[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 | 0.09 | 0.13 | 0.02 | 75 | 75 | 488 | 10 | 10 | 186 | 362 | 6 | 0 | 4 | 0.05 | 0.04 | ||
1991 | 0.02 | 0.08 | 0.12 | 0.03 | 62 | 137 | 334 | 16 | 26 | 172 | 3 | 398 | 10 | 0 | 0 | 0.04 | ||
1992 | 0.04 | 0.09 | 0.08 | 0.04 | 90 | 227 | 1101 | 18 | 45 | 137 | 5 | 383 | 15 | 0 | 0 | 0.04 | ||
1993 | 0.03 | 0.11 | 0.07 | 0.02 | 79 | 306 | 632 | 21 | 67 | 152 | 4 | 413 | 10 | 0 | 0 | 0.05 | ||
1994 | 0.02 | 0.12 | 0.06 | 0.04 | 70 | 376 | 448 | 23 | 91 | 169 | 3 | 403 | 17 | 0 | 2 | 0.03 | 0.06 | |
1995 | 0.07 | 0.19 | 0.25 | 0.1 | 61 | 437 | 507 | 109 | 201 | 149 | 11 | 376 | 38 | 62 | 56.9 | 6 | 0.1 | 0.08 |
1996 | 0.14 | 0.22 | 0.35 | 0.15 | 65 | 502 | 405 | 175 | 379 | 131 | 18 | 362 | 55 | 91 | 52 | 2 | 0.03 | 0.1 |
1997 | 0.1 | 0.22 | 0.26 | 0.14 | 67 | 569 | 1445 | 148 | 528 | 126 | 12 | 365 | 52 | 54 | 36.5 | 11 | 0.16 | 0.09 |
1998 | 0.1 | 0.26 | 0.35 | 0.15 | 35 | 604 | 783 | 209 | 740 | 132 | 13 | 342 | 52 | 63 | 30.1 | 1 | 0.03 | 0.12 |
1999 | 0.28 | 0.27 | 0.47 | 0.21 | 39 | 643 | 656 | 302 | 1043 | 102 | 29 | 298 | 64 | 60 | 19.9 | 6 | 0.15 | 0.13 |
2000 | 0.41 | 0.32 | 0.37 | 0.27 | 59 | 702 | 1235 | 257 | 1303 | 74 | 30 | 267 | 71 | 80 | 31.1 | 6 | 0.1 | 0.14 |
2001 | 0.28 | 0.35 | 0.33 | 0.28 | 45 | 747 | 562 | 246 | 1553 | 98 | 27 | 265 | 75 | 68 | 27.6 | 14 | 0.31 | 0.15 |
2002 | 0.28 | 0.37 | 0.37 | 0.37 | 58 | 805 | 612 | 295 | 1850 | 104 | 29 | 245 | 90 | 84 | 28.5 | 31 | 0.53 | 0.19 |
2003 | 0.49 | 0.4 | 0.57 | 0.48 | 81 | 886 | 867 | 487 | 2357 | 103 | 50 | 236 | 114 | 148 | 30.4 | 15 | 0.19 | 0.19 |
2004 | 0.42 | 0.44 | 0.54 | 0.46 | 69 | 955 | 1424 | 510 | 2875 | 139 | 58 | 282 | 130 | 93 | 18.2 | 24 | 0.35 | 0.2 |
2005 | 0.48 | 0.45 | 0.82 | 0.52 | 67 | 1022 | 1402 | 838 | 3714 | 150 | 72 | 312 | 162 | 105 | 12.5 | 23 | 0.34 | 0.21 |
2006 | 0.68 | 0.46 | 0.94 | 0.53 | 63 | 1085 | 1698 | 1018 | 4739 | 136 | 92 | 320 | 168 | 488 | 47.9 | 20 | 0.32 | 0.2 |
2007 | 0.82 | 0.42 | 0.71 | 0.57 | 63 | 1148 | 948 | 819 | 5559 | 130 | 106 | 338 | 192 | 138 | 16.8 | 36 | 0.57 | 0.18 |
2008 | 1.1 | 0.44 | 0.78 | 0.81 | 64 | 1212 | 1381 | 936 | 6501 | 126 | 138 | 343 | 279 | 140 | 15 | 42 | 0.66 | 0.2 |
2009 | 0.85 | 0.43 | 0.74 | 0.85 | 72 | 1284 | 1119 | 939 | 7450 | 127 | 108 | 326 | 276 | 103 | 11 | 34 | 0.47 | 0.21 |
2010 | 0.96 | 0.43 | 0.77 | 0.86 | 75 | 1359 | 853 | 1032 | 8494 | 136 | 131 | 329 | 283 | 135 | 13.1 | 13 | 0.17 | 0.18 |
2011 | 1.03 | 0.45 | 1.06 | 1.02 | 148 | 1507 | 1292 | 1581 | 10088 | 147 | 151 | 337 | 343 | 442 | 28 | 120 | 0.81 | 0.2 |
2012 | 0.65 | 0.45 | 0.87 | 0.79 | 64 | 1571 | 1629 | 1349 | 11447 | 223 | 144 | 422 | 332 | 95 | 7 | 31 | 0.48 | 0.19 |
2013 | 0.83 | 0.5 | 0.97 | 0.91 | 56 | 1627 | 838 | 1560 | 13019 | 212 | 176 | 423 | 385 | 186 | 11.9 | 37 | 0.66 | 0.21 |
2014 | 1.67 | 0.51 | 1.16 | 1.16 | 77 | 1704 | 1661 | 1980 | 15001 | 120 | 200 | 415 | 483 | 188 | 9.5 | 91 | 1.18 | 0.2 |
2015 | 1.81 | 0.5 | 1.19 | 1.11 | 81 | 1785 | 829 | 2115 | 17120 | 133 | 241 | 420 | 468 | 239 | 11.3 | 74 | 0.91 | 0.19 |
2016 | 1.78 | 0.5 | 1.33 | 1.32 | 102 | 1887 | 1157 | 2497 | 19624 | 158 | 281 | 426 | 563 | 320 | 12.8 | 126 | 1.24 | 0.18 |
2017 | 1.41 | 0.5 | 1.25 | 1.58 | 76 | 1963 | 657 | 2446 | 22079 | 183 | 258 | 380 | 602 | 276 | 11.3 | 45 | 0.59 | 0.18 |
2018 | 1.58 | 0.54 | 1.27 | 1.48 | 52 | 2015 | 442 | 2549 | 24648 | 178 | 281 | 392 | 580 | 155 | 6.1 | 32 | 0.62 | 0.21 |
2019 | 1.8 | 0.58 | 1.54 | 1.69 | 128 | 2143 | 477 | 3286 | 27940 | 128 | 231 | 388 | 655 | 484 | 14.7 | 76 | 0.59 | 0.21 |
2020 | 1.72 | 0.75 | 1.63 | 1.63 | 98 | 2241 | 286 | 3643 | 31588 | 180 | 310 | 439 | 715 | 494 | 13.6 | 116 | 1.18 | 0.29 |
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 | 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 | 995 |
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 | 936 |
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 | 595 |
4 | 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 | 445 |
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 | 425 |
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 | 343 |
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 | 329 |
8 | 2014 | Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, RafaÃ
â. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081. Full description at Econpapers || Download paper | 277 |
9 | 2010 | Comparing and evaluating Bayesian predictive distributions of asset returns. (2010). Geweke, John ; amisano, gianni. In: International Journal of Forecasting. RePEc:eee:intfor:v:26:y::i:2:p:216-230. Full description at Econpapers || Download paper | 224 |
10 | 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 | 220 |
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 | 205 |
12 | 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 | 182 |
13 | 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 | 179 |
14 | 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 | 179 |
15 | 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 | 174 |
16 | 2005 | Macro variables and international stock return predictability. (2005). Wohar, Mark ; Rapach, David E. ; Rangvid, Jesper . In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:1:p:137-166. Full description at Econpapers || Download paper | 161 |
17 | 2006 | Modelling and forecasting the diffusion of innovation - A 25-year review. (2006). Islam, Towhidul ; Meade, Nigel. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:519-545. Full description at Econpapers || Download paper | 158 |
18 | 2008 | Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data. (2008). Schumacher, Christian ; Breitung, J̮̦rg. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:3:p:386-398. Full description at Econpapers || Download paper | 153 |
19 | 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 | 152 |
20 | 2008 | Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models. (2008). Weron, RafaÃ
â ; 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 | 151 |
21 | 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 | 146 |
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 | 146 |
23 | 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 | 144 |
24 | 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 | 138 |
25 | 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 | 134 |
26 | 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 | 129 |
27 | 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 | 125 |
28 | 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 | 125 |
29 | 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 | 124 |
30 | 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 | 124 |
31 | 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 | 121 |
32 | 2008 | Forecasting electricity prices: The impact of fundamentals and time-varying coefficients. (2008). Bunn, Derek W. ; Karakatsani, Nektaria V.. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:764-785. Full description at Econpapers || Download paper | 121 |
33 | 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 | 114 |
34 | 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 | 112 |
35 | 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 | 111 |
36 | 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 | 110 |
37 | 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 | 108 |
38 | 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 | 106 |
39 | 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 | 104 |
40 | 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 | 101 |
41 | 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 | 100 |
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 | 98 |
43 | 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 | 97 |
44 | 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 | 96 |
45 | 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 | 93 |
46 | 2000 | A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers. (2000). Thomas, Lyn C.. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:2:p:149-172. Full description at Econpapers || Download paper | 91 |
47 | 2007 | Bias in macroeconomic forecasts. (2007). Batchelor, Roy. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:2:p:189-203. Full description at Econpapers || Download paper | 90 |
48 | 2000 | Forecasting stock indices: a comparison of classification and level estimation models. (2000). Chen, An-Sing ; Leung, Mark T. ; Daouk, Hazem . In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:2:p:173-190. Full description at Econpapers || Download paper | 90 |
49 | 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 | 90 |
50 | 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 | 88 |
# | 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 | 551 |
2 | 2006 | Another look at measures of forecast accuracy. (2006). Hyndman, Rob ; Koehler, Anne B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:4:p:679-688. Full description at Econpapers || Download paper | 203 |
3 | 1997 | Testing the equality of prediction mean squared errors. (1997). Leybourne, Stephen ; Harvey, David ; Newbold, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:2:p:281-291. Full description at Econpapers || Download paper | 177 |
4 | 2014 | Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, RafaÃ
â. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081. Full description at Econpapers || Download paper | 140 |
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 | 123 |
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 | 101 |
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 | 86 |
8 | 1998 | Forecasting with artificial neural networks:: The state of the art. (1998). Patuwo, Eddy B. ; Hu, Michael Y. ; Zhang, Guoqiang. In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:1:p:35-62. Full description at Econpapers || Download paper | 85 |
9 | 2000 | The M3-Competition: results, conclusions and implications. (2000). Hibon, Michele ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476. Full description at Econpapers || Download paper | 82 |
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 | 71 |
11 | 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 | 66 |
12 | 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 | 62 |
13 | 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 | 62 |
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 | 58 |
15 | 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 | 53 |
16 | 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 | 53 |
17 | 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 | 49 |
18 | 2008 | Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models. (2008). Weron, RafaÃ
â ; 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 | 44 |
19 | 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 | 42 |
20 | 2011 | MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:529-542. Full description at Econpapers || Download paper | 42 |
21 | 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 | 42 |
22 | 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 | 41 |
23 | 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 | 41 |
24 | 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 | 40 |
25 | 2016 | The forecast combination puzzle: A simple theoretical explanation. (2016). Vasnev, Andrey ; Magnus, Jan R ; Claeskens, Gerda ; Wang, Wendun. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:754-762. Full description at Econpapers || Download paper | 40 |
26 | 2018 | The M4 Competition: Results, findings, conclusion and way forward. (2018). Makridakis, Spyros ; Assimakopoulos, Vassilios ; Spiliotis, Evangelos . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:802-808. Full description at Econpapers || Download paper | 39 |
27 | 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 | 39 |
28 | 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 | 38 |
29 | 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 | 38 |
30 | 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 | 38 |
31 | 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 | 37 |
32 | 2020 | The M4 Competition: 100,000 time series and 61 forecasting methods. (2020). Assimakopoulos, Vassilios ; Spiliotis, Evangelos ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:54-74. Full description at Econpapers || Download paper | 36 |
33 | 2016 | A new metric of absolute percentage error for intermittent demand forecasts. (2016). Kim, Sung Il . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:669-679. Full description at Econpapers || Download paper | 36 |
34 | 2014 | Forecasting commodity price indexes using macroeconomic and financial predictors. (2014). Timmermann, Allan ; Gargano, Antonio . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:825-843. Full description at Econpapers || Download paper | 35 |
35 | 2011 | The tourism forecasting competition. (2011). Song, Haiyan ; Hyndman, Rob ; Athanasopoulos, George ; Wu, Doris C.. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:3:p:822-844. Full description at Econpapers || Download paper | 34 |
36 | 2008 | Forecasting electricity prices: The impact of fundamentals and time-varying coefficients. (2008). Bunn, Derek W. ; Karakatsani, Nektaria V.. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:764-785. Full description at Econpapers || Download paper | 34 |
37 | 2011 | The tourism forecasting competition. (2011). Song, Haiyan ; Hyndman, Rob ; Athanasopoulos, George ; Wu, Doris C.. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:3:p:822-844. Full description at Econpapers || Download paper | 34 |
38 | 2004 | Authors retrospective on Forecasting seasonals and trends by exponentially weighted moving averages. (2004). Holt, Charles C.. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:11-13. Full description at Econpapers || Download paper | 34 |
39 | 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 | 33 |
40 | 2013 | Measuring forecasting accuracy: The case of judgmental adjustments to SKU-level demand forecasts. (2013). Davydenko, Andrey ; Fildes, Robert. In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:3:p:510-522. Full description at Econpapers || Download paper | 33 |
41 | 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 | 32 |
42 | 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 | 32 |
43 | 2004 | Forecasting seasonals and trends by exponentially weighted moving averages. (2004). Holt, Charles C.. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:5-10. Full description at Econpapers || Download paper | 32 |
44 | 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 | 31 |
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 | 31 |
46 | 2003 | Univariate versus multivariate time series forecasting: an application to international tourism demand. (2003). du Preez, Johann ; Witt, Stephen F.. In: International Journal of Forecasting. RePEc:eee:intfor:v:19:y:2003:i:3:p:435-451. Full description at Econpapers || Download paper | 30 |
47 | 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 | 30 |
48 | 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 | 29 |
49 | 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 | 29 |
50 | 2018 | Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods. (2018). Kim, Hyun Hak ; Swanson, Norman R. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:339-354. Full description at Econpapers || Download paper | 29 |
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2020 | Oil Price Forecasting Using a Time-Varying Approach. (2020). Wang, Shun-Gang ; Zhang, Zhi-Gang ; Zhao, Lu-Tao. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:6:p:1403-:d:333553. Full description at Econpapers || Download paper | |
2020 | Is it possible to accurately forecast the evolution of Brent crude oil prices? An answer based on parametric and nonparametric forecasting methods. (2020). Alvarez-Diaz, Marcos. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:3:d:10.1007_s00181-019-01665-w. Full description at Econpapers || Download paper | |
2020 | The New Benchmark for Forecasts of the Real Price of Crude Oil. (2020). Snudden, Stephen ; Ellwanger, Reinhard ; Benmoussa, Amor Aniss. In: Staff Working Papers. RePEc:bca:bocawp:20-39. Full description at Econpapers || Download paper | |
2020 | How is Machine Learning Useful for Macroeconomic Forecasting?. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.12477. Full description at Econpapers || Download paper | |
2020 | PCA forecast averaging - predicting day-ahead and intraday electricity prices. (2020). Uniejewski, Bartosz ; Serafin, Tomasz ; Maciejowska, Katarzyna. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2002. Full description at Econpapers || Download paper | |
2020 | Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09. Full description at Econpapers || Download paper | |
2020 | Probability Forecast Combination via Entropy Regularized Wasserstein Distance. (2020). Shin, Minchul ; Cumings-Menon, Ryan. In: Working Papers. RePEc:fip:fedpwp:88545. Full description at Econpapers || Download paper | |
2020 | High Dimensional Forecast Combinations Under Latent Structures. (2020). Su, Liangjun ; Shi, Zhentao ; Xie, Tian. In: Papers. RePEc:arx:papers:2010.09477. Full description at Econpapers || Download paper | |
2020 | Time-varying Forecast Combination for High-Dimensional Data. (2020). Maung, Kenwin ; Chen, Bin. In: Papers. RePEc:arx:papers:2010.10435. Full description at Econpapers || Download paper | |
2020 | Optimal and robust combination of forecasts via constrained optimization and shrinkage. (2020). Vrins, Frédéric ; Gambetti, Paolo ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020006. Full description at Econpapers || Download paper | |
2020 | Financial Conditions and Economic Activity: Insights from Machine Learning. (2020). Kiley, Michael. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-95. Full description at Econpapers || Download paper | |
2020 | Learning from Forecast Errors: A New Approach to Forecast Combination. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Working Papers. RePEc:ucr:wpaper:202024. Full description at Econpapers || Download paper | |
2020 | Macroeconomic forecasting using factor models and machine learning: an application to Japan. (2020). Shintani, Mototsugu ; Maehashi, Kohei. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:58:y:2020:i:c:s0889158320300411. Full description at Econpapers || Download paper | |
2020 | The M4 Competition: 100,000 time series and 61 forecasting methods. (2020). Assimakopoulos, Vassilios ; Spiliotis, Evangelos ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:54-74. Full description at Econpapers || Download paper | |
2020 | A hybrid method of exponential smoothing and recurrent neural networks for time series forecasting. (2020). Smyl, Slawek. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:75-85. Full description at Econpapers || Download paper | |
2020 | Recession probabilities falling from the STARs. (2020). Noller, Marvin ; Eraslan, Sercan. In: Discussion Papers. RePEc:zbw:bubdps:082020. Full description at Econpapers || Download paper | |
2020 | Realized Volatility Forecasting Based on Dynamic Quantile Model Averaging. (2020). Mi, Xianhua ; Ma, Chaoqun ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202016. Full description at Econpapers || Download paper | |
2020 | . Full description at Econpapers || Download paper | |
2020 | Are betting returns a useful measure of accuracy in (sports) forecasting?. (2020). Memmert, Daniel ; Wunderlich, Fabian. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:713-722. Full description at Econpapers || Download paper | |
2020 | Money Talks: Team Variables and Player Positions that Most Influence the Market Value of Professional Male Footballers in Europe. (2020). Fernandez-Luna, Alvaro ; Felipe, Jose Luis ; Garcia-Unanue, Jorge ; Sanchez-Sanchez, Javier ; de la Riva, Luis Eduardo ; Burillo, Pablo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:9:p:3709-:d:353693. Full description at Econpapers || Download paper | |
2020 | Firm choice and career success - theory and evidence. (2020). GÃÆürtler, Oliver ; Deutscher, Christian ; Gurtler, Marc ; Devaro, Jed ; de Varo, Jed . In: European Economic Review. RePEc:eee:eecrev:v:127:y:2020:i:c:s0014292120301021. Full description at Econpapers || Download paper | |
2020 | Herding or wisdom of the crowd? Controlling efficiency in a partially rational financial market. (2020). Delellis, Pietro ; Giannini, Lorenzo ; della Rossa, Fabio. In: PLOS ONE. RePEc:plo:pone00:0239132. Full description at Econpapers || Download paper | |
2020 | Going with your gut: The (In)accuracy of forecast revisions in a football score prediction game. (2020). Singleton, Carl ; Reade, J ; Brown, Alasdair. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:89:y:2020:i:c:s2214804319303015. Full description at Econpapers || Download paper | |
2020 | After the Crimea crisis: Employee discrimination in Russia and Ukraine. (2020). Parshakov, Petr ; Naidenova, Iuliia ; Chusovliankin, Aleksei ; Nesseler, Cornel. In: PLOS ONE. RePEc:plo:pone00:0240811. Full description at Econpapers || Download paper | |
2020 | INTELLIGENZA COLLETTIVA E VALORE DI MERCATO DEI CALCIATORI: IL CASO TRANSFERMARKT. (2020). Caruso, Raul ; di Domizio, Marco ; Frick, Bernd. In: Rivista di Diritto ed Economia dello Sport. RePEc:rde:rivdes:202002didomizio_caruso_frick. Full description at Econpapers || Download paper | |
2020 | The Impact of Imperfect Weather Forecasts on Wind Power Forecasting Performance: Evidence from Two Wind Farms in Greece. (2020). Nikolopoulos, Konstantinos ; Petropoulos, Fotios ; Spiliotis, Evangelos. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:8:p:1880-:d:344678. Full description at Econpapers || Download paper | |
2020 | Temperature anomaly detection for electric load forecasting. (2020). Martin, Claude ; Hong, Tao ; Sobhani, Masoud. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:324-333. Full description at Econpapers || Download paper | |
2020 | A Novel Accurate and Fast Converging Deep Learning-Based Model for Electrical Energy Consumption Forecasting in a Smart Grid. (2020). Derhab, Abdelouahid ; Khan, Farrukh Aslam ; Ali, Mohammad Usman ; Shafiq, Zeeshan ; Wadud, Zahid ; Alimgeer, Khurram Saleem ; Hafeez, Ghulam. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:9:p:2244-:d:353681. Full description at Econpapers || Download paper | |
2020 | Peak-Load Forecasting for Small Industries: A Machine Learning Approach. (2020). Sania, Naik Bakht ; Lee, Eun-Kyu ; Kim, Dong-Hoon. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:16:p:6539-:d:398335. Full description at Econpapers || Download paper | |
2020 | Robustness of Short-Term Wind Power Forecasting against False Data Injection Attacks. (2020). Wang, KE ; Lin, Fan ; Zhang, Yao. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:15:p:3780-:d:388735. Full description at Econpapers || Download paper | |
2020 | Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion. (2020). Simioni, Michel ; Musolesi, Antonio ; Gioldasis, Georgios. In: SEEDS Working Papers. RePEc:srt:wpaper:0120. Full description at Econpapers || Download paper | |
2020 | Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion. (2020). Simioni, Michel ; Musolesi, Antonio ; Gioldasis, Georgios. In: Working Papers. RePEc:hal:wpaper:hal-02790523. Full description at Econpapers || Download paper | |
2020 | A Model Confidence Set approach to the combination of multivariate volatility forecasts. (2020). Amendola, Alessandra ; Storti, Giuseppe ; Candila, Vincenzo ; Braione, Manuela. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:873-891. Full description at Econpapers || Download paper | |
2020 | Multivariate leverage effects and realized semicovariance GARCH models. (2020). Quaedvlieg, Rogier ; Patton, Andrew ; Bollerslev, Tim. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:411-430. Full description at Econpapers || Download paper | |
2020 | Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach. (2020). Hallin, Marc ; Trucios, Carlos. In: Working Papers ECARES. RePEc:eca:wpaper:2013/315983. Full description at Econpapers || Download paper | |
2020 | Density forecast combinations: the real-time dimension. (2020). Warne, Anders ; McAdam, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20202378. Full description at Econpapers || Download paper | |
2020 | Is Price Level Targeting a Robust Monetary Rule?. (2020). Mirza, Afrasiab ; Levine, Paul ; Pearlman, Joseph ; Deak, Szabolcs. In: Discussion Papers. RePEc:bir:birmec:20-27. Full description at Econpapers || Download paper | |
2020 | . Full description at Econpapers || Download paper | |
2020 | Identifying the Causal Role of CO2 during the Ice Ages. (2020). Hendry, David ; Castle, Jennifer. In: Economics Series Working Papers. RePEc:oxf:wpaper:898. Full description at Econpapers || Download paper | |
2020 | Revisiting Energy Demand Relationship: Theory and Empirical Application. (2020). Mikayilov, Jeyhun I ; Hasanov, Fakhri J. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2919-:d:342086. Full description at Econpapers || Download paper | |
2020 | A Short History of Macro-econometric Modelling. (2020). Hendry, David. In: Economics Papers. RePEc:nuf:econwp:2001. Full description at Econpapers || Download paper | |
2020 | Robust Discovery of Regression Models. (2020). Hendry, David ; Castle, Jennifer ; Doornik, Jurgen A. In: Economics Papers. RePEc:nuf:econwp:2004. Full description at Econpapers || Download paper | |
2020 | Smooth Robust Multi-Horizon Forecasts. (2020). Hendry, David ; Castle, Jennifer L ; Martinez, Andrew B. In: Working Papers. RePEc:gwc:wpaper:2020-009. Full description at Econpapers || Download paper | |
2020 | Wavelet estimation of the dimensionality of curve time series. (2020). Fonseca, Rodney V ; Pinheiro, Aluisio. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:72:y:2020:i:5:d:10.1007_s10463-019-00724-4. Full description at Econpapers || Download paper | |
2020 | Forecasting value at risk with intra-day return curves. (2020). Zhao, Yuqian ; Wirjanto, Tony ; Rice, Gregory. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1023-1038. Full description at Econpapers || Download paper | |
2020 | A multi-scale method for forecasting oil price with multi-factor search engine data. (2020). Wang, Shouyang ; Li, Ling ; Zhang, Chengyuan ; Tang, Ling. In: Applied Energy. RePEc:eee:appene:v:257:y:2020:i:c:s0306261919317209. Full description at Econpapers || Download paper | |
2020 | Daily Crude Oil Price Forecasting Based on Improved CEEMDAN, SCA, and RVFL: A Case Study in WTI Oil Market. (2020). Li, Taiyong ; Miu, Feng ; Wu, Jiang. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:7:p:1852-:d:344122. Full description at Econpapers || Download paper | |
2020 | The Co-Movements Between Crude Oil Price and Internet Concerns: Causality Analysis in the Frequency Domain. (2020). Ling, LI ; Jingjing, LI. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:8:y:2020:i:3:p:224-239:n:2. Full description at Econpapers || Download paper | |
2020 | The effects of investor emotions sentiments on crude oil returns: A time and frequency dynamics analysis. (2020). Abdoh, Hussein ; Awartani, Basel ; Maghyereh, Aktham. In: International Economics. RePEc:eee:inteco:v:162:y:2020:i:c:p:110-124. Full description at Econpapers || Download paper | |
2020 | Forecasting crude oil price with multilingual search engine data. (2020). Wang, Shouyang ; Tang, Ling ; Li, Jingjing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:551:y:2020:i:c:s037843712030025x. Full description at Econpapers || Download paper | |
2020 | A novel hybrid model for forecasting crude oil price based on time series decomposition. (2020). Abdollahi, Hooman. In: Applied Energy. RePEc:eee:appene:v:267:y:2020:i:c:s030626192030547x. Full description at Econpapers || Download paper | |
2020 | Forecasting Oil Price by Hierarchical Shrinkage in Dynamic Parameter Models. (2020). Wei, YU ; Liu, Yuntong. In: Discrete Dynamics in Nature and Society. RePEc:hin:jnddns:6640180. Full description at Econpapers || Download paper | |
2020 | A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series. (2020). Bekiros, Stelios ; Ahmad, Wasim ; Altan, Ayta ; Karasu, Sekin. In: Energy. RePEc:eee:energy:v:212:y:2020:i:c:s0360544220318570. Full description at Econpapers || Download paper | |
2020 | Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577. Full description at Econpapers || Download paper | |
2020 | On the effectiveness of the European Central Banks conventional and unconventional policies under uncertainty. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Stelzer, Anna. In: Papers. RePEc:arx:papers:2011.14424. Full description at Econpapers || Download paper | |
2020 | Are GDP forecasts optimal? Evidence on European countries. (2020). Pericoli, Filippo Maria ; Giovannelli, Alessandro. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:963-973. Full description at Econpapers || Download paper | |
2020 | Automatic Interpretable Retail forecasting with promotional scenarios. (2020). Gurlek, Ragip ; Ali, Ozden Gur. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1389-1406. Full description at Econpapers || Download paper | |
2020 | Rethinking weather station selection for electric load forecasting using genetic algorithms. (2020). Muoz, Antonio ; Sanchez-Ubeda, Eugenio F ; Moreno-Carbonell, Santiago. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:695-712. Full description at Econpapers || Download paper | |
2020 | A hybrid time-varying parameter Bayesian VAR analysis of Okunâs law in the United States. (2020). ÃÂsterholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520303827. Full description at Econpapers || Download paper | |
2020 | Are forecasting competitions data representative of the reality?. (2020). Makridakis, Spyros ; Assimakopoulos, Vassilios ; Kouloumos, Andreas ; Spiliotis, Evangelos. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:37-53. Full description at Econpapers || Download paper | |
2020 | A simple combination of univariate models. (2020). Svetunkov, Ivan ; Petropoulos, Fotios. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:110-115. Full description at Econpapers || Download paper | |
2020 | The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach. (2020). GUPTA, RANGAN ; Onay, Yigit ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202055. Full description at Econpapers || Download paper | |
2020 | Comparison of macroeconomic indicators nowcasting methods: Russian GDP case. (2020). Stankevich, Ivan. In: Applied Econometrics. RePEc:ris:apltrx:0402. Full description at Econpapers || Download paper | |
2020 | Economic forecasting with evolved confidence indicators. (2020). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:576-585. Full description at Econpapers || Download paper | |
2020 | The Delphi technique in forecastingââ¬â A 42-year bibliographic analysis (1975ââ¬â2017). (2020). Bridson, Shannon ; Pitt, Leyland ; Flostrand, Andrew . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:150:y:2020:i:c:s0040162518300374. Full description at Econpapers || Download paper | |
2020 | Online Commerce, Inter-Regional Retail Trade, and the Evolution of Gravity Effects: Evidence from 20 Billion Transactions. (2020). Galbraith, John ; Camara, Youssouf ; Bounie, David. In: Working Papers. RePEc:hal:wpaper:hal-02864695. Full description at Econpapers || Download paper | |
2020 | A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth. (2020). Cheung, Calista ; Chernis, Tony ; Velasco, Gabriella. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:851-872. Full description at Econpapers || Download paper | |
2020 | Nowcasting Norwegian household consumption with debit card transaction data. (2020). Fastb, Tuva Marie ; Aastveit, Knut Are ; Torstensen, Kjersti Nss ; Paulsen, Kenneth Sterhagen ; Granziera, Eleonora. In: Working Paper. RePEc:bno:worpap:2020_17. Full description at Econpapers || Download paper | |
2020 | On a method to improve your service BOMs within spare parts management. (2020). van Houtum, G J ; Stip, J. In: International Journal of Production Economics. RePEc:eee:proeco:v:221:y:2020:i:c:s0925527319302762. Full description at Econpapers || Download paper | |
2020 | Optimal inventory control and design refresh selection in managing part obsolescence. (2020). Liu, Shaoxuan ; Shi, Zhenyang. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:1:p:133-144. Full description at Econpapers || Download paper | |
2020 | Assessing nowcast accuracy of US GDP growth in real time: the role of booms and busts. (2020). Siliverstovs, Boriss. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01704-6. Full description at Econpapers || Download paper | |
2020 | Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472. Full description at Econpapers || Download paper | |
2020 | Macroeconomic Forecasting Using Factor Models and Machine Learning: An Application to Japan. (2020). Shintani, Mototsugu ; Maehashi, Kohei. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1146. Full description at Econpapers || Download paper | |
2020 | Dynamic Factor Trees and Forests âââ‰â¬Å A Theory-led Machine Learning Framework for Non-Linear and State-Dependent Short-Term U.S. GDP Growth Predictions. (2020). Wochner, Daniel. In: KOF Working papers. RePEc:kof:wpskof:20-472. Full description at Econpapers || Download paper | |
2020 | Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-42. Full description at Econpapers || Download paper | |
2020 | Nowcasting GDP growth using data reduction methods: Evidence for the French economy. (2020). Charles, Amelie ; Darne, Olivier. In: Post-Print. RePEc:hal:journl:hal-02948802. Full description at Econpapers || Download paper | |
2020 | Deus ex Machina? A Framework for Macro Forecasting with Machine Learning. (2020). Bolhuis, Marijn ; Rayner, Brett. In: IMF Working Papers. RePEc:imf:imfwpa:2020/045. Full description at Econpapers || Download paper | |
2020 | Nowcasting GDP growth using data reduction methods: Evidence for the French economy. (2020). Charles, Amelie ; Darne, Olivier. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00680. Full description at Econpapers || Download paper | |
2020 | Optimal Feasible Expectations in Economics and Finance. (2020). Lake, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20105. Full description at Econpapers || Download paper | |
2020 | The role of an aligned investor sentiment index in predicting bond risk premia of the U.S. (2020). GUPTA, RANGAN ; Epni, Ouzhan ; Wohar, Mark E ; Guney, Ethem I. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418120300100. Full description at Econpapers || Download paper | |
2020 | Text Mining National Commitments towards Agrobiodiversity Conservation and Use. (2020). Estrada-Carmona, Natalia ; Villani, Chiara ; Remans, Roseline ; Laporte, Marie-Angelique ; Jones, Sarah K ; Juventia, Stella D. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:715-:d:310514. Full description at Econpapers || Download paper | |
2020 | The macro and asset pricing implications of rising Italian uncertainty: Evidence from a novel news-based macroeconomic policy uncertainty index. (2020). Pellizzari, Paolo ; Gufler, Ivan ; Donadelli, Michael. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520303669. Full description at Econpapers || Download paper | |
2020 | Factor stateââ¬âspace models for high-dimensional realized covariance matrices of asset returns. (2020). Gribisch, Bastian ; Liesenfeld, Roman ; Hartkopf, Jan Patrick. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:1-20. Full description at Econpapers || Download paper | |
2020 | Does measurement error matter in volatility forecasting? Empirical evidence from the Chinese stock market. (2020). Huang, Zhuo ; Wang, Tianyi ; Liang, Fang. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:148-157. Full description at Econpapers || Download paper | |
2020 | The impacts of asymmetry on modeling and forecasting realized volatility in Japanese stock markets. (2020). Ota, Yasushi ; Maki, Daiki. In: Papers. RePEc:arx:papers:2006.00158. Full description at Econpapers || Download paper | |
2020 | Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic: VIX vs EPU?. (2020). Lu, Xinjie ; Wang, Jiqian ; Ma, Feng ; He, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302404. Full description at Econpapers || Download paper | |
2020 | Demand forecasting in the presence of systematic events: Cases in capturing sales promotions. (2020). Fahimnia, Behnam ; Eshragh, Ali ; Hurley, Jason ; Abolghasemi, Mahdi. In: International Journal of Production Economics. RePEc:eee:proeco:v:230:y:2020:i:c:s0925527320302553. Full description at Econpapers || Download paper | |
2020 | Use of Neural Networks to Accommodate Seasonal Fluctuations When Equalizing Time Series for the CZK/RMB Exchange Rate. (2020). Podhorska, Ivana ; Lazaroiu, George ; Rowland, Zuzana. In: Risks. RePEc:gam:jrisks:v:9:y:2020:i:1:p:1-:d:466130. Full description at Econpapers || Download paper | |
2020 | Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors. (2020). Mertens, Elmar ; McCracken, Michael ; Clark, Todd. In: The Review of Economics and Statistics. RePEc:tpr:restat:v:102:y:2020:i:1:p:17-33. Full description at Econpapers || Download paper | |
2020 | From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: Working Papers. RePEc:bge:wpaper:1142. Full description at Econpapers || Download paper | |
2020 | From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14267. Full description at Econpapers || Download paper | |
2020 | Are Some Forecastersââ¬â¢ Probability Assessments of Macro Variables Better Than Those of Others?. (2020). Clements, Michael. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:16-:d:354665. Full description at Econpapers || Download paper | |
2020 | Does Judgment Improve Macroeconomic Density Forecasts?. (2020). Mitchell, James ; Garratt, Anthony ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:33. Full description at Econpapers || Download paper | |
2020 | Real-Time Perceptions of Historical GDP Data Uncertainty. (2020). Mitchell, James ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:35. Full description at Econpapers || Download paper | |
2020 | Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach. (2020). Zaman, Saeed ; Knotek, Edward. In: Working Papers. RePEc:fip:fedcwq:88961. Full description at Econpapers || Download paper | |
2020 | Industrial Facility Electricity Consumption Forecast Using Artificial Neural Networks and Incremental Learning. (2020). Correia, Regina ; Mourinho, Joo ; Vale, Zita ; Faria, Pedro ; Ramos, Daniel. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:18:p:4774-:d:412844. Full description at Econpapers || Download paper | |
2020 | A novel composite electricity demand forecasting framework by data processing and optimized support vector machine. (2020). Gao, Yuyang ; Liu, Ningning ; Jiang, Ping. In: Applied Energy. RePEc:eee:appene:v:260:y:2020:i:c:s0306261919319300. Full description at Econpapers || Download paper | |
2020 | HousEEC: Day-Ahead Household Electrical Energy Consumption Forecasting Using Deep Learning. (2020). Gjoreski, Hristijan ; Gams, Matja ; Jovanovski, Slobodan ; Ilievski, Igor ; Stankoski, Simon ; Kiprijanovska, Ivana. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:10:p:2672-:d:362866. Full description at Econpapers || Download paper | |
2020 | What drives U.S. financial sector volatility? A Bayesian model averaging perspective. (2020). LyÃÆócsa, Ã
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2020 | Risk Evaluation of ââ¬ÅNot-In-My-Back-Yardââ¬Â Conflict Potential in Facilities Group: A Case Study of Chemical Park in Xuwei New District, China. (2020). Zhou, Jizhi ; Zhang, Yiyi ; Zhao, Jinbu ; Nie, Yongyou. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2723-:d:339007. Full description at Econpapers || Download paper | |
2020 | Forecasting election results by studying brand importance in online news. (2020). Colladon, Andrea Fronzetti. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:414-427. Full description at Econpapers || Download paper | |
2020 | Application of functional deep belief network for estimating daily global solar radiation: A case study in China. (2020). Zang, Haixiang ; Sun, Guoqiang ; Wei, Zhinong ; Wang, Miaomiao ; Cheung, Kwok W ; Ding, Tao ; Cheng, Lilin. In: Energy. RePEc:eee:energy:v:191:y:2020:i:c:s0360544219321978. Full description at Econpapers || Download paper | |
2020 | Intra-day solar probabilistic forecasts including local short-term variability and satellite information. (2020). David, M ; Alonso-Suarez, R ; Lauret, P ; Branco, V. In: Renewable Energy. RePEc:eee:renene:v:158:y:2020:i:c:p:554-573. Full description at Econpapers || Download paper | |
2020 | Added-value of ensemble prediction system on the quality of solar irradiance probabilistic forecasts. (2020). Badosa, Jordi ; le Gal, Josselin ; Lauret, Philippe ; Pinson, Pierre ; David, Mathieu. In: Renewable Energy. RePEc:eee:renene:v:162:y:2020:i:c:p:1321-1339. Full description at Econpapers || Download paper | |
2020 | Forecasting risk measures using intraday data in a generalized autoregressive score framework. (2020). Xue, Xiaohan ; Lazar, Emese. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1057-1072. Full description at Econpapers || Download paper | |
2020 | Portfolio Risk Measurement Using a Mixture Simulation Approach. (2020). Sharifi, Azin ; Sina, Seyed Mohammad ; Arian, Hamidreza. In: Papers. RePEc:arx:papers:2011.07994. Full description at Econpapers || Download paper | |
2020 | Forecasting value at risk and expected shortfall with mixed data sampling. (2020). Le, Trung H. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1362-1379. Full description at Econpapers || Download paper | |
2020 | Pitfalls in long memory research. (2020). , Chandrashekhar ; Madhavan, Vinodh ; Saha, Kunal ; McMillan, David ; Shekhar, Chandra. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:8:y:2020:i:1:p:1733280. Full description at Econpapers || Download paper | |
2020 | Sparse vector error correction models with application to cointegrationââ¬Âbased trading. (2020). Wang, Xiaohang ; Lu, Renjie . In: Australian & New Zealand Journal of Statistics. RePEc:bla:anzsta:v:62:y:2020:i:3:p:297-321. Full description at Econpapers || Download paper | |
2020 | An ordinal classification framework for bank failure prediction: Methodology and empirical evidence for US banks. (2020). Galariotis, Emilios ; Zopounidis, Constantin ; Doumpos, Michalis ; Manthoulis, Georgios. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:2:p:786-801. Full description at Econpapers || Download paper | |
2020 | Predicting bank insolvencies using machine learning techniques. (2020). Vlachogiannakis, Nikolaos E ; Stavroulakis, Evangelos ; Siakoulis, Vasilis ; Petropoulos, Anastasios. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1092-1113. Full description at Econpapers || Download paper | |
2020 | Textual Information and IPO Underpricing: A Machine Learning Approach. (2020). Leledakis, George ; Androutsopoulos, Ion ; Katsafados, Apostolos G ; Pyrgiotakis, Emmanouil G ; Fergadiotis, Manos ; Chalkidis, Ilias. In: MPRA Paper. RePEc:pra:mprapa:103813. Full description at Econpapers || Download paper | |
2020 | Machine learning as an early warning system to predict financial crisis. (2020). Kampouris, Elias ; Samitas, Aristeidis ; Kenourgios, Dimitris. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301514. Full description at Econpapers || Download paper | |
2020 | Who is unhappy for Brexit? A machine-learning, agent-based study on financial instability. (2020). Katsaiti, Marina-Selini ; Polyzos, Stathis ; Samitas, Aristeidis. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302349. Full description at Econpapers || Download paper | |
2020 | Uncertain times and early predictions of bank failure. (2020). Goenner, Cullen F. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:4:p:583-601. Full description at Econpapers || Download paper | |
2020 | A vanishing moment ensemble model for wind speed multi-step prediction with multi-objective base model selection. (2020). Duan, Zhu ; Liu, Hui. In: Applied Energy. RePEc:eee:appene:v:261:y:2020:i:c:s0306261919320549. Full description at Econpapers || Download paper | |
2020 | The risk spillovers from the Chinese stock market to major East Asian stock markets: A MSGARCH-EVT-copula approach. (2020). Xiao, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:173-186. Full description at Econpapers || Download paper | |
2020 | Do Tense Geopolitical Factors Drive Crude Oil Prices?. (2020). Albitar, Khaldoon ; Zhong, Junhao ; Huang, Zhehao ; Li, Fen. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:16:p:4277-:d:400712. Full description at Econpapers || Download paper | |
2020 | Impawn rate optimisation in inventory financing: A canonical vine copula-based approach. (2020). Xu, Fangming ; Wang, Xiaojun ; Zhi, Bangdong. In: International Journal of Production Economics. RePEc:eee:proeco:v:227:y:2020:i:c:s0925527320300542. Full description at Econpapers || Download paper | |
2020 | Asymmetric effects of oil price uncertainty on corporate investment. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304190. Full description at Econpapers || Download paper | |
2020 | Forecasting volatility in the petroleum futures markets: A re-examination and extension. (2020). Shaiban, Mohammed Sharaf ; Hasanov, Akram Shavkatovich ; Al-Freedi, Ajab. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304232. Full description at Econpapers || Download paper | |
2020 | Regime dependent effects and cyclical volatility spillover between crude oil price movements and stock returns. (2020). Onwuka, Kevin O ; Urom, Christian ; Yuni, Denis N ; Uma, Kalu E. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:10-29. Full description at Econpapers || Download paper | |
2020 | Crude oil price forecasting based on a novel hybrid long memory GARCH-M and wavelet analysis model. (2020). Lin, Ling ; Zhou, Zhongbao ; Xiao, Helu ; Jiang, Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:543:y:2020:i:c:s0378437119319697. Full description at Econpapers || Download paper | |
2020 | Research on the Time-Varying Impact of Economic Policy Uncertainty on Crude Oil Price Fluctuation. (2020). Li, Tinghui ; Failler, Pierre ; Xu, Dilong ; Feng, Yanhong . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:16:p:6523-:d:398132. Full description at Econpapers || Download paper | |
2020 | Forecasting crude oil price volatility via a HM-EGARCH model. (2020). Li, Fuxing ; Xiao, Yang ; Lin, YU. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300323. Full description at Econpapers || Download paper | |
2020 | On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks. (2020). Zhang, Dayong ; Klein, Tony ; Ji, Qiang ; Luo, Jiawen ; Todorova, Neda. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301213. Full description at Econpapers || Download paper | |
2020 | A novel hybrid approach to forecast crude oil futures using intraday data. (2020). Apergis, Nicholas ; Visalakshmi, S ; Manickavasagam, Jeevananthan . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:158:y:2020:i:c:s0040162520309525. Full description at Econpapers || Download paper | |
2020 | Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression. (2020). Fiszeder, Piotr ; Faldzinski, Marcin ; Orzeszko, Witold ; Fadziski, Marcin. In: Energies. RePEc:gam:jeners:v:14:y:2020:i:1:p:6-:d:466264. Full description at Econpapers || Download paper | |
2020 | Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model. (2020). Pionnier, Pierre-Alain ; Ferrara, Laurent ; Doz, Catherine. In: Working Papers. RePEc:hal:wpaper:halshs-02443364. Full description at Econpapers || Download paper | |
2020 | Business cycle dating and forecasting with real-time Swiss GDP data. (2020). Glocker, Christian ; Wegmueller, Philipp. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01666-9. Full description at Econpapers || Download paper | |
2020 | Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model. (2020). Ferrara, Laurent ; Doz, Catherine ; Pionnier, Pierre-Alain. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02443364. Full description at Econpapers || Download paper | |
2020 | Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87. Full description at Econpapers || Download paper | |
2020 | Global Weakness Index ââ¬â reading the economyââ¬â¢s vital signs during the COVID-19 crisis. (2020). Quiros, Gabriel Perez ; Perezquiros, Gabriel . In: Research Bulletin. RePEc:ecb:ecbrbu:2020:0072:. Full description at Econpapers || Download paper | |
2020 | Accelerating Peak Dating in a Dynamic Factor Markov-Switching Model. (2020). van Dijk, Dick ; van Os, Bram. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200057. Full description at Econpapers || Download paper | |
2020 | Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model. (2020). Wolters, Maik ; Reif, Magnus ; Heinrich, Markus ; Carstensen, Kai. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:829-850. Full description at Econpapers || Download paper | |
2020 | Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis. (2020). Rots, Eyno ; Leiva-Leon, Danilo ; Perez-Quiros, Gabriel. In: MNB Working Papers. RePEc:mnb:wpaper:2020/4. Full description at Econpapers || Download paper | |
2020 | Nowcasting business cycle turning points with stock networks and machine learning. (2020). Hirschbühl, Dominik ; Azqueta-Gavaldon, Andres ; Saiz, Lorena ; Onorante, Luca ; Hirschbuhl, Dominik. In: Working Paper Series. RePEc:ecb:ecbwps:20202494. Full description at Econpapers || Download paper | |
2020 | Hour-Ahead Photovoltaic Power Forecasting Using an Analog Plus Neural Network Ensemble Method. (2020). Pei, Yan ; Wang, Jingyi ; Qian, Zheng. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:12:p:3259-:d:375564. Full description at Econpapers || Download paper | |
2020 | Load probability density forecasting by transforming and combining quantile forecasts. (2020). Zhang, Shu ; Wang, Dan. In: Applied Energy. RePEc:eee:appene:v:277:y:2020:i:c:s0306261920311065. Full description at Econpapers || Download paper | |
2020 | Forecasting in social settings: The state of the art. (2020). Petropoulos, Fotios ; Hyndman, Rob J ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:15-28. Full description at Econpapers || Download paper | |
2020 | Correlated daily time series and forecasting in the M4 competition. (2020). Kull, Meelis ; Komisarenko, Viacheslav ; Tattar, Andre ; Kangsepp, Markus ; Shahroudi, Novin ; Ingel, Anti. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:121-128. Full description at Econpapers || Download paper | |
2020 | Fast and accurate yearly time series forecasting with forecast combinations. (2020). Shaub, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:116-120. Full description at Econpapers || Download paper | |
2020 | Weighted ensemble of statistical models. (2020). Chorowska, Agata ; Pawlikowski, Maciej. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:93-97. Full description at Econpapers || Download paper | |
2020 | GROEC: Combination method via Generalized Rolling Origin Evaluation. (2020). Louzada, Francisco ; Fiorucci, Jose Augusto. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:105-109. Full description at Econpapers || Download paper | |
2020 | A combination-based forecasting method for the M4-competition. (2020). Prakash, P. K. S., ; Jaganathan, Srihari. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:98-104. Full description at Econpapers || Download paper | |
2020 | An empirical investigation of water consumption forecasting methods. (2020). Litsiou, Konstantia ; Nikolopoulos, Konstantinos ; Raptis, Achilleas ; Karamaziotis, Panagiotis I ; Assimakopoulos, Vassilis . In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:588-606. Full description at Econpapers || Download paper | |
2020 | Higher Moment Constraints for Predictive Density Combinations. (2020). Vasnev, Andrey ; Radchenko, Peter ; Pauwels, Laurent. In: Working Papers. RePEc:syb:wpbsba:2123/22140. Full description at Econpapers || Download paper | |
2020 | Too similar to combine? On negative weights in forecast combination. (2020). Vasnev, Andrey ; Wang, Wendun ; Radchenko, Peter. In: Working Papers. RePEc:syb:wpbsba:2123/22956. Full description at Econpapers || Download paper | |
2020 | Properization: constructing proper scoring rules via Bayes acts. (2020). Brehmer, Jonas R ; Gneiting, Tilmann . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:72:y:2020:i:3:d:10.1007_s10463-019-00705-7. Full description at Econpapers || Download paper | |
2020 | DeepAR: Probabilistic forecasting with autoregressive recurrent networks. (2020). Januschowski, Tim ; Gasthaus, Jan ; Flunkert, Valentin ; Salinas, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1181-1191. Full description at Econpapers || Download paper | |
2020 | Forecasting third-party mobile payments with implications for customer flow prediction. (2020). Fildes, Robert ; Ma, Shaohui. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:739-760. Full description at Econpapers || Download paper | |
2020 | Daily tourism volume forecasting for tourist attractions. (2020). Li, Hui ; Liu, Yang ; Bi, Jian-Wu. In: Annals of Tourism Research. RePEc:eee:anture:v:83:y:2020:i:c:s0160738320300670. Full description at Econpapers || Download paper | |
2020 | On the statistical differences between binary forecasts and real-world payoffs. (2020). Taleb, Nassim Nicholas. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1228-1240. Full description at Econpapers || Download paper | |
2020 | Daily retail demand forecasting using machine learning with emphasis on calendric special days. (2020). Stuckenschmidt, Heiner ; Huber, Jakob. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1420-1438. Full description at Econpapers || Download paper | |
2020 | BiasâVariance Trade-Off and Shrinkage of Weights in Forecast Combination. (2020). Setzer, Thomas ; Blanc, Sebastian M. In: Management Science. RePEc:inm:ormnsc:v:66:y:12:i:2020:p:5720-5737. Full description at Econpapers || Download paper | |
2020 | Non-linearities, cyber attacks and cryptocurrencies. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Kang, Woo-Young. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319309377. Full description at Econpapers || Download paper | |
2020 | Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models. (2020). RodrÃÆÃÂguez, Gabriel ; Ataurima Arellano, Miguel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300607. Full description at Econpapers || Download paper | |
2020 | Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? Extreme co-movements and portfolio management analysis. (2020). Vo, Xuan Vinh ; Ur, Mobeen ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20300718. Full description at Econpapers || Download paper | |
2020 | Bank asset and informational quality. (2020). Chen, Lei ; Kladakis, George ; Bellos, Sotirios K. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:69:y:2020:i:c:s1042443120301402. Full description at Econpapers || Download paper | |
2020 | Monetary policy implications of the COVID-19 outbreak, the social pandemic. (2020). Dupont, Genevieve ; Roedl, Marianne. In: MPRA Paper. RePEc:pra:mprapa:99981. Full description at Econpapers || Download paper | |
2020 | Can Households Predict where the Macroeconomy is Headed?. (2020). ÃÆÃâsterholm, PÃÆär ; Osterholm, Par ; Kladivko, Kamil. In: Working Papers. RePEc:hhs:oruesi:2020_011. Full description at Econpapers || Download paper | |
2020 | Extracting Information from Different Expectations. (2020). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2020-008. Full description at Econpapers || Download paper | |
2020 | Which Output Gap Estimates Are Stable in Real Time and Why?. (2020). Stella, Andrea ; Chen, Han ; Berge, Travis ; barbarino, alessandro. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-102. Full description at Econpapers || Download paper | |
2020 | Generalizing the Theta method for automatic forecasting. (2020). Makridakis, Spyros ; Assimakopoulos, Vassilios ; Spiliotis, Evangelos. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:2:p:550-558. Full description at Econpapers || Download paper | |
2020 | Google It Up! A Google Trends-based analysis of COVID-19 outbreak in Iran. (2020). Farzanegan, Mohammad Reza ; Sadati, Saeed Malek ; Feizi, Mehdi. In: MAGKS Papers on Economics. RePEc:mar:magkse:202017. Full description at Econpapers || Download paper | |
2020 | Public Concern and the Financial Markets during the COVID-19 outbreak. (2020). Santagiustina, Carlo ; Iacopini, Matteo ; Costola, Michele. In: Papers. RePEc:arx:papers:2005.06796. Full description at Econpapers || Download paper | |
2020 | Effective energy consumption forecasting using enhanced bagged echo state network. (2020). Zeng, Yu-Rong ; Peng, LU ; Wang, Lin ; Hu, Huanling. In: Energy. RePEc:eee:energy:v:193:y:2020:i:c:s0360544219324739. Full description at Econpapers || Download paper | |
2020 | Crude oil price analysis and forecasting: A perspective of ââ¬Ånew triangleââ¬Â. (2020). Wang, Shouyang ; Chai, Jian ; Li, Yuze ; Lu, Quanying. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300608. Full description at Econpapers || Download paper | |
2020 | Can Google search data help predict macroeconomic series?. (2020). Lange, Rutger-Jan ; Brons, Kester ; Veldhuisen, Christian P ; Oorschot, Jochem A ; Niesert, Robin F. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1163-1172. Full description at Econpapers || Download paper | |
2020 | Improving the Bass modelâs predictive power through online reviews, search traffic and macroeconomic data. (2020). Tian, Yu-Xin ; Zhang, Chuan ; Fan, Ling-Wei. In: Annals of Operations Research. RePEc:spr:annopr:v:295:y:2020:i:2:d:10.1007_s10479-020-03716-3. Full description at Econpapers || Download paper | |
2020 | Tourism Effects of Pandemics: New Insights from Novel Coronavirus. (2020). , Evans. In: SPOUDAI Journal of Economics and Business. RePEc:spd:journl:v:70:y:2020:i:3-4:p:56-65. Full description at Econpapers || Download paper | |
2020 | Google trends and the predictability of precious metals. (2020). Salisu, Afees ; Ogbonna, Ahamuefula ; Adewuyi, Adeolu. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719307408. Full description at Econpapers || Download paper | |
2020 | When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2020). Ferrara, Laurent ; Simoni, Anna. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-11. Full description at Econpapers || Download paper | |
2020 | Googling Unemployment During the Pandemic: Inference and Nowcast Using Search Data. (2020). Mazzarella, Gianluca ; Geraci, Andrea ; Colagrossi, Marco ; Capema, Giulio. In: Working Papers. RePEc:jrs:wpaper:202004. Full description at Econpapers || Download paper | |
2020 | Can Alternative Data Improve the Accuracy of Dynamic Factor Model Nowcasts?. (2020). Cristea, R G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20108. Full description at Econpapers || Download paper | |
2020 | Self-fulfillment degree of economic expectations within an integrated space: The European Union case study. (2020). Dobrescu, Emilian. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2020:i:4:p:5-32. Full description at Econpapers || Download paper | |
2020 | Optimising forecasting models for inventory planning. (2020). Barrow, Devon K ; Trapero, Juan R ; Kourentzes, Nikolaos. In: International Journal of Production Economics. RePEc:eee:proeco:v:225:y:2020:i:c:s0925527319304323. Full description at Econpapers || Download paper | |
2020 | Operations research models and methods for safety stock determination: A review. (2020). Cortez, Paulo ; Carvalho, Sameiro M. In: Operations Research Perspectives. RePEc:eee:oprepe:v:7:y:2020:i:c:s2214716020300543. Full description at Econpapers || Download paper | |
2020 | Demand forecasting in retail operations for fashionable products: methods, practices, and real case study. (2020). Ren, Shuyun ; Siqin, Tana ; Chan, Hau-Ling. In: Annals of Operations Research. RePEc:spr:annopr:v:291:y:2020:i:1:d:10.1007_s10479-019-03148-8. Full description at Econpapers || Download paper | |
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2020 | Betting Market Efficiency in the Presence of Unfamiliar Shocks: The Case of Ghost Games during the Covid-19 Pandemic. (2020). Haucap, Justus ; Fischer, Kai. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8526. Full description at Econpapers || Download paper | |
2020 | Betting market efficiency in the presence of unfamiliar shocks: The case of ghost games during the COVID-19 pandemic. (2020). Haucap, Justus ; Fischer, Kai. In: DICE Discussion Papers. RePEc:zbw:dicedp:349. Full description at Econpapers || Download paper | |
2020 | Proper scoring rules for evaluating asymmetry in density forecasting. (2020). Ravazzolo, Francesco ; Iacopini, Matteo ; Rossini, Luca. In: Papers. RePEc:arx:papers:2006.11265. Full description at Econpapers || Download paper | |
2020 | Proper scoring rules for evaluating asymmetry in density forecasting. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Working Papers. RePEc:bny:wpaper:0089. Full description at Econpapers || Download paper | |
2020 | Spare parts inventory control based on maintenance planning. (2020). Dekker, Rommert ; van Jaarsveld, Willem ; Zhu, Sha. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:193:y:2020:i:c:s0951832019300663. Full description at Econpapers || Download paper | |
2020 | Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning. (2020). Uddin, Gazi ; Corbet, Shaen ; Cepni, Oguzhan ; Akyildirim, Erdinc. In: Working Papers. RePEc:hhs:cbsnow:2020_020. Full description at Econpapers || Download paper | |
2020 | Focused Bayesian Prediction. (2019). Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Papers. RePEc:arx:papers:1912.12571. Full description at Econpapers || Download paper | |
2020 | Focused Bayesian Prediction. (2020). Loaiza Maya, Rub̮̩n ; Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-1. Full description at Econpapers || Download paper | |
2020 | Machine Learning Econometrics: Bayesian algorithms and methods. (2020). Korobilis, Dimitris ; Pettenuzzo, Davide. In: Papers. RePEc:arx:papers:2004.11486. Full description at Econpapers || Download paper | |
2020 | Computing Bayes: Bayesian Computation from 1763 to the 21st Century. (2020). Robert, Christian P ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-14. Full description at Econpapers || Download paper | |
2020 | Machine Learning Econometrics: Bayesian algorithms and methods. (2020). Pettenuzzo, Davide ; Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:100165. Full description at Econpapers || Download paper | |
2020 | Machine Learning Econometrics: Bayesian algorithms and methods. (2020). Pettenuzzo, Davide ; Korobilis, Dimitris. In: Working Papers. RePEc:brd:wpaper:130. Full description at Econpapers || Download paper | |
2020 | Machine Learning Econometrics: Bayesian algorithms and methods. (2020). Pettenuzzo, Davide ; Korobilis, Dimitris. In: Working Papers. RePEc:gla:glaewp:2020_09. Full description at Econpapers || Download paper | |
2020 | Does immigrant legalization affect crime? Evidence from deferred action for childhood arrivals in the United States. (2020). Gunadi, Christian. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:178:y:2020:i:c:p:327-353. Full description at Econpapers || Download paper | |
2020 | Penalized Averaging of Parametric and Non-Parametric Quantile Forecasts. (2020). Gooijer, Jan G. ; Dawit, Zerom ; Jan, De Gooijer. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:12:y:2020:i:1:p:15:n:4. Full description at Econpapers || Download paper | |
2020 | Real-time forecasting of the Australian macroeconomy using Bayesian VARs. (2020). Nguyen, Bao H ; Zhang, BO. In: Working Papers. RePEc:tas:wpaper:35236. Full description at Econpapers || Download paper | |
2020 | A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting. (2020). Hartigan, Luke ; Morley, James. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:271-293. Full description at Econpapers || Download paper | |
2020 | Bibliometric indices as a measure of competition in sports. (2020). PetrÃÆóczy, DÃÆóra ; L'aszl'o Csat'o, . In: Papers. RePEc:arx:papers:2005.13416. Full description at Econpapers || Download paper | |
2020 | Miért igazságtalan a 2020-as labdarúgó-Európa-bajnokság kvalifikációja?. (2020). PetrÃÆóczy, DÃÆóra ; Petroczy, Dora Greta ; Csato, Laszlo. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1916. Full description at Econpapers || Download paper | |
2020 | The UEFA Champions League seeding is not strategy-proof since the 2015/16 season. (2020). Csato, Laszlo. In: Annals of Operations Research. RePEc:spr:annopr:v:292:y:2020:i:1:d:10.1007_s10479-020-03637-1. Full description at Econpapers || Download paper | |
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2020 | Another look at the implied and realised volatility relation: a copula-based approach. (2020). PÃÆérez-RodrÃÆÃÂguez, Jorge ; Perez-Rodriguez, Jorge V. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:1:d:10.1057_s41283-019-00054-y. Full description at Econpapers || Download paper | |
2020 | Risk dependence and cointegration between pharmaceutical stock markets: The case of China and the USA. (2020). PÃÆérez-RodrÃÆÃÂguez, Jorge ; Lopez-Valcarcel, Beatriz Gonzalez ; Perez-Rodriguez, Jorge V ; Qian, Huanhuan ; Zhou, Xinmiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300723. Full description at Econpapers || Download paper | |
2020 | Betting markets for English Premier League results and scorelines: evaluating a simple forecasting model. (2020). Singleton, Carl ; Reade, J ; Williams, Leighton Vaughan ; VaughanWilliams, Leighton . In: Economics & Management Discussion Papers. RePEc:rdg:emxxdp:em-dp2020-03. Full description at Econpapers || Download paper | |
2020 | Information, prices and efficiency in an online betting market. (2020). Singleton, Carl ; Reade, J ; Elaad, Guy. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319306440. Full description at Econpapers || Download paper | |
2020 | Parimutuel betting on the eSports duels: Evidence of the reverse favourite-longshot bias. (2020). Dagaev, Dmitry ; Stoyan, Egor. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:81:y:2020:i:c:s0167487020300660. Full description at Econpapers || Download paper | |
2020 | Cryptocurrencies: A Copula Based Approach for Asymmetric Risk Marginal Allocations. (2020). Younas, Zahid Irshad ; Meloni, Mirko ; Jeleskovic, Vahidin . In: MAGKS Papers on Economics. RePEc:mar:magkse:202034. Full description at Econpapers || Download paper | |
2020 | Gold, platinum, and expected Bitcoin returns. (2020). Wang, Mei ; Burggraf, Tobias ; Duc, Toan Luu. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:56:y:2020:i:c:s1042444x20300177. Full description at Econpapers || Download paper | |
2020 | Prediction accuracy improvement for Bitcoin market prices based on symmetric volatility information using artificial neural network approach. (2020). Binti, Nur Harena ; Rosman, Romzie Bin ; Kassim, Salina ; Abdullah, Anwar Hasan. In: Journal of Revenue and Pricing Management. RePEc:pal:jorapm:v:19:y:2020:i:5:d:10.1057_s41272-020-00229-3. Full description at Econpapers || Download paper | |
2020 | Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models. (2020). Leonardos, Stefanos ; Koki, Constandina ; Piliouras, Georgios. In: Papers. RePEc:arx:papers:2011.03741. Full description at Econpapers || Download paper | |
2020 | A novel two-stage approach for cryptocurrency analysis. (2020). Sun, Yuying ; Yang, Boyu ; Wang, Shouyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302118. Full description at Econpapers || Download paper | |
2020 | Issues of an improving the accuracy of energy carriers production forecasting in a computer-aided system for monitoring the operation of a gas-fired cogeneration plant. (2020). Szega, Marcin ; Ymeka, Piotr. In: Energy. RePEc:eee:energy:v:209:y:2020:i:c:s0360544220315395. Full description at Econpapers || Download paper | |
2020 | A SOFTWARE MODULE FOR MULTI-CRITERIA SUPPLIERSââ¬â¢ SELECTION WITH RESPECT TO THE SPARE PARTS LOGISTIC. (2020). Mukhametdinov, Eduard ; Buyvol, Polina ; Shubenkova, Ksenia ; Makarova, Irina. In: Transport Problems. RePEc:exl:1trans:v:15:y:2020:i:1:p:105-116. Full description at Econpapers || Download paper | |
2020 | Are We More Accurate? Revisiting the European Commissionââ¬â¢s Macroeconomic Forecasts. (2020). Vkrabka, Milan ; Lamproye, Sebastien ; Chabin, Andras. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:128. Full description at Econpapers || Download paper | |
2020 | Five dimensions of the uncertaintyââ¬âdisagreement linkage. (2020). Glas, Alexander. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:607-627. Full description at Econpapers || Download paper | |
2020 | Business and consumer uncertainty in the face of the pandemic: A sector analysis in European countries. (2020). Claveria, Oscar. In: Papers. RePEc:arx:papers:2012.02091. Full description at Econpapers || Download paper | |
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2020 | Central banks voting contest. (2020). Charemza, Wojciech. In: MPRA Paper. RePEc:pra:mprapa:101205. Full description at Econpapers || Download paper | |
2020 | The More the Merrier? A Machine Learning Algorithm for Optimal Pooling of Panel Data. (2020). Bolhuis, Marijn ; Rayner, Brett. In: IMF Working Papers. RePEc:imf:imfwpa:2020/044. Full description at Econpapers || Download paper | |
2020 | Comparison on Subannual Seasonality of Building Construction in European Countries. (2020). Zmarzly, Dariusz ; Mach, Lukasz ; Fracz, Pawel ; Dabrowski, Ireneusz . In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:4:p:241-257. Full description at Econpapers || Download paper | |
2020 | The Multivariate Linear Prediction Problem: Model-Based and Direct Filtering Solutions. (2020). Wildi, Marc ; McElroy, Tucker S. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:112-130. Full description at Econpapers || Download paper | |
2020 | A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies. (2020). Fantazzini, Dean ; Zimin, Stephan. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:47:y:2020:i:1:d:10.1007_s40812-019-00136-8. Full description at Econpapers || Download paper | |
2020 | Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models. (2020). Ben Cheikh, Nidhaleddine ; Chevallier, Julien ; ben Zaied, Younes. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s154461231930162x. Full description at Econpapers || Download paper | |
2020 | Nowcasting German GDP. (2020). Strohsal, Till ; Reichlin, Lucrezia ; Hasenzagl, Thomas ; Senftleben-Konig, Charlotte Charlotte ; Andreini, Paolo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14323. Full description at Econpapers || Download paper | |
2020 | Beating the naive: Combining LASSO with naive intraday electricity price forecasts. (2020). Weron, RafaÃ
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2020 | Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?. (2020). Weron, RafaÃ
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2020 | Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark. (2020). Weron, RafaÃ
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2020 | Neural networks in day-ahead electricity price forecasting: Single vs. multiple outputs. (2020). Weron, RafaÃ
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2020 | Beating the Naïveââ¬âCombining LASSO with Naïve Intraday Electricity Price Forecasts. (2020). Weron, RafaÃ
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2020 | Determination of Electricity Demand by Personal Light Electric Vehicles (PLEVs): An Example of e-Motor Scooters in the Context of Large City Management in Poland. (2020). Jagodziski, Jacek ; Chaberek, Grayna ; Brdulak, Anna . In: Energies. RePEc:gam:jeners:v:13:y:2020:i:1:p:194-:d:304073. Full description at Econpapers || Download paper | |
2020 | Comparison of Electricity Spot Price Modelling and Risk Management Applications. (2020). Adiyeke, Esra ; Anakolu, Ethem . In: Energies. RePEc:gam:jeners:v:13:y:2020:i:18:p:4698-:d:411305. Full description at Econpapers || Download paper | |
2020 | Forecasting Electricity Prices Using Deep Neural Networks: A Robust Hyper-Parameter Selection Scheme. (2020). Marcjasz, Grzegorz. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:18:p:4605-:d:409115. Full description at Econpapers || Download paper | |
2020 | Behavioral changes and policy effects during Covid-19. (2020). Anundsen, Andre ; Thorsrud, Leif Anders ; Larsen, Erling Roed ; Kivedal, Bjornar Karlsen . In: Working Papers. RePEc:bny:wpaper:0090. Full description at Econpapers || Download paper | |
2020 | Financial Shocks and Credit Cycles. (2020). Pestova, Anna ; Akhmetov, Renat ; Pankova, Vera ; Mamonov, Mikhail. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:4:p:45-74. Full description at Econpapers || Download paper | |
2020 | Financial frictions and changing macroeconomic volatility. (2020). Higgins, Charles. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070419302629. Full description at Econpapers || Download paper | |
2020 | Predicting stock returns in the presence of COVID-19 pandemic: The role of health news. (2020). Vo, Xuan Vinh ; Salisu, Afees. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301903. Full description at Econpapers || Download paper | |
2020 | Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:87375. Full description at Econpapers || Download paper | |
2020 | Nowcasting Tail Risks to Economic Activity with Many Indicators. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:87955. Full description at Econpapers || Download paper | |
2020 | ANALYSIS OF THE ECONOMIC AND SOCIAL EFFECTS OF UNEMPLOYMENT IN ROMANIA. (2020). Diaconu, Silviu ; Niculescu, Marcela Antoaneta ; Buzoianu, Ovidiu. In: Proceedings of the INTERNATIONAL MANAGEMENT CONFERENCE. RePEc:rom:mancon:v:14:y:2020:i:1:p:705-711. Full description at Econpapers || Download paper | |
2020 | Nowcasting Turkish GDP with MIDAS: Role of Functional Form of the Lag Polynomial. (2020). Gunay, Mahmut. In: Working Papers. RePEc:tcb:wpaper:2002. Full description at Econpapers || Download paper | |
2020 | Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy. (2020). Zaman, Saeed ; Tallman, Ellis W. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:373-398. Full description at Econpapers || Download paper | |
2020 | Probabilistic solar irradiance transposition models. (2020). Yang, Dazhi ; Quan, Hao. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:125:y:2020:i:c:s136403212030109x. Full description at Econpapers || Download paper | |
2020 | Balancing Generation from Renewable Energy Sources: Profitability of an Energy Trader. (2020). Weron, Tomasz ; Serafin, Tomasz ; Nitka, Weronika ; Zaleski, Przemysaw ; Kath, Christopher. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:1:p:205-:d:304260. Full description at Econpapers || Download paper | |
2020 | Optimization of Electric Energy Sales Strategy Based on Probabilistic Forecasts. (2020). Michalak, Aleksandra ; Janczura, Joanna . In: Energies. RePEc:gam:jeners:v:13:y:2020:i:5:p:1045-:d:325457. Full description at Econpapers || Download paper | |
2020 | PCA Forecast Averagingââ¬âPredicting Day-Ahead and Intraday Electricity Prices. (2020). Serafin, Tomasz ; Uniejewski, Bartosz ; Maciejowska, Katarzyna. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:14:p:3530-:d:382069. Full description at Econpapers || Download paper | |
2020 | Intraday Electricity Pricing of Night Contracts. (2020). Paraschiv, Florentina ; Kiesel, Rudiger ; Kremer, Marcel. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:17:p:4501-:d:406944. Full description at Econpapers || Download paper | |
2020 | Ensemble Forecasting for Intraday Electricity Prices: Simulating Trajectories. (2020). Ziel, Florian ; Narajewski, Michal. In: Papers. RePEc:arx:papers:2005.01365. Full description at Econpapers || Download paper | |
2020 | Econometric modelling and forecasting of intraday electricity prices. (2020). Ziel, Florian ; Narajewski, Micha. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:19:y:2020:i:c:s2405851319300728. Full description at Econpapers || Download paper | |
2020 | Optimal Order Execution in Intraday Markets: Minimizing Costs in Trade Trajectories. (2020). Ziel, Florian ; Kath, Christopher. In: Papers. RePEc:arx:papers:2009.07892. Full description at Econpapers || Download paper | |
2020 | Trading on short-term path forecasts of intraday electricity prices. (2020). Weron, RafaÅ ; Chawla, Yash ; Marcjasz, Grzegorz ; Serafin, Tomasz. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2017. Full description at Econpapers || Download paper | |
2020 | Ensemble forecasting for intraday electricity prices: Simulating trajectories. (2020). Ziel, Florian ; Narajewski, Micha. In: Applied Energy. RePEc:eee:appene:v:279:y:2020:i:c:s0306261920312824. Full description at Econpapers || Download paper | |
2020 | Conceptualising housing costs: The hidden face of energy poverty in Poland. (2020). Åmiech, SÅawomir ; Karpinska, Lilia. In: Energy Policy. RePEc:eee:enepol:v:147:y:2020:i:c:s0301421520305371. Full description at Econpapers || Download paper | |
2020 | Forecasting natural gas prices using highly flexible time-varying parameter models. (2020). Nguyen, Bao H ; Hou, Chenghan ; Gao, Shen. In: Working Papers. RePEc:tas:wpaper:32412. Full description at Econpapers || Download paper | |
2020 | Does the Current State of the Business Cycle matter for Real-Time Forecasting? A Mixed-Frequency Threshold VAR approach.. (2020). Heinrich, Markus. In: EconStor Preprints. RePEc:zbw:esprep:219312. Full description at Econpapers || Download paper | |
2020 | Real-time Probabilistic Nowcasts of UK Quarterly GDP Growth using a Mixed-Frequency Bottom-up Approach. (2020). Lopresto, Marta ; Galvao, Ana Beatriz. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2020-06. Full description at Econpapers || Download paper | |
2020 | Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs. (2020). Pfarrhofer, Michael ; Huber, Florian ; Schreiner, Josef ; Onorante, Luca ; Koop, Gary. In: Papers. RePEc:arx:papers:2008.12706. Full description at Econpapers || Download paper | |
2020 | Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters. (2020). Reif, Magnus ; Heinrich, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8054. Full description at Econpapers || Download paper | |
2020 | Reconciled Estimates of Monthly GDP in the US. (2020). Koop, Gary ; Mitchell, James ; McIntyre, Stuart ; Poon, Aubrey. In: EMF Research Papers. RePEc:wrk:wrkemf:37. Full description at Econpapers || Download paper | |
2020 | Reconciled Estimates of Monthly GDP in the US. (2020). Poon, Aubrey ; Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2020-16. Full description at Econpapers || Download paper | |
2020 | Nonlinear Mixed Effects Models for Time Series Forecasting of Smart Meter Demand. (2020). Hyndman, Rob ; Ben Taieb, Souhaib ; Roach, Cameron. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-41. Full description at Econpapers || Download paper | |
2020 | A brief history of forecasting competitions. (2020). Hyndman, Rob J. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:7-14. Full description at Econpapers || Download paper | |
2020 | Time Series Decomposition of the Daily Outdoor Air Temperature in Europe for Long-Term Energy Forecasting in the Context of Climate Change. (2020). Muoz, Antonio ; Sanchez-Ubeda, Eugenio F ; Moreno-Carbonell, Santiago. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:7:p:1569-:d:338570. Full description at Econpapers || Download paper | |
2020 | Short-term electrical load forecasting based on error correction using dynamic mode decomposition. (2020). Zhang, Yusen ; Wang, Chengshan ; Li, Chuang ; Kong, Xiangyu. In: Applied Energy. RePEc:eee:appene:v:261:y:2020:i:c:s0306261919320550. Full description at Econpapers || Download paper | |
2020 | Forecasting Hierarchical Time Series in Power Generation. (2020). Costa, Marcelo Azevedo ; Gontijo, Tiago Silveira. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:14:p:3722-:d:386897. Full description at Econpapers || Download paper | |
2020 | Distributed ARIMA Models for Ultra-long Time Series. (2020). Li, Feng ; Hyndman, Rob J ; Kang, Yanfei ; Wang, Xiaoqian. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-29. Full description at Econpapers || Download paper | |
2020 | Nowcasting with large Bayesian vector autoregressions. (2020). Sokol, Andrej ; Giannone, Domenico ; Cimadomo, Jacopo ; Monti, Francesca ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20202453. Full description at Econpapers || Download paper | |
2020 | Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area. (2020). Sokol, Andrej ; Chalmoviansk, Jakub ; Porqueddu, Mario. In: Working Paper Series. RePEc:ecb:ecbwps:20202501. Full description at Econpapers || Download paper | |
2020 | A Multi-Country BVAR Model for the External Sector. (2020). Korotkikh, Olga. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:4:p:98-112. Full description at Econpapers || Download paper | |
2020 | Ordinal-response models for irregularly spaced transactions: A forecasting exercise. (2020). Aknouche, Abdelhakim ; Tsionas, Mike G ; Dimitrakopoulos, Stefanos. In: MPRA Paper. RePEc:pra:mprapa:103250. Full description at Econpapers || Download paper | |
2020 | Proyección de la Inflación en Chile con Métodos de Machine Learning. (2020). Zilberman, Eduardo ; Molina, Carlos ; Leal, Felipe. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:860. Full description at Econpapers || Download paper | |
2020 | Percolation analysis of urban air quality: A case in China. (2020). Dong, Gaogao ; Li, Jingjing ; Du, Ruijin ; Fang, Guochang ; Qing, Ting ; Tian, Lixin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119318552. Full description at Econpapers || Download paper | |
2020 | Predictability of hourly nitrogen dioxide concentration. (2020). Haupt, Harry ; Behm, Svenia. In: Ecological Modelling. RePEc:eee:ecomod:v:428:y:2020:i:c:s0304380020301484. Full description at Econpapers || Download paper | |
2020 | A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco ; Corradin, Fausto ; Casarin, Roberto. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:2:p:66-103. Full description at Econpapers || Download paper | |
2020 | A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Corradin, Fausto ; Casarin, Roberto ; Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:2:p:66-103. Full description at Econpapers || Download paper | |
2020 | Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Smit, Robert C. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps72. Full description at Econpapers || Download paper | |
2020 | Estimation of final standings in football competitions with premature ending: the case of COVID-19. (2020). Lit, Rutger ; Koopman, Siem Jan ; Gorgi, Paolo. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200070. Full description at Econpapers || Download paper | |
2020 | Monetary policy with judgment. (2020). Gelain, Paolo ; Manganelli, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20202404. Full description at Econpapers || Download paper | |
2020 | Monetary Policy with Judgment. (2020). Manganelli, Simone ; Gelain, Paolo. In: Working Papers. RePEc:fip:fedcwq:88033. Full description at Econpapers || Download paper | |
2020 | Decisions in Designing an Australian Macroeconomic Model. (2020). Murphy, Chris. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:252-270. Full description at Econpapers || Download paper | |
2020 | Demand Forecasting of Retail Sales Using Data Analytics and Statistical Programming. (2020). Orestis, Efthymiou ; Stavros, Ponis ; Panagiota, Lalou. In: Management & Marketing. RePEc:vrs:manmar:v:15:y:2020:i:2:p:186-202:n:4. Full description at Econpapers || Download paper | |
2020 | An exploration of sales forecasting: sales manager and salesperson perspectives. (2020). Wilson, Holton J ; Dingus, Rebecca ; Hoyle, Jeffrey A. In: Journal of Marketing Analytics. RePEc:pal:jmarka:v:8:y:2020:i:3:d:10.1057_s41270-020-00082-8. Full description at Econpapers || Download paper | |
2020 | Blockchain Technology for Sustainable Supply Chain Management: A Systematic Literature Review and a Classification Framework. (2020). Sharma, Suneel ; Chandra, Shalini ; Paliwal, Vineet. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:18:p:7638-:d:414321. Full description at Econpapers || Download paper | |
2020 | On the current state of combining human and artificial intelligence for strategic organizational decision making. (2020). Hartmann, Evi ; Birkel, Hendrik ; Trunk, Anna. In: Business Research. RePEc:spr:busres:v:13:y:2020:i:3:d:10.1007_s40685-020-00133-x. Full description at Econpapers || Download paper | |
2020 | Copula stochastic volatility in oil returns: Approximate Bayesian computation with volatility prediction. (2020). Galeano, Pedro ; Ausin, Concepcion M ; Virbickait, Audron. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303017. Full description at Econpapers || Download paper | |
2020 | A Bayesian quantile time series model for asset returns. (2020). Mitrodima, Gelly ; Griffin, Jim E. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:105610. Full description at Econpapers || Download paper | |
2020 | Commodity futures and a wavelet-based risk assessment. (2020). Czudaj, Robert ; Berger, Theo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:554:y:2020:i:c:s037843712030114x. Full description at Econpapers || Download paper | |
2020 | Forecasting Macroeconomic Risks. (2020). Adams, Patrick ; Adrian, Tobias ; Boyarchenko, Nina ; Giannone, Domenico. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14436. Full description at Econpapers || Download paper | |
2020 | Testing forecast rationality for measures of central tendency. (2020). Patton, Andrew J ; Dimitriadis, Timo ; Schmidt, Patrick W. In: Hohenheim Discussion Papers in Business, Economics and Social Sciences. RePEc:zbw:hohdps:122020. Full description at Econpapers || Download paper | |
2020 | Assessing distributional properties of forecast errors for fan-chart modelling. (2020). Vavra, Marian. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01726-0. Full description at Econpapers || Download paper | |
2020 | Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2020). Sheng, Xuguang ; Peng, Huaming ; Lahiri, Kajal. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8810. Full description at Econpapers || Download paper | |
2020 | News media vs. FRED-MD for macroeconomic forecasting. (2020). Thorsrud, Leif ; Larsen, Vegard ; Ellingsen, Jon. In: Working Paper. RePEc:bno:worpap:2020_14. Full description at Econpapers || Download paper | |
2020 | Central Bank Tone and the Dispersion of Views within Monetary Policy Committees. (2020). Labondance, Fabien ; Hubert, Paul. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:2002. Full description at Econpapers || Download paper | |
2020 | A daily fever curve for the Swiss economy. (2020). Kaufmann, Daniel ; Burri, Marc. In: IRENE Working Papers. RePEc:irn:wpaper:20-05. Full description at Econpapers || Download paper | |
2020 | ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS. (2020). Boudt, Kris ; Algaba, Andres ; Borms, Samuel ; Bluteau, Keven ; Ardia, David. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:34:y:2020:i:3:p:512-547. Full description at Econpapers || Download paper | |
2020 | A daily fever curve for the Swiss economy. (2020). Burri, Marc ; Kaufmann, Daniel. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:156:y:2020:i:1:d:10.1186_s41937-020-00051-z. Full description at Econpapers || Download paper | |
2020 | Central Bank Tone and the Dispersion of Views within Monetary Policy Committees. (2020). Labondance, Fabien ; Hubert, Paul. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/7v8fvu0bf08jcoi4epn8cutjm8. Full description at Econpapers || Download paper | |
2020 | News Media vs. FRED-MD for Macroeconomic Forecasting. (2020). Thorsrud, Leif ; Larsen, Vegard ; Ellingsen, Jon. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8639. Full description at Econpapers || Download paper | |
2020 | News media vs. FRED-MD for macroeconomic forecasting. (2020). Thorsrud, Leif ; Larsen, Vegard ; Ellingsen, Jon. In: Working Papers. RePEc:bny:wpaper:0091. Full description at Econpapers || Download paper | |
2020 | Central Bank Tone and the Dispersion of Views within Monetary Policy Committees. (2020). Labondance, Fabien ; Hubert, Paul. In: Working Papers. RePEc:hal:wpaper:hal-03403074. Full description at Econpapers || Download paper | |
2020 | The Vietnamese business cycle in an estimated small open economy New Keynesian DSGE model. (2020). van Nguyen, Phuong. In: Dynare Working Papers. RePEc:cpm:dynare:056. Full description at Econpapers || Download paper | |
2020 | Evaluating the forecasting accuracy of the closed- and open economy New Keynesian DSGE models. (2020). van Nguyen, Phuong. In: Dynare Working Papers. RePEc:cpm:dynare:059. Full description at Econpapers || Download paper | |
2020 | Dynamic Asymmetry and Fiscal Policy. (2020). Zanetti Chini, Emilio. In: MPRA Paper. RePEc:pra:mprapa:98499. Full description at Econpapers || Download paper | |
2020 | Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market.. (2020). Zanetti Chini, Emilio ; Canepa, Alessandra ; Alqaralleh, Huthaifa. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202011. Full description at Econpapers || Download paper | |
2020 | Global Cities and Local Housing Market Cycles. (2020). Zanetti Chini, Emilio ; Canepa, Alessandra ; Alqaralleh, Huthaifa. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:61:y:2020:i:4:d:10.1007_s11146-019-09734-8. Full description at Econpapers || Download paper | |
2020 | From Heavy-Tailed Micro to Macro: on the characterization of firm-level heterogeneity and its aggregation properties.. (2020). Dewitte, Ruben. In: MPRA Paper. RePEc:pra:mprapa:103170. Full description at Econpapers || Download paper | |
2020 | Moving markets? Government bond investors and microeconomic policy changes. (2020). Wibbels, Erik ; Paniagua, Victoria ; Mosley, Layna. In: Economics and Politics. RePEc:bla:ecopol:v:32:y:2020:i:2:p:197-249. Full description at Econpapers || Download paper | |
2020 | Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566. Full description at Econpapers || Download paper | |
2020 | Structural analysis with mixed-frequency data: A model of US capital flows. (2020). Rossi, Eduardo ; Missale, Alessandro ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:427-443. Full description at Econpapers || Download paper | |
2020 | Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach. (2020). Liu, Xiaochun ; You, YU. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s0378426620301151. Full description at Econpapers || Download paper | |
2020 | Mixed data sampling expectile regression with applications to measuring financial risk. (2020). Yu, Keming ; Jiang, Cuixia ; Chen, LU ; Xu, Qifa. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:469-486. Full description at Econpapers || Download paper |
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2020 | Trading on short-term path forecasts of intraday electricity prices. (2020). Weron, RafaÅ ; Chawla, Yash ; Marcjasz, Grzegorz ; Serafin, Tomasz. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2017. Full description at Econpapers || Download paper | |
2020 | Focused Bayesian Prediction. (2019). Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Papers. RePEc:arx:papers:1912.12571. Full description at Econpapers || Download paper | |
2020 | Ensemble Forecasting for Intraday Electricity Prices: Simulating Trajectories. (2020). Ziel, Florian ; Narajewski, Michal. In: Papers. RePEc:arx:papers:2005.01365. Full description at Econpapers || Download paper | |
2020 | Neural Networks and Value at Risk. (2020). Weisheit, Stefan ; Klawunn, Michael ; Hoepner, Andreas ; Borth, Damian ; Arimond, Alexander. In: Papers. RePEc:arx:papers:2005.01686. Full description at Econpapers || Download paper | |
2020 | Flexible Mixture Priors for Time-varying Parameter Models. (2020). Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2006.10088. Full description at Econpapers || Download paper | |
2020 | Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566. Full description at Econpapers || Download paper | |
2020 | Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark. (2020). Weron, RafaÃ
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2020 | How is Machine Learning Useful for Macroeconomic Forecasting?. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.12477. Full description at Econpapers || Download paper | |
2020 | Forecasting financial markets with semantic network analysis in the COVID-19 crisis. (2020). Violante, Francesco ; Ravazzolo, F ; Grassi, S ; Colladon, Fronzetti A. In: Papers. RePEc:arx:papers:2009.04975. Full description at Econpapers || Download paper | |
2020 | Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary. (2020). Schnaitmann, Julie ; Liu, Xiaochun ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2009.07341. Full description at Econpapers || Download paper | |
2020 | Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938. Full description at Econpapers || Download paper | |
2020 | Predicting Disaggregated CPI Inflation Components via Hierarchical Recurrent Neural Networks. (2020). Caspi, Itamar ; Barkan, Oren ; Koenigstein, Noam ; Hammer, Allon. In: Papers. RePEc:arx:papers:2011.07920. Full description at Econpapers || Download paper | |
2020 | Large Time-Varying Volatility Models for Electricity Prices. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0088. Full description at Econpapers || Download paper | |
2020 | Time-Varying Trend Models for Forecasting Inflation in Australia. (2020). Cross, Jamie ; Zhang, BO ; Guo, NA. In: Working Papers. RePEc:bny:wpaper:0092. Full description at Econpapers || Download paper | |
2020 | The Forecasting Power of the ifo Business Survey. (2020). Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8291. Full description at Econpapers || Download paper | |
2020 | Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach. (2020). Hallin, Marc ; Trucios, Carlos. In: Working Papers ECARES. RePEc:eca:wpaper:2013/315983. Full description at Econpapers || Download paper | |
2020 | Cross-temporal aggregation: Improving the forecast accuracy of hierarchical electricity consumption. (2020). Assimakopoulos, Vassilios ; Kourentzes, Nikolaos ; Petropoulos, Fotios ; Spiliotis, Evangelos. In: Applied Energy. RePEc:eee:appene:v:261:y:2020:i:c:s0306261919320264. Full description at Econpapers || Download paper | |
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2020 | Wind speed big data forecasting using time-variant multi-resolution ensemble model with clustering auto-encoder. (2020). Chen, Chao ; Duan, Zhu ; Liu, Hui. In: Applied Energy. RePEc:eee:appene:v:280:y:2020:i:c:s0306261920314252. Full description at Econpapers || Download paper | |
2020 | Macroeconomic news and acquirer returns in M&As: The impact of investor alertness. (2020). Saunders, Anthony ; Adra, Samer ; Barbopoulos, Leonidas G. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920300274. Full description at Econpapers || Download paper | |
2020 | Volatility forecasting using related marketsââ¬â¢ information for the Tokyo stock exchange. (2020). Su, Jen-Je ; Li, Bin ; Todorova, Neda ; Jayawardena, Nirodha I. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:143-158. Full description at Econpapers || Download paper | |
2020 | Global predictive power of the upside and downside variances of the U.S. equity market. (2020). Zhang, Liguo ; Xiao, Jun ; Xu, Yahua. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:605-619. Full description at Econpapers || Download paper | |
2020 | Generalizing the Theta method for automatic forecasting. (2020). Makridakis, Spyros ; Assimakopoulos, Vassilios ; Spiliotis, Evangelos. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:2:p:550-558. Full description at Econpapers || Download paper | |
2020 | Asymmetric effects of geopolitical risks on energy returns and volatility under different market conditions. (2020). Zhang, Zitao ; Chen, Jinyu ; Hong, Kairong ; Qin, Yun . In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301912. Full description at Econpapers || Download paper | |
2020 | Which sentiment index is more informative to forecast stock market volatility? Evidence from China. (2020). Tang, Linchun ; Liang, Chao ; Wei, YU. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301964. Full description at Econpapers || Download paper | |
2020 | An encyclopedia for stock markets? Wikipedia searches and stock returns. (2020). Peter, Franziska J ; Behrendt, Simon ; Zimmermann, David J. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302076. Full description at Econpapers || Download paper | |
2020 | Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic: VIX vs EPU?. (2020). Lu, Xinjie ; Wang, Jiqian ; Ma, Feng ; He, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302404. Full description at Econpapers || Download paper | |
2020 | Structural breaks in online investor sentiment: A note on the nonstationarity of financial chatter. (2020). Behrendt, Simon ; Ballinari, Daniele. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319311821. Full description at Econpapers || Download paper | |
2020 | The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic. (2020). Wang, Jiqian ; Ma, Feng ; Liang, Chao. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320308515. Full description at Econpapers || Download paper | |
2020 | Fear of the coronavirus and the stock markets. (2020). Výrost, Tomᚠ; Molnár, Peter ; Lyócsa, Štefan ; Baumohl, Eduard ; Molnar, Peter ; Vrost, Toma ; Lyocsa, Tefan. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320310813. Full description at Econpapers || Download paper | |
2020 | Forecasting in social settings: The state of the art. (2020). Petropoulos, Fotios ; Hyndman, Rob J ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:15-28. Full description at Econpapers || Download paper | |
2020 | The M4 Competition: 100,000 time series and 61 forecasting methods. (2020). Assimakopoulos, Vassilios ; Spiliotis, Evangelos ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:54-74. Full description at Econpapers || Download paper | |
2020 | A brief history of forecasting competitions. (2020). Hyndman, Rob J. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:7-14. Full description at Econpapers || Download paper | |
2020 | Forecasting and forecast narratives: The Bank of England Inflation Reports. (2020). Reade, J ; Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1488-1500. Full description at Econpapers || Download paper | |
2020 | Forecasting with news sentiment: Evidence with UK newspapers. (2020). Rambaccussing, Dooruj ; Kwiatkowski, Andrzej. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1501-1516. Full description at Econpapers || Download paper | |
2020 | Fear of hazards in commodity futures markets. (2020). Miffre, Joelle ; Gonzalez-Fernandez, Marcos ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301680. Full description at Econpapers || Download paper | |
2020 | The predictive power of oil price shocks on realized volatility of oil: A note. (2020). Shahzad, Syed Jawad Hussain ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad ; Pierdzioch, Christian. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308874. Full description at Econpapers || Download paper | |
2020 | When US sneezes, clichés spread: How do the commodity index funds react then?. (2020). Phani, B V ; Rahman, Abdul ; Ahmad, Wasim ; Awasthi, Kritika. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308898. Full description at Econpapers || Download paper | |
2020 | Demand forecasting in the presence of systematic events: Cases in capturing sales promotions. (2020). Fahimnia, Behnam ; Eshragh, Ali ; Hurley, Jason ; Abolghasemi, Mahdi. In: International Journal of Production Economics. RePEc:eee:proeco:v:230:y:2020:i:c:s0925527320302553. Full description at Econpapers || Download paper | |
2020 | The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach. (2020). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie ; Ji, Qiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920307273. Full description at Econpapers || Download paper | |
2020 | Predicting housing prices in China based on modified Holts exponential smoothing incorporating whale optimization algorithm. (2020). Wu, Lifeng ; Liu, Lianyi. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:72:y:2020:i:c:s0038012119306299. Full description at Econpapers || Download paper | |
2020 | Monetary Policy with Judgment. (2020). Manganelli, Simone ; Gelain, Paolo. In: Working Papers. RePEc:fip:fedcwq:88033. Full description at Econpapers || Download paper | |
2020 | Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach. (2020). Zaman, Saeed ; Knotek, Edward. In: Working Papers. RePEc:fip:fedcwq:88961. Full description at Econpapers || Download paper | |
2020 | Electricity Price Forecasting Based on Self-Adaptive Decomposition and Heterogeneous Ensemble Learning. (2020). de Lima, Jose Donizetti ; Stefenon, Stefano Frizzo ; Dal, Matheus Henrique ; Santos, Leandro Dos ; Mariani, Viviana Cocco ; Nied, Ademir. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:19:p:5190-:d:424029. Full description at Econpapers || Download paper | |
2020 | The Impacts of Energy Consumption, Energy Prices and Energy Import-Dependency on Gross and Sectoral Value-Added in Sri Lanka. (2020). , HaiderMahmood ; Murshed, Muntasir ; Bassim, Mohga ; Yousef, Tarek Tawfik ; Mahmood, Haider. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:24:p:6565-:d:461230. Full description at Econpapers || Download paper | |
2020 | Big Data for Energy Management and Energy-Efficient Buildings. (2020). Marinakis, Vangelis . In: Energies. RePEc:gam:jeners:v:13:y:2020:i:7:p:1555-:d:337630. Full description at Econpapers || Download paper | |
2020 | The Impact of Imperfect Weather Forecasts on Wind Power Forecasting Performance: Evidence from Two Wind Farms in Greece. (2020). Nikolopoulos, Konstantinos ; Petropoulos, Fotios ; Spiliotis, Evangelos. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:8:p:1880-:d:344678. Full description at Econpapers || Download paper | |
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2020 | Neural Network Models for Empirical Finance. (2020). Olmo, Jose ; Mancini, Tullio ; Calvo-Pardo, Hector F. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:265-:d:437692. Full description at Econpapers || Download paper |
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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 | |
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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 | Detecting Imbalances in House Prices: What Goes Up Must Come Down?. (2019). Anundsen, Andre K. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:121:y:2019:i:4:p:1587-1619. Full description at Econpapers || Download paper | |
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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 | |
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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 | 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 | Digital currency forecasting with chaotic meta-heuristic bio-inspired signal processing techniques. (2019). Bekiros, Stelios ; Altan, Ayta ; Karasu, Sekin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:126:y:2019:i:c:p:325-336. Full description at Econpapers || Download paper | |
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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 | |
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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 | |
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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 | |
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2019 | The Output Gap and Youth Unemployment: An Analysis Based on Okunââ¬â¢s Law. (2019). Seputiene, Janina ; Butkus, Mindaugas. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:4:p:108-:d:283496. Full description at Econpapers || Download paper | |
2019 | Short-Term Electricity Demand Forecasting Using Components Estimation Technique. (2019). Wang, Depeng ; Ali, Sajid ; Iftikhar, Hasnain ; Shah, Ismail. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:13:p:2532-:d:244687. Full description at Econpapers || Download paper | |
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 | |
2019 | Estimation and Simulation of the Transaction Arrival Process in Intraday Electricity Markets. (2019). Ziel, Florian ; Narajewski, Micha. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:23:p:4518-:d:291644. Full description at Econpapers || Download paper | |
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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 |
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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 | |
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2017 | Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons. (2017). Chevillon, Guillaume. In: ESSEC Working Papers. RePEc:ebg:essewp:dr-17010. Full description at Econpapers || Download paper | |
2017 | Investors sentiment in predicting the Effective Federal Funds Rate. (2017). Meshcheryakov, Artem ; Ivanov, Stoyu I. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00751. Full description at Econpapers || Download paper | |
2017 | Google It Up! A Google Trends-based Uncertainty index for the United States and Australia. (2017). Castelnuovo, Efrem ; Tran, Trung Duc. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:149-153. Full description at Econpapers || Download paper | |
2017 | How do daily changes in oil prices affect US monthly industrial output?. (2017). Valadkhani, Abbas ; Smyth, Russell. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:83-90. Full description at Econpapers || Download paper | |
2017 | Use of expert knowledge to anticipate the future: Issues, analysis and directions. (2017). Wright, George ; Bolger, Fergus. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:230-243. Full description at Econpapers || Download paper | |
2017 | Interpreting estimates of forecast bias. (2017). Ericsson, Neil. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:563-568. Full description at Econpapers || Download paper | |
2017 | Real-time inflation forecasting with high-dimensional models: The case of Brazil. (2017). Medeiros, Marcelo. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:679-693. Full description at Econpapers || Download paper | |
2017 | A now-casting model for Canada: Do U.S. variables matter?. (2017). Modugno, Michele ; Bragoli, Daniela. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:786-800. Full description at Econpapers || Download paper | |
2017 | Business tendency surveys and macroeconomic fluctuations. (2017). Scheufele, Rolf ; Kaufmann, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:878-893. Full description at Econpapers || Download paper | |
2017 | Realized volatility forecast of agricultural futures using the HAR models with bagging and combination approaches. (2017). Yang, KE ; Li, Steven ; Chen, Langnan ; Tian, Fengping. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:276-291. Full description at Econpapers || Download paper | |
2017 | Enhancing horizon scanning by utilizing pre-developed scenarios: Analysis of current practice and specification of a process improvement to aid the identification of important ââ¬Ëweak signalsââ¬â¢. (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 | Nowcasting private consumption: traditional indicators, uncertainty measures, and the role of internet search query data. (2017). P̮̩rez, Javier ; Perez, Javier J ; Gil, Mara ; Urtasun, Alberto. In: EcoMod2017. RePEc:ekd:010027:10745. 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 | Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors. (2018). Mertens, Elmar ; McCracken, Michael ; Clark, Todd. In: Working Papers. RePEc:fip:fedcwq:171501. Full description at Econpapers || Download paper | |
2017 | How Biased Are U.S. Government Forecasts of the Federal Debt?. (2017). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1189. Full description at Econpapers || Download paper | |
2017 | Macroeconomic nowcasting and forecasting with big data. (2017). Tambalotti, Andrea ; Sbordone, Argia ; Giannone, Domenico ; Bok, Brandyn ; Caratelli, Daniele. In: Staff Reports. RePEc:fip:fednsr:830. Full description at Econpapers || Download paper | |
2017 | Evaluating Forecasts, Narratives and Policy Using a Test of Invariance. (2017). Martinez, Andrew ; Hendry, David ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:39-:d:110547. Full description at Econpapers || Download paper | |
2017 | How Biased Are U.S. Government Forecasts of the Federal Debt?. (2017). Ericsson, Neil. In: Working Papers. RePEc:gwc:wpaper:2017-001. Full description at Econpapers || Download paper | |
2017 | Predicting the Equity Market with Option Implied Variables. (2017). Prokopczuk, Marcel ; Simen, Chardin Wese ; Tharann, Bjorn. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-619. Full description at Econpapers || Download paper | |
2017 | A Comparison Study of Copula Models for Europea Financial Index Returns. (2017). Tofoli, Paula V ; Candido, Osvaldo ; Ziegelmann, Flavio A. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:10:p:155-178. Full description at Econpapers || Download paper | |
2017 | Nowcasting: Identifying German Cyclical Turning Points. (2017). Boulier, Bryan ; Herman, Stekler ; Bryan, Boulier ; Kevin, Kovacs. In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:237:y:2017:i:4:p:329-341:n:4. Full description at Econpapers || Download paper | |
2017 | Leverage and Deepening. Business Cycle Skewness. (2017). Santoro, Emiliano ; Ravn, Soren Hove ; Jensen, Henrik. In: Discussion Papers. RePEc:kud:kuiedp:1717. Full description at Econpapers || Download paper | |
2017 | Forecasting stock market returns by summing the frequency-decomposed parts. (2017). Verona, Fabio ; Faria, Gonalo. In: CEF.UP Working Papers. RePEc:por:cetedp:1702. Full description at Econpapers || Download paper | |
2017 | Automatic Signal Extraction for Stationary and Non-Stationary Time Series by Circulant SSA. (2017). Poncela, Pilar ; Bogalo, Juan ; Senra, Eva . In: MPRA Paper. RePEc:pra:mprapa:76023. Full description at Econpapers || Download paper | |
2017 | Model Averaging and its Use in Economics. (2017). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:81568. Full description at Econpapers || Download paper | |
2017 | Normaler Abschwung oder schwere Rezession? Ein neues Modell 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 |