[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]
IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1990 | 0 | 0.08 | 0.13 | 0.02 | 75 | 75 | 450 | 10 | 10 | 186 | 362 | 6 | 0 | 4 | 0.05 | 0.04 | ||
1991 | 0.02 | 0.08 | 0.11 | 0.02 | 62 | 137 | 314 | 15 | 25 | 172 | 3 | 398 | 9 | 0 | 0 | 0.04 | ||
1992 | 0.04 | 0.09 | 0.07 | 0.03 | 90 | 227 | 937 | 16 | 42 | 137 | 5 | 383 | 13 | 0 | 0 | 0.04 | ||
1993 | 0.03 | 0.1 | 0.07 | 0.02 | 79 | 306 | 556 | 20 | 63 | 152 | 4 | 413 | 9 | 0 | 0 | 0.05 | ||
1994 | 0.02 | 0.11 | 0.06 | 0.04 | 70 | 376 | 398 | 23 | 87 | 169 | 3 | 403 | 16 | 0 | 2 | 0.03 | 0.06 | |
1995 | 0.07 | 0.2 | 0.25 | 0.1 | 61 | 437 | 442 | 108 | 196 | 149 | 11 | 376 | 37 | 63 | 58.3 | 7 | 0.11 | 0.08 |
1996 | 0.13 | 0.22 | 0.35 | 0.15 | 65 | 502 | 368 | 172 | 371 | 131 | 17 | 362 | 53 | 91 | 52.9 | 2 | 0.03 | 0.1 |
1997 | 0.09 | 0.23 | 0.25 | 0.13 | 67 | 569 | 1276 | 141 | 513 | 126 | 11 | 365 | 49 | 54 | 38.3 | 11 | 0.16 | 0.1 |
1998 | 0.1 | 0.27 | 0.34 | 0.14 | 35 | 604 | 685 | 205 | 721 | 132 | 13 | 342 | 49 | 63 | 30.7 | 1 | 0.03 | 0.12 |
1999 | 0.27 | 0.29 | 0.46 | 0.21 | 39 | 643 | 547 | 295 | 1017 | 102 | 28 | 298 | 62 | 60 | 20.3 | 6 | 0.15 | 0.14 |
2000 | 0.39 | 0.34 | 0.36 | 0.26 | 59 | 702 | 1068 | 251 | 1269 | 74 | 29 | 267 | 70 | 80 | 31.9 | 6 | 0.1 | 0.15 |
2001 | 0.27 | 0.36 | 0.33 | 0.28 | 45 | 747 | 493 | 245 | 1518 | 98 | 26 | 265 | 75 | 70 | 28.6 | 13 | 0.29 | 0.16 |
2002 | 0.31 | 0.4 | 0.39 | 0.39 | 58 | 805 | 527 | 306 | 1834 | 104 | 32 | 245 | 96 | 87 | 28.4 | 34 | 0.59 | 0.21 |
2003 | 0.46 | 0.41 | 0.57 | 0.46 | 81 | 886 | 748 | 482 | 2336 | 103 | 47 | 236 | 108 | 149 | 30.9 | 15 | 0.19 | 0.2 |
2004 | 0.4 | 0.46 | 0.53 | 0.45 | 69 | 955 | 1226 | 498 | 2842 | 139 | 55 | 282 | 126 | 94 | 18.9 | 25 | 0.36 | 0.21 |
2005 | 0.43 | 0.47 | 0.79 | 0.49 | 67 | 1022 | 1223 | 807 | 3650 | 150 | 65 | 312 | 152 | 105 | 13 | 23 | 0.34 | 0.22 |
2006 | 0.68 | 0.47 | 0.93 | 0.52 | 63 | 1085 | 1371 | 1003 | 4659 | 136 | 92 | 320 | 165 | 488 | 48.7 | 20 | 0.32 | 0.21 |
2007 | 0.8 | 0.42 | 0.68 | 0.53 | 63 | 1148 | 813 | 781 | 5441 | 130 | 104 | 338 | 179 | 139 | 17.8 | 36 | 0.57 | 0.19 |
2008 | 1.07 | 0.45 | 0.76 | 0.79 | 64 | 1212 | 1174 | 917 | 6364 | 126 | 135 | 343 | 272 | 141 | 15.4 | 43 | 0.67 | 0.21 |
2009 | 0.84 | 0.44 | 0.73 | 0.83 | 72 | 1284 | 947 | 923 | 7297 | 127 | 107 | 326 | 272 | 105 | 11.4 | 38 | 0.53 | 0.21 |
2010 | 0.93 | 0.44 | 0.75 | 0.83 | 75 | 1359 | 689 | 1001 | 8311 | 136 | 127 | 329 | 274 | 135 | 13.5 | 11 | 0.15 | 0.18 |
2011 | 1.01 | 0.46 | 1.03 | 1 | 148 | 1507 | 1020 | 1534 | 9857 | 147 | 148 | 337 | 336 | 442 | 28.8 | 125 | 0.84 | 0.21 |
2012 | 0.63 | 0.47 | 0.85 | 0.77 | 64 | 1571 | 1067 | 1320 | 11186 | 223 | 141 | 422 | 324 | 95 | 7.2 | 31 | 0.48 | 0.19 |
2013 | 0.82 | 0.53 | 0.96 | 0.9 | 56 | 1627 | 634 | 1544 | 12740 | 212 | 173 | 423 | 381 | 186 | 12 | 38 | 0.68 | 0.22 |
2014 | 1.68 | 0.55 | 1.14 | 1.16 | 77 | 1704 | 1201 | 1950 | 14691 | 120 | 202 | 415 | 481 | 188 | 9.6 | 85 | 1.1 | 0.21 |
2015 | 1.8 | 0.55 | 1.17 | 1.1 | 81 | 1785 | 567 | 2085 | 16780 | 133 | 240 | 420 | 462 | 240 | 11.5 | 72 | 0.89 | 0.21 |
2016 | 1.76 | 0.56 | 1.3 | 1.32 | 102 | 1887 | 682 | 2451 | 19236 | 158 | 278 | 426 | 561 | 330 | 13.5 | 126 | 1.24 | 0.2 |
2017 | 1.34 | 0.58 | 1.16 | 1.51 | 76 | 1963 | 332 | 2275 | 21513 | 183 | 246 | 380 | 575 | 277 | 12.2 | 42 | 0.55 | 0.21 |
2018 | 1.55 | 0.7 | 1.19 | 1.41 | 52 | 2015 | 177 | 2386 | 23907 | 178 | 276 | 392 | 553 | 155 | 6.5 | 28 | 0.54 | 0.28 |
2019 | 1.73 | 0.88 | 1.42 | 1.55 | 128 | 2143 | 118 | 3039 | 26947 | 128 | 221 | 388 | 602 | 487 | 16 | 73 | 0.57 | 0.33 |
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 |
# | 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 | 816 |
2 | 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 | 580 |
3 | 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 | 527 |
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 | 320 |
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 | 302 |
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 | 293 |
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 | 253 |
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 | 198 |
9 | 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 | 191 |
10 | 2010 | Comparing and evaluating Bayesian predictive distributions of asset returns. (2010). Geweke, John ; amisano, gianni. In: International Journal of Forecasting. RePEc:eee:intfor:v:26:y::i:2:p:216-230. Full description at Econpapers || Download paper | 190 |
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 | 165 |
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 | 155 |
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 | 150 |
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 | 143 |
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 | 139 |
16 | 2008 | Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data. (2008). Schumacher, Christian ; Breitung, Jörg. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:3:p:386-398. Full description at Econpapers || Download paper | 139 |
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 | 131 |
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 | 127 |
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 | 123 |
20 | 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 | 116 |
21 | 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 | 115 |
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 | 108 |
23 | 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 | 107 |
24 | 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 | 105 |
25 | 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 | 103 |
26 | 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 | 103 |
27 | 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 | 102 |
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 | 100 |
29 | 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 | 99 |
30 | 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 | 99 |
31 | 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 | 98 |
32 | 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 | 97 |
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 | 96 |
34 | 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 | 95 |
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 | 92 |
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 | 92 |
37 | 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 |
38 | 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 | 89 |
39 | 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 | 87 |
40 | 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 | 86 |
41 | 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 | 84 |
42 | 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 | 83 |
43 | 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 | 81 |
44 | 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 | 81 |
45 | 2005 | Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?. (2005). Hubrich, Kirstin. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:1:p:119-136. Full description at Econpapers || Download paper | 81 |
46 | 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 | 81 |
47 | 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 | 80 |
48 | 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 | 80 |
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:2011:i:2:p:452-465. Full description at Econpapers || Download paper | 79 |
50 | 2011 | Calling recessions in real time. (2011). Hamilton, James. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:4:p:1006-1026. Full description at Econpapers || Download paper | 79 |
# | 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 | 269 |
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 | 122 |
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 | 110 |
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 | 102 |
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 | 68 |
6 | 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 | 67 |
7 | 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 | 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 | 61 |
9 | 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 | 57 |
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 | 51 |
11 | 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 | 49 |
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 | 41 |
13 | 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 | 40 |
14 | 2002 | A state space framework for automatic forecasting using exponential smoothing methods. (2002). Snyder, Ralph ; Hyndman, Rob ; Koehler, Anne B. ; Grose, Simone. In: International Journal of Forecasting. RePEc:eee:intfor:v:18:y:2002:i:3:p:439-454. Full description at Econpapers || Download paper | 39 |
15 | 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 | 32 |
16 | 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 |
17 | 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 | 31 |
18 | 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 | 31 |
19 | 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 | 30 |
20 | 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 | 29 |
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 | 29 |
22 | 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 | 29 |
23 | 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 | 28 |
24 | 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 | 28 |
25 | 2003 | Tourism forecasting: accuracy of alternative econometric models. (2003). Song, Haiyan ; Jensen, Thomas ; Witt, Stephen F.. In: International Journal of Forecasting. RePEc:eee:intfor:v:19:y:2003:i:1:p:123-141. Full description at Econpapers || Download paper | 28 |
26 | 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 | 27 |
27 | 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 | 27 |
28 | 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 | 27 |
29 | 2008 | The financial analyst forecasting literature: A taxonomy with suggestions for further research. (2008). Shane, Philip ; Ramnath, Sundaresh ; ROCK, STEVE. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:1:p:34-75. Full description at Econpapers || Download paper | 26 |
30 | 2016 | Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging. (2016). Weron, RafaÅ ; Nowotarski, Jakub ; Maciejowska, Katarzyna. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:957-965. Full description at Econpapers || Download paper | 25 |
31 | 2014 | Improving forecasting by estimating time series structural components across multiple frequencies. (2014). Petropoulos, Fotios ; Kourentzes, Nikolaos ; Trapero, Juan R.. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:2:p:291-302. Full description at Econpapers || Download paper | 25 |
32 | 2008 | Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions. (2008). Smith, Michael ; Panagiotelis, Anastasios. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:710-727. Full description at Econpapers || Download paper | 24 |
33 | 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 | 24 |
34 | 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 | 23 |
35 | 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 | 23 |
36 | 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 | 22 |
37 | 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 | 22 |
38 | 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 | 22 |
39 | 2004 | Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood. (2004). Lee, Tae Hwy ; Gonzalez-Rivera, Gloria ; Mishra, Santosh . In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:4:p:629-645. Full description at Econpapers || Download paper | 21 |
40 | 2015 | Do high-frequency financial data help forecast oil prices? The MIDAS touch at work. (2015). Kilian, Lutz ; Guérin, 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 | 21 |
41 | 2011 | Quantiles as optimal point forecasts. (2011). Gneiting, Tilmann . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:197-207. Full description at Econpapers || Download paper | 21 |
42 | 2011 | Quantiles as optimal point forecasts. (2011). Gneiting, Tilmann . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:2:p:197-207. Full description at Econpapers || Download paper | 21 |
43 | 2005 | Business survey data: Do they help in forecasting GDP growth?. (2005). Jansson, Per ; Lof, Marten. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:2:p:377-389. Full description at Econpapers || Download paper | 21 |
44 | 2000 | The theta model: a decomposition approach to forecasting. (2000). Nikolopoulos, Konstantinos ; Assimakopoulos, V.. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:521-530. Full description at Econpapers || Download paper | 21 |
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 | 21 |
46 | 2011 | Calling recessions in real time. (2011). Hamilton, James. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:4:p:1006-1026. Full description at Econpapers || Download paper | 21 |
47 | 2017 | Forecasting with VAR models: Fat tails and stochastic volatility. (2017). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy). In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1124-1143. Full description at Econpapers || Download paper | 20 |
48 | 2017 | Systematic errors in growth expectations over the business cycle. (2017). Jannsen, Nils ; Dovern, Jonas. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:760-769. Full description at Econpapers || Download paper | 20 |
49 | 2006 | A comparison of univariate methods for forecasting electricity demand up to a day ahead. (2006). McSharry, Patrick ; Taylor, James W. ; de Menezes, Lilian M.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:1:p:1-16. Full description at Econpapers || Download paper | 20 |
50 | 2005 | Odds-setters as forecasters: The case of English football. (2005). Simmons, Robert ; Goddard, John ; Forrest, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:3:p:551-564. Full description at Econpapers || Download paper | 19 |
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2019 | On the fixed and flexible funding mechanisms in reward-based crowdfunding. (2019). Liu, Lindong ; Geng, Botao ; Bi, Gongbing. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:1:p:168-183. Full description at Econpapers || Download paper | |
2019 | Cross-validation based forecasting method: a machine learning approach. (2019). Marçal, Emerson ; Maral, Emerson Fernandes ; FernandesMaral, Emerson ; Pinto, Jeronymo Marcondes. In: Textos para discussão. RePEc:fgv:eesptd:498. Full description at Econpapers || Download paper | |
2019 | Higher Moment Constraints for Predictive Density Combinations. (2019). Vasnev, Andrey ; Pauwels, Laurent ; Radchenko, Peter. In: Working Papers. RePEc:syb:wpbsba:2123/20175. Full description at Econpapers || Download paper | |
2019 | Equivalence of optimal forecast combinations under affine constraints. (2019). Pauwels, Laurent ; Chan, Felix. In: Working Papers. RePEc:syb:wpbsba:2123/20176. Full description at Econpapers || Download paper | |
2019 | Short-Term Electricity Load Forecasting Model Based on EMD-GRU with Feature Selection. (2019). Gao, Xin ; He, Yang ; Jing, Xiao ; Zhao, Bing ; Li, Xiaobing. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:6:p:1140-:d:216692. Full description at Econpapers || Download paper | |
2019 | Tales from tails: On the empirical distributions of forecasting errors and their implication to risk. (2019). Assimakopoulos, Vassilios ; Nikolopoulos, Konstantinos ; Spiliotis, Evangelos. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:687-698. Full description at Econpapers || Download paper | |
2019 | Another look at forecast selection and combination: Evidence from forecast pooling. (2019). Petropoulos, Fotios ; Barrow, Devon ; Kourentzes, Nikolaos. In: International Journal of Production Economics. RePEc:eee:proeco:v:209:y:2019:i:c:p:226-235. Full description at Econpapers || Download paper | |
2019 | Robust optimization of forecast combinations. (2019). Karabati, Seluk ; Post, Thierry ; Arvanitis, Stelios. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:910-926. Full description at Econpapers || Download paper | |
2019 | The wisdom of amateur crowds: Evidence from an online community of sports tipsters. (2019). Reade, J ; Brown, Alasdair. In: European Journal of Operational Research. RePEc:eee:ejores:v:272:y:2019:i:3:p:1073-1081. Full description at Econpapers || Download paper | |
2019 | Incentive compatibility in prediction markets: Costly actions and external incentives. (2019). Di, Chen ; He, Qi-Ming ; Dimitrov, Stanko. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:351-370. Full description at Econpapers || Download paper | |
2019 | When are prediction market prices most informative?. (2019). Reade, J ; VaughanWilliams, Leighton ; Brown, Alasdair. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:420-428. Full description at Econpapers || Download paper | |
2019 | Going with your gut: the (in)accuracy of forecast revisions in a football score prediction game. (2019). Singleton, Carl ; Reade, J ; Brown, Alasdair. In: Economics & Management Discussion Papers. RePEc:rdg:emxxdp:em-dp2019-05. Full description at Econpapers || Download paper | |
2019 | Rot-Jaune-Verde. Language and Favoritism: Evidence from Swiss Soccer. (2019). Lechner, Michael ; Faltings, Richard ; Krumer, Alex. In: Economics Working Paper Series. RePEc:usg:econwp:2019:15. Full description at Econpapers || Download paper | |
2019 | Evaluating Strange Forecasts: The Curious Case of Football Match Scorelines. (2019). Singleton, Carl ; Reade, J ; Brown, Alasdair. In: Economics & Management Discussion Papers. RePEc:rdg:emxxdp:em-dp2019-18. Full description at Econpapers || Download paper | |
2019 | Ignoring millions of Euros: Transfer fees and sunk costs in professional football. (2019). Hackinger, Julian. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:75:y:2019:i:pb:s0167487017307547. Full description at Econpapers || Download paper | |
2019 | Short term load forecasting based on feature extraction and improved general regression neural network model. (2019). Liang, YI ; Hong, Wei-Chiang ; Niu, Dongxiao. In: Energy. RePEc:eee:energy:v:166:y:2019:i:c:p:653-663. Full description at Econpapers || Download paper | |
2019 | Unscented Kalman Filter based interval state estimation of cyber physical energy system for detection of dynamic attack. (2019). Cao, Guangzhong ; Fu, Xueqian ; Liu, Yitao ; Meng, Anjian ; Wang, Huaizhi. In: Energy. RePEc:eee:energy:v:188:y:2019:i:c:s036054421931730x. Full description at Econpapers || Download paper | |
2019 | Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach. (2019). Valls Pereira, Pedro ; Hotta, Luiz ; Hallin, Marc ; Zevallos, Mauricio ; Trucios-Maza, Carlos Cesar. In: Working Papers ECARES. RePEc:eca:wpaper:2013/288066. Full description at Econpapers || Download paper | |
2019 | Comparing Forecasts of Extremely Large Conditional Covariance Matrices. (2019). Ruiz, Esther ; Moura, Guilherme. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:29291. Full description at Econpapers || Download paper | |
2019 | Improving forecasts with the co-range dynamic conditional correlation model. (2019). Fiszeder, Piotr ; Fadziski, Marcin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:108:y:2019:i:c:s0165188919301356. Full description at Econpapers || Download paper | |
2019 | On the impact of outlier filtering on the electricity price forecasting accuracy. (2019). Afanasyev, Dmitriy ; Fedorova, Elena A. In: Applied Energy. RePEc:eee:appene:v:236:y:2019:i:c:p:196-210. Full description at Econpapers || Download paper | |
2019 | Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives. (2019). Shin, Minchul ; Diebold, Francis X. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1679-1691. Full description at Econpapers || Download paper | |
2019 | The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach. (2019). Wohar, Mark ; GUPTA, RANGAN ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:201936. Full description at Econpapers || Download paper | |
2019 | Variants of Consumption-Wealth Ratios and Predictability of U.S. Government Bond Risk Premia: Old is still Gold. (2019). GUPTA, RANGAN ; Wohar, Mark E ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:201912. Full description at Econpapers || Download paper | |
2019 | Shapley regressions: a framework for statistical inference on machine learning models. (2019). Joseph, Andreas . In: Bank of England working papers. RePEc:boe:boeewp:0784. Full description at Econpapers || Download paper | |
2019 | Forecasting U.S. money growth using economic uncertainty measures and regularisation techniques. (2019). Tarassow, Artur. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:443-457. Full description at Econpapers || Download paper | |
2019 | Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes. (2019). Swanson, Norman R ; Guney, Ethem I ; Cepni, Oguzhan. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:555-572. Full description at Econpapers || Download paper | |
2019 | Combining wavelet decomposition with machine learning to forecast gold returns. (2019). Risse, Marian. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:601-615. Full description at Econpapers || Download paper | |
2019 | Uncertain Kingdom: nowcasting GDP and its revisions. (2018). Miranda-Agrippino, Silvia ; Galvão, Ana ; Galvo, Ana ; Anesti, Nikoleta. In: Bank of England working papers. RePEc:boe:boeewp:0764. Full description at Econpapers || Download paper | |
2019 | Macroeconomic news and market reaction: Surprise indexes meet nowcasting. (2019). Caruso, Alberto. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1725-1734. Full description at Econpapers || Download paper | |
2019 | The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth�s Consistency Constraint in Modeling Aggregate Outcomes. (2019). Tabor, Morten ; Johansen, Soren ; Rahbek, Anders ; Frydman, Roman. In: Discussion Papers. RePEc:kud:kuiedp:1902. Full description at Econpapers || Download paper | |
2019 | Estimation of Effects of Recent Macroprudential Policies in a Sample of Advanced Open Economies. (2019). Sjberg, Jon Ivar ; Pedersen, Kari ; Nymoen, Ragnar. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:2:p:23-:d:229303. Full description at Econpapers || Download paper | |
2019 | Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks. (2019). Castle, Jennifer ; Kurita, Takamitsu. In: Economics Series Working Papers. RePEc:oxf:wpaper:866. Full description at Econpapers || Download paper | |
2019 | Forecasting retailer product sales in the presence of structural change. (2019). Fildes, Robert ; Huang, Tao ; Soopramanien, Didier. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:2:p:459-470. Full description at Econpapers || Download paper | |
2019 | Topologically Mapping the Macroeconomy. (2019). Rudkin, Simon ; Qiu, Wanling ; Dlotko, Pawel. In: Papers. RePEc:arx:papers:1911.10476. Full description at Econpapers || Download paper | |
2019 | The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth`s Consistency Constraint in Modeling Aggregate Outcomes. (2019). Johansen, Soren ; Tabor, Morten ; Rahbek, Anders ; Frydman, Roman. In: Working Papers Series. RePEc:thk:wpaper:92. Full description at Econpapers || Download paper | |
2019 | Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis. (2019). GUPTA, RANGAN ; Torrent, Hudson S ; Suleman, Tahir ; Caldeira, Joao F. In: Working Papers. RePEc:pre:wpaper:201911. Full description at Econpapers || Download paper | |
2019 | A dynamic NelsonâSiegel model with forward-looking macroeconomic factors for the yield curve in the US. (2019). Fernandes, Marcelo ; Vieira, Fausto. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:106:y:2019:i:c:4. Full description at Econpapers || Download paper | |
2019 | Focused Bayesian Prediction. (2019). Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Papers. RePEc:arx:papers:1912.12571. Full description at Econpapers || Download paper | |
2019 | Econometrics of valuing income contingent student loans using administrative data: groups of English students. (2019). van der Erve, Laura ; Shephard, Neil ; Britton, Jack. In: IFS Working Papers. RePEc:ifs:ifsewp:19/04. Full description at Econpapers || Download paper | |
2019 | Stock returns and real growth: A Bayesian nonparametric approach. (2019). Yang, Qiao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:53-69. Full description at Econpapers || Download paper | |
2019 | Forecasting of density functions with an application to cross-sectional and intraday returns. (2019). Shang, Han Lin ; Petersen, Alexander ; Miao, Hong ; Kokoszka, Piotr. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1304-1317. Full description at Econpapers || Download paper | |
2019 | Demand forecasting with user-generated online information. (2019). Schaer, Oliver ; Fildes, Robert ; Kourentzes, Nikolaos. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:197-212. Full description at Econpapers || Download paper | |
2019 | Google data in bridge equation models for German GDP. (2019). Gotz, Thomas B ; Knetsch, Thomas A. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:45-66. Full description at Econpapers || Download paper | |
2019 | Forecasting the unemployment rate using the degree of agreement in consumer unemployment expectations. (2019). Claveria, Oscar. In: Journal for Labour Market Research. RePEc:spr:jlabrs:v:53:y:2019:i:1:d:10.1186_s12651-019-0253-4. Full description at Econpapers || Download paper | |
2019 | Promoting Breast Cancer Screening Take-Ups with Zero Cost: Evidence from an Experiment on Formatting Invitation Letters in Italy. (2019). Corazzini, Luca ; Bertoni, Marco ; Robone, Silvana. In: IZA Discussion Papers. RePEc:iza:izadps:dp12193. Full description at Econpapers || Download paper | |
2019 | When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2019). Simoni, Anna ; Ferrara, Laurent. In: Working papers. RePEc:bfr:banfra:717. Full description at Econpapers || Download paper | |
2019 | When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2019). Simoni, Anna ; Ferrara, Laurent. In: Working Papers. RePEc:crs:wpaper:2019-04. Full description at Econpapers || Download paper | |
2019 | Computing a Data Dividend. (2019). Bax, Eric. In: Papers. RePEc:arx:papers:1905.01805. Full description at Econpapers || Download paper | |
2019 | Short-term forecasting of the US unemployment rate. (2019). Maas, Benedikt. In: MPRA Paper. RePEc:pra:mprapa:94066. Full description at Econpapers || Download paper | |
2019 | Sources and Types of Big Data for Macroeconomic Forecasting. (2019). Me, Philip. In: Working Papers. RePEc:hae:wpaper:2019-3. Full description at Econpapers || Download paper | |
2019 | In search of a job: Forecasting employment growth using Google Trends. (2019). Montes, Erik Christian ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2019-13. Full description at Econpapers || Download paper | |
2019 | Income and wealth inequality in Malta: evidence from micro data. (2019). Georgakopoulos, Ilias. In: CBM Working Papers. RePEc:mlt:wpaper:0319. Full description at Econpapers || Download paper | |
2019 | Comparing Sentiment- and Behavioral-Based Leading Indexes for Industrial Production: When Does Each Fail?. (2019). Schroder, Michael ; Yilmaz, Yunus ; Seip, Knut Lehre. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:4:p:104-:d:277261. Full description at Econpapers || Download paper | |
2019 | Nowcasting of the U.S. unemployment rate using Google Trends. (2019). Takeda, Fumiko ; Nagao, Shintaro ; Tanaka, Riku. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:103-109. Full description at Econpapers || Download paper | |
2019 | Bagged neural networks for forecasting Polish (low) inflation. (2019). Szafranek, Karol. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1042-1059. Full description at Econpapers || Download paper | |
2019 | On the Directional Accuracy of United States Housing Starts Forecasts: Evidence from Survey Data. (2019). Meyer, Tim. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:58:y:2019:i:3:d:10.1007_s11146-017-9637-9. Full description at Econpapers || Download paper | |
2019 | Nowcasting and forecasting US recessions: Evidence from the Super Learner. (2019). Maas, Benedikt. In: MPRA Paper. RePEc:pra:mprapa:96408. Full description at Econpapers || Download paper | |
2019 | The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests. (2019). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Vivian, Andrew J. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:315-322. Full description at Econpapers || Download paper | |
2019 | Cross-country differences in the size of venture capital financing rounds: a machine learning approach. (2019). Taboga, Marco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1243_19. Full description at Econpapers || Download paper | |
2019 | Data cloning estimation for asymmetric stochastic volatility models. (2019). Veiga, Helena ; de Zea, Patricia ; Marin, Juan Miguel ; Lopes, Maria Helena. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:28214. Full description at Econpapers || Download paper | |
2019 | The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades. (2019). Fantazzini, Dean ; Shangina, Tamara. In: MPRA Paper. RePEc:pra:mprapa:95992. Full description at Econpapers || Download paper | |
2019 | The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades. (2019). Fantazzini, Dean ; Shangina, Tamara. In: Applied Econometrics. RePEc:ris:apltrx:0372. Full description at Econpapers || Download paper | |
2019 | New perspectives on forecasting inflation in emerging market economies: An empirical assessment. (2019). MartÃÂnez GarcÃÂa, Enrique ; Duncan, Roberto ; Martinez-Garcia, Enrique. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1008-1031. Full description at Econpapers || Download paper | |
2019 | Point and density forecasts of oil returns: The role of geopolitical risks. (2019). Wong, Wing-Keung ; Plakandaras, Vasilios ; GUPTA, RANGAN. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:580-587. Full description at Econpapers || Download paper | |
2019 | A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456. Full description at Econpapers || Download paper | |
2019 | Large Bayesian vector autoregressions. (2019). Chan, Joshua. In: CAMA Working Papers. RePEc:een:camaaa:2019-19. Full description at Econpapers || Download paper | |
2019 | An automated prior robustness analysis in Bayesian model comparison. (2019). Chan, Joshua ; Zhu, Dan ; Jacobi, Liana. In: CAMA Working Papers. RePEc:een:camaaa:2019-45. Full description at Econpapers || Download paper | |
2019 | Forecasting with instabilities: An application to DSGE models with financial frictions. (2019). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:61:y:2019:i:c:11. Full description at Econpapers || Download paper | |
2019 | Forecasting with instabilities: an application to DSGE models with financial frictions. (2019). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1234_19. Full description at Econpapers || Download paper | |
2019 | On tail fatness of macroeconomic dynamics. (2019). Liu, Xiaochun. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070418303367. Full description at Econpapers || Download paper | |
2019 | Inflation expectations in India: Learning from household tendency surveys. (2019). Lahiri, Kajal ; Das, Abhiman ; Zhao, Yongchen. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:980-993. Full description at Econpapers || Download paper | |
2019 | Sentiment Indicators Based on a Short Business Tendency Survey. (2019). Suhoy, Tanya ; Roash, Daniel. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2019.11. Full description at Econpapers || Download paper | |
2019 | Exploring the dynamics of business survey data using Markov models. (2019). Kaniovski (Kaniovskyi), Yuri (Yuriy) ; Holzl, W. In: Computational Management Science. RePEc:spr:comgts:v:16:y:2019:i:4:d:10.1007_s10287-019-00354-4. Full description at Econpapers || Download paper | |
2019 | Growth prospects, the natural interest rate, and monetary policy. (2019). Wolters, Maik ; Jannsen, Nils ; Gern, Klaus-Jurgen ; Fiedler, Salomon. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201917. Full description at Econpapers || Download paper | |
2019 | Schätzung von Produktionspotenzial und -lücke: Eine Analyse des EU-Verfahrens und mögliche Verbesserungen. (2019). Kooths, Stefan ; Jannsen, Nils ; Boysen-Hogrefe, Jens ; Stolzenburg, Ulrich ; Rossian, Thies ; Hauber, Philipp ; Carstensen, Kai ; Ademmer, Martin. In: Kieler Beiträge zur Wirtschaftspolitik. RePEc:zbw:ifwkbw:19. Full description at Econpapers || Download paper | |
2019 | Schätzung von Produktionspotenzial und -lücke: Eine Analyse des EU-Verfahrens und mögliche Verbesserungen. (2019). Stolzenburg, Ulrich ; Rossian, Thies ; Kooths, Stefan ; Jannsen, Nils ; Hauber, Philipp ; Carstensen, Kai ; Boysen-Hogrefe, Jens ; Ademmer, Martin. In: Open Access Publications from Kiel Institute for the World Economy. RePEc:zbw:ifwkie:193965. Full description at Econpapers || Download paper | |
2019 | High-Frequency Credit Spread Information and Macroeconomic Forecast Revision. (2019). Ka, Kook ; Ioannidis, Christos ; Deschamps, Bruno. In: Working Papers. RePEc:bok:wpaper:1917. Full description at Econpapers || Download paper | |
2019 | Growth prospects, the natural interest rate, and monetary policy. (2019). Wolters, Maik ; Jannsen, Nils ; Gern, Klaus-Jurgen ; Fiedler, Salomon. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201935. Full description at Econpapers || Download paper | |
2019 | Prognosen des IfW und tatsächliche Entwicklung im Jahr 2018. (2019). Potjagailo, Galina ; Boysen-Hogrefe, Jens ; Jannsen, Nils. In: IfW-Box. RePEc:zbw:ifwbox:20195. Full description at Econpapers || Download paper | |
2019 | Prognose und Prognosekorrektur für das Jahr 2019. (2019). Jannsen, Nils. In: IfW-Box. RePEc:zbw:ifwbox:201911. Full description at Econpapers || Download paper | |
2019 | Uncertainty in Long-Term Macroeconomic Forecasts: Ex post Evaluation of Forecasts by Economics Researchers. (2019). MORIKAWA, MASAYUKI. In: Discussion papers. RePEc:eti:dpaper:19084. Full description at Econpapers || Download paper | |
2019 | Deutsche Konjunktur im Frühjahr 2019 - Deutsche Konjunktur kühlt ab. (2019). Boysen-Hogrefe, Jens ; Potjagailo, Galina ; Kooths, Stefan ; Jannsen, Nils ; Groll, Dominik ; Fiedler, Salomon ; Ademmer, Martin. In: Kieler Konjunkturberichte. RePEc:zbw:ifwkkb:53. Full description at Econpapers || Download paper | |
2019 | Has macroeconomic forecasting changed after the Great Recession? Panel-based evidence on forecast accuracy and forecaster behavior from Germany. (2019). Dopke, Jorg ; Muller, Karsten ; Fritsche, Ulrich. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070418303550. Full description at Econpapers || Download paper | |
2019 | A new multiscale decomposition ensemble approach for forecasting exchange rates. (2019). Wei, Yunjie ; Wang, Shouyang ; Sun, Shaolong. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:49-58. Full description at Econpapers || Download paper | |
2019 | A Practical Guide to Harnessing the HAR Volatility Model. (2019). Preve, Daniel ; Clements, Adam. In: NCER Working Paper Series. RePEc:qut:auncer:2019_01. Full description at Econpapers || Download paper | |
2019 | Forecasting Quarterly Russian GDP Growth with Mixed-Frequency Data. (2019). Mikosch, Heiner ; Solanko, Laura. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:1:p:19-35. Full description at Econpapers || Download paper | |
2019 | A new approach to dating the reference cycle. (2019). Gómez-Loscos, Ana ; Gadea, MarÃÂa ; Camacho, Maximo ; Gomezloscos, Ana. In: Working Papers. RePEc:bde:wpaper:1914. Full description at Econpapers || Download paper | |
2019 | The Topology of Time Series: Improving Recession Forecasting from Yield Spreads. (2019). Rudkin, Simon ; Dlotko, Pawel. In: Working Papers. RePEc:swn:wpaper:2019-02. Full description at Econpapers || Download paper | |
2019 | Regime differences and industry heterogeneity of the volatility transmission from the energy price to the PPI. (2019). Lin, Boqiang ; He, Yongda. In: Energy. RePEc:eee:energy:v:176:y:2019:i:c:p:900-916. Full description at Econpapers || Download paper | |
2019 | Continuities and Discontinuities in Economic Forecasting. (2019). Sinclair, Tara. In: Working Papers. RePEc:gwc:wpaper:2019-003. Full description at Econpapers || Download paper | |
2019 | Revisiting the Economic Crisis after a Decade: Statistical and Machine Learning Perspectives. (2019). Kong, Jooan ; Shin, Hee Eun ; Zhang, Jingqian ; Yu, Jiayan. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2019:i:2:p:14-19. Full description at Econpapers || Download paper | |
2019 | Binary Conditional Forecasts. (2019). Owyang, Michael ; McCracken, Michael ; McGillicuddy, Joseph. In: Working Papers. RePEc:fip:fedlwp:2019-029. Full description at Econpapers || Download paper | |
2019 | Forecasting recessions with time-varying models. (2019). Hwang, Youngjin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070419300758. Full description at Econpapers || Download paper | |
2019 | Can we make use of perception of questions easiness in Delphi-like studies? Some results from an experiment with an alternative feedback. (2019). de Carvalho, Daniel Estima ; Spers, Renata Giovinazzo ; Coulter, James Terence ; Kawamoto, Carlos Tadao. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:140:y:2019:i:c:p:296-305. Full description at Econpapers || Download paper | |
2019 | Expert forecast and realized outcomes in technology foresight. (2019). Fantoni, Gualtiero ; Dell'Orletta, Felice ; Bonaccorsi, Andrea ; Apreda, Riccardo. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:141:y:2019:i:c:p:277-288. Full description at Econpapers || Download paper | |
2019 | Visualizing the Possibility of Relocation: Coastal Relocation Leaf. (2019). Bukvic, Anamaria . In: Social Sciences. RePEc:gam:jscscx:v:8:y:2019:i:6:p:197-:d:242262. Full description at Econpapers || Download paper | |
2019 | Scenario analysis to support decision making in addressing wicked problems: Pitfalls and potential. (2019). Goodwin, Paul ; O'Brien, Frances A ; Cairns, George ; Wright, George. In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:1:p:3-19. Full description at Econpapers || Download paper | |
2019 | Three senses of paradigm in scenario methodology: A preliminary framework and systematic approach for using intuitive logics scenarios to change mental models and improve strategic decision-making in . (2019). Wayland, Rebecca. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:146:y:2019:i:c:p:504-516. Full description at Econpapers || Download paper | |
2019 | The human factor in supply chain forecasting: A systematic review. (2019). Perera, Niles H ; Reisi, Mohsen ; Fahimnia, Behnam ; Hurley, Jason. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:2:p:574-600. Full description at Econpapers || Download paper | |
2019 | Use and misuse of information in supply chain forecasting of promotion effects. (2019). Fildes, Robert ; Onkal, Dilek ; Goodwin, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:144-156. Full description at Econpapers || Download paper | |
2019 | Integrating human judgement into quantitative forecasting methods: A review. (2019). Siemsen, Enno ; Reisi, Mohsen ; Fahimnia, Behnam ; Arvan, Meysam . In: Omega. RePEc:eee:jomega:v:86:y:2019:i:c:p:237-252. Full description at Econpapers || Download paper | |
2019 | Empirical modelling of survey-based expectations for the design of economic indicators in five European regions. (2019). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Empirica. RePEc:kap:empiri:v:46:y:2019:i:2:d:10.1007_s10663-017-9395-1. Full description at Econpapers || Download paper | |
2019 | Unemployment expectations: A socio-demographic analysis of the effect of news. (2019). SoriÄ, Petar ; LoliÄ, Ivana ; Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Labour Economics. RePEc:eee:labeco:v:60:y:2019:i:c:p:64-74. Full description at Econpapers || Download paper | |
2019 | Do spot food commodity and oil prices predict futures prices?. (2019). Riabko, Natalija ; Cartwright, Phillip A. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:1:d:10.1007_s11156-018-0746-1. Full description at Econpapers || Download paper | |
2019 | Forecasting the Chinese stock volatility across global stock markets. (2019). Zhang, Yaojie ; Ma, Feng ; Liu, Jing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:466-477. Full description at Econpapers || Download paper | |
2019 | Forecasting Realized Volatility of Agricultural Commodities. (2019). Walther, Thomas ; Filis, George ; Degiannakis, Stavros ; Klein, Tony. In: MPRA Paper. RePEc:pra:mprapa:96267. Full description at Econpapers || Download paper | |
2019 | Good, bad cojumps and volatility forecasting: New evidence from crude oil and the U.S. stock markets. (2019). Ma, Feng ; Chen, Yixiang ; Zhang, Yaojie. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:52-62. Full description at Econpapers || Download paper | |
2019 | Improving volatility forecasting based on Chinese volatility index information: Evidence from CSI 300 index and futures markets. (2019). Li, Weiping ; Teng, Yuxin ; Qiao, Gaoxiu ; Liu, Wenwen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:133-151. Full description at Econpapers || Download paper | |
2019 | A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data. (2019). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201978. Full description at Econpapers || Download paper | |
2019 | Forecasting Realized Volatility: The role of implied volatility, leverage effect, overnight returns and volatility of realized volatility. (2019). Tsakou, Katerina ; McMillan, David ; Kambouroudis, Dimos. In: Working Papers. RePEc:swn:wpaper:2019-03. Full description at Econpapers || Download paper | |
2019 | Geopolitical risk and oil volatility: A new insight. (2019). Liu, Jing ; Zhang, Yaojie ; Tang, Yingkai ; Ma, Feng. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303433. Full description at Econpapers || Download paper | |
2019 | Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis. (2019). Thomakos, Dimitrios ; Silva, Emmanuel Sirimal ; Hassani, Hossein ; Rua, Antonio. In: Working Papers. RePEc:ptu:wpaper:w201913. Full description at Econpapers || Download paper | |
2019 | Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis. (2019). Thomakos, Dimitrios ; Silva, Emmanuel Sirimal ; Rua, Antonio ; Hassani, Hossein. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1263-1272. Full description at Econpapers || Download paper | |
2019 | Adaptive learning forecasting, with applications in forecasting agricultural prices. (2019). Guerard, John B ; Thomakos, Dimitrios D ; Kyriazi, Foteini. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1356-1369. Full description at Econpapers || Download paper | |
2019 | The measurement and transmission of macroeconomic uncertainty: Evidence from the U.S. and BRIC countries. (2019). Sheng, Xuguang Simon ; Liu, Yang. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:967-979. Full description at Econpapers || Download paper | |
2019 | Assessing the uncertainty in central banksâ inflation outlooks. (2019). Knüppel, Malte ; Schultefrankenfeld, Guido ; Knuppel, Malte. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1748-1769. Full description at Econpapers || Download paper | |
2019 | On outcome uncertainty and scoring rates in sport: The case of international rugby union. (2019). Scarf, Phil ; McHale, Ian ; Parma, Rishikesh. In: European Journal of Operational Research. RePEc:eee:ejores:v:273:y:2019:i:2:p:721-730. Full description at Econpapers || Download paper | |
2019 | A generalized non-linear forecasting model for limited overs international cricket. (2019). McHale, I G ; Asif, M. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:634-640. Full description at Econpapers || Download paper | |
2019 | Efficiency of online football betting markets. (2019). De Angelis, Luca ; Angelini, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:712-721. Full description at Econpapers || Download paper | |
2019 | Bayesian forecasting of UEFA Champions League under alternative seeding regimes. (2019). Corona, Francisco ; Wiper, Michael ; Tena, J D ; Forrest, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:722-732. Full description at Econpapers || Download paper | |
2019 | Predictive analysis and modelling football results using machine learning approach for English Premier League. (2019). Kaur, Harleen ; Baboota, Rahul. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:741-755. Full description at Econpapers || Download paper | |
2019 | Exploiting sports-betting market using machine learning. (2019). Elezn, Filip ; Ourek, Gustav ; Hubaek, Ondej. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:783-796. Full description at Econpapers || Download paper | |
2019 | Forecasting football match results in national league competitions using score-driven time series models. (2019). Lit, Rutger ; Koopman, Siem Jan. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:797-809. Full description at Econpapers || Download paper | |
2019 | Forecasting compositional risk allocations. (2019). Boonen, Tim J ; Santolino, Miguel ; Guillen, Montserrat. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:84:y:2019:i:c:p:79-86. Full description at Econpapers || Download paper | |
2019 | Endogenously (non-)Ricardian beliefs. (2019). Gasteiger, Emanuel ; Branch, William A. In: ECON WPS - Vienna University of Technology Working Papers in Economic Theory and Policy. RePEc:zbw:tuweco:032019. Full description at Econpapers || Download paper | |
2019 | Representation, estimation and forecasting of the multivariate index-augmented autoregressive model. (2019). Guardabascio, Barbara ; Cubadda, Gianluca. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:67-79. Full description at Econpapers || Download paper | |
2019 | Forecasting the U.S. stock volatility: An aligned jump index from G7 stock markets. (2019). Zhang, Yaojie ; Wahab, M. I. M., ; Ma, Feng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:132-146. Full description at Econpapers || Download paper | |
2019 | Predictive blends: Fundamental Indexing meets Markowitz. (2019). Alexeev, Vitali ; Tapon, Francis ; Pysarenko, Sergiy. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:100:y:2019:i:c:p:28-42. Full description at Econpapers || Download paper | |
2019 | Estimating monetary policy rules in small open economies. (2019). Browne, Michael ; Lee-Browne, Michael S. In: Working Papers. RePEc:gwc:wpaper:2019-001. Full description at Econpapers || Download paper | |
2019 | Extracting information on economic activity from business and consumer surveys in an emerging economy (Chile). (2019). Pedersen, Michael ; Figueroa, Camila. In: Journal EconomÃa Chilena (The Chilean Economy). RePEc:chb:bcchec:v:22:y:2019:i:3:p:098-131. Full description at Econpapers || Download paper | |
2019 | Leverage and Deepening Business Cycle Skewness. (2019). Ravn, Søren Hove ; Petrella, Ivan ; Jensen, Henrik ; Santoro, Emiliano. In: EMF Research Papers. RePEc:wrk:wrkemf:21. Full description at Econpapers || Download paper | |
2019 | Accelerating score-driven time series models. (2019). Koopman, S J ; Gorgi, P ; Blasques, F. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:359-376. Full description at Econpapers || Download paper | |
2019 | Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model. (2019). Petrella, Ivan ; Delle Monache, Davide ; Venditti, Fabrizio. In: EMF Research Papers. RePEc:wrk:wrkemf:29. Full description at Econpapers || Download paper | |
2019 | Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model. (2019). Venditti, Fabrizio ; Petrella, Ivan ; delle Monache, Davide. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14107. Full description at Econpapers || Download paper | |
2019 | Forecasting economic time series using score-driven dynamic models with mixed-data sampling. (2019). Li, Mengheng ; Koopman, Siem Jan ; Gorgi, Paolo. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1735-1747. Full description at Econpapers || Download paper | |
2019 | Modeling recovery rate for leveraged loans. (2019). Zhang, Xiangting ; Wang, Gang ; Chen, Xiaowei. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:231-241. Full description at Econpapers || Download paper | |
2019 | Forecasting the demand of the aviation industry using hybrid time series SARIMA-SVR approach. (2019). Zhang, Tiantian ; Chan, Hing Kai ; Xu, Shuojiang. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:122:y:2019:i:c:p:169-180. Full description at Econpapers || Download paper | |
2019 | Do high-frequency stock market data help forecast crude oil prices? Evidence from the MIDAS models. (2019). Wang, Jin-Li ; Zhang, Yue-Jun. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:192-201. Full description at Econpapers || Download paper | |
2019 | TF-MIDAS: a new mixed-frequency model to forecast macroeconomic variables. (2019). Garcia-Hiernaux, Alfredo ; Bonino-Gayoso, Nicolas. In: MPRA Paper. RePEc:pra:mprapa:93366. Full description at Econpapers || Download paper | |
2019 | Forecasting Swiss Exports Using Bayesian Forecast Reconciliation. (2019). Panagiotelis, Anastasios ; Hyndman, Rob J ; Eckert, Florian. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-14. Full description at Econpapers || Download paper | |
2019 | Anomaly Detection in High Dimensional Data. (2019). Smith-Miles, Kate ; Hyndman, Rob J ; Talagala, Priyanga Dilini. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-20. Full description at Econpapers || Download paper | |
2019 | Feature-based Forecast-Model Performance Prediction. (2019). Kang, Yanfei ; Li, Feng ; Talagala, Thiyanga S. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-21. Full description at Econpapers || Download paper | |
2019 | Cyclical versus Acyclical Inflation: A Deeper Dive. (2019). Zaman, Saeed. In: Economic Commentary. RePEc:fip:fedcec:00105. Full description at Econpapers || Download paper | |
2019 | Slack and Cyclically Sensitive Inflation. (2019). Watson, Mark ; Stock, James. In: NBER Working Papers. RePEc:nbr:nberwo:25987. Full description at Econpapers || Download paper | |
2019 | Regularized Estimation of High-dimensional Factor-Augmented Autoregressive (FAVAR) Models. (2019). Michailidis, George ; Lin, Jiahe. In: Papers. RePEc:arx:papers:1912.04146. Full description at Econpapers || Download paper | |
2019 | Forecasting Russias Key Macroeconomic Indicators with the VAR-LASSO Model. (2019). Polbin, Andrey ; Fokin, Nikita. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:2:p:67-93. Full description at Econpapers || Download paper | |
2019 | The effects of oil price volatility on ethanol, gasoline, and sugar price forecasts. (2019). Tapia, Lucio Guido. In: Energy. RePEc:eee:energy:v:181:y:2019:i:c:p:1012-1022. Full description at Econpapers || Download paper | |
2019 | Penalized Estimation of Panel Vector Autoregressive Models. (2019). Schnucker, A M. In: Econometric Institute Research Papers. RePEc:ems:eureir:122072. Full description at Econpapers || Download paper | |
2019 | Improving oil price forecasts by sparse VAR methods. (2019). Sion, Sebastian Ruths ; Kruger, Jens . In: Darmstadt Discussion Papers in Economics. RePEc:zbw:darddp:237. Full description at Econpapers || Download paper | |
2019 | On the informational market efficiency of the worldwide sovereign credit default swaps. (2019). Hmaied, Dorra ; Peretti, Christian ; Sabkha, Saker. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:7:d:10.1057_s41260-019-00142-4. Full description at Econpapers || Download paper | |
2019 | Essays on Price Discovery and Volatility Dynamics in Emerging Market Currencies. (2019). Xiao, Ran. In: PhD Thesis. RePEc:uts:finphd:5-2019. Full description at Econpapers || Download paper | |
2019 | The Effect of Jumps in the Crude Oil Market on the Sovereign Risks of Major Oil Exporters. (2019). Bouri, Elie. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:118-:d:293243. Full description at Econpapers || Download paper | |
2019 | Macroeconomic forecasting for Australia using a large number of predictors. (2019). Hyndman, Rob ; Jiang, Bin ; Athanasopoulos, George ; Panagiotelis, Anastasios ; Vahid, Farshid. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:616-633. Full description at Econpapers || Download paper | |
2019 | Growth in stress. (2019). Ruiz, Esther ; Gonzalez-Rivera, Gloria ; Maldonado, Javier. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:948-966. Full description at Econpapers || Download paper | |
2019 | News-driven inflation expectations and information rigidities. (2019). Thorsrud, Leif ; Larsen, Vegard ; Zhulanova, Julia. In: Working Papers. RePEc:bny:wpaper:0075. Full description at Econpapers || Download paper | |
2019 | Dutch disease dynamics reconsidered. (2019). Torvik, Ragnar ; Thorsrud, Leif ; Bjørnland, Hilde ; Bjornland, Hilde C. In: European Economic Review. RePEc:eee:eecrev:v:119:y:2019:i:c:p:411-433. Full description at Econpapers || Download paper | |
2019 | From Transactions Data to Economic Statistics: Constructing Real-Time, High-Frequency, Geographic Measures of Consumer Spending. (2019). Sahm, Claudia R ; Lengermann, Paul ; Feiveson, Laura ; Dunn, Wendy ; Aron-Dine, Shifrah ; Aladangady, Aditya. In: NBER Chapters. RePEc:nbr:nberch:14267. Full description at Econpapers || Download paper | |
2019 | IMA(1,1) as a new benchmark for forecast evaluation. (2019). Franses, Philip Hans ; P H, . In: Econometric Institute Research Papers. RePEc:ems:eureir:118657. Full description at Econpapers || Download paper | |
2019 | How is Machine Learning Useful for Macroeconomic Forecasting?. (2019). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: CIRANO Working Papers. RePEc:cir:cirwor:2019s-22. Full description at Econpapers || Download paper | |
2019 | Assessing Nowcast Accuracy of US GDP Growth in Real Time: The Role of Booms and Busts. (2019). Siliverstovs, Boriss. In: Working Papers. RePEc:ltv:wpaper:201901. Full description at Econpapers || Download paper | |
2019 | A PMI-Based Real GDP Tracker for the Euro Area. (2019). de Bondt, Gabe. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:15:y:2019:i:2:d:10.1007_s41549-018-0032-2. Full description at Econpapers || Download paper | |
2019 | Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values. (2019). Boudt, Kris ; Bluteau, Keven ; Ardia, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1370-1386. Full description at Econpapers || Download paper | |
2019 | Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162. Full description at Econpapers || Download paper | |
2019 | Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them. (2019). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1711. Full description at Econpapers || Download paper | |
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2019 | Bibliometric and text mining approaches to evaluate landfill design standards. (2019). Fallah, Bahareh ; Wai, Kelvin Tsun ; Richter, Amy. In: Scientometrics. RePEc:spr:scient:v:118:y:2019:i:3:d:10.1007_s11192-019-03011-4. Full description at Econpapers || Download paper | |
2019 | Can media and text analytics provide insights into labour market conditions in China?. (2019). Liu, Yu-Hsien ; Han, Xinfen ; Thanabalasingam, Sri ; Kruger, Mark ; Bailliu, Jeannine. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1118-1130. Full description at Econpapers || Download paper | |
2019 | Determinants of within and cross-country economic policy uncertainty spillovers: Evidence from US and China. (2019). Nie, HE ; Tian, Gengyu ; Zhu, Zixuan ; Jiang, Yonghong. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612319304489. Full description at Econpapers || Download paper | |
2019 | Modeling stock market volatility using new HAR-type models. (2019). Lin, Boqiang ; Gong, XU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:516:y:2019:i:c:p:194-211. Full description at Econpapers || Download paper | |
2019 | Forecasting downside risk in Chinaâs stock market based on high-frequency data. (2019). Xie, Nan ; Gong, XU ; Chen, Sicen ; Wang, Zongrun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:530-541. Full description at Econpapers || Download paper | |
2019 | The marginal and double threshold effects of regional innovation on energy consumption structure: Evidence from resource-based regions in China. (2019). Deng, Feng ; Hao, Xiaoli. In: Energy Policy. RePEc:eee:enepol:v:131:y:2019:i:c:p:144-154. Full description at Econpapers || Download paper | |
2019 | Forecasting realized variance using asymmetric HAR model with time-varying coefficients. (2019). Hou, Xinmeng ; Wu, Xinyu. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:89-95. Full description at Econpapers || Download paper | |
2019 | Incorporating Realized Quarticity into a Realized Stochastic Volatility Model. (2019). Morimoto, Takayuki ; Nugroho, Didit Budi. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:4:d:10.1007_s10690-019-09276-2. Full description at Econpapers || Download paper | |
2019 | Judgmental forecast adjustments over different time horizons. (2019). Vereecke, Ann ; de Baets, Shari ; van den Broeke, Maud ; Vanderheyden, Karlien ; Baecke, Philippe. In: Omega. RePEc:eee:jomega:v:87:y:2019:i:c:p:34-45. Full description at Econpapers || Download paper | |
2019 | Measuring Data Uncertainty : An Application using the Bank of Englandâs âFan Chartsâ for Historical GDP Growth. (2019). Mitchell, James ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:24. Full description at Econpapers || Download paper | |
2019 | Measuring Data Uncertainty: An Application using the Bank of Englands Fan Charts for Historical GDP Growth. (2019). Mitchell, James ; Galvão, Ana ; Galvao, Ana Beatriz. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2019-08. Full description at Econpapers || Download paper | |
2019 | From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts. (2019). Sekhposyan, Tatevik ; Ganics, Gergely ; Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1689. Full description at Econpapers || Download paper | |
2019 | From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts. (2019). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1947. Full description at Econpapers || Download paper | |
2019 | Bayesian estimation of stable CARMA spot models for electricity prices. (2019). Seibert, Armin ; Muller, Gernot. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:267-277. Full description at Econpapers || Download paper | |
2019 | PENALIZED MAXIMUM LIKELIHOOD ESTIMATION OF LOGIT-BASED EARLY WARNING SYSTEMS. (2019). Pigini, Claudia. In: Working Papers. RePEc:anc:wpaper:441. Full description at Econpapers || Download paper | |
2019 | Banking crisis prediction with differenced relative credit. (2019). Kauko, Karlo ; Tolo, Eero. In: BoF Economics Review. RePEc:zbw:bofecr:42019. Full description at Econpapers || Download paper | |
2019 | Crowdsourcing the vote: New horizons in citizen forecasting. (2019). Temporo, Mickael ; van der Linden, Clifton ; Savoie, Justin ; Dufresne, Yannick. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:1-10. Full description at Econpapers || Download paper | |
2019 | Predicting general election outcomes: campaigns and changing voter knowledge at the 2017 general election in England. (2019). Johnston, Ron ; Pattie, Charles ; Hartman, Todd. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:53:y:2019:i:3:d:10.1007_s11135-018-0819-1. Full description at Econpapers || Download paper | |
2019 | Forecasting Oil Price Volatility in the Era of Big Data: A Text Mining for VaR Approach. (2019). He, Ling-Yun ; Wang, Zi-Jie ; Liu, Li-Na ; Zhao, Lu-Tao. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3892-:d:249220. Full description at Econpapers || Download paper | |
2019 | Machine learning explainability in finance: an application to default risk analysis. (2019). Sen, Shayak ; Jung, Carsten ; Datta, Anupam ; Bracke, Philippe. In: Bank of England working papers. RePEc:boe:boeewp:0816. Full description at Econpapers || Download paper | |
2019 | On the Stability and Growth Pact compliance: what is predictable with machine learning?. (2019). Papadimitriou, Theophilos ; Baret, Kea. In: Working Papers of BETA. RePEc:ulp:sbbeta:2019-48. Full description at Econpapers || Download paper | |
2019 | A re-evaluation of the term spread as a leading indicator. (2019). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:476-492. Full description at Econpapers || Download paper | |
2019 | Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting. (2019). Weron, RafaÅ ; Uniejewski, Bartosz ; Serafin, Tomasz. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:13:p:2561-:d:245313. Full description at Econpapers || Download paper | |
2019 | Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for the financial crisis. (2019). Stephan, Andreas ; Sahamkhadam, Maziar. In: Papers. RePEc:arx:papers:1912.10328. Full description at Econpapers || Download paper | |
2019 | Portfolio strategy of International crude oil markets: A study based on multiwavelet denoising-integration MF-DCCA method. (2019). Dai, Yimin ; Wei, YU ; Tang, Yong ; Zhu, Pengfei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119314414. Full description at Econpapers || Download paper | |
2019 | Volatility experience of major world stock markets. (2019). Mallikarjuna, Mejari ; Rao, Prabhakara R. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:4(621):p:35-52. Full description at Econpapers || Download paper | |
2019 | Volatility experience of major world stock markets. (2019). Rao, Prabhakara R ; Mallikarjuna, M. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(621):y:2019:i:4(621):p:35-52. Full description at Econpapers || Download paper | |
2019 | Oil price shocks and U.S. economic activity. (2019). Karaki, Mohamad ; Herrera, Ana MarÃÂa ; Rangaraju, Sandeep Kumar . In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:89-99. Full description at Econpapers || Download paper | |
2019 | Forecasting Daily Crude Oil Prices Using Improved CEEMDAN and Ridge Regression-Based Predictors. (2019). He, Ting ; Wu, Jiang ; Li, Xinsheng ; Zhou, Yingrui. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:19:p:3603-:d:269322. Full description at Econpapers || Download paper | |
2019 | Exogenous drivers of Bitcoin and Cryptocurrency volatility â A mixed data sampling approach to forecasting. (2019). Walther, Thomas ; Bouri, Elie ; Klein, Tony. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119302446. Full description at Econpapers || Download paper | |
2019 | Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching NelsonâSiegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: Working Papers. RePEc:igi:igierp:639. Full description at Econpapers || Download paper | |
2019 | Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19106. Full description at Econpapers || Download paper | |
2019 | Forecasting and trading monetary policy effects on the riskless yield curve with regime switching NelsonâSiegel models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:1. Full description at Econpapers || Download paper | |
2019 | The evolution of monetary policy effectiveness under macroeconomic instability. (2019). Lopez-Buenache, German. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:221-233. Full description at Econpapers || Download paper | |
2019 | Climate Transition Risk, Climate Sentiments, and Financial Stability in a Stock-Flow Consistent approach. (2019). Monasterolo, Irene ; Naqvi, Asjad ; Dunz, Nepomuk. In: Ecological Economic Papers. RePEc:wiw:wus045:6911. Full description at Econpapers || Download paper | |
2019 | An innovative hybrid system for wind speed forecasting based on fuzzy preprocessing scheme and multi-objective optimization. (2019). Li, Ranran ; Yang, Hufang ; Zhu, Zhijie. In: Energy. RePEc:eee:energy:v:174:y:2019:i:c:p:1219-1237. Full description at Econpapers || Download paper | |
2019 | Retail forecasting: research and practice. (2019). Fildes, Robert ; Kolassa, Stephan ; Ma, Shaohui. In: MPRA Paper. RePEc:pra:mprapa:89356. Full description at Econpapers || Download paper | |
2019 | Intraday Load Forecasts with Uncertainty. (2019). Fasshauer, Gregory E ; Holladay, Scott ; Kozak, David. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:10:p:1833-:d:231133. Full description at Econpapers || Download paper | |
2019 | Forecasting Oil Price Using Web-based Sentiment Analysis. (2019). Zhang, Zhi-Gang ; Wang, Wen-Jing ; Zeng, Guan-Rong ; Zhao, Lu-Tao. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:22:p:4291-:d:285712. Full description at Econpapers || Download paper | |
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2019 | Modelling volatility of cryptocurrencies using Markov-Switching GARCH models. (2019). Caporale, Guglielmo Maria ; Zekokh, Timur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:143-155. Full description at Econpapers || Download paper | |
2019 | Regime changes in Bitcoin GARCH volatility dynamics. (2019). Ardia, David ; Ruede, Maxime ; Bluteau, Keven. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:266-271. Full description at Econpapers || Download paper | |
2019 | Modeling volatility of precious metals markets by using regime-switching GARCH models. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Mubashra, Sana ; Naeem, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719303022. Full description at Econpapers || Download paper | |
2019 | A Test of Using Markov-Switching GARCH Models in Oil and Natural Gas Trading. (2019). Alvarez-Garcia, Jose ; Galeana-Figueroa, Evaristo ; de la Torre-Torres, Oscar V. In: Energies. RePEc:gam:jeners:v:13:y:2019:i:1:p:129-:d:302172. Full description at Econpapers || Download paper | |
2019 | Modelling Risk on the Egyptian Stock Market: Evidence from a Markov-Regime Switching GARCH Process.. (2019). Ibrahim, Omar. In: MPRA Paper. RePEc:pra:mprapa:98091. Full description at Econpapers || Download paper | |
2019 | Forecasting daily electricity prices with monthly macroeconomic variables. (2019). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20192250. Full description at Econpapers || Download paper | |
2019 | The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis. (2019). GUPTA, RANGAN ; Demirer, Riza ; Mangisa, Siphumlile ; Das, Sonali. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:50:y:2019:i:c:p:132-147. Full description at Econpapers || Download paper | |
2019 | Particle filtering, learning, and smoothing for mixed-frequency state-space models. (2019). Yang, Hanlin ; Leippold, Markus. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:25-41. Full description at Econpapers || Download paper | |
2019 | Interconnectedness and systemic risk network of Chinese financial institutions: A LASSO-CoVaR approach. (2019). He, Yaoyao ; Jiang, Cuixia ; Li, Mengting ; Xu, Qifa. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119312609. Full description at Econpapers || Download paper | |
2019 | Forecasting crude oil prices with DSGE models. (2019). Rubaszek, MichaÅ. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_024. Full description at Econpapers || Download paper | |
2019 | Modelling Housing Market Cycles in Global Cities.. (2019). Zanetti Chini, Emilio ; Canepa, Alessandra ; Alqaralleh, Huthaifa. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:201901. Full description at Econpapers || Download paper | |
2019 | Forecasting Corporate Failure in the Chinese Energy Sector: A Novel Integrated Model of Deep Learning and Support Vector Machine. (2019). Fu, Hongyong ; Chen, Wenting ; Pan, Yuchen ; Xu, Wei. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:12:p:2251-:d:239311. Full description at Econpapers || Download paper | |
2019 | Deviating from Perfect Foresight but not from Theoretical Consistency: The Behavior of Inflation Expectations in Brazil. (2019). Lima, Gilberto ; de Freitas, Leilane. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2019wpecon36. Full description at Econpapers || Download paper |
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2019 | In search of a job: Forecasting employment growth using Google Trends. (2019). Montes, Erik Christian ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2019-13. Full description at Econpapers || Download paper | |
2019 | Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models. (2019). Rossini, Luca ; Bohte, Rick. In: Papers. RePEc:arx:papers:1909.06599. Full description at Econpapers || Download paper | |
2019 | Estimating Large Mixed-Frequency Bayesian VAR Models. (2019). Ankargren, Sebastian ; Jon, Paulina. In: Papers. RePEc:arx:papers:1912.02231. Full description at Econpapers || Download paper | |
2019 | Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections. (2019). Diebold, Francis ; Rudebusch, Glenn D. In: Papers. RePEc:arx:papers:1912.10774. Full description at Econpapers || Download paper | |
2019 | Focused Bayesian Prediction. (2019). Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Papers. RePEc:arx:papers:1912.12571. Full description at Econpapers || Download paper | |
2019 | When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2019). Simoni, Anna ; Ferrara, Laurent. In: Working papers. RePEc:bfr:banfra:717. Full description at Econpapers || Download paper | |
2019 | Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area. (2019). Ganics, Gergely ; Odendahl, Florens. In: Working papers. RePEc:bfr:banfra:733. Full description at Econpapers || Download paper | |
2019 | Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162. Full description at Econpapers || Download paper | |
2019 | A New Economic Framework: A DSGE Model with Cryptocurrency. (2019). Lorusso, Marco ; Asimakopoulos, Stylianos ; Ravazzolo, Francesco. In: Working Papers. RePEc:bny:wpaper:0079. Full description at Econpapers || Download paper | |
2019 | Forecasting GDP all over the world using leading indicators based on comprehensive survey data. (2019). Wohlrabe, Klaus ; Lehmann, Robert ; Garnitz, Johanna. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7691. Full description at Econpapers || Download paper | |
2019 | Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8000. Full description at Econpapers || Download paper | |
2019 | Extracting information on economic activity from business and consumer surveys in an emerging economy (Chile). (2019). Pedersen, Michael ; Figueroa, Camila. In: Journal EconomÃa Chilena (The Chilean Economy). RePEc:chb:bcchec:v:22:y:2019:i:3:p:098-131. Full description at Econpapers || Download paper | |
2019 | How is Machine Learning Useful for Macroeconomic Forecasting?. (2019). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: CIRANO Working Papers. RePEc:cir:cirwor:2019s-22. Full description at Econpapers || Download paper | |
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2019 | Central bank tone and the dispersion of views within monetary policy committees. (2019). Labondance, Fabien ; Hubert, Paul. In: Working Papers. RePEc:crb:wpaper:2019-08. Full description at Econpapers || Download paper | |
2019 | When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2019). Simoni, Anna ; Ferrara, Laurent. In: Working Papers. RePEc:crs:wpaper:2019-04. Full description at Econpapers || Download paper | |
2019 | Designing Robust Monetary Policy Using Prediction Pools. (2019). Levine, Paul ; Deak, Szabolcs ; Pearlman, J ; Mirza, A. In: Working Papers. RePEc:cty:dpaper:19/11. Full description at Econpapers || Download paper | |
2019 | Expected currency returns and volatility risk premia. (2019). Haas, Jose Renato. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:206-234. Full description at Econpapers || Download paper | |
2019 | The importance of social learning for non-market valuation. (2019). Stoeckl, Natalie ; Grainger, Daniel. In: Ecological Economics. RePEc:eee:ecolec:v:164:y:2019:i:c:36. Full description at Econpapers || Download paper | |
2019 | To what extent can new web-based technology improve forecasts? Assessing the economic value of information derived from Virtual Globes and its rate of diffusion in a financial market. (2019). , Johnnie ; Ma, Tiejun ; Sung, Ming-Chien ; Green, Lawrence . In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:1:p:226-239. Full description at Econpapers || Download paper | |
2019 | Probabilistic forecast reconciliation with applications to wind power and electric load. (2019). Jeon, Joo Young ; Petropoulos, Fotios ; Panagiotelis, Anastasios. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:2:p:364-379. Full description at Econpapers || Download paper | |
2019 | Crude oil futures trading and uncertainty. (2019). Czudaj, Robert. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:793-811. Full description at Econpapers || Download paper | |
2019 | An effective and robust decomposition-ensemble energy price forecasting paradigm with local linear prediction. (2019). Wei, Yi-Ming ; Chu, Xianghua ; Li, LI ; He, Huangda ; Xie, Kangqiang ; Qin, Quande ; Wu, Teresa. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:402-414. Full description at Econpapers || Download paper | |
2019 | Forecasting sales in the supply chain: Consumer analytics in the big data era. (2019). Boone, Tonya ; Sanders, Nada R ; Jain, Aditya ; Ganeshan, Ram. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:170-180. Full description at Econpapers || Download paper | |
2019 | Demand forecasting with user-generated online information. (2019). Schaer, Oliver ; Fildes, Robert ; Kourentzes, Nikolaos. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:197-212. Full description at Econpapers || Download paper | |
2019 | Exploiting sports-betting market using machine learning. (2019). Elezn, Filip ; Ourek, Gustav ; Hubaek, Ondej. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:783-796. Full description at Econpapers || Download paper | |
2019 | Forecasting football match results in national league competitions using score-driven time series models. (2019). Lit, Rutger ; Koopman, Siem Jan. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:797-809. Full description at Econpapers || Download paper | |
2019 | Do IMF forecasts respect Okunâs law? Evidence for advanced and developing economies. (2019). Loungani, Prakash ; Jalles, Joao ; Ball, Laurence. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1131-1142. Full description at Econpapers || Download paper | |
2019 | Some observations on forecasting and policy. (2019). Wright, Jonathan H. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1186-1192. Full description at Econpapers || Download paper | |
2019 | Neural networks for GEFCom2017 probabilistic load forecasting. (2019). Herre, L ; Mazidi, P ; Dimoulkas, I. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1409-1423. Full description at Econpapers || Download paper | |
2019 | Machine learning methods for GEFCom2017 probabilistic load forecasting. (2019). Hua, Grace N ; Smyl, Slawek. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1424-1431. Full description at Econpapers || Download paper | |
2019 | An ensemble approach to GEFCom2017 probabilistic load forecasting. (2019). Landgraf, Andrew J. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1432-1438. Full description at Econpapers || Download paper | |
2019 | Reconciled boosted models for GEFCom2017 hierarchical probabilistic load forecasting. (2019). Roach, Cameron. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1439-1450. Full description at Econpapers || Download paper | |
2019 | Data visualization and forecast combination for probabilistic load forecasting in GEFCom2017 final match. (2019). Abdulla, Khalid ; de Hoog, Julian. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1451-1459. Full description at Econpapers || Download paper | |
2019 | Data preprocessing and quantile regression for probabilistic load forecasting in the GEFCom2017 final match. (2019). Quintana, J M ; Kanda, Isao . In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1460-1468. Full description at Econpapers || Download paper | |
2019 | Predicting relative forecasting performance: An empirical investigation. (2019). Sekhposyan, Tatevik ; Granziera, Eleonora. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1636-1657. Full description at Econpapers || Download paper | |
2019 | Forecasting GDP growth with NIPA aggregates: In search of core GDP. (2019). Knotek, Edward S ; Garciga, Christian . In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1814-1828. Full description at Econpapers || Download paper | |
2019 | Forecasting spare part demand using service maintenance information. (2019). Boute, Robert ; van der Auweraer, Sarah. In: International Journal of Production Economics. RePEc:eee:proeco:v:213:y:2019:i:c:p:138-149. Full description at Econpapers || Download paper | |
2019 | A credit cycle model with market sentiments. (2019). Zoerner, Thomas ; Gardini, Laura ; Commendatore, Pasquale ; Zorner, Thomas O ; Kubin, Ingrid. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:50:y:2019:i:c:p:159-174. Full description at Econpapers || Download paper | |
2019 | Spare Parts Inventory Control based on Maintenance Planning. (2019). Dekker, Rommert ; van Jaarsveld, W L ; Zhu, S. In: Econometric Institute Research Papers. RePEc:ems:eureir:114791. Full description at Econpapers || Download paper | |
2019 | Forecasting the Price Distribution of Continuous Intraday Electricity Trading. (2019). Steinke, Florian ; Janke, Tim. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:22:p:4262-:d:285033. Full description at Econpapers || Download paper | |
2019 | Modeling Intraday Markets under the New Advances of the Cross-Border Intraday Project (XBID): Evidence from the German Intraday Market. (2019). Kath, Christopher. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:22:p:4339-:d:286894. Full description at Econpapers || Download paper | |
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2019 | Neural Network Based Model Comparison for Intraday Electricity Price Forecasting. (2019). Ugurlu, Umut ; Oksuz, Ilkay. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:23:p:4557-:d:292342. Full description at Econpapers || Download paper | |
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2019 | PARIMUTUEL BETTING ON THE ESPORTS DUELS: REVERSE FAVOURITE-LONGSHOT BIAS AND ITS DETERMINANTS. (2019). Dagaev, Dmitry ; Stoyan, Egor. In: HSE Working papers. RePEc:hig:wpaper:216/ec/2019. Full description at Econpapers || Download paper | |
2019 | Public Procurement Announcements in Spain: Regulations, Data Analysis, and Award Price Estimator Using Machine Learning. (2019). Montequin, Vicente Rodriguez ; Fernandez, Francisco Ortega ; Garcia, Manuel J ; Villanueva, Joaquin M. In: Complexity. RePEc:hin:complx:2360610. Full description at Econpapers || Download paper | |
2019 | Chinese Currency Exchange Rates Forecasting with EMD-Based Neural Network. (2019). Jiang, Chonghui ; Du, Jiangze ; Wang, Jying-Nan ; Lai, Kin-Keung . In: Complexity. RePEc:hin:complx:7458961. Full description at Econpapers || Download paper | |
2019 | Hierarchical Forecasting. (2019). Hyndman, Rob ; Affan, Mohamed ; Panagiotelis, Anastasios ; Gamakumara, Puwasala ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-2. Full description at Econpapers || Download paper |
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2018 | Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2018-14. Full description at Econpapers || Download paper | |
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 | |
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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 | |
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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 iraÅová, Mária ; Tura-Gawron, Karolina ; Fisikowski, Karol ; Siranova, Maria. In: GUT FME Working Paper Series A. RePEc:gdk:wpaper:50. Full description at Econpapers || Download paper | |
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). Teräsvirta, 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). Knüppel, Malte ; Schultefrankenfeld, Guido ; Knuppel, Malte. In: Discussion Papers. RePEc:zbw:bubdps:562018. Full description at Econpapers || Download paper |
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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 | |
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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 | |
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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 discussão. 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 | |
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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 | |
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2017 | Normaler Abschwung oder schwere Rezession? Ein neues Modell für die Prognose der Konjunkturphasen in Deutschland. (2017). Wolters, Maik ; Carstensen, Kai. In: IfW-Box. RePEc:zbw:ifwbox:201714. Full description at Econpapers || Download paper | |
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 | |
2017 | Deutsche Konjunktur im Herbst 2017 - Deutsche Wirtschaft nähert sich der Hochkonjunktur. (2017). Wolters, Maik ; Boysen-Hogrefe, Jens ; Kooths, Stefan ; Jannsen, Nils ; Groll, Dominik ; Fiedler, Salomon ; Ademmer, Martin ; Potjagailo, Galina. In: Kieler Konjunkturberichte. RePEc:zbw:ifwkkb:35. Full description at Econpapers || Download paper |
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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 | |
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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 | |
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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 |
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