycle phases with mixed frequency data. (2015). . In: Post-Print. RePEc:hal:journl:hal-01276824. Full description at Econpapers \|\| Download paper
2015	How Frequently Should We Reestimate DSGE Models?. (2015). Rubaszek, MichaÅ ; Kolasa, Marcin. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2015:q:5:a:8. Full description at Econpapers \|\| Download paper
2015	Forecasting the Nominal Brent Oil Price with VARsâOne Model Fits All?. (2015). Beckers, Benjamin ; Beidas-Strom, Samya . In: IMF Working Papers. RePEc:imf:imfwpa:15/251. Full description at Econpapers \|\| Download paper
2015	âSelf-organizing map analysis of agents expectations. Different patterns of anticipation of the 2008 financial crisisâ. (2015). Claveria, Oscar ; Monte, Enric ; Torra, Salvador. In: IREA Working Papers. RePEc:ira:wpaper:201511. Full description at Econpapers \|\| Download paper
2015	Awaiting the Second Big Data Revolution: From Digital Noise to Value Creation. (2015). Huberty, Mark . In: Journal of Industry, Competition and Trade. RePEc:kap:jincot:v:15:y:2015:i:1:p:35-47. Full description at Econpapers \|\| Download paper
2015	Point and Density Forecasts Using an Unrestricted Mixed-Frequency VAR Model. (2015). Barsoum, Fady. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1519. Full description at Econpapers \|\| Download paper
2015	Feeding Large Econometric Models by a Mixed Approach of Classical Decomposition of Series and Dynamic Factor Analysis: Application to Wharton-UAM Model/Alimentando grandes modelos economÃ©tricos media. (2015). Perez Garcia, Julian ; Moral Carcedo, Julian. In: Estudios de EconomÃa Aplicada. RePEc:lrk:eeaart:33_2_7. Full description at Econpapers \|\| Download paper
2015	Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both?. (2015). Khalaf, Lynda ; Bernard, Jean-Thomas ; Yelou, Clement ; Kichian, Maral. In: Working Papers. RePEc:ott:wpaper:1508e. 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	65	1527
2	MPRA Paper / University Library of Munich, Germany	87	548
3	European Journal of Operational Research / Elsevier	87	474
4	Energy Economics / Elsevier	115	289
5	International Journal of Production Economics / Elsevier	47	249
6	Papers / arXiv.org	51	245
7	Energies / MDPI, Open Access Journal	27	231
8	Economic Modelling / Elsevier	57	228
9	Energy / Elsevier	77	226
10	Technological Forecasting and Social Change / Elsevier	26	208
11	Applied Energy / Elsevier	81	186