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IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1985 | 0 | 39 | 39 | 0 | 1 | 0 | 1 | |||||||||||
1986 | 0 | 77 | 116 | 0 | 6 | 0 | 4 | |||||||||||
1987 | 0 | 60 | 176 | 0 | 6 | 0 | 2 | |||||||||||
1988 | 0 | 89 | 265 | 0 | 9 | 0 | ||||||||||||
1989 | 0 | 97 | 362 | 0 | 12 | 0 | ||||||||||||
1990 | 0.01 | 0.1 | 0.04 | 0.03 | 75 | 437 | 521 | 17 | 17 | 186 | 2 | 362 | 10 | 0 | 5 | 0.07 | 0.05 | |
1991 | 0.02 | 0.1 | 0.04 | 0.03 | 62 | 499 | 362 | 19 | 36 | 172 | 3 | 398 | 12 | 0 | 0 | 0.05 | ||
1992 | 0.04 | 0.11 | 0.04 | 0.04 | 90 | 589 | 1217 | 23 | 60 | 137 | 5 | 383 | 15 | 0 | 0 | 0.05 | ||
1993 | 0.05 | 0.13 | 0.04 | 0.03 | 79 | 668 | 766 | 27 | 88 | 152 | 7 | 413 | 13 | 0 | 0 | 0.06 | ||
1994 | 0.02 | 0.14 | 0.04 | 0.05 | 70 | 738 | 487 | 26 | 115 | 169 | 3 | 403 | 19 | 0 | 2 | 0.03 | 0.06 | |
1995 | 0.08 | 0.22 | 0.17 | 0.1 | 61 | 799 | 546 | 136 | 252 | 149 | 12 | 376 | 39 | 80 | 58.8 | 9 | 0.15 | 0.1 |
1996 | 0.15 | 0.25 | 0.23 | 0.16 | 65 | 864 | 425 | 195 | 450 | 131 | 20 | 362 | 57 | 96 | 49.2 | 2 | 0.03 | 0.12 |
1997 | 0.1 | 0.24 | 0.17 | 0.15 | 67 | 931 | 1587 | 159 | 610 | 126 | 13 | 365 | 55 | 56 | 35.2 | 11 | 0.16 | 0.11 |
1998 | 0.1 | 0.28 | 0.24 | 0.16 | 35 | 966 | 869 | 229 | 842 | 132 | 13 | 342 | 55 | 66 | 28.8 | 1 | 0.03 | 0.13 |
1999 | 0.31 | 0.3 | 0.35 | 0.23 | 39 | 1005 | 720 | 347 | 1190 | 102 | 32 | 298 | 69 | 63 | 18.2 | 6 | 0.15 | 0.15 |
2000 | 0.41 | 0.35 | 0.27 | 0.27 | 59 | 1064 | 1369 | 279 | 1472 | 74 | 30 | 267 | 73 | 83 | 29.7 | 6 | 0.1 | 0.16 |
2001 | 0.32 | 0.38 | 0.26 | 0.31 | 45 | 1109 | 651 | 280 | 1756 | 98 | 31 | 265 | 82 | 71 | 25.4 | 16 | 0.36 | 0.17 |
2002 | 0.32 | 0.41 | 0.28 | 0.4 | 58 | 1167 | 693 | 326 | 2084 | 104 | 33 | 245 | 97 | 87 | 26.7 | 34 | 0.59 | 0.21 |
2003 | 0.52 | 0.44 | 0.44 | 0.53 | 81 | 1248 | 938 | 533 | 2638 | 103 | 54 | 236 | 124 | 156 | 29.3 | 15 | 0.19 | 0.22 |
2004 | 0.43 | 0.49 | 0.42 | 0.48 | 69 | 1317 | 1595 | 547 | 3193 | 139 | 60 | 282 | 135 | 95 | 17.4 | 25 | 0.36 | 0.22 |
2005 | 0.53 | 0.5 | 0.65 | 0.55 | 67 | 1384 | 1572 | 899 | 4093 | 150 | 79 | 312 | 171 | 108 | 12 | 28 | 0.42 | 0.23 |
2006 | 0.68 | 0.5 | 0.75 | 0.54 | 63 | 1447 | 1984 | 1076 | 5177 | 136 | 93 | 320 | 173 | 502 | 46.7 | 24 | 0.38 | 0.23 |
2007 | 0.87 | 0.46 | 0.59 | 0.59 | 63 | 1510 | 1071 | 893 | 6071 | 130 | 113 | 338 | 201 | 142 | 15.9 | 39 | 0.62 | 0.2 |
2008 | 1.15 | 0.49 | 0.65 | 0.84 | 64 | 1574 | 1534 | 1013 | 7090 | 126 | 145 | 343 | 287 | 145 | 14.3 | 44 | 0.69 | 0.23 |
2009 | 0.88 | 0.47 | 0.63 | 0.9 | 72 | 1646 | 1260 | 1030 | 8130 | 127 | 112 | 326 | 295 | 108 | 10.5 | 38 | 0.53 | 0.23 |
2010 | 1.02 | 0.48 | 0.66 | 0.92 | 75 | 1721 | 982 | 1127 | 9269 | 136 | 139 | 329 | 304 | 139 | 12.3 | 13 | 0.17 | 0.21 |
2011 | 1.07 | 0.52 | 0.92 | 1.06 | 148 | 1869 | 1540 | 1697 | 10980 | 147 | 157 | 337 | 356 | 457 | 26.9 | 132 | 0.89 | 0.24 |
2012 | 0.67 | 0.51 | 0.77 | 0.82 | 64 | 1933 | 2155 | 1477 | 12467 | 223 | 150 | 422 | 347 | 96 | 6.5 | 39 | 0.61 | 0.22 |
2013 | 0.92 | 0.56 | 0.88 | 0.98 | 56 | 1989 | 949 | 1735 | 14214 | 212 | 194 | 423 | 414 | 194 | 11.2 | 39 | 0.7 | 0.24 |
2014 | 1.72 | 0.55 | 1.07 | 1.22 | 77 | 2066 | 2100 | 2203 | 16419 | 120 | 206 | 415 | 506 | 194 | 8.8 | 112 | 1.45 | 0.23 |
2015 | 1.89 | 0.55 | 1.09 | 1.2 | 81 | 2147 | 1017 | 2340 | 18763 | 133 | 252 | 420 | 504 | 244 | 10.4 | 78 | 0.96 | 0.23 |
2016 | 1.95 | 0.53 | 1.19 | 1.4 | 102 | 2249 | 1521 | 2663 | 21434 | 158 | 308 | 426 | 595 | 326 | 12.2 | 137 | 1.34 | 0.21 |
2017 | 1.48 | 0.55 | 1.14 | 1.69 | 76 | 2325 | 889 | 2645 | 24088 | 183 | 271 | 380 | 641 | 281 | 10.6 | 49 | 0.64 | 0.21 |
2018 | 1.72 | 0.57 | 1.2 | 1.67 | 52 | 2377 | 619 | 2830 | 26938 | 178 | 306 | 392 | 654 | 156 | 5.5 | 37 | 0.71 | 0.24 |
2019 | 1.91 | 0.6 | 1.45 | 1.86 | 128 | 2505 | 789 | 3634 | 30579 | 128 | 245 | 388 | 722 | 490 | 13.5 | 87 | 0.68 | 0.24 |
2020 | 1.96 | 0.73 | 1.57 | 1.84 | 98 | 2603 | 589 | 4085 | 34672 | 180 | 353 | 439 | 807 | 498 | 12.2 | 137 | 1.4 | 0.34 |
2021 | 1.88 | 1.02 | 1.51 | 1.86 | 101 | 2704 | 223 | 4074 | 38746 | 226 | 424 | 456 | 849 | 357 | 8.8 | 104 | 1.03 | 0.38 |
IF: | Two years Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for all series in RePEc in year y |
CIF: | Cumulative impact factor |
IF5: | Five years Impact Factor: C5Y / D5Y |
DOC: | Number of documents published in year y |
CDO: | Cumulative number of documents published until year y |
CIT: | Number of citations to papers published in year y |
NCI: | Number of citations in year y |
CCU: | Cumulative number of citations to papers published until year y |
D2Y: | Number of articles published in y-1 plus y-2 |
C2Y: | Cites in y to articles published in y-1 plus y-2 |
D5Y: | Number of articles published in y-1 until y-5 |
C5Y: | Cites in y to articles published in y-1 until y-5 |
SC: | selft citations in y to articles published in y-1 plus y-2 |
%SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
CiY: | Cites in year y to documents published in year y |
II: | Immediacy Index: CiY / Documents. |
AII: | Average Immediacy Index for series in RePEc in year y |
# | 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 | 1409 |
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 | 1039 |
3 | 1986 | Forecasting with Bayesian vector autoregressions -- Five years of experience : Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38. (1986). Litterman, Robert. In: International Journal of Forecasting. RePEc:eee:intfor:v:2:y:1986:i:4:p:497-498c. Full description at Econpapers || Download paper | 819 |
4 | 1989 | Combining forecasts: A review and annotated bibliography. (1989). Clemen, Robert T.. In: International Journal of Forecasting. RePEc:eee:intfor:v:5:y:1989:i:4:p:559-583. Full description at Econpapers || Download paper | 646 |
5 | 2006 | Another look at measures of forecast accuracy. (2006). Hyndman, Rob ; Koehler, Anne B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:4:p:679-688. Full description at Econpapers || Download paper | 555 |
6 | 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 | 466 |
7 | 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 | 445 |
8 | 2000 | The M3-Competition: results, conclusions and implications. (2000). Hibon, Michele ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476. Full description at Econpapers || Download paper | 373 |
9 | 1998 | Forecasting with artificial neural networks:: The state of the art. (1998). Patuwo, Eddy B. ; Hu, Michael Y. ; Zhang, Guoqiang. In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:1:p:35-62. Full description at Econpapers || Download paper | 371 |
10 | 2010 | Comparing and evaluating Bayesian predictive distributions of asset returns. (2010). Geweke, John ; amisano, gianni. In: International Journal of Forecasting. RePEc:eee:intfor:v:26:y::i:2:p:216-230. Full description at Econpapers || Download paper | 268 |
11 | 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 | 246 |
12 | 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 | 237 |
13 | 1999 | The Delphi technique as a forecasting tool: issues and analysis. (1999). Rowe, Gene ; Wright, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:15:y:1999:i:4:p:353-375. Full description at Econpapers || Download paper | 213 |
14 | 2007 | Combining density forecasts. (2007). Mitchell, James ; Hall, Stephen. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:1:p:1-13. Full description at Econpapers || Download paper | 205 |
15 | 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 | 196 |
16 | 2014 | Evaluating early warning indicators of banking crises: Satisfying policy requirements. (2014). Juselius, John ; Drehmann, Mathias. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:759-780. Full description at Econpapers || Download paper | 190 |
17 | 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 | 189 |
18 | 2006 | Modelling and forecasting the diffusion of innovation - A 25-year review. (2006). Islam, Towhidul ; Meade, Nigel. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:519-545. Full description at Econpapers || Download paper | 182 |
19 | 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 | 174 |
20 | 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 | 171 |
21 | 2016 | Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond. (2016). Hyndman, Rob ; Hong, Tao ; Pinson, Pierre ; Troccoli, Alberto ; Zareipour, Hamidreza ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:896-913. Full description at Econpapers || Download paper | 166 |
22 | 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 | 165 |
23 | 2006 | 25 years of time series forecasting. (2006). Hyndman, Rob ; Gooijer, Jan G.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:443-473. Full description at Econpapers || Download paper | 165 |
24 | 2011 | MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:2:p:529-542. Full description at Econpapers || Download paper | 163 |
25 | 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 | 163 |
26 | 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 | 161 |
27 | 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 | 159 |
28 | 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 | 152 |
29 | 2008 | The financial analyst forecasting literature: A taxonomy with suggestions for further research. (2008). Shane, Philip ; Ramnath, Sundaresh ; ROCK, STEVE. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:1:p:34-75. Full description at Econpapers || Download paper | 151 |
30 | 2000 | Out-of-sample tests of forecasting accuracy: an analysis and review. (2000). Tashman, Leonard J.. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:437-450. Full description at Econpapers || Download paper | 144 |
31 | 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 | 140 |
32 | 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 | 137 |
33 | 2009 | Forecasting exchange rates with a large Bayesian VAR. (2009). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, G.. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:2:p:400-417. Full description at Econpapers || Download paper | 135 |
34 | 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 | 135 |
35 | 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 | 132 |
36 | 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 | 131 |
37 | 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 | 130 |
38 | 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 | 130 |
39 | 1993 | Betting on trends: Intuitive forecasts of financial risk and return. (1993). De Bondt, Werner P. M., . In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:355-371. Full description at Econpapers || Download paper | 125 |
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 | 117 |
41 | 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 | 117 |
42 | 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 | 111 |
43 | 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 | 111 |
44 | 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 | 110 |
45 | 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 | 110 |
46 | 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 | 109 |
47 | 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 | 105 |
48 | 1993 | Accuracy measures: theoretical and practical concerns. (1993). Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:4:p:527-529. Full description at Econpapers || Download paper | 102 |
49 | 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 | 102 |
50 | 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 | 101 |
# | 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 | 787 |
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 | 224 |
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 | 181 |
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 | 178 |
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 | 128 |
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 | 94 |
7 | 1986 | Forecasting with Bayesian vector autoregressions -- Five years of experience : Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38. (1986). Litterman, Robert. In: International Journal of Forecasting. RePEc:eee:intfor:v:2:y:1986:i:4:p:497-498c. Full description at Econpapers || Download paper | 92 |
8 | 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 | 80 |
9 | 1998 | Forecasting with artificial neural networks:: The state of the art. (1998). Patuwo, Eddy B. ; Hu, Michael Y. ; Zhang, Guoqiang. In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:1:p:35-62. Full description at Econpapers || Download paper | 79 |
10 | 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 | 79 |
11 | 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 | 76 |
12 | 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 | 75 |
13 | 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 | 75 |
14 | 2020 | The M4 Competition: 100,000 time series and 61 forecasting methods. (2020). Assimakopoulos, Vassilios ; Spiliotis, Evangelos ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:54-74. Full description at Econpapers || Download paper | 68 |
15 | 2014 | Evaluating early warning indicators of banking crises: Satisfying policy requirements. (2014). Juselius, John ; Drehmann, Mathias. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:759-780. Full description at Econpapers || Download paper | 68 |
16 | 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 | 67 |
17 | 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 | 67 |
18 | 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 | 58 |
19 | 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 | 53 |
20 | 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 |
21 | 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 | 50 |
22 | 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 | 49 |
23 | 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 | 48 |
24 | 2020 | The impact of sentiment and attention measures on stock market volatility. (2020). Audrino, Francesco ; Ballinari, Daniele ; Sigrist, Fabio. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:334-357. Full description at Econpapers || Download paper | 48 |
25 | 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 | 47 |
26 | 2020 | Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks. (2020). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:933-948. Full description at Econpapers || Download paper | 46 |
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 | 45 |
28 | 2011 | MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:529-542. Full description at Econpapers || Download paper | 45 |
29 | 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 | 44 |
30 | 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 | 43 |
31 | 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 | 43 |
32 | 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 | 41 |
33 | 2019 | Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO. (2019). Weron, RafaÃ
â ; Marcjasz, Grzegorz ; Uniejewski, Bartosz . In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1533-1547. Full description at Econpapers || Download paper | 39 |
34 | 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 | 39 |
35 | 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 | 39 |
36 | 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 |
37 | 2019 | Online big data-driven oil consumption forecasting with Google trends. (2019). Yu, Lean ; Yang, Zebin ; Tang, Ling ; Zhao, Yaqing. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:213-223. Full description at Econpapers || Download paper | 36 |
38 | 2008 | Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models. (2008). Weron, RafaÃ
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39 | 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 | 35 |
40 | 2019 | Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives. (2019). Shin, Minchul ; Diebold, Francis X. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1679-1691. Full description at Econpapers || Download paper | 34 |
41 | 2014 | Global Energy Forecasting Competition 2012. (2014). Hong, Tao ; Pinson, Pierre ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:2:p:357-363. Full description at Econpapers || Download paper | 34 |
42 | 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 | 33 |
43 | 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 | 33 |
44 | 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 | 33 |
45 | 2016 | Additive models and robust aggregation for GEFCom2014 probabilistic electric load and electricity price forecasting. (2016). Gaillard, Pierre ; Nedellec, Raphael ; Goude, Yannig . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1038-1050. Full description at Econpapers || Download paper | 33 |
46 | 1993 | Accuracy measures: theoretical and practical concerns. (1993). Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:4:p:527-529. Full description at Econpapers || Download paper | 33 |
47 | 2012 | Benchmarking regression algorithms for loss given default modeling. (2012). Baesens, Bart ; Brown, Iain ; Loterman, Gert ; Martens, David ; Mues, Christophe . In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:1:p:161-170. Full description at Econpapers || Download paper | 32 |
48 | 2017 | VARX-L: Structured regularization for large vector autoregressions with exogenous variables. (2017). Nicholson, William B ; Bien, Jacob ; Matteson, David S. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:627-651. Full description at Econpapers || Download paper | 32 |
49 | 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 | 31 |
50 | 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 | 31 |
Year | Title | |
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2021 | Dynamic time scan forecasting for multi-step wind speed prediction. (2021). Ruiz-Cardenas, Ramiro ; Costa, Marcelo Azevedo ; Prates, Marcos Oliveira ; Mineti, Leandro Brioschi. In: Renewable Energy. RePEc:eee:renene:v:177:y:2021:i:c:p:584-595. Full description at Econpapers || Download paper | |
2021 | Principles and algorithms for forecasting groups of time series: Locality and globality. (2021). Hyndman, Rob ; Montero-Manso, Pablo. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1632-1653. Full description at Econpapers || Download paper | |
2021 | Review of meta-heuristic algorithms for wind power prediction: Methodologies, applications and challenges. (2021). Tang, Yong ; Pei, Ming ; Dai, Binhua ; Zhao, Yongning ; Ye, Lin ; Lu, Peng. In: Applied Energy. RePEc:eee:appene:v:301:y:2021:i:c:s0306261921008369. Full description at Econpapers || Download paper | |
2021 | Multivariate Analysis of Cryptocurrencies. (2021). Candila, Vincenzo. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:3:p:28-:d:586873. Full description at Econpapers || Download paper | |
2021 | Identifying the Role of Gold on Sustainable Investment in Indonesia: The DCC-GARCH Approach. (2021). Huruta, Andrian Dolfriandra ; Nugroho, Bayu Adi ; Robiyanto, Robiyanto ; Suyanto, Suyanto ; Frensidy, Budi. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:3:p:119-:d:620561. Full description at Econpapers || Download paper | |
2021 | Improving Hotel Room Demand Forecasts for Vienna across Hotel Classes and Forecast Horizons: Single Models and Combination Techniques Based on Encompassing Tests. (2021). Gunter, Ulrich. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:4:p:54-919:d:689837. Full description at Econpapers || Download paper | |
2021 | Multivariate Analysis of Energy Commodities during the COVID-19 Pandemic: Evidence from a Mixed-Frequency Approach. (2021). Morelli, Giacomo ; Candila, Vincenzo ; Andreani, Mila ; Petrella, Lea. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:8:p:144-:d:612252. Full description at Econpapers || Download paper | |
2021 | Does the Choice of Realized Covariance Measures Empirically Matter? A Bayesian Density Prediction Approach. (2021). Yang, Qiao ; Liu, Jia ; Jin, Xin. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:4:p:45-:d:695927. Full description at Econpapers || Download paper | |
2021 | Bayesian VAR forecasts, survey information, and structural change in the euro area. (2021). Ganics, Gergely ; Odendahl, Florens. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:971-999. Full description at Econpapers || Download paper | |
2021 | The COVID-19 shock and challenges for time series models. (2021). Hartwig, Benny ; Bobeica, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20212558. Full description at Econpapers || Download paper | |
2021 | Does judgment improve macroeconomic density forecasts?. (2021). Mitchell, James ; Garratt, Anthony ; Galvo, Ana Beatriz. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1247-1260. Full description at Econpapers || Download paper | |
2021 | Do inflation expectations improve model-based inflation forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Banbura, Marta ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212604. Full description at Econpapers || Download paper | |
2021 | Whose Inflation Expectations Best Predict Inflation?. (2021). Verbrugge, Randal ; Zaman, Saeed. In: Economic Commentary. RePEc:fip:fedcec:93256. Full description at Econpapers || Download paper | |
2021 | Do inflation expectations improve model-based inflation Forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Babura, Marta. In: Working Papers. RePEc:bde:wpaper:2138. Full description at Econpapers || Download paper | |
2021 | Do inflation expectations improve model-based inflation forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Banbura, Marta ; Babura, Marta. In: Discussion Papers. RePEc:zbw:bubdps:482021. Full description at Econpapers || Download paper | |
2021 | Modeling Judgment in Macroeconomic Forecasts. (2021). Franses, Philip Hans. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:19:y:2021:i:1:d:10.1007_s40953-021-00277-5. Full description at Econpapers || Download paper | |
2021 | A Large Bayesian VAR of the United States Economy. (2021). Sbordone, Argia ; Giannone, Domenico ; Eusepi, Stefano ; Crump, Richard ; Qian, Eric. In: Staff Reports. RePEc:fip:fednsr:92983. Full description at Econpapers || Download paper | |
2021 | How useful is external information from professional forecasters? Conditional forecasts in large factor models. (2021). Hauber, Philipp. In: EconStor Preprints. RePEc:zbw:esprep:251469. Full description at Econpapers || Download paper | |
2021 | Stochastic model specification in Markov switching vector error correction models. (2021). Huber, Florian ; Niko, Hauzenberger ; Thomas, Zorner ; Michael, Pfarrhofer ; Florian, Huber. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:17:n:7. Full description at Econpapers || Download paper | |
2021 | 30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial. (2021). Ruiz, Esther ; Pea, Daniel ; Escribano, Alvaro. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1333-1337. Full description at Econpapers || Download paper | |
2021 | On the effectiveness of the European Central Bankâs conventional and unconventional policies under uncertainty. (2021). Pfarrhofer, Michael ; Stelzer, Anna ; Hauzenberger, Niko. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:822-845. Full description at Econpapers || Download paper | |
2021 | Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs. (2021). Koop, Gary ; Hou, Chenghan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0100. Full description at Econpapers || Download paper | |
2021 | Fan charts 2.0: flexible forecast distributions with expert judgement. (2021). Sokol, Andrej. In: Working Paper Series. RePEc:ecb:ecbwps:20212624. Full description at Econpapers || Download paper | |
2021 | Non-Classical Approach to Identifying Groups of Countries Based on Open Innovation Indicators. (2021). Zemskova, Elena ; Yegina, Natalia ; Baboshkin, Pavel ; Yuksel, Serhat ; Stepanova, Diana. In: JOItmC. RePEc:gam:joitmc:v:7:y:2021:i:1:p:77-:d:506999. Full description at Econpapers || Download paper | |
2021 | Growth Forecasts vs. Realizations: The Role of Stimulus and Stringency Measures during the Pandemic. (2021). Gudum, Melis. In: MPRA Paper. RePEc:pra:mprapa:108447. Full description at Econpapers || Download paper | |
2021 | Impacto de la polÃtica de empleo juvenil en la disminución del desempleo en los paÃses de la Unión Europea, perÃodo 2002-2017. (2021). Cuesta, Lizeth. In: MPRA Paper. RePEc:pra:mprapa:111026. Full description at Econpapers || Download paper | |
2021 | Predictability dynamics of multifactor-influenced installed capacity: A perspective of country clustering. (2021). Li, Jianping ; Hao, Jun ; Sun, Xiaolei ; Feng, Qianqian. In: Energy. RePEc:eee:energy:v:214:y:2021:i:c:s0360544220319381. Full description at Econpapers || Download paper | |
2021 | Efficiency of Tanzanias foreign exchange market. (2021). Kazungu, Khatibu ; Epaphra, Manamba. In: African Development Review. RePEc:bla:afrdev:v:33:y:2021:i:2:p:368-381. Full description at Econpapers || Download paper | |
2021 | Applying Google Trendsââ¬â¢ Search Popularity Indicator to Professional Cycling. (2021). Rousseau, Sandra ; Genoe, Alexander. In: Journal of Sports Economics. RePEc:sae:jospec:v:22:y:2021:i:4:p:459-485. Full description at Econpapers || Download paper | |
2021 | Determinants of football TV audience: The straight and ancillary effects of the presence of the local team on the FIFA world cup. (2021). Buzeta, Cristian ; Alvarez, Isabel ; Manzur, Enrique ; Uribe, Rodrigo . In: Journal of Business Research. RePEc:eee:jbrese:v:127:y:2021:i:c:p:454-463. Full description at Econpapers || Download paper | |
2021 | Evaluating strange forecasts: The curious case of football match scorelines. (2021). Singleton, Carl ; Reade, J ; Brown, Alasdair. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:2:p:261-285. Full description at Econpapers || Download paper | |
2021 | Modelling uncertainty in financial tail risk: a forecasting combination and weighted quantile approach. (2021). Wang, Chao ; Storti, Giuseppe. In: Papers. RePEc:arx:papers:2104.04918. Full description at Econpapers || Download paper | |
2021 | Nonparametric Expected Shortfall Forecasting Incorporating Weighted Quantiles. (2020). Wang, Chao ; Storti, Giuseppe. In: Papers. RePEc:arx:papers:2005.04868. Full description at Econpapers || Download paper | |
2021 | Information content of liquidity and volatility measures. (2021). BÄdowska-Sójka, Barbara ; Bdowska-Sojka, Barbara ; Kliber, Agata. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:563:y:2021:i:c:s0378437120307627. Full description at Econpapers || Download paper | |
2021 | Forecast encompassing tests for the expected shortfall. (2021). Schnaitmann, Julie ; Dimitriadis, Timo. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:604-621. Full description at Econpapers || Download paper | |
2021 | Comparison of the accuracy in VaR forecasting for commodities using different methods of combining forecasts. (2021). Chlebus, Marcin ; Lis, Szymon. In: Working Papers. RePEc:war:wpaper:2021-11. Full description at Econpapers || Download paper | |
2021 | Dynamic Large Financial Networks via Conditional Expected Shortfalls. (2021). Caporin, Massimiliano ; Maillet, Bertrand ; Bonaccolto, Giovanni. In: Post-Print. RePEc:hal:journl:hal-03287947. Full description at Econpapers || Download paper | |
2021 | Forecasting of customer demands for production planning by local k-nearest neighbor models. (2021). Freitag, Michael ; Kuck, Mirko. In: International Journal of Production Economics. RePEc:eee:proeco:v:231:y:2021:i:c:s092552732030205x. Full description at Econpapers || Download paper | |
2021 | Forecasting Brazilian mortality rates due to occupational accidents using autoregressive moving average approaches. (2021). Rockenbach, Dinei A ; Guerra, Renata Rojas ; Zanini, Roselaine Ruviaro ; Melchior, Cristiane. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:825-837. Full description at Econpapers || Download paper | |
2021 | Forecasting a customers Next Time Under Safety Stock. (2021). Trepanier, Martin ; Agard, Bruno ; Ducharme, Corey. In: International Journal of Production Economics. RePEc:eee:proeco:v:234:y:2021:i:c:s0925527321000207. Full description at Econpapers || Download paper | |
2021 | The Wisdom of the Data: Getting the Most Out of Univariate Time Series Forecasting. (2021). Spiliotis, Evangelos ; Petropoulos, Fotios. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:3:p:29-497:d:580455. Full description at Econpapers || Download paper | |
2021 | Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections. (2019). Diebold, Francis ; Rudebusch, Glenn D. In: Papers. RePEc:arx:papers:1912.10774. Full description at Econpapers || Download paper | |
2021 | Learning from Forecast Errors: A New Approach to Forecast Combinations. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.02077. Full description at Econpapers || Download paper | |
2021 | Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data. (2021). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2021-02. Full description at Econpapers || Download paper | |
2021 | Depth-Weighted Forecast Combination: Application to COVID-19 Cases. (2021). Lee, Yoonseok ; Sul, Donggyu. In: Center for Policy Research Working Papers. RePEc:max:cprwps:238. Full description at Econpapers || Download paper | |
2021 | Treating and Pruning: New approaches to forecasting model selection and combination using prediction intervals. (2021). Jeon, Jooyoung ; Cyrino, Fernando Luiz ; Meira, Erick. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:547-568. Full description at Econpapers || Download paper | |
2021 | Forecasting UK GDP growth with large survey panels. (2021). Kapetanios, George ; Kalamara, Eleni ; Anesti, Nikoleta. In: Bank of England working papers. RePEc:boe:boeewp:0923. Full description at Econpapers || Download paper | |
2021 | Are disagreements agreeable? Evidence from information aggregation. (2021). Li, Jiangyuan ; Huang, Dashan ; Wang, Liyao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:83-101. Full description at Econpapers || Download paper | |
2021 | Improving Wind Power Forecasts: Combination through Multivariate Dimension Reduction Techniques. (2021). Poncela, Pilar ; Poncela-Blanco, Marta. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:5:p:1446-:d:512064. Full description at Econpapers || Download paper | |
2021 | No-Regret Forecasting with Egalitarian Committees. (2021). Su, Jiun-Hua. In: Papers. RePEc:arx:papers:2109.13801. Full description at Econpapers || Download paper | |
2021 | Deep Learning for Individual Heterogeneity. (2020). Misra, Sanjog ; Liang, Tengyuan ; Farrell, Max H. In: Papers. RePEc:arx:papers:2010.14694. Full description at Econpapers || Download paper | |
2021 | Forecasting multiparty by-elections using Dirichlet regression. (2021). Hanretty, Chris. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1666-1676. Full description at Econpapers || Download paper | |
2021 | Nowcasting and forecasting GDP growth with machine-learning sentiment indicators.. (2021). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: IREA Working Papers. RePEc:ira:wpaper:202103. Full description at Econpapers || Download paper | |
2021 | On the link between the shadow economy and stock market development: An asymmetry analysis. (2021). Hayes, Linda A ; Stringer, Donna Y ; Hajilee, Massomeh. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:303-316. Full description at Econpapers || Download paper | |
2021 | Nowcasting Russian GDP using forecast combination approach. (2021). Zhemkov, Michael. In: International Economics. RePEc:eee:inteco:v:168:y:2021:i:c:p:10-24. Full description at Econpapers || Download paper | |
2021 | The Utilization of Autoregressive Forecasting Models in Strategic Management. (2021). Ozguven, Mustafa ; Si, Mohamed Yacine ; Gao, Chong Yan. In: International Journal of Science and Business. RePEc:aif:journl:v:5:y:2021:i:7:p:170-185. Full description at Econpapers || Download paper | |
2021 | Reduced Rank Regression Models in Economics and Finance. (2021). Hecq, Alain ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:525. Full description at Econpapers || Download paper | |
2021 | How well do Elo-based ratings predict professional tennis matches?. (2021). Hannah, Gerrard ; Lerato, Dixon ; Chunping, Liu ; Leighton, Vaughan Williams. In: Journal of Quantitative Analysis in Sports. RePEc:bpj:jqsprt:v:17:y:2021:i:2:p:91-105:n:6. Full description at Econpapers || Download paper | |
2021 | Betting on a buzz, mispricing and inefficiency in online sportsbooks. (2021). Singleton, Carl ; Reade, James J ; Ramirez, Philip. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2021-10. Full description at Econpapers || Download paper | |
2021 | A simple linear alternative to multiplicative error models with an application to trading volume. (2021). Clements, Adam ; Volkov, Vladimir ; Hurn, Stan. In: Working Papers. RePEc:tas:wpaper:38716. Full description at Econpapers || Download paper | |
2021 | Using shared sell-through data to forecast wholesaler demand in multi-echelon supply chains. (2021). Verbeke, Wouter ; Guns, Tias ; van Belle, Jente. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:2:p:466-479. Full description at Econpapers || Download paper | |
2021 | Retail sales forecasting with meta-learning. (2021). Fildes, Robert ; Ma, Shaohui. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:1:p:111-128. Full description at Econpapers || Download paper | |
2021 | Forecasting COVID-19 pandemic using optimal singular spectrum analysis. (2021). Kalantari, Mahdi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920309383. Full description at Econpapers || Download paper | |
2021 | Forecasting and planning during a pandemic: COVID-19 growth rates, supply chain disruptions, and governmental decisions. (2021). Vasilakis, Chrysovalantis ; Tsinopoulos, Christos ; Schafers, Andreas ; Punia, Sushil ; Nikolopoulos, Konstantinos. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:1:p:99-115. Full description at Econpapers || Download paper | |
2021 | Forecasting Principles from Experience with Forecasting Competitions. (2021). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:1:p:10-165:d:504406. Full description at Econpapers || Download paper | |
2021 | A novel hybrid model based on Bernstein polynomial with mixture of Gaussians for wind power forecasting. (2021). Zhou, Xiaojun ; Wang, Cong ; Zhang, Hongli ; Dong, Yingchao. In: Applied Energy. RePEc:eee:appene:v:286:y:2021:i:c:s0306261921000921. Full description at Econpapers || Download paper | |
2021 | Kaggle forecasting competitions: An overlooked learning opportunity. (2021). Meldgaard, Jens Peder ; Bojer, Casper Solheim. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:587-603. Full description at Econpapers || Download paper | |
2021 | Gamification to avoid cognitive biases: An experiment of gamifying a forecasting course. (2021). Karpouzis, Kostas ; Legaki, Nikoletta-Zampeta ; Hamari, Juho ; Assimakopoulos, Vassilios. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:167:y:2021:i:c:s0040162521001578. Full description at Econpapers || Download paper | |
2021 | Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Network. (2021). Benchimol, Jonathan ; Caspi, Itamar ; Barkan, Oren ; Koenigstein, Noam ; Hammer, Allon. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2021.06. Full description at Econpapers || Download paper | |
2021 | Investigating the accuracy of cross-learning time series forecasting methods. (2021). Assimakopoulos, Vassilios ; Makridakis, Spyros ; Spiliotis, Evangelos ; Semenoglou, Artemios-Anargyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1072-1084. Full description at Econpapers || Download paper | |
2021 | Dimensionality reduction in forecasting with temporal hierarchies. (2021). Madsen, Henrik ; Moller, Jan K ; Lindstrom, Erik ; Nystrup, Peter. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1127-1146. Full description at Econpapers || Download paper | |
2021 | Déjà vu: A data-centric forecasting approach through time series cross-similarity. (2021). Assimakopoulos, Vassilios ; Li, Feng ; Athiniotis, Nikolaos ; Petropoulos, Fotios ; Spiliotis, Evangelos ; Kang, Yanfei. In: Journal of Business Research. RePEc:eee:jbrese:v:132:y:2021:i:c:p:719-731. Full description at Econpapers || Download paper | |
2021 | Long-Term Natural Gas Consumption Forecasting Based on Analog Method and Fuzzy Decision Tree. (2021). Paliski, Andrzej ; Gawe, Bartomiej. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:16:p:4905-:d:612364. Full description at Econpapers || Download paper | |
2021 | Real-time electricity price forecasting of wind farms with deep neural network transfer learning and hybrid datasets. (2021). Schell, Kristen R ; Yang, Haolin. In: Applied Energy. RePEc:eee:appene:v:299:y:2021:i:c:s0306261921006632. Full description at Econpapers || Download paper | |
2021 | Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach. (2021). Lahiri, Kajal ; Hounyo, Ulrich. In: CREATES Research Papers. RePEc:aah:create:2021-14. Full description at Econpapers || Download paper | |
2021 | Intermittent demand forecasting for spare parts: A Critical review. (2021). Meissner, Joern ; Turrini, Laura ; Pine, Era. In: Omega. RePEc:eee:jomega:v:105:y:2021:i:c:s0305048321001225. Full description at Econpapers || Download paper | |
2021 | Temporal Fusion Transformers for interpretable multi-horizon time series forecasting. (2021). Pfister, Tomas ; Loeff, Nicolas ; Arik, Sercan O ; Lim, Bryan. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1748-1764. Full description at Econpapers || Download paper | |
2021 | Product sales probabilistic forecasting: An empirical evaluation using the M5 competition data. (2021). Assimakopoulos, Vassilios ; Kaltsounis, Anastasios ; Makridakis, Spyros ; Spiliotis, Evangelos. In: International Journal of Production Economics. RePEc:eee:proeco:v:240:y:2021:i:c:s0925527321002139. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | On Comparing Cross-Validated Forecasting Models with a Novel Fuzzy-TOPSIS Metric: A COVID-19 Case Study. (2021). Alves, Francisco Tarcisio ; Dos, Erivelton Antonio ; Borges, Dalton Garcia ; Vasconcelos, Maria Cristina. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:24:p:13599-:d:698410. Full description at Econpapers || Download paper | |
2021 | The science of statistics versus data science: What is the future?. (2021). Vandeput, Nicolas ; Silva, Emmanuel Sirimal ; Beneki, Christina ; Hassani, Hossein ; Madsen, Dag Oivind. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:173:y:2021:i:c:s0040162521005448. Full description at Econpapers || Download paper | |
2021 | A Statistics and Deep Learning Hybrid Method for Multivariate Time Series Forecasting and Mortality Modeling. (2021). van Zyl, Terence L ; Mathonsi, Thabang. In: Forecasting. RePEc:gam:jforec:v:4:y:2021:i:1:p:1-25:d:708917. Full description at Econpapers || Download paper | |
2021 | A reference model for data-driven sales planning: Development of the models framework and functionality. (2021). Rabe, Markus ; Scheidler, Anne Antonia ; Buttner, Daniel. In: Chapters from the Proceedings of the Hamburg International Conference of Logistics (HICL). RePEc:zbw:hiclch:249625. Full description at Econpapers || Download paper | |
2021 | Conventional or additive manufacturing for spare parts management: An extensive comparison for Poisson demand. (2021). Balugani, Elia ; Lolli, Francesco ; Peron, Mirco ; Sgarbossa, Fabio. In: International Journal of Production Economics. RePEc:eee:proeco:v:233:y:2021:i:c:s092552732030342x. Full description at Econpapers || Download paper | |
2021 | The value of installed base information for spare part inventory control. (2021). Boute, Robert N ; Zhu, Sha ; van der Auweraer, Sarah. In: International Journal of Production Economics. RePEc:eee:proeco:v:239:y:2021:i:c:s0925527321001626. Full description at Econpapers || Download paper | |
2021 | Bayesian forecasting with the structural damped trend model. (2021). Tsionas, Mike G. In: International Journal of Production Economics. RePEc:eee:proeco:v:234:y:2021:i:c:s0925527321000220. Full description at Econpapers || Download paper | |
2021 | ARIMA Models in Electrical Load Forecasting and Their Robustness to Noise. (2021). Nazarko, Ukasz ; Chodakowska, Ewa. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:23:p:7952-:d:689993. Full description at Econpapers || Download paper | |
2021 | Box-office forecasting in Korea using search trend data: a modified generalized Bass diffusion model. (2021). Kang, Daekook. In: Electronic Commerce Research. RePEc:spr:elcore:v:21:y:2021:i:1:d:10.1007_s10660-020-09456-7. Full description at Econpapers || Download paper | |
2021 | Economic sentiment during the COVID pandemic: Evidence from search behaviour in the EU. (2021). van der Wielen, Wouter ; Barrios, Salvador. In: Journal of Economics and Business. RePEc:eee:jebusi:v:115:y:2021:i:c:s0148619520304148. Full description at Econpapers || Download paper | |
2021 | Forecasting Spanish unemployment with Google Trends and dimension reduction techniques. (2021). Garcia-Hiernaux, Alfredo ; Mulero, Rodrigo. In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:12:y:2021:i:3:d:10.1007_s13209-021-00231-x. Full description at Econpapers || Download paper | |
2021 | Forecasting building permits with Google Trends. (2021). Pincheira, Pablo ; Coble, David. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:6:d:10.1007_s00181-020-02011-1. Full description at Econpapers || Download paper | |
2021 | Tourism demand forecasting with online news data mining. (2021). Hu, Mingming ; Park, Jinah. In: Annals of Tourism Research. RePEc:eee:anture:v:90:y:2021:i:c:s0160738321001511. Full description at Econpapers || Download paper | |
2021 | Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802. Full description at Econpapers || Download paper | |
2021 | Strength of words: Donald Trumps tweets, sanctions and Russias ruble. (2021). Ledyaeva, Svetlana ; Fedorova, Elena ; Afanasyev, Dmitriy O. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:184:y:2021:i:c:p:253-277. Full description at Econpapers || Download paper | |
2021 | The signaling effects of central bank tone. (2021). Labondance, Fabien ; Hubert, Paul. In: European Economic Review. RePEc:eee:eecrev:v:133:y:2021:i:c:s0014292121000374. Full description at Econpapers || Download paper | |
2021 | A Century of Economic Policy Uncertainty Through the French-Canadian Lens. (2021). Kassem, Alaa ; Bluteau, Keven ; Ardia, David. In: Papers. RePEc:arx:papers:2106.05240. Full description at Econpapers || Download paper | |
2021 | The Impact of the COVID-19 Pandemic on Consumer and Business Confidence Indicators. (2021). Yue, Xiaoguang ; TERESIENE, DEIMANTE ; Liao, Yiyi ; Keliuotyte-Staniuleniene, Greta ; Hu, Siyan ; Pu, Ruihui ; Kanapickiene, Rasa. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:159-:d:529243. Full description at Econpapers || Download paper | |
2021 | News and narratives in financial systems: Exploiting big data for systemic risk assessment. (2021). Tuckett, David ; Kapadia, Sujit ; Nyman, Rickard. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000543. Full description at Econpapers || Download paper | |
2021 | A century of Economic Policy Uncertainty through the FrenchâCanadian lens. (2021). Ardia, David ; Kassem, Alaa ; Bluteau, Keven. In: Economics Letters. RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002159. Full description at Econpapers || Download paper | |
2021 | Facial expressions and the business cycle. (2021). Clements, Adam ; Aromi, Daniel J. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001528. Full description at Econpapers || Download paper | |
2021 | Enrichment of the Banque de Franceâs monthly business survey: lessons from textual analysis of business leadersâ comments. (2021). Martial, Ranvier ; Mathilde, Gerardin. In: Working papers. RePEc:bfr:banfra:821. Full description at Econpapers || Download paper | |
2021 | Nowcasting euro area GDP with news sentiment: a tale of two crises. (2021). Kalamara, Eleni ; Ashwin, Julian ; Saiz, Lorena. In: Working Paper Series. RePEc:ecb:ecbwps:20212616. Full description at Econpapers || Download paper | |
2021 | Do news sentiment and the economic uncertainty caused by public health events impact macroeconomic indicators? Evidence from a TVP-VAR decomposition approach. (2021). Hamori, Shigeyuki ; Zhang, Yulian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:145-162. Full description at Econpapers || Download paper | |
2021 | Shipping sentiment and the dry bulk shipping freight market: New evidence from newspaper coverage. (2021). Jakher, Astha ; Lee, Jasmine Siu ; Bai, Xiwen. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:155:y:2021:i:c:s1366554521002520. Full description at Econpapers || Download paper | |
2021 | Forecasting spread of COVID-19 using google trends: A hybrid GWO-deep learning approach. (2021). Singh, Uttam ; Prasanth, Sikakollu ; PEter, ; Tikkiwal, Vinay Anand ; Kumar, Arun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920307311. Full description at Econpapers || Download paper | |
2021 | Machine Learning and Oil Price Point and Density Forecasting. (2021). Gaglianone, Wagner ; Lin, Yihao ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:544. Full description at Econpapers || Download paper | |
2021 | Forecasting tourism demand with KPCA-based web search indexes. (2021). Qian, Yatong ; Li, Xin ; Xie, Gang ; Wang, Shouyang. In: Tourism Economics. RePEc:sae:toueco:v:27:y:2021:i:4:p:721-743. Full description at Econpapers || Download paper | |
2021 | Forecasting the U.S. oil markets based on social media information during the COVID-19 pandemic. (2021). Zeng, Yu-Rong ; Wang, Sirui ; Wu, Binrong. In: Energy. RePEc:eee:energy:v:226:y:2021:i:c:s0360544221006526. Full description at Econpapers || Download paper | |
2021 | Returns and volatilities of energy futures markets: Roles of speculative and hedging sentiments. (2021). , Bowei ; Chen, Rongda ; Liu, Jia ; Jin, Chenglu ; Wei, BO. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921000909. Full description at Econpapers || Download paper | |
2021 | Forecasting residential electricity consumption using a hybrid machine learning model with online search data. (2021). Chi, Hong ; Gao, Feng ; Shao, Xueyan . In: Applied Energy. RePEc:eee:appene:v:300:y:2021:i:c:s0306261921007947. Full description at Econpapers || Download paper | |
2021 | The effect of web of science subject categories on clustering: the case of data-driven methods in business and economic sciences. (2021). Schlogl, Christian ; Jesenko, Berndt. In: Scientometrics. RePEc:spr:scient:v:126:y:2021:i:8:d:10.1007_s11192-021-04060-4. Full description at Econpapers || Download paper | |
2021 | Google search volumes and the financial markets during the COVID-19 outbreak. (2021). Santagiustina, Carlo ; Iacopini, Matteo ; Costola, Michele. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320316986. Full description at Econpapers || Download paper | |
2021 | Forecasting the stock returns of Chinese oil companies: Can investor attention help?. (2021). Li, Zhao-Chen ; Zhang, Yue-Jun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:531-555. Full description at Econpapers || Download paper | |
2021 | Now-casting Romanian migration into the United Kingdom by using Google Search engine data. (2021). Winiowski, Arkadiusz ; Avramescu, Andreea. In: Demographic Research. RePEc:dem:demres:v:45:y:2021:i:40. Full description at Econpapers || Download paper | |
2021 | Machine learning and oil price point and density forecasting. (2021). Issler, João ; Gaglianone, Wagner ; Cavalcanti, Pedro ; Bonnet, Alexandre ; Lin, Yihao ; Teixeira, Osmani. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003807. Full description at Econpapers || Download paper | |
2021 | A Data-Trait-Driven Rolling Decomposition-Ensemble Model for Gasoline Consumption Forecasting. (2021). Yu, Lean ; Ma, Yueming. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:15:p:4604-:d:604401. Full description at Econpapers || Download paper | |
2021 | Forecasting Internal Migration in Russia Using Google Trends: Evidence from Moscow and Saint Petersburg. (2021). Fantazzini, Dean ; Pushchelenko, Julia ; Kurbatskii, Alexey ; Mironenkov, Alexey. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:4:p:48-803:d:667485. Full description at Econpapers || Download paper | |
2021 | Search and Predictability of Prices in the Housing Market. (2021). Schütte, Erik Christian ; Timmermann, Allan ; Montes, Erik Christian ; Pedersen, Thomas ; Moller, Stig. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15875. Full description at Econpapers || Download paper | |
2021 | A Random Forests Approach to Predicting Clean Energy Stock Prices. (2021). Sadorsky, Perry. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:48-:d:486224. Full description at Econpapers || Download paper | |
2021 | Predicting Gold and Silver Price Direction Using Tree-Based Classifiers. (2021). Sadorsky, Perry. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:198-:d:546254. Full description at Econpapers || Download paper | |
2021 | A systematic literature review about dimensioning safety stock under uncertainties and risks in the procurement process. (2021). Carvalho, Sameiro M ; Cortez, Paulo ; Barros, Julio. In: Operations Research Perspectives. RePEc:eee:oprepe:v:8:y:2021:i:c:s2214716021000142. Full description at Econpapers || Download paper | |
2021 | Two decades of contagion effect on stock markets: Which events are more contagious?. (2021). Smaga, Pawe ; Kurowski, Ukasz ; Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100067x. Full description at Econpapers || Download paper | |
2021 | Unconventional Monetary Policy and Bond Market Connectedness in the New Normal. (2021). Yilmaz, Kamil ; Akovali, Umut. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2101. Full description at Econpapers || Download paper | |
2021 | Mapping the electronic word-of-mouth (eWOM) research: A systematic review and bibliometric analysis. (2021). Kumar, Satish ; Donthu, Naveen ; Mishra, Akanksha ; Pandey, Nitesh. In: Journal of Business Research. RePEc:eee:jbrese:v:135:y:2021:i:c:p:758-773. Full description at Econpapers || Download paper | |
2021 | Export sales forecasting using artificial intelligence. (2021). Nazarpour, Ali ; Toorajipour, Reza ; Oghazi, Pejvak ; Sohrabpour, Vahid. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:163:y:2021:i:c:s0040162520313068. Full description at Econpapers || Download paper | |
2021 | Promoting a novel method for warranty claim prediction based on social network data. (2021). Ashrafzadeh, Mahdi ; Ahmadi, Sadra ; Shokouhyar, Sajjad. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:216:y:2021:i:c:s0951832021005196. Full description at Econpapers || Download paper | |
2021 | Impact of COVID-19 on the Customer End of Retail Supply Chains: A Big Data Analysis of Consumer Satisfaction. (2021). Falatouri, Taha ; Darbanian, Farzaneh ; Brandtner, Patrick ; Udokwu, Chibuzor. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:3:p:1464-:d:490269. Full description at Econpapers || Download paper | |
2021 | Stability in the inefficient use of forecasting systems: A case study in a supply chain company. (2021). Goodwin, Paul ; Fildes, Robert. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:1031-1046. Full description at Econpapers || Download paper | |
2021 | A stochastic differential equation approach to the analysis of the 2017 and 2019 UK general election polls. (2021). Fenner, Trevor ; Levene, Mark. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1227-1234. Full description at Econpapers || Download paper | |
2021 | Data resource profile: The ZEW FMS dataset. (2021). Schroder, Michael ; Bruckbauer, Frank. In: ZEW Discussion Papers. RePEc:zbw:zewdip:21100. Full description at Econpapers || Download paper | |
2021 | BBE: Simulating the Microstructural Dynamics of an In-Play Betting Exchange via Agent-Based Modelling. (2021). Cliff, Dave. In: Papers. RePEc:arx:papers:2105.08310. Full description at Econpapers || Download paper | |
2021 | Implementing the BBE Agent-Based Model of a Sports-Betting Exchange. (2021). Lau-Soto, Roberto ; Keen, James ; Hawkins, James ; Cliff, Dave. In: Papers. RePEc:arx:papers:2108.02419. Full description at Econpapers || Download paper | |
2021 | Horses for courses: Mean-variance for asset allocation and 1/N for stock selection. (2021). Sutcliffe, Charles ; Ye, Xiaoxia ; Platanakis, Emmanouil. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:1:p:302-317. Full description at Econpapers || Download paper | |
2021 | A portfolio strategy of stock market based on mean-MF-X-DMA model. (2021). Wu, Congxin ; Chen, Hongtao ; Ye, Xin ; Wang, Feng. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:143:y:2021:i:c:s0960077920310365. Full description at Econpapers || Download paper | |
2021 | Sticky Stock Market Analysts. (2021). Lorenz, Marco ; Judek, Jan Rene ; Filiz, Ibrahim ; Spiwoks, Markus. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:12:p:593-:d:698283. Full description at Econpapers || Download paper | |
2021 | Variational Bayes approximation of factor stochastic volatility models. (2021). Nott, David ; Kohn, Robert ; Gunawan, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1355-1375. Full description at Econpapers || Download paper | |
2021 | Approximating Bayes in the 21st Century. (2021). Robert, Christian P ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-24. Full description at Econpapers || Download paper | |
2021 | Is Price Level Targeting a Robust Monetary Rule?. (2021). Pearlman, Joseph ; Levine, Paul ; Deak, Szabolcs ; Mirza, Afrasiab. In: Discussion Papers. RePEc:exe:wpaper:2104. Full description at Econpapers || Download paper | |
2021 | Short-term exchange rate forecasting: A panel combination approach. (2021). Wang, Qin ; Liang, Xuanxuan ; Ren, YU. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s104244312100086x. Full description at Econpapers || Download paper | |
2021 | Application of bagging in day-ahead electricity price forecasting and factor augmentation. (2021). Yildirim, Dilem ; Ozen, Kadir. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004448. Full description at Econpapers || Download paper | |
2021 | Developing a Parametric Cash Flow Forecasting Model for Complex Infrastructure Projects: A Comparative Study. (2021). Seneviratne, Krisanthi ; Elghaish, Faris ; Msawil, Mahir ; McIlwaine, Stephen. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:20:p:11305-:d:655258. Full description at Econpapers || Download paper | |
2021 | The Effect of Seeding on Tournament Outcomes: Evidence From a Regression-Discontinuity Design. (2021). Schafmeister, Felix ; Merkus, Erik ; Engist, Oliver. In: Journal of Sports Economics. RePEc:sae:jospec:v:22:y:2021:i:1:p:115-136. Full description at Econpapers || Download paper | |
2021 | Sonic Thunder vs Brian the Snail : Fast-sounding racehorse names and prediction accuracy in betting exchange markets. (2019). Franck, Egon ; Flepp, Raphael ; Merz, Oliver. In: Working Papers. RePEc:zrh:wpaper:384. Full description at Econpapers || Download paper | |
2021 | Sonic Thunder vs. Brian the Snail: Are people affected by uninformative racehorse names?. (2021). Franck, Egon ; Flepp, Raphael ; Merz, Oliver. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:93:y:2021:i:c:s2214804321000641. Full description at Econpapers || Download paper | |
2021 | Are sports betting markets semistrong efficient? Evidence from the COVID-19 pandemic. (2021). Franck, Egon ; Flepp, Raphael ; Meier, Pascal Flurin. In: Working Papers. RePEc:zrh:wpaper:387. Full description at Econpapers || Download paper | |
2021 | Managing performance expectations in association football. (2021). Serbera, Jean-Philippe ; Fry, John ; Wilson, Rob. In: Journal of Business Research. RePEc:eee:jbrese:v:135:y:2021:i:c:p:445-453. Full description at Econpapers || Download paper | |
2021 | Underestimating randomness: Outcome bias in betting exchange markets. (2021). Franck, Egon ; Flepp, Raphael ; Merz, Oliver. In: Working Papers. RePEc:zrh:wpaper:390. Full description at Econpapers || Download paper | |
2021 | Forecasting and trading cryptocurrencies with machine learning under changing market conditions. (2021). Sebastião, Helder ; Godinho, Pedro ; Sebastio, Helder. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-020-00217-x. Full description at Econpapers || Download paper | |
2021 | The efficiency of Bitcoin: A strongly typed genetic programming approach to smart electronic Bitcoin markets. (2021). Urquhart, Andrew ; Manahov, Viktor. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302726. Full description at Econpapers || Download paper | |
2021 | Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China. (2021). Wong, Wing-Keung ; van Hoang, Thi Hong ; Lu, Richard ; Ly, Sel ; Pho, Kim Hung. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s105752192100017x. Full description at Econpapers || Download paper | |
2021 | Linearity extensions of the market model: a case of the top 10 cryptocurrency prices during the pre-COVID-19 and COVID-19 periods. (2021). Neslihanoglu, Serdar. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00247-z. Full description at Econpapers || Download paper | |
2021 | Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty. (2021). Xie, Tian ; Qiu, Yue ; Wang, Zongrun ; Zhang, Xinyu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:179-201. Full description at Econpapers || Download paper | |
2021 | Dynamic Ordering Learning in Multivariate Forecasting. (2021). Lopes, Hedibert F ; Bruno, . In: Papers. RePEc:arx:papers:2101.04164. Full description at Econpapers || Download paper | |
2021 | Bitcoin as an Investment and Hedge Alternative. A DCC MGARCH Model Analysis. (2021). Lansdowne, Nicola Jackman ; el Zein, Samer Ajour ; Rudolf, Karl Oton. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:9:p:154-:d:622085. Full description at Econpapers || Download paper | |
2021 | Cryptocurrencies and blockchain. Overview and future perspectives. (2021). Osorio, Paulo Jose ; Corteso, Pedro Manuel ; Osrio, Paulo Jos ; Correia, Helder Miguel. In: International Journal of Economics and Business Research. RePEc:ids:ijecbr:v:21:y:2021:i:3:p:305-342. Full description at Econpapers || Download paper | |
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2021 | . Full description at Econpapers || Download paper | |
2021 | Returns, volatility and the cryptocurrency bubble of 2017â18. (2021). Cross, Jamie ; Trinh, Kelly ; Hou, Chenghan. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002327. Full description at Econpapers || Download paper | |
2021 | Crisis and the Role of Money in the Real and Financial EconomiesâAn Innovative Approach to Monetary Stimulus. (2021). Culkin, Nigel ; Dini, Paolo ; Simmons, Richard ; Littera, Giuseppe. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:129-:d:520864. Full description at Econpapers || Download paper | |
2021 | Crisis and the role of money in the real and financial economies: an innovative approach to monetary stimulus. (2021). Littera, Giuseppe ; Culkin, Nigel ; Dini, Paolo ; Simmons, Richard. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:110904. Full description at Econpapers || Download paper | |
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2021 | On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities. (2021). Yfanti, S ; Karanasos, M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000111. Full description at Econpapers || Download paper | |
2021 | Expert performance and crowd wisdom: Evidence from English Premier League predictions. (2021). Butler, Robert ; Eakins, John. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:1:p:170-182. Full description at Econpapers || Download paper | |
2021 | Modeling and pricing longevity derivatives using Skellam distribution. (2021). Wang, Chou-Wen ; Liu, I-Chien ; I-Chien Liu, ; Kung, Ko-Lun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:341-354. Full description at Econpapers || Download paper | |
2021 | Interpretable sports team rating models based on the gradient descent algorithm. (2021). Gagolewski, Marek ; Lasek, Jan. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1061-1071. Full description at Econpapers || Download paper | |
2021 | Score-driven time series models. (2021). Harvey, Andrew. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2133. Full description at Econpapers || Download paper | |
2021 | Evaluating probabilistic forecasts of football matches: the case against the ranked probability score. (2021). Wheatcroft, Edward. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:111494. Full description at Econpapers || Download paper | |
2021 | Forecasting the Olympic medal distribution during a pandemic: a socio-economic machine learning model. (2020). Schreyer, Dominik ; Schlembach, Christoph ; Wunderlich, Linus ; Schmidt, Sascha L. In: Papers. RePEc:arx:papers:2012.04378. Full description at Econpapers || Download paper | |
2021 | Playersâ Role-Based Performance Composite Indicators of Soccer Teams: A Statistical Perspective. (2021). Pasca, Paola ; Ciavolino, Enrico ; Carpita, Maurizio. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:156:y:2021:i:2:d:10.1007_s11205-020-02323-w. Full description at Econpapers || Download paper | |
2021 | A Proposed Sentiment Analysis Deep Learning Algorithm for Analyzing COVID-19 Tweets. (2021). Chang, Victor ; Alankar, Bhavya ; Ul, Shafqat ; Kaur, Harleen. In: Information Systems Frontiers. RePEc:spr:infosf:v:23:y:2021:i:6:d:10.1007_s10796-021-10135-7. Full description at Econpapers || Download paper | |
2021 | Football: Discovering elapsing-time bias in the science of success. (2021). Liti, C ; Levato, T ; Galvan, G ; Galli, L ; Sciandrone, M ; Piccialli, V. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:152:y:2021:i:c:s0960077921007244. Full description at Econpapers || Download paper | |
2021 | Populism, political risk, and pandemics: The challenges of political leadership for business in a post-COVID world. (2021). Hartwell, Christopher ; Devinney, Timothy. In: Journal of World Business. RePEc:eee:worbus:v:56:y:2021:i:4:s1090951621000377. Full description at Econpapers || Download paper | |
2021 | How Local is the Local Inflation Factor? Evidence from Emerging European Countries. (2021). Clements, Michael ; Cepni, Oguzhan. In: Working Papers. RePEc:hhs:cbsnow:2021_008. Full description at Econpapers || Download paper | |
2021 | Measurement and effects of euro/dollar exchange rate uncertainty. (2021). Beckmann, Joscha. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:183:y:2021:i:c:p:773-790. Full description at Econpapers || Download paper | |
2021 | Nonparametric tests for Optimal Predictive Ability. (2021). Potì, Valerio ; Karabati, Selcuk ; Poti, Valerio ; Post, Thierry ; Arvanitis, Stelios. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:881-898. Full description at Econpapers || Download paper | |
2021 | Macroeconomic Forecasting in Poland: Lessons From the COVID-19 Outbreak.. (2021). Rybacki, Jakub ; Gniazdowski, Micha. In: MPRA Paper. RePEc:pra:mprapa:107682. Full description at Econpapers || Download paper | |
2021 | Thirty?year assessment of Asian Development Banks forecasts. (2021). Tsuchiya, Yoichi. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:35:y:2021:i:2:p:18-40. Full description at Econpapers || Download paper | |
2021 | Macrofinancial Causes of Optimism in Growth Forecasts. (2021). Carrière-Swallow, Yan ; Marzluf, Jose ; Carriere-Swallow, Yan. In: IMF Working Papers. RePEc:imf:imfwpa:2021/275. Full description at Econpapers || Download paper | |
2021 | The Cyclicality of IFC Investments : To Be, or Not to Be, Procyclical. (2021). Blanco, Fernando Andres. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:9746. Full description at Econpapers || Download paper | |
2021 | Forecast of electricity consumption in the Cameroonian residential sector by Grey and vector autoregressive models. (2021). Monkam, Louis ; Wilfried, Tchitile Emmanuel ; Tamba, Jean Gaston ; Guefano, Serge. In: Energy. RePEc:eee:energy:v:214:y:2021:i:c:s0360544220318983. Full description at Econpapers || Download paper | |
2021 | Forecasting with Business and Consumer Survey Data. (2021). Claveria, Oscar. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:1:p:8-134:d:500803. Full description at Econpapers || Download paper | |
2021 | Measuring macroeconomic disagreement â A mixed frequency approach. (2021). Wang, Ben Zhe ; Sheen, Jeffrey. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:189:y:2021:i:c:p:547-566. Full description at Econpapers || Download paper | |
2021 | Uncertainty and Disagreement of Inflation Expectations: Evidence from Household-Level Qualitative Survey Responses. (2021). Zhao, Yongchen. In: Working Papers. RePEc:tow:wpaper:2021-03. Full description at Econpapers || Download paper | |
2021 | Modeling and predicting U.S. recessions using machine learning techniques. (2021). Vrontos, Ioannis D ; Galakis, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:647-671. Full description at Econpapers || Download paper | |
2021 | Economic Recession Prediction Using Deep Neural Network. (2021). Liu, Hongfu ; Xia, Steve Q ; Wang, Zihao. In: Papers. RePEc:arx:papers:2107.10980. Full description at Econpapers || Download paper | |
2021 | Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York. (2021). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9365. Full description at Econpapers || Download paper | |
2021 | A new approach to estimating earnings forecasting models: Robust regression MM-estimation. (2021). Qu, LI. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:1011-1030. Full description at Econpapers || Download paper | |
2021 | The Effect of Inflation Rate on CO 2 Emission: A Framework for Malaysian Construction Industry. (2021). Liew, M S ; Alaloul, Wesam Salah ; Musarat, Muhammad Ali ; Qureshi, Abdul Hannan ; Maqsoom, Ahsen. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:3:p:1562-:d:491729. Full description at Econpapers || Download paper | |
2021 | Impact of COVID-19 on GDP of major economies: Application of the artificial neural network forecaster. (2021). Majhi, Babita ; Managi, Shunsuke ; Kalli, Rajesh ; Jena, Pradyot Ranjan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:324-339. Full description at Econpapers || Download paper | |
2021 | FORECASTING RUSSIAN CPI WITH DATA VINTAGES AND MACHINE LEARNING TECHNIQUES. (2021). Mamedli, Mariam ; Shibitov, Denis. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps70. Full description at Econpapers || Download paper | |
2021 | Point and interval forecasting of electricity supply via pruned ensembles. (2021). de Menezes, Lilian M ; Cyrino, Fernando Luiz ; Meira, Erick. In: Energy. RePEc:eee:energy:v:232:y:2021:i:c:s0360544221012573. Full description at Econpapers || Download paper | |
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2021 | Do Fed Forecast Errors Matter?. (2021). Sinclair, Tara ; Gamber, Edward N ; Tien, Paolin. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:686-712. Full description at Econpapers || Download paper | |
2021 | Forecasting macroeconomic variables in emerging economies. (2021). Leon-Gonzalez, Roberto ; Ha, LE. In: Journal of Asian Economics. RePEc:eee:asieco:v:77:y:2021:i:c:s1049007821001329. Full description at Econpapers || Download paper | |
2021 | The Bureau for Economic Researchs inflation expectations surveys: Know your data. (2021). Reid, Monique ; Siklos, Pierre. In: Working Papers. RePEc:sza:wpaper:wpapers370. Full description at Econpapers || Download paper | |
2021 | An Extensive Comparison of Some Well?Established Value at Risk Methods. (2021). Lettieri, Davi ; Ferioli, Eduardo ; Calmon, Wilson ; Pizzinga, Adrian ; Soares, Johann. In: International Statistical Review. RePEc:bla:istatr:v:89:y:2021:i:1:p:148-166. Full description at Econpapers || Download paper | |
2021 | Dynamic Econometrics in Action: A Biography of David F. Hendry. (2021). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1311. Full description at Econpapers || Download paper | |
2021 | Selecting a Model for Forecasting. (2021). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:3:p:26-:d:582011. Full description at Econpapers || Download paper | |
2021 | Modelling non-stationary âBig Dataâ. (2021). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1556-1575. Full description at Econpapers || Download paper | |
2021 | Gold Against the Machine. (2021). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; Gogas, Periklis. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10019-z. Full description at Econpapers || Download paper | |
2021 | The role of news sentiment in oil futures returns and volatility forecasting: Data-decomposition based deep learning approach. (2021). Wang, Shouyang ; Li, Xuerong ; Jiang, Shangrong. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000451. Full description at Econpapers || Download paper | |
2021 | Economic Evaluation of Cryptocurrency Investment. (2021). Sakemoto, Ryuta. In: MPRA Paper. RePEc:pra:mprapa:108283. Full description at Econpapers || Download paper | |
2021 | Do Chinas macro-financial factors determine the Shanghai crude oil futures market?. (2021). Lin, Boqiang ; Su, Tong. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002738. Full description at Econpapers || Download paper | |
2021 | Multi-step metal prices forecasting based on a data preprocessing method and an optimized extreme learning machine by marine predators algorithm. (2021). Wu, Jing ; Wang, Shouyang ; Sun, Shaolong ; Guo, Jue ; Du, Pei. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003445. Full description at Econpapers || Download paper | |
2021 | Post-processing in solar forecasting: Ten overarching thinking tools. (2021). van der Meer, Dennis ; Yang, Dazhi. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:140:y:2021:i:c:s1364032121000307. Full description at Econpapers || Download paper | |
2021 | State-space modeling for inter-site spread of sea lice with short-term population predictions. (2021). Stryhn, Henrik ; Hammell, Larry ; Vanderstichel, Raphael ; Elghafghuf, Adel. In: Ecological Modelling. RePEc:eee:ecomod:v:452:y:2021:i:c:s0304380021001642. Full description at Econpapers || Download paper | |
2021 | Recurrent Neural Networks for Time Series Forecasting: Current status and future directions. (2021). Bandara, Kasun ; Bergmeir, Christoph ; Hewamalage, Hansika. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:388-427. Full description at Econpapers || Download paper | |
2021 | Understanding forecast reconciliation. (2021). Tipping, Michael E ; Petropoulos, Fotios ; Hollyman, Ross. In: European Journal of Operational Research. RePEc:eee:ejores:v:294:y:2021:i:1:p:149-160. Full description at Econpapers || Download paper | |
2021 | Visitor arrivals forecasts amid COVID-19: A perspective from the Asia and Pacific team. (2021). Ohe, Yasuo ; Pratt, Stephen ; Petit, Sylvain ; Dropsy, Vincent ; Wu, Doris Chenguang. In: Annals of Tourism Research. RePEc:eee:anture:v:88:y:2021:i:c:s0160738321000177. Full description at Econpapers || Download paper | |
2021 | Short-Term Load Forecasting Using Neural Networks with Pattern Similarity-Based Error Weights. (2021). Dudek, Grzegorz. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:11:p:3224-:d:566585. Full description at Econpapers || Download paper | |
2021 | N-BEATS neural network for mid-term electricity load forecasting. (2021). Turkina, Ekaterina ; Peka, Pawe ; Dudek, Grzegorz ; Oreshkin, Boris N. In: Applied Energy. RePEc:eee:appene:v:293:y:2021:i:c:s0306261921003986. Full description at Econpapers || Download paper | |
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2021 | A novel approach to multi-horizon wind power forecasting based on deep neural architecture. (2021). Auer, Hans ; Gumhalter, Michael ; Putz, Dominik. In: Renewable Energy. RePEc:eee:renene:v:178:y:2021:i:c:p:494-505. Full description at Econpapers || Download paper | |
2021 | Loss-Based Variational Bayes Prediction. (2021). Loaiza Maya, Rubén ; Frazier, David T ; Koo, Bonsoo ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-8. Full description at Econpapers || Download paper | |
2021 | Electrical load-temperature CNN for residential load forecasting. (2021). Imani, Maryam. In: Energy. RePEc:eee:energy:v:227:y:2021:i:c:s0360544221007295. Full description at Econpapers || Download paper | |
2021 | Review of low voltage load forecasting: Methods, applications, and recommendations. (2021). Voss, Marcus ; Giasemidis, Georgios ; Arora, Siddharth ; Haben, Stephen ; Greetham, Danica Vukadinovi. In: Applied Energy. RePEc:eee:appene:v:304:y:2021:i:c:s0306261921011326. Full description at Econpapers || Download paper | |
2021 | Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Parameter-rich models estimated via the LASSO. (2021). Weron, RafaÅ ; Marcjasz, Grzegorz ; JÄdrzejewski, Arkadiusz. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2104. Full description at Econpapers || Download paper | |
2021 | Importance of the Long-Term Seasonal Component in Day-Ahead Electricity Price Forecasting Revisited: Parameter-Rich Models Estimated via the LASSO. (2021). Weron, RafaÅ ; Marcjasz, Grzegorz ; Jdrzejewski, Arkadiusz. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:11:p:3249-:d:567421. Full description at Econpapers || Download paper | |
2021 | Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark. (2021). Weron, RafaÅ ; de Schutter, Bart ; Marcjasz, Grzegorz ; Lago, Jesus. In: Applied Energy. RePEc:eee:appene:v:293:y:2021:i:c:s0306261921004529. Full description at Econpapers || Download paper | |
2021 | The cost of uncoupling GB interconnectors. (2021). Newbery, David M ; Guo, Bowei. In: Energy Policy. RePEc:eee:enepol:v:158:y:2021:i:c:s0301421521004390. Full description at Econpapers || Download paper | |
2021 | The cost of uncoupling GB interconnectors. (2021). Newbery, D ; Guo, B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2118. Full description at Econpapers || Download paper | |
2021 | Forecasting macroeconomic risks. (2021). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias ; Adams, Patrick A. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1173-1191. Full description at Econpapers || Download paper | |
2021 | Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2021). Lahiri, Kajal ; Sheng, Xuguang Simon ; Peng, Huaming. In: Working Papers. RePEc:gwc:wpaper:2021-005. Full description at Econpapers || Download paper | |
2021 | Disagreement on expectations: firms versus consumers. (2021). Claveria, Oscar. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:12:d:10.1007_s43546-021-00164-4. Full description at Econpapers || Download paper | |
2021 | Probabilistic load forecasting considering temporal correlation: Online models for the prediction of householdsâ electrical load. (2021). Moller, Jan Kloppenborg ; Bacher, Peder ; Lemos-Vinasco, Julian. In: Applied Energy. RePEc:eee:appene:v:303:y:2021:i:c:s0306261921009685. Full description at Econpapers || Download paper | |
2021 | Forecasting UK inflation bottom up. (2021). Potjagailo, Galina ; Kapetanios, George ; Kalamara, Eleni ; Joseph, Andreas. In: Bank of England working papers. RePEc:boe:boeewp:0915. Full description at Econpapers || Download paper | |
2021 | Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them. (2019). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1711. Full description at Econpapers || Download paper | |
2021 | Evaluating forecast performance with state dependence. (2021). Sekhposyan, Tatevik ; Rossi, Barbara ; Odendahl, Florens. In: Economics Working Papers. RePEc:upf:upfgen:1800. Full description at Econpapers || Download paper | |
2021 | Predicting equity premium by conditioning on macroeconomic variables: A prediction selection strategy using the price of crude oil. (2021). Nonejad, Nima. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316068. Full description at Econpapers || Download paper | |
2021 | Multi-Day-Ahead Electricity Price Forecasting: A Comparison of fundamental, econometric and hybrid Models. (2021). Vogler, Arne ; Beran, Philip. In: EWL Working Papers. RePEc:dui:wpaper:2102. Full description at Econpapers || Download paper | |
2021 | Crude oil price point forecasts of the Norwegian GDP growth rate. (2021). Nonejad, Nima. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:5:d:10.1007_s00181-020-01964-7. Full description at Econpapers || Download paper | |
2021 | The price of crude oil and (conditional) out-of-sample predictability of world industrial production. (2021). Nonejad, Nima. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s2405851321000015. Full description at Econpapers || Download paper | |
2021 | Evaluating Forecast Performance with State Dependence. (2021). Sekhposyan, Tatevik ; Rossi, Barbara ; Odendahl, Florens. In: Working Papers. RePEc:bge:wpaper:1295. Full description at Econpapers || Download paper | |
2021 | Day-ahead probabilistic forecasting for French half-hourly electricity loads and quantiles for curve-to-curve regression. (2021). Yao, Qiwei ; Goude, Yannig ; Chen, Ying ; Xu, Xiuqin. In: Applied Energy. RePEc:eee:appene:v:301:y:2021:i:c:s0306261921008539. Full description at Econpapers || Download paper | |
2021 | High dimensional very short-term solar power forecasting based on a data-driven heuristic method. (2021). Joorabian, Mahmood ; Rafati, Amir ; Shaker, Hamid Reza ; Mashhour, Elaheh. In: Energy. RePEc:eee:energy:v:219:y:2021:i:c:s0360544220327547. Full description at Econpapers || Download paper | |
2021 | An overview of performance evaluation metrics for short-term statistical wind power forecasting. (2021). Pakrashi, V ; Gonzalez-Sopea, J M ; Ghosh, B. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:138:y:2021:i:c:s1364032120308005. Full description at Econpapers || Download paper | |
2021 | Online distributed learning in wind power forecasting. (2021). Obst, David ; Messner, Jakob W ; Pinson, Pierre ; Sommer, Benedikt. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:205-223. Full description at Econpapers || Download paper | |
2021 | Forecasting Electricity Prices with Expert, Linear and Non-Linear Models. (2021). Ravazzolo, Francesco ; del Grosso, Filippo ; Gianfreda, Angelica ; Bille, Anna Gloria. In: Working Paper series. RePEc:rim:rimwps:21-20. Full description at Econpapers || Download paper | |
2021 | Very short-term probabilistic wind power prediction using sparse machine learning and nonparametric density estimation algorithms. (2021). Zheng, Xiaodong ; Lv, Jiaqing ; Mikowicz, Marek ; Mo, Weike ; Pawlak, Mirosaw. In: Renewable Energy. RePEc:eee:renene:v:177:y:2021:i:c:p:181-192. Full description at Econpapers || Download paper | |
2021 | New York FED Staff Nowcasts and Reality: What Can We Learn about the Future, the Present, and the Past?. (2021). Siliverstovs, Boriss. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:11-:d:511974. Full description at Econpapers || Download paper | |
2021 | Evaluating the forecasting power of an open-economy DSGE model when estimated in a data-Rich environment. (2021). Gelfer, Sacha. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:129:y:2021:i:c:s0165188921001123. Full description at Econpapers || Download paper | |
2021 | Online estimation of DSGE models. (2021). Schorfheide, Frank ; Sarfati, Reca ; Matlin, Ethan ; Herbst, Edward ; Del, Marco ; Cai, Michael. In: Econometrics Journal. RePEc:oup:emjrnl:v:24:y:2021:i:1:p:c33-c58.. Full description at Econpapers || Download paper | |
2021 | Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601. Full description at Econpapers || Download paper | |
2021 | Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach. (2021). Nguyen, Hoang ; Javed, Farrukh. In: Working Papers. RePEc:hhs:oruesi:2021_015. Full description at Econpapers || Download paper | |
2021 | The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model. (2021). Sivaprasad, Sheeja ; Pappas, Vasileios ; Muradolu, Yaz Gulnur ; Izzeldin, Marwan. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000144. Full description at Econpapers || Download paper | |
2021 | Tail forecasts of inflation using time-varying parameter quantile regressions. (2021). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2103.03632. Full description at Econpapers || Download paper | |
2021 | Unemployment Rate Forecasting: A Hybrid Approach. (2021). Banerjee, Sayak ; Biswas, Munmun ; Chakraborty, Ashis Kumar ; Bhattacharya, Shramana. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10040-2. Full description at Econpapers || Download paper | |
2021 | Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model. (2021). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd. In: Papers. RePEc:arx:papers:2110.03411. Full description at Econpapers || Download paper | |
2021 | Mixed?frequency Bayesian predictive synthesis for economic nowcasting. (2021). McAlinn, Kenichiro. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:5:p:1143-1163. Full description at Econpapers || Download paper | |
2021 | Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR. (2021). Sekhposyan, Tatevik ; Owyang, Michael ; McCracken, Michael W. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2021:q:5:a:8. Full description at Econpapers || Download paper | |
2021 | Forecasting recovery from COVID-19 using financial data: An application to Viet Nam. (2021). Richiardi, Matteo ; Lastunen, Jesse. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp-2021-84. Full description at Econpapers || Download paper | |
2021 | Extensive comparison of physical models for photovoltaic power forecasting. (2021). Grof, Gyula ; Mayer, Martin Janos. In: Applied Energy. RePEc:eee:appene:v:283:y:2021:i:c:s0306261920316330. Full description at Econpapers || Download paper | |
2021 | Prediction of Solar Power Using Near-Real Time Satellite Data. (2021). Kay, Merlinde ; Prasad, Abhnil Amtesh. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:18:p:5865-:d:636858. Full description at Econpapers || Download paper | |
2021 | Short-Term Deterministic Solar Irradiance Forecasting Considering a Heuristics-Based, Operational Approach. (2021). Escobar, Rodrigo ; Boland, John ; Castillejo-Cuberos, Armando. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:18:p:6005-:d:640192. Full description at Econpapers || Download paper | |
2021 | Time-varying Uncertainty of the Federal Reserveââ¬â¢s Output Gap Estimate. (2020). Berge, Travis J. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-12. Full description at Econpapers || Download paper | |
2021 | Predicting Inflation with Neural Networks. (2021). Paranhos, Livia. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1344. Full description at Econpapers || Download paper | |
2021 | Predicting Inflation with Neural Networks. (2021). Paranhos, Livia. In: Papers. RePEc:arx:papers:2104.03757. Full description at Econpapers || Download paper | |
2021 | Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.01714. Full description at Econpapers || Download paper | |
2021 | Back to the Present: Learning about the Euro Area through a Now-casting Model. (2021). Modugno, Michele ; Giannone, Domenico ; Cascaldi-Garcia, Danilo ; Revil, Thiago. In: International Finance Discussion Papers. RePEc:fip:fedgif:1313. Full description at Econpapers || Download paper | |
2021 | Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances. (2021). ÃÂsterholm, Pär ; Nguyen, Hoang ; Kiss, Tamas ; Osterholm, Par ; Mazur, Stepan. In: Working Papers. RePEc:hhs:oruesi:2021_009. Full description at Econpapers || Download paper | |
2021 | Macroeconomic data transformations matter. (2021). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1338-1354. Full description at Econpapers || Download paper | |
2021 | Forecasting natural gas prices using highly flexible time-varying parameter models. (2021). Nguyen, Bao H ; Hou, Chenghan ; Gao, Shen. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002418. Full description at Econpapers || Download paper | |
2021 | Nowcasting in a pandemic using non-parametric mixed frequency VARs. (2021). Schreiner, Josef ; Pfarrhofer, Michael ; Onorante, Luca ; Koop, Gary ; Huber, Florian. In: Working Paper Series. RePEc:ecb:ecbwps:20212510. Full description at Econpapers || Download paper | |
2021 | Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs. (2021). Pfarrhofer, Michael ; Huber, Florian ; Schreiner, Josef ; Onorante, Luca ; Koop, Gary ; Florian, Huber . In: Working Papers. RePEc:jrs:wpaper:202101. Full description at Econpapers || Download paper | |
2021 | A mixed frequency BVAR for the euro area labour market. (2021). Foroni, Claudia ; Hernandez, Catalina Martinez ; Consolo, Agostino. In: Working Paper Series. RePEc:ecb:ecbwps:20212601. Full description at Econpapers || Download paper | |
2021 | An ensemble methodology for hierarchical probabilistic electric vehicle load forecasting at regular charging stations. (2021). Straka, Milan ; Refa, Nazir ; Proto, Daniela ; Khormali, Shahab ; Ferruzzi, Gabriella ; de Falco, Pasquale ; Buzna, Lubo ; van der Poel, Gijs. In: Applied Energy. RePEc:eee:appene:v:283:y:2021:i:c:s0306261920317207. Full description at Econpapers || Download paper | |
2021 | One-day-ahead electricity demand forecasting in holidays using discrete-interval moving seasonalities. (2021). Troncoso, Alicia ; Garcia-Diaz, Carlos J ; Trull, Oscar. In: Energy. RePEc:eee:energy:v:231:y:2021:i:c:s0360544221012147. Full description at Econpapers || Download paper | |
2021 | Forecasting inflation in the euro area: countries matter!. (2021). Capolongo, Angela ; Pacella, Claudia. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:5:d:10.1007_s00181-020-01959-4. Full description at Econpapers || Download paper | |
2021 | Artificial intelligence to support the integration of variable renewable energy sources to the power system. (2021). Evgeniou, Theodoros ; Boza, Pal. In: Applied Energy. RePEc:eee:appene:v:290:y:2021:i:c:s0306261921002646. Full description at Econpapers || Download paper | |
2021 | The ENSO Cycle and Forecastability of Global Inflation and Output Growth: Evidence from Standard and Mixed-Frequency Multivariate Singular Spectrum Analyses. (2021). GUPTA, RANGAN ; Yeganegi, Mohammad Reza ; Hassani, Hossein. In: Working Papers. RePEc:pre:wpaper:202169. Full description at Econpapers || Download paper | |
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2021 | Refinements of Barndorff-Nielsen and Shephard Model: An Analysis of Crude Oil Price with Machine Learning. (2021). Nganje, William ; Hanson, Erik ; Sengupta, Indranil. In: Annals of Data Science. RePEc:spr:aodasc:v:8:y:2021:i:1:d:10.1007_s40745-020-00256-2. Full description at Econpapers || Download paper | |
2021 | Forecasting of COVID-19 using deep layer Recurrent Neural Networks (RNNs) with Gated Recurrent Units (GRUs) and Long Short-Term Memory (LSTM) cells. (2021). Brenza, Timothy M ; Kawaji, Masahiro ; Sai, Ch Mohan ; Kalaga, Dinesh V ; Arunkumar, K E. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:146:y:2021:i:c:s0960077921002149. Full description at Econpapers || Download paper | |
2021 | A combined architecture of multivariate LSTM with Mahalanobis and Z-Score transformations for oil price forecasting. (2021). Datta, Tapan Kumar ; Sharma, Nikhil ; Urolagin, Siddhaling. In: Energy. RePEc:eee:energy:v:231:y:2021:i:c:s0360544221012111. Full description at Econpapers || Download paper | |
2021 | A text-based monitoring tool for the legitimacy and guidance of technological innovation systems. (2021). Nemeczek, Fabian ; Weiss, Daniel. In: Technology in Society. RePEc:eee:teinso:v:66:y:2021:i:c:s0160791x21001615. Full description at Econpapers || Download paper | |
2021 | Take Bitcoin into your portfolio: a novel ensemble portfolio optimization framework for broad commodity assets. (2021). Wang, Shouyang ; Wei, Yunjie ; Jiang, Shangrong ; Li, Yuze. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00281-x. Full description at Econpapers || Download paper | |
2021 | The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China. (2021). Zhang, Hongwei ; Gao, Wang ; Liu, Yuanyuan ; Niu, Zibo. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001872. Full description at Econpapers || Download paper | |
2021 | Influences of sentiment from news articles on EU carbon prices. (2021). Xue, Minggao ; Ye, Jing. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321002929. Full description at Econpapers || Download paper | |
2021 | Forecasting Crude Oil Price Using Event Extraction. (2021). Huang, Xiaohong ; Liu, Jiangwei. In: Papers. RePEc:arx:papers:2111.09111. Full description at Econpapers || Download paper | |
2021 | Does news tone help forecast oil?. (2021). Ren, Boru ; Lucey, Brian. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002248. Full description at Econpapers || Download paper | |
2021 | A novel multiscale forecasting model for crude oil price time series. (2021). Chen, Xueli ; Heng, Jiani ; Hu, Yucai ; Li, Ranran. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:173:y:2021:i:c:s0040162521006144. Full description at Econpapers || Download paper | |
2021 | A novel method for online real-time forecasting of crude oil price. (2021). Gong, Xue ; Zhang, Weiguo ; Zhao, Yuan ; Wang, Chao. In: Applied Energy. RePEc:eee:appene:v:303:y:2021:i:c:s0306261921009648. Full description at Econpapers || Download paper | |
2021 | Forecasting financial markets with semantic network analysis in the COVIDâ19 crisis. (2021). Violante, Francesco ; Ravazzolo, Francesco ; Grassi, Stefano ; Colladon, Andrea Fronzetti. In: Working Papers. RePEc:crs:wpaper:2021-06. Full description at Econpapers || Download paper | |
2021 | As long as you talk about me: The importance of family firm brands and the contingent role of family-firm identity. (2021). Colladon, Fronzetti A ; Benedetti, C ; Rovelli, P ; de Massis, A. In: Papers. RePEc:arx:papers:2110.13815. Full description at Econpapers || Download paper | |
2021 | Exploring the Antecedents of Consumer Confidence through Semantic Network Analysis of Online News. (2021). Ravazzolo, Francesco ; Guardabascio, B ; Grippa, F ; Colladon, Fronzetti A. In: Papers. RePEc:arx:papers:2105.04900. Full description at Econpapers || Download paper | |
2021 | Probabilistic forecasts of the distribution grid state using data-driven forecasts and probabilistic power flow. (2021). Faulwasser, Timm ; Waczowicz, Simon ; Dupmeier, Clemens ; Kuhnapfel, Uwe ; Akmak, Huseyin ; Liu, Jianlei ; Braun, Eric ; Muhlpfordt, Tillmann ; Appino, Riccardo Remo ; Gonzalez-Ordiano, Jorge Angel ; Hagenmeyer, Veit ; Mikut, Ralf. In: Applied Energy. RePEc:eee:appene:v:302:y:2021:i:c:s0306261921008837. Full description at Econpapers || Download paper | |
2021 | Targeted Price Controls on Supermarket Products. (2021). Cavallo, Alberto ; Aparicio, Diego. In: The Review of Economics and Statistics. RePEc:tpr:restat:v:103:y:2021:i:1:p:60-71. Full description at Econpapers || Download paper | |
2021 | Time matters: How default resolution times impact final loss rates. (2021). Rosch, Daniel ; Kellner, Ralf ; Betz, Jennifer. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:3:p:619-644. Full description at Econpapers || Download paper | |
2021 | Kelly Criterion for Optimal Credit Allocation. (2021). Verhoeven, Peter ; Tran, Son. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:434-:d:631915. Full description at Econpapers || Download paper | |
2021 | Can the Baidu Index predict realized volatility in the Chinese stock market?. (2021). Shen, Dehua ; Yan, Kai ; Zhang, Wei. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-020-00216-y. Full description at Econpapers || Download paper | |
2021 | YOLO trading: Riding with the herd during the GameStop episode. (2021). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan. In: EconStor Preprints. RePEc:zbw:esprep:230679. Full description at Econpapers || Download paper | |
2021 | Multivariate volatility forecasts for stock market indices. (2021). Croux, Christophe ; Rombouts, Jeroen ; Wilms, Ines. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:484-499. Full description at Econpapers || Download paper | |
2021 | A machine learning approach to volatility forecasting. (2021). Veliyev, Bezirgen ; Christensen, Kim ; Siggaard, Mathias. In: CREATES Research Papers. RePEc:aah:create:2021-03. Full description at Econpapers || Download paper | |
2021 | What are you searching for? On the equivalence of proxies for online investor attention. (2021). Prange, Philipp ; Behrendt, Simon. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310554. Full description at Econpapers || Download paper | |
2021 | Downside Systematic Risk in Pakistani Stock Market: Role of Corporate Governance, Financial Liberalization and Investor Sentiment. (2021). Malik, Qaisar ; Akbar, Muhammad ; Hussain, Shahzad ; Abbas, Nasir ; Ahmad, Tanveer. In: CAFE Working Papers. RePEc:akf:cafewp:14. Full description at Econpapers || Download paper | |
2021 | The effect of online environmental news on green industry stocks: The mediating role of investor sentiment. (2021). Shen, Xiaohong ; Yu, Guangjin ; Wang, Gaoshan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:573:y:2021:i:c:s037843712100251x. Full description at Econpapers || Download paper | |
2021 | Forecasting volatility using double shrinkage methods. (2021). Cheng, Mingmian ; Yang, Xiye ; Swanson, Norman R. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:46-61. Full description at Econpapers || Download paper | |
2021 | How to gauge investor behavior? A comparison of online investor sentiment measures. (2021). Behrendt, Simon ; Ballinari, Daniele. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:2:d:10.1007_s42521-021-00038-2. Full description at Econpapers || Download paper | |
2021 | The stabilizing effect of social distancing: Cross-country differences in financial market response to COVID-19 pandemic policies. (2021). Torgler, Benno ; Colthurst, Richard ; Chan, Ho Fai ; Brumpton, Martin ; Bickley, Steve J. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000921. Full description at Econpapers || Download paper | |
2021 | Stock Portfolio Optimization Using a Deep Learning LSTM Model. (2021). Mehtab, Sidra ; Dutta, Abhishek ; Sen, Jaydip. In: Papers. RePEc:arx:papers:2111.04709. Full description at Econpapers || Download paper | |
2021 | Realized skewness and the short-term predictability for aggregate stock market volatility. (2021). Wang, Yudong ; Zhang, Yaojie ; He, Mengxi. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002030. Full description at Econpapers || Download paper | |
2021 | Does investor attention increase stock market volatility during the COVID-19 pandemic?. (2021). Sharma, Susan Sunila ; Xu, Liao ; Wang, Hua. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x21001451. Full description at Econpapers || Download paper | |
2021 | Empirical Analysis of MSCI China A-Shares. (2021). Li, Weiping. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:514-:d:665289. Full description at Econpapers || Download paper | |
2021 | Forecasting Realized Volatility Using Machine Learning and Mixed-Frequency Data (the Case of the Russian Stock Market). (2021). Leonova, Aleksandra ; Elizarov, Pavel ; Pyrlik, Vladimir. In: CERGE-EI Working Papers. RePEc:cer:papers:wp713. Full description at Econpapers || Download paper | |
2021 | Examining stock markets and societal mood using Internet memes. (2021). Jeong, Yong Jin ; Jung, Sanghoon. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001192. Full description at Econpapers || Download paper | |
2021 | The Influence of Research Reports on Stock Returns: The Mediating Effect of Machine-Learning-Based Investor Sentiment. (2021). Wang, Yue ; Shen, Xiaohong. In: Discrete Dynamics in Nature and Society. RePEc:hin:jnddns:5049179. Full description at Econpapers || Download paper | |
2021 | Social sentiment segregation: Evidence from Twitter and Google Trends in Chile during the COVID-19 dynamic quarantine strategy. (2021). Henriquez, Pablo A ; Diaz, Fernando. In: PLOS ONE. RePEc:plo:pone00:0254638. Full description at Econpapers || Download paper | |
2021 | Evaluating the Discrimination Ability of Proper Multivariate Scoring Rules. (2021). Alexander, Carol ; Coulon, Michael ; Han, Yang ; Meng, Xiaochun. In: Papers. RePEc:arx:papers:2101.12693. Full description at Econpapers || Download paper | |
2021 | The role of information and experience for households inflation expectations. (2021). Conrad, Christian ; Glas, Alexander ; Enders, Zeno. In: Working Paper series. RePEc:rim:rimwps:21-04. Full description at Econpapers || Download paper | |
2021 | A Closer Look at the Behavior of Uncertainty and Disagreement: Micro Evidence from the Euro Area. (2021). Rich, Robert ; Tracy, Joseph. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:1:p:233-253. Full description at Econpapers || Download paper | |
2021 | The role of information and experience for households inflation expectations. (2021). Glas, Alexander ; Enders, Zeno ; Conrad, Christian. In: Discussion Papers. RePEc:zbw:bubdps:072021. Full description at Econpapers || Download paper | |
2021 | âEmployment uncertainty a year after the irruption of the covid-19 pandemicâ. (2021). SoriÄ, Petar ; Claveria, Oscar ; Soric, Petar. In: AQR Working Papers. RePEc:aqr:wpaper:202104. Full description at Econpapers || Download paper | |
2021 | Employment uncertainty a year after the irruption of the covid-19 pandemic.. (2021). SoriÄ, Petar ; Claveria, Oscar ; Soric, Petar. In: IREA Working Papers. RePEc:ira:wpaper:202112. Full description at Econpapers || Download paper | |
2021 | On the Aggregation of Survey-Based Economic Uncertainty Indicators Between Different Agents and Across Variables. (2021). Claveria, Oscar. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:17:y:2021:i:1:d:10.1007_s41549-020-00050-2. Full description at Econpapers || Download paper | |
2021 | Conditional macroeconomic forecasts: Disagreement, revisions and forecast errors. (2021). Heinisch, Katja ; Glas, Alexander. In: IWH Discussion Papers. RePEc:zbw:iwhdps:72021. Full description at Econpapers || Download paper | |
2021 | ECB communication as a stabilization and coordination device: evidence from ex-ante inflation uncertainty. (2021). Fernandes, Cecilia Melo. In: Working Paper Series. RePEc:ecb:ecbwps:20212582. Full description at Econpapers || Download paper | |
2021 | Heterogeneity of Beliefs and Information Rigidity in the Crude Oil Market: Evidence from Survey Data. (2021). Czudaj, Robert. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep050. Full description at Econpapers || Download paper | |
2021 | Investment irreversibility and cyclical adversity: Implications for the financial performance of European manufacturing companies. (2021). Mannasoo, Kadri ; Kepp, Kaido. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:42:y:2021:i:7:p:1665-1678. Full description at Econpapers || Download paper | |
2021 | FX market volatility modelling: Can we use low-frequency data?. (2021). Výrost, Tomᚠ; Lyócsa, Štefan ; Vrost, Toma ; Plihal, Toma ; Lyocsa, Tefan. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320315907. Full description at Econpapers || Download paper | |
2021 | Stock market volatility forecasting: Do we need high-frequency data?. (2021). Molnár, Peter ; Lyócsa, Štefan ; Vrost, Toma ; Molnar, Peter ; Lyocsa, Tefan. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1092-1110. Full description at Econpapers || Download paper | |
2021 | Night trading with futures in China: The case of Aluminum and Copper. (2021). Todorova, Neda ; Klein, Tony. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002191. Full description at Econpapers || Download paper | |
2021 | Using mixed-frequency and realized measures in quantile regression. (2020). Gallo, Giampiero ; Candila, Vincenzo ; Petrella, Lea. In: Papers. RePEc:arx:papers:2011.00552. Full description at Econpapers || Download paper | |
2021 | The uncertainty in extreme risk forecasts from covariate-augmented volatility models. (2021). Hoga, Yannick. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:675-686. Full description at Econpapers || Download paper | |
2021 | Evaluating quantile-bounded and expectile-bounded interval forecasts. (2021). Taylor, James W. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:800-811. Full description at Econpapers || Download paper | |
2021 | The implications of globalisation for the ECB monetary policy strategy. (2021). Schmitz, Martin ; Lastauskas, Povilas ; Kataryniuk, Iván ; JOCHEM, Axel ; Gunnella, Vanessa ; Georgiadis, Georgios ; Fontagné, Lionel ; Feldkircher, Martin ; Everett, Mary ; Carvalho, Daniel ; Labhard, Vincent ; Bricongne, Jean-Charles ; Felettigh, Alberto ; Cova, Pietro ; Dimitropoulou, Dimitra ; Hemmerle, Yannick ; Siena, Daniele ; Osbat, Chiara ; Venditti, Fabrizio ; Kuhnlenz, Markus ; Baumann, Ursel ; Zumer, Tina ; Parraga, Susana ; de Luigi, Clara ; Serafini, Roberta ; Mattias, Nilsson ; Carluccio, Juan ; Korhonen, Iikka ; Wacket, Helmut ; Banerjee, Biswajit ; Eichler, Eric ; Giron, Celestino ; Meinen, Philipp ; de Bandt, Olivier ; del Giudice, Davide ; van Schaik, Ilona ; Mozzanica, Mirco Balatti ; Dorrucci, Ettore ; Coim | |
2021 | On the intraday return curves of Bitcoin: Predictability and trading opportunities. (2021). Wang, Shixuan ; Bouri, Elie ; Zhao, Yuqian ; Saeed, Tareq ; Marco, Chi Keung. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001228. Full description at Econpapers || Download paper | |
2021 | Effects of Crude Oil Prices Volatility, the Internet and Inflation on Economic Growth in ASEAN-5 Countries: A Panel Autoregressive Distributed Lag Approach. (2021). Tajuddin, Tajuddin ; Rosnawintang, Rosnawintang ; Saidi, La Ode ; Pasrun, Yuwanda Purnamasari ; Adam, Pasrun. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-3. Full description at Econpapers || Download paper | |
2021 | Dynamic Relationships between Oil Price, Inflation and Economic Growth: A VARMA, GARCH-in-mean, asymmetric BEKK Model for Turkey. (2021). Bozma, Gurkan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00827. Full description at Econpapers || Download paper | |
2021 | Examining the dynamic effect of COVID-19 pandemic on dwindling oil prices using structural vector autoregressive model. (2021). Ahmed, Funmilola F ; Adedeji, Abdulkabir N ; Adam, Shehu U. In: Energy. RePEc:eee:energy:v:230:y:2021:i:c:s0360544221010616. Full description at Econpapers || Download paper | |
2021 | How the fiscal and monetary policy uncertainty of China respond to global oil price volatility: A multi-regime-on-scale approach. (2021). Cheng, Sheng ; Jiang, Qisheng. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001355. Full description at Econpapers || Download paper | |
2021 | Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions. (2021). Nonejad, Nima. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01882-8. Full description at Econpapers || Download paper | |
2021 | Oil shocks and stock market volatility: New evidence. (2021). Zhu, BO ; Wang, Jiqian ; Ma, Feng ; Lu, Xinjie. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004394. Full description at Econpapers || Download paper | |
2021 | Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures: Some new empirical results. (2021). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004977. Full description at Econpapers || Download paper | |
2021 | Asymmetries in the effect of oil rent shocks on economic growth: A sectoral analysis from the perspective of the oil curse. (2021). Szulczyk, Kenneth ; Badeeb, Ramez ; Lean, Hooi Hooi. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003366. Full description at Econpapers || Download paper | |
2021 | Bayesian model averaging and the conditional volatility process: an application to predicting aggregate equity returns by conditioning on economic variables. (2021). Nonejad, Nima. In: Quantitative Finance. RePEc:taf:quantf:v:21:y:2021:i:8:p:1387-1411. Full description at Econpapers || Download paper | |
2021 | Profitability Analysis in Stock Investment Using an LSTM-Based Deep Learning Model. (2021). Mehtab, Sidra ; Dutta, Abhishek ; Sen, Jaydip. In: Papers. RePEc:arx:papers:2104.06259. Full description at Econpapers || Download paper | |
2021 | Design and Analysis of Robust Deep Learning Models for Stock Price Prediction. (2021). Mehtab, Sidra ; Sen, Jaydip. In: Papers. RePEc:arx:papers:2106.09664. Full description at Econpapers || Download paper | |
2021 | Forecasting crude oil volatility with geopolitical risk: Do time-varying switching probabilities play a role?. (2021). Ma, Feng ; Wang, LU ; Gao, Xinxin ; Hao, Jianyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921000983. Full description at Econpapers || Download paper | |
2021 | Asymmetric volatility spillovers between crude oil and Chinas financial markets. (2021). Li, Shouwei ; Wang, HU. In: Energy. RePEc:eee:energy:v:233:y:2021:i:c:s036054422101416x. Full description at Econpapers || Download paper | |
2021 | Analysis of Sectoral Profitability of the Indian Stock Market Using an LSTM Regression Model. (2021). Mehtab, Sidra ; Mondal, Saikat ; Sen, Jaydip. In: Papers. RePEc:arx:papers:2111.04976. Full description at Econpapers || Download paper | |
2021 | Do the stocks returns and volatility matter under the COVID-19 pandemic? A Case Study of Pakistan Stock Exchange. (2021). Usman, Muhammad Ahmad ; Ahmad, Ijaz ; Saeed, Muhammad. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:3:y:2021:i:1:p:13-26. Full description at Econpapers || Download paper | |
2021 | Forecasting government support in Irish general elections: Opinion polls and structural models. (2021). Lewis-Beck, Michael S ; Quinlan, Stephen. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1654-1665. Full description at Econpapers || Download paper | |
2021 | Validating intra-day risk premium in cross-sectional return curves. (2021). Zhao, Yuqian. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s154461232100101x. Full description at Econpapers || Download paper | |
2021 | Determinants of Non-Performing Loans in Greece: the intricate role of fiscal expansion. (2021). Louri, Helen ; Karadima, Maria. In: GreeSE â Hellenic Observatory Papers on Greece and Southeast Europe. RePEc:hel:greese:160. Full description at Econpapers || Download paper | |
2021 | A predictive indicator using lender composition for loan evaluation in P2P lending. (2021). Luo, Chunyu ; Zhou, Wenjun ; Jiang, Shuai ; Guo, Yanhong ; Xiong, Hui. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00261-1. Full description at Econpapers || Download paper | |
2021 | Determinants of non-performing loans in Greece: the intricate role of fiscal expansion. (2021). Louri, Helen ; Karadima, Maria. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:110741. Full description at Econpapers || Download paper | |
2021 | Bank Survival Around the World A Meta?Analytic Review. (2021). KoÄenda, Evžen ; Iwasaki, Ichiro ; Koenda, Even. In: CEI Working Paper Series. RePEc:hit:hitcei:2021-02. Full description at Econpapers || Download paper | |
2021 | Inefficiency source tracking: evidence from data envelopment analysis and random forests. (2021). Bou-Hamad, Imad ; Anouze, Abdel Latef. In: Annals of Operations Research. RePEc:spr:annopr:v:306:y:2021:i:1:d:10.1007_s10479-020-03883-3. Full description at Econpapers || Download paper | |
2021 | The Rationality of USDA Forecasts under Multivariate Asymmetric Loss. (2021). Kuethe, Todd ; Katchova, Ani L ; Bora, Siddhartha S. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:103:y:2021:i:3:p:1006-1033. Full description at Econpapers || Download paper | |
2021 | Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx. (2021). Weron, RafaÅ ; Marcjasz, Grzegorz ; Dubrawski, Artur ; Challu, Cristian ; Olivares, Kin G. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2107. Full description at Econpapers || Download paper | |
2021 | A data-driven operational model for traffic at the Dallas Fort Worth International Airport. (2021). Phillips, Caleb ; Ge, Yanbo ; Eash, Matthew ; Ugirumurera, Juliette ; Ficenec, Karen ; Severino, Joseph ; Williams, Lindy ; Lunacek, Monte. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:94:y:2021:i:c:s0969699721000442. Full description at Econpapers || Download paper | |
2021 | Demand Forecasting of Individual Probability Density Functions with Machine Learning. (2021). Wolf, Moritz ; Hahn, Martin ; Kerzel, Ulrich ; Wick, Felix ; Feindt, Michael ; Ernst, Jakob ; Stemmer, Daniel ; Singhal, Trapti. In: SN Operations Research Forum. RePEc:spr:snopef:v:2:y:2021:i:3:d:10.1007_s43069-021-00079-8. Full description at Econpapers || Download paper | |
2021 | Enhancing load, wind and solar generation for day-ahead forecasting of electricity prices. (2021). Weron, Tomasz ; Nitka, Weronika ; Maciejowska, Katarzyna. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s014098832100178x. Full description at Econpapers || Download paper | |
2021 | Short-term risk management for electricity retailers under rising shares of decentralized solar generation. (2021). Keles, Dogan ; Bertsch, Valentin ; Kraft, Emil ; Russo, Marianna. In: Working Paper Series in Production and Energy. RePEc:zbw:kitiip:57. Full description at Econpapers || Download paper | |
2021 | Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data. (2021). Salisu, Afees ; GUPTA, RANGAN ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:202122. Full description at Econpapers || Download paper | |
2021 | Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks. (2021). Demirer, Riza ; Ji, Qiang ; Gupta, Rangan ; Luo, Jiawen. In: Working Papers. RePEc:pre:wpaper:202130. Full description at Econpapers || Download paper | |
2021 | OPEC news and jumps in the oil market. (2021). Yoon, Seong-Min ; Pierdzioch, Christian ; Gupta, Rangan ; Gkillas, Konstantinos. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000013. Full description at Econpapers || Download paper | |
2021 | Dynamic spillovers of geopolitical risks and gold prices: New evidence from 18 emerging economies. (2021). Chen, Jinyu ; Huang, Jianbai ; Li, Yingli. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309685. Full description at Econpapers || Download paper | |
2021 | Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty. (2021). Salisu, Afees ; GUPTA, RANGAN ; Karmakar, Sayar ; Das, Sonali. In: Working Papers. RePEc:pre:wpaper:202133. Full description at Econpapers || Download paper | |
2021 | A Comparative Analysis on Probability of Volatility Clusters on Cryptocurrencies, and FOREX Currencies. (2021). Chinthapalli, Usha Rekha. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:308-:d:589162. Full description at Econpapers || Download paper | |
2021 | Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data. (2021). Salisu, Afees ; GUPTA, RANGAN ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:202146. Full description at Econpapers || Download paper | |
2021 | The time-varying effects of financial and geopolitical uncertainties on commodity market dynamics: A TVP-SVAR-SV analysis. (2021). Huang, Jianbai ; Ding, Qian ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000945. Full description at Econpapers || Download paper | |
2021 | Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?. (2021). Charif, Husni ; Assaf, Ata ; Mokni, Khaled. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001264. Full description at Econpapers || Download paper | |
2021 | Analyzing the time-frequency connectedness among oil, gold prices and BRICS geopolitical risks. (2021). Zhang, Hongwei ; Gao, Wang ; Huang, Jianbai ; Li, Yingli. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001483. Full description at Econpapers || Download paper | |
2021 | Exchange Rate Jumps and Geopolitical Risks. (2021). GUPTA, RANGAN ; Vortelinos, Dimitrios ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:202171. Full description at Econpapers || Download paper | |
2021 | Forecasting power of infectious diseases-related uncertainty for gold realized variance. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Gkillas, Konstantinos. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000179. Full description at Econpapers || Download paper | |
2021 | Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data. (2021). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Energy. RePEc:eee:energy:v:235:y:2021:i:c:s0360544221015814. Full description at Econpapers || Download paper | |
2021 | A note on investor happiness and the predictability of realized volatility of gold. (2021). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320303524. Full description at Econpapers || Download paper | |
2021 | Asymmetry of Risk Evolution in Crude Oil Market: From the Perspective of Dual Attributes of Oil. (2021). Yao, Yanyan ; Li, Zhenghui ; Liu, Yanqiong ; Dong, Hao. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:13:p:4063-:d:589038. Full description at Econpapers || Download paper | |
2021 | Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers. (2021). Pierdzioch, Christian ; GUPTA, RANGAN. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:14:p:4173-:d:591975. Full description at Econpapers || Download paper | |
2021 | Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment. (2021). Pierdzioch, Christian ; GUPTA, RANGAN. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:23:p:8085-:d:693917. Full description at Econpapers || Download paper | |
2021 | El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:14:p:7987-:d:596011. Full description at Econpapers || Download paper | |
2021 | Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty. (2021). Salisu, Afees ; GUPTA, RANGAN ; Das, Sonali ; Karmakar, Sayar. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_017. Full description at Econpapers || Download paper | |
2021 | Bayesian MIDAS penalized regressions: Estimation, selection, and prediction. (2021). Mogliani, Matteo ; Simoni, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:833-860. Full description at Econpapers || Download paper | |
2021 | Forecasting imports with information from abroad. (2021). Lehmann, Robert ; Grimme, Christian ; Noeller, Marvin. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:109-117. Full description at Econpapers || Download paper | |
2021 | Measuring the Business Cycle Chronology with a Novel Business Cycle Indicator for Germany. (2021). Mayer, Thomas ; Gehringer, Agnieszka. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:17:y:2021:i:1:d:10.1007_s41549-021-00054-6. Full description at Econpapers || Download paper | |
2021 | Time-Varying Dynamics of the German Business Cycle: A Comprehensive Investigation. (2021). Reif, Magnus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9271. Full description at Econpapers || Download paper | |
2021 | Predicting the German Economy: Headline Survey Indices Under Test. (2021). Reif, Magnus ; Lehmann, Robert. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:17:y:2021:i:2:d:10.1007_s41549-021-00055-5. Full description at Econpapers || Download paper | |
2021 | Minnesota-type adaptive hierarchical priors for large Bayesian VARs. (2021). Chan, Joshua. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1212-1226. Full description at Econpapers || Download paper | |
2021 | Decoupling Shrinkage and Selection for the Bayesian Quantile Regression. (2021). Kohns, David ; Szendrei, Tibor. In: Papers. RePEc:arx:papers:2107.08498. Full description at Econpapers || Download paper | |
2021 | Modelling Five Variables BVAR for Economic Policies and Growth in Azerbaijan, Kazakhstan and Russia: 2005â2020. (2021). Stankevich, Ivan Pavlovich ; Pilnik, Nikolay Petrovich ; Kopytin, Ivan Aleksandrovich. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-05-58. Full description at Econpapers || Download paper | |
2021 | Flexible Mixture Priors for Large Time-varying Parameter Models. (2021). Hauzenberger, Niko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:87-108. Full description at Econpapers || Download paper | |
2021 | The investment narrative: Improving private investment forecasts with media data. (2021). Schmidt, Torsten ; Jentsch, Carsten ; Muller, Henrik ; Blagov, Boris. In: Ruhr Economic Papers. RePEc:zbw:rwirep:921. Full description at Econpapers || Download paper | |
2021 | The Risk of Algorithm Transparency: How Algorithm Complexity Drives the Effects on Use of Advice. (2021). Thonemann, Ulrich W ; Fugener, Andreas ; Lehmann, Cedric A ; Haubitz, Christiane B. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:078. Full description at Econpapers || Download paper | |
2021 | Construction of a Predictive Model for MLB Matches. (2021). Chang, Chia-Hao. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:1:p:7-112:d:499928. Full description at Econpapers || Download paper | |
2021 | Narratives in economics. (2021). Reccius, Matthias ; Roos, Michael. In: Papers. RePEc:arx:papers:2109.02331. Full description at Econpapers || Download paper | |
2021 | Narratives in economics. (2021). Reccius, Matthias. In: Ruhr Economic Papers. RePEc:zbw:rwirep:922. Full description at Econpapers || Download paper | |
2021 | How Market Prices React to Information: Evidence from a Natural Experiment. (2020). Page, Lionel ; Author, Romain Gauriot. In: Working Papers. RePEc:nad:wpaper:20200058. Full description at Econpapers || Download paper | |
2021 | Efficiency Testing of Prediction Markets: Martingale Approach, Likelihood Ratio and Bayes Factor Analysis. (2021). Vecer, Jan ; Richard, Mark. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:2:p:31-:d:490735. Full description at Econpapers || Download paper | |
2021 | Regularized quantile regression averaging for probabilistic electricity price forecasting. (2021). Weron, RafaÅ ; Uniejewski, Bartosz. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000268. Full description at Econpapers || Download paper | |
2021 | National-scale electricity peak load forecasting: Traditional, machine learning, or hybrid model?. (2021). Cho, Youngsang ; Lee, Juyong. In: Papers. RePEc:arx:papers:2107.06174. Full description at Econpapers || Download paper | |
2021 | Probabilistic Day-Ahead Wholesale Price Forecast: A Case Study in Great Britain. (2021). Verma, Jake ; Caudron, Julien ; Haben, Stephen. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:3:p:38-632:d:623967. Full description at Econpapers || Download paper | |
2021 | Learning spatiotemporal dynamics in wholesale energy markets with dynamic mode decomposition. (2021). Dowling, Alexander W ; Elmore, Clay T. In: Energy. RePEc:eee:energy:v:232:y:2021:i:c:s0360544221012615. Full description at Econpapers || Download paper | |
2021 | Event-Based Evaluation of Electricity Price Ensemble Forecasts. (2021). Ziel, Florian ; Vogler, Arne. In: Forecasting. RePEc:gam:jforec:v:4:y:2021:i:1:p:4-71:d:713504. Full description at Econpapers || Download paper | |
2021 | Application of Bagging in Day-Ahead Electricity Price Forecasting and Factor Augmentation. (2021). Yildirim, Dilem ; Ozen, Kadir. In: ERC Working Papers. RePEc:met:wpaper:2101. Full description at Econpapers || Download paper | |
2021 | A Spectral Model of Grid Frequency for Assessing the Impact of Inertia Response on Wind Turbine Dynamics. (2021). Schlipf, David ; Guo, Feng. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:9:p:2492-:d:544353. Full description at Econpapers || Download paper | |
2021 | Volatility and Dispersion of Hourly Electricity Contracts on the German Continuous Intraday Market. (2021). Naumann, Michael ; Baule, Rainer. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:22:p:7531-:d:676816. Full description at Econpapers || Download paper | |
2021 | Comprehensive Review on Electricity Market Price and Load Forecasting Based on Wind Energy. (2021). Garcia, Fausto Pedro ; Acarolu, Hakan. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:22:p:7473-:d:675237. Full description at Econpapers || Download paper | |
2021 | Rational repricing of risk during COVID?19: Evidence from Indian single stock options market. (2021). Virmani, Vineet ; Varma, Jayanth R ; Agarwalla, Sobhesh Kumar. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:10:p:1498-1519. Full description at Econpapers || Download paper | |
2021 | Systemic risk measures and distribution forecasting of macroeconomic shocks. (2021). Zhang, YU ; Liu, Yanzhen ; Chen, Guojin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:178-196. Full description at Econpapers || Download paper | |
2021 | Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll. (2021). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202143. Full description at Econpapers || Download paper | |
2021 | Estimating robot strengths with application to selection of alliance members in FIRST robotics competitions. (2021). Teng, Jen-Chieh ; Chiang, Chin-Tsang ; Lim, Alejandro. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:158:y:2021:i:c:s0167947321000153. Full description at Econpapers || Download paper | |
2021 | Intraday shelf replenishment decision support for perishable goods. (2021). Stuckenschmidt, Heiner ; Huber, Jakob. In: International Journal of Production Economics. RePEc:eee:proeco:v:231:y:2021:i:c:s0925527320301985. Full description at Econpapers || Download paper | |
2021 | Machine learning and optimization models for supplier selection and order allocation planning. (2021). Wardley, Leslie J ; Amin, Saman Hassanzadeh ; Islam, Samiul. In: International Journal of Production Economics. RePEc:eee:proeco:v:242:y:2021:i:c:s0925527321002917. Full description at Econpapers || Download paper | |
2021 | The state of artificial intelligence: Procurement versus sales and marketing. (2021). Bode, Christoph ; Stuckenschmidt, Heiner ; Spreitzenbarth, Jan. In: Chapters from the Proceedings of the Hamburg International Conference of Logistics (HICL). RePEc:zbw:hiclch:249617. Full description at Econpapers || Download paper | |
2021 | Using Textual and Economic Features to Predict the RMB Exchange Rate. (2021). Hung, Chihli ; Chou, Hsien-Ming ; Chung, Yi-Chen. In: Advances in Management and Applied Economics. RePEc:spt:admaec:v:11:y:2021:i:6:f:11_6_8. Full description at Econpapers || Download paper | |
2021 | The predictive strength of MBS yield spreads during asset bubbles. (2021). Deku, Solomon ; Semeyutin, Artur ; Kara, Alper. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:56:y:2021:i:1:d:10.1007_s11156-020-00888-8. Full description at Econpapers || Download paper | |
2021 | Semiparametric time series models driven by latent factor. (2021). Ombao, Hernando ; de Souza, Fernando ; Barreto-Souza, Wagner ; de Oliveira, Gisele. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1463-1479. Full description at Econpapers || Download paper | |
2021 | Global equity market volatilities forecasting: A comparison of leverage effects, jumps, and overnight information. (2021). Wei, YU ; Ma, Feng ; Li, Yan ; Liang, Chao. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000922. Full description at Econpapers || Download paper | |
2021 | The role of US implied volatility index in forecasting Chinese stock market volatility: Evidence from HAR models. (2021). Wang, Xiong ; Zhao, Yupei ; Wen, Fenghua ; Xiao, Jihong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:74:y:2021:i:c:p:311-333. Full description at Econpapers || Download paper | |
2021 | Return connectedness among commodity and financial assets during the COVID-19 pandemic: Evidence from China and the US. (2021). Liang, Chao ; Wei, YU ; Bai, Lan. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s030142072100180x. Full description at Econpapers || Download paper | |
2021 | Forecasting realized volatility: The role of implied volatility, leverage effect, overnight returns, and volatility of realized volatility. (2021). Tsakou, Katerina ; McMillan, David G ; Kambouroudis, Dimos S. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:10:p:1618-1639. Full description at Econpapers || Download paper | |
2021 | Is investor sentiment stronger than VIX and uncertainty indices in predicting energy volatility?. (2021). Umar, Muhammad ; Liang, Chao ; Chen, Zhonglu. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004001. Full description at Econpapers || Download paper | |
2021 | Interest rate trends in a global context. (2021). Tesar, Linda L ; Stolyarov, Dmitriy. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001218. Full description at Econpapers || Download paper | |
2021 | Predicting risk in energy markets: Low-frequency data still matter. (2021). Výrost, Tomᚠ; Vrost, Toma ; Todorova, Neda ; Lyocsa, Tefan. In: Applied Energy. RePEc:eee:appene:v:282:y:2021:i:pa:s0306261920315567. Full description at Econpapers || Download paper | |
2021 | Time?varying dynamics of expected shortfall in commodity futures markets. (2021). Auer, Benjamin R ; Mehlitz, Julia S. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:6:p:895-925. Full description at Econpapers || Download paper | |
2021 | Quantile-based GARCH-MIDAS: Estimating value-at-risk using mixed-frequency information. (2021). Liu, Hening ; Wang, Xinyu ; Xu, Yan. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000465. Full description at Econpapers || Download paper | |
2021 | Forecasting Canadian GDP Growth with Machine Learning. (2021). Demers, Fanny S ; Chu, BA ; Qureshi, Shafiullah. In: Carleton Economic Papers. RePEc:car:carecp:21-05. Full description at Econpapers || Download paper | |
2021 | EURQ: A New Web Search?based Uncertainty Index. (2021). Golinelli, Roberto ; Bontempi, Maria ; Frigeri, Michele ; Squadrani, Matteo. In: Economica. RePEc:bla:econom:v:88:y:2021:i:352:p:969-1015. Full description at Econpapers || Download paper | |
2021 | Intraday return predictability in Chinaâs crude oil futures market: New evidence from a unique trading mechanism. (2021). Zhang, Yaojie ; Wang, Yudong ; Wen, Danyan. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:209-219. Full description at Econpapers || Download paper | |
2021 | Modeling and Probababilistic Forecasting of Natural Gas Prices. (2020). Ziel, Florian ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2010.06227. Full description at Econpapers || Download paper | |
2021 | Development of a hybrid framework for inventory leanness in Technical Services Organizations. (2021). Syed, Tasweer Hussain ; Mirza, Muhammad Zeeshan ; Ahmad, Yasir ; Naseem, Afshan ; Rehmani, Khurram. In: PLOS ONE. RePEc:plo:pone00:0247144. Full description at Econpapers || Download paper | |
2021 | Sustainable construction supply chain management with the spotlight of inventory optimization under uncertainty. (2021). Ghannadpour, Seyed Farid ; Mohammadnazari, Zahra. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:23:y:2021:i:7:d:10.1007_s10668-020-01095-0. Full description at Econpapers || Download paper | |
2021 | The power of text-based indicators in forecasting the Italian economic activity. (2021). Monteforte, Libero ; Marcucci, Juri ; aprigliano, valentina ; Luciani, Andrea ; Guaitoli, Gabriele ; Emiliozzi, Simone. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1321_21. Full description at Econpapers || Download paper |
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2021 | Tail forecasts of inflation using time-varying parameter quantile regressions. (2021). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2103.03632. Full description at Econpapers || Download paper | |
2021 | Interpretability in deep learning for finance: a case study for the Heston model. (2021). Brigo, Damiano ; de Ocariz, Haitz Saez ; Pallavicini, Andrea ; Huang, Xiaoshan. In: Papers. RePEc:arx:papers:2104.09476. Full description at Econpapers || Download paper | |
2021 | Next-Day Bitcoin Price Forecast Based on Artificial intelligence Methods. (2021). Yang, Liping. In: Papers. RePEc:arx:papers:2106.12961. Full description at Econpapers || Download paper | |
2021 | Multiplicative Error Models: 20 years on. (2021). Gallo, Giampiero M ; Cipollini, Fabrizio. In: Papers. RePEc:arx:papers:2107.05923. Full description at Econpapers || Download paper | |
2021 | Understanding the nature of the long-range memory phenomenon in socioeconomic systems. (2021). Gontis, Vygintas ; Kaulakys, Bronislovas ; Kononovicius, Aleksejus ; Kazakevicius, Rytis. In: Papers. RePEc:arx:papers:2108.02506. Full description at Econpapers || Download paper | |
2021 | Look Whos Talking: Interpretable Machine Learning for Assessing Italian SMEs Credit Default. (2021). Liberati, Caterina ; Repetto, Marco ; Crosato, Lisa. In: Papers. RePEc:arx:papers:2108.13914. Full description at Econpapers || Download paper | |
2021 | A Multi-criteria Approach to Evolve Sparse Neural Architectures for Stock Market Forecasting. (2021). La Torre, Davide ; Swain, Akshya ; Broekaert, Jan ; Hafiz, Faizal . In: Papers. RePEc:arx:papers:2111.08060. Full description at Econpapers || Download paper | |
2021 | Optimal Portfolio Choice and Stock Centrality for Tail Risk Events. (2021). Katsouris, Christis. In: Papers. RePEc:arx:papers:2112.12031. Full description at Econpapers || Download paper | |
2021 | Evolving Temperature Dynamics in Canada: Preliminary Evidence Based on 60 Years of Data. (2021). Amano, Robert ; McDonald-Guimond, Julien ; Gosselin, Marc-Andre. In: Staff Working Papers. RePEc:bca:bocawp:21-22. Full description at Econpapers || Download paper | |
2021 | Do inflation expectations improve model-based inflation Forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Babura, Marta. In: Working Papers. RePEc:bde:wpaper:2138. Full description at Econpapers || Download paper | |
2021 | Forecasting Italian GDP growth with epidemiological data. (2021). Villa, Stefania ; Flaccadoro, Marco ; Conteduca, Francesco ; Emiliozzi, Simone ; Borin, Alessandro ; Aprigliano, Valentina ; Marchetti, Sabina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_664_21. Full description at Econpapers || Download paper | |
2021 | Nowcasting South African gross domestic product using a suite of statistical models. (2021). Steenkamp, Daan ; Botha, Byron ; van Jaarsveld, Rossouw ; Reid, Geordie ; Olds, Tim. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:526-554. Full description at Econpapers || Download paper | |
2021 | Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs. (2021). Koop, Gary ; Hou, Chenghan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0100. Full description at Econpapers || Download paper | |
2021 | High Public Debt in an Uncertain World: Post-Covid-19 Dangers for Public Finance. (2021). Gros, Daniel. In: EconPol Policy Brief. RePEc:ces:econpb:_38. Full description at Econpapers || Download paper | |
2021 | Combining Bayesian VARs with survey density forecasts: does it pay off?. (2021). Ravazzolo, Francesco ; Paredes, Joan ; Brenna, Federica ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212543. Full description at Econpapers || Download paper | |
2021 | The COVID-19 shock and challenges for time series models. (2021). Hartwig, Benny ; Bobeica, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20212558. Full description at Econpapers || Download paper | |
2021 | Do inflation expectations improve model-based inflation forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Banbura, Marta ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212604. Full description at Econpapers || Download paper | |
2021 | Fan charts 2.0: flexible forecast distributions with expert judgement. (2021). Sokol, Andrej. In: Working Paper Series. RePEc:ecb:ecbwps:20212624. Full description at Econpapers || Download paper | |
2021 | Heat load forecasting using adaptive temporal hierarchies. (2021). Madsen, Henrik ; Guericke, Daniela ; Palsson, Olafur Petur ; Nystrup, Peter ; Moller, Jan Kloppenborg ; Bergsteinsson, Hjorleifur G. In: Applied Energy. RePEc:eee:appene:v:292:y:2021:i:c:s0306261921003603. Full description at Econpapers || Download paper | |
2021 | Minimization of natural gas consumption of domestic boilers with convolutional, long-short term memory neural networks and genetic algorithm. (2021). Bampos, Zafeirios N ; Tsoumalis, Georgios I ; Keranidis, Stratos D ; Biskas, Pandelis N ; Chatzis, Georgios V. In: Applied Energy. RePEc:eee:appene:v:299:y:2021:i:c:s0306261921006760. Full description at Econpapers || Download paper | |
2021 | A novel method for online real-time forecasting of crude oil price. (2021). Gong, Xue ; Zhang, Weiguo ; Zhao, Yuan ; Wang, Chao. In: Applied Energy. RePEc:eee:appene:v:303:y:2021:i:c:s0306261921009648. Full description at Econpapers || Download paper | |
2021 | Review of low voltage load forecasting: Methods, applications, and recommendations. (2021). Voss, Marcus ; Giasemidis, Georgios ; Arora, Siddharth ; Haben, Stephen ; Greetham, Danica Vukadinovi. In: Applied Energy. RePEc:eee:appene:v:304:y:2021:i:c:s0306261921011326. Full description at Econpapers || Download paper | |
2021 | A multivariate HAR-RV model with heteroscedastic errors and its WLS estimation. (2021). Hong, Won-Tak ; Hwang, Eunju. In: Economics Letters. RePEc:eee:ecolet:v:203:y:2021:i:c:s0165176521001324. Full description at Econpapers || Download paper | |
2021 | Application of bagging in day-ahead electricity price forecasting and factor augmentation. (2021). Yildirim, Dilem ; Ozen, Kadir. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004448. Full description at Econpapers || Download paper | |
2021 | Point and interval forecasting of electricity supply via pruned ensembles. (2021). de Menezes, Lilian M ; Cyrino, Fernando Luiz ; Meira, Erick. In: Energy. RePEc:eee:energy:v:232:y:2021:i:c:s0360544221012573. Full description at Econpapers || Download paper | |
2021 | Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19. (2021). Shao, Liuguo ; Chen, Jinyu ; Zhang, Hua. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001629. Full description at Econpapers || Download paper | |
2021 | Forecasting mortality with international linkages: A global vector-autoregression approach. (2021). Shi, Yanlin ; Li, Hong. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:59-75. Full description at Econpapers || Download paper | |
2021 | Assessing mortality inequality in the U.S.: What can be said about the future?. (2021). Hyndman, Rob J ; Li, Han. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:152-162. Full description at Econpapers || Download paper | |
2021 | Longevity risk and capital markets: The 2019-20 update. (2021). , Andrew ; Blake, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:395-439. Full description at Econpapers || Download paper | |
2021 | Dimensionality reduction in forecasting with temporal hierarchies. (2021). Madsen, Henrik ; Moller, Jan K ; Lindstrom, Erik ; Nystrup, Peter. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1127-1146. Full description at Econpapers || Download paper | |
2021 | 30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial. (2021). Ruiz, Esther ; Pea, Daniel ; Escribano, Alvaro. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1333-1337. Full description at Econpapers || Download paper | |
2021 | Factor extraction using Kalman filter and smoothing: This is not just another survey. (2021). Ruiz, Esther ; Miranda, Karen ; Poncela, Pilar. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1399-1425. Full description at Econpapers || Download paper | |
2021 | Principles and algorithms for forecasting groups of time series: Locality and globality. (2021). Hyndman, Rob ; Montero-Manso, Pablo. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1632-1653. Full description at Econpapers || Download paper | |
2021 | A Practical Guide to harnessing the HAR volatility model. (2021). Clements, Adam ; Daniel, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002417. Full description at Econpapers || Download paper | |
2021 | Clustering commodity markets in space and time: Clarifying returns, volatility, and trading regimes through unsupervised machine learning. (2021). Vo, Xuan Vinh ; Ur, Mobeen ; Chen, James Ming. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001768. Full description at Econpapers || Download paper | |
2021 | The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China. (2021). Zhang, Hongwei ; Gao, Wang ; Liu, Yuanyuan ; Niu, Zibo. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001872. Full description at Econpapers || Download paper | |
2021 | Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach. (2021). Umar, Zaghum ; Gabauer, David ; Balcilar, Mehmet. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002300. Full description at Econpapers || Download paper | |
2021 | Forecasting electricity consumption of OECD countries: A global machine learning modeling approach. (2021). Gunay, Erdem M ; Murat, K M ; Sen, Doruk. In: Utilities Policy. RePEc:eee:juipol:v:70:y:2021:i:c:s0957178721000564. Full description at Econpapers || Download paper | |
2021 | Stochastic coherency in forecast reconciliation. (2021). Kourentzes, Nikolaos ; Svetunkov, Ivan ; Pritularga, Kandrika F. In: International Journal of Production Economics. RePEc:eee:proeco:v:240:y:2021:i:c:s0925527321001973. Full description at Econpapers || Download paper | |
2021 | A novel multiscale forecasting model for crude oil price time series. (2021). Chen, Xueli ; Heng, Jiani ; Hu, Yucai ; Li, Ranran. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:173:y:2021:i:c:s0040162521006144. Full description at Econpapers || Download paper | |
2021 | Risk Mitigation in Business Activities on Emerging Markets. (2021). Rubaj, Piotr. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:4b:p:699-712. Full description at Econpapers || Download paper | |
2021 | Multivariate Analysis of Cryptocurrencies. (2021). Candila, Vincenzo. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:3:p:28-:d:586873. Full description at Econpapers || Download paper | |
2021 | Predicting the Economic Impact of the COVID-19 Pandemic in the United Kingdom Using Time-Series Mining. (2021). Rady, Dina ; Hettiarachchi, Hansi ; Rakha, Ahmed ; Abdelsamea, Mohammed M ; Gaber, Mohamed Medhat. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:4:p:137-:d:644305. Full description at Econpapers || Download paper | |
2021 | A Bayesian Model to Forecast the Time Series Kinetic Energy Data for a Power System. (2021). Gonzalez-Longatt, Francisco ; Ghimire, Bishal ; Shrestha, Ashish. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:11:p:3299-:d:568983. Full description at Econpapers || Download paper | |
2021 | Distributed Learning Applications in Power Systems: A Review of Methods, Gaps, and Challenges. (2021). Musilek, Petr ; Gholizadeh, Nastaran. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:12:p:3654-:d:577869. Full description at Econpapers || Download paper | |
2021 | A Pattern New in Every Moment: The Temporal Clustering of Markets for Crude Oil, Refined Fuels, and Other Commodities. (2021). Ur, Mobeen ; Chen, James Ming. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:19:p:6099-:d:642541. Full description at Econpapers || Download paper | |
2021 | Prediction of Extreme Conditional Quantiles of Electricity Demand: An Application Using South African Data. (2021). Ranganai, Edmore ; Sigauke, Caston ; Maswanganyi, Norman. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:20:p:6704-:d:657229. Full description at Econpapers || Download paper | |
2021 | Forecasting Commodity Prices: Looking for a Benchmark. (2021). Rubaszek, MichaÅ ; Kwas, Marek. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:27-459:d:577877. Full description at Econpapers || Download paper | |
2021 | The Wisdom of the Data: Getting the Most Out of Univariate Time Series Forecasting. (2021). Spiliotis, Evangelos ; Petropoulos, Fotios. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:3:p:29-497:d:580455. Full description at Econpapers || Download paper |
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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 | Nowcasting Tail Risks to Economic Activity with Many Indicators. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:87955. Full description at Econpapers || Download paper | |
2020 | Monetary Policy with Judgment. (2020). Manganelli, Simone ; Gelain, Paolo. In: Working Papers. RePEc:fip:fedcwq:88033. Full description at Econpapers || Download paper | |
2020 | Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach. (2020). Zaman, Saeed ; Knotek, Edward. In: Working Papers. RePEc:fip:fedcwq:88961. Full description at Econpapers || Download paper | |
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2020 | Infectious Diseases, Market Uncertainty and Oil Market Volatility. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Bouri, Elie. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:16:p:4090-:d:395806. Full description at Econpapers || Download paper | |
2020 | Measuring the Risk of Supply and Demand Imbalance at the Monthly to Seasonal Scale in France. (2020). Plougonven, Riwal ; Drobinski, Philippe ; Alonzo, Bastien ; Tankov, Peter. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:18:p:4888-:d:415383. Full description at Econpapers || Download paper | |
2020 | Electricity Price Forecasting Based on Self-Adaptive Decomposition and Heterogeneous Ensemble Learning. (2020). de Lima, Jose Donizetti ; Stefenon, Stefano Frizzo ; Dal, Matheus Henrique ; Santos, Leandro Dos ; Mariani, Viviana Cocco ; Nied, Ademir. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:19:p:5190-:d:424029. Full description at Econpapers || Download paper | |
2020 | The Impacts of Energy Consumption, Energy Prices and Energy Import-Dependency on Gross and Sectoral Value-Added in Sri Lanka. (2020). Murshed, Muntasir ; Mahmood, Haider ; Bassim, Mohga ; Yousef, Tarek Tawfik. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:24:p:6565-:d:461230. Full description at Econpapers || Download paper | |
2020 | Load Nowcasting: Predicting Actuals with Limited Data. (2020). Ziel, Florian. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:6:p:1443-:d:334632. Full description at Econpapers || Download paper |
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2019 | In search of a job: Forecasting employment growth using Google Trends. (2019). Montes, Erik Christian ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2019-13. Full description at Econpapers || Download paper | |
2019 | Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models. (2019). Rossini, Luca ; Bohte, Rick. In: Papers. RePEc:arx:papers:1909.06599. Full description at Econpapers || Download paper | |
2019 | Estimating Large Mixed-Frequency Bayesian VAR Models. (2019). Ankargren, Sebastian ; Jon, Paulina. In: Papers. RePEc:arx:papers:1912.02231. Full description at Econpapers || Download paper | |
2019 | When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2019). Simoni, Anna ; Ferrara, Laurent. In: Working papers. RePEc:bfr:banfra:717. Full description at Econpapers || Download paper | |
2019 | Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area. (2019). Ganics, Gergely ; Odendahl, Florens. In: Working papers. RePEc:bfr:banfra:733. Full description at Econpapers || Download paper | |
2019 | Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162. Full description at Econpapers || Download paper | |
2019 | 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 | |
2019 | A New Economic Framework: A DSGE Model with Cryptocurrency. (2019). Lorusso, Marco ; Asimakopoulos, Stylianos ; Ravazzolo, Francesco. In: Working Papers. RePEc:bny:wpaper:0079. Full description at Econpapers || Download paper | |
2019 | Forecasting GDP all over the world using leading indicators based on comprehensive survey data. (2019). Wohlrabe, Klaus ; Lehmann, Robert ; Garnitz, Johanna. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7691. Full description at Econpapers || Download paper | |
2019 | Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8000. Full description at Econpapers || Download paper | |
2019 | Extracting information on economic activity from business and consumer surveys in an emerging economy (Chile). (2019). Pedersen, Michael ; Figueroa, Camila. In: Journal EconomÃÂa Chilena (The Chilean Economy). RePEc:chb:bcchec:v:22:y:2019:i:3:p:098-131. Full description at Econpapers || Download paper | |
2019 | How is Machine Learning Useful for Macroeconomic Forecasting?. (2019). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: CIRANO Working Papers. RePEc:cir:cirwor:2019s-22. Full description at Econpapers || Download paper | |
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2019 | Central bank tone and the dispersion of views within monetary policy committees. (2019). Labondance, Fabien ; Hubert, Paul. In: Working Papers. RePEc:crb:wpaper:2019-08. Full description at Econpapers || Download paper | |
2019 | When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2019). Simoni, Anna ; Ferrara, Laurent. In: Working Papers. RePEc:crs:wpaper:2019-04. Full description at Econpapers || Download paper | |
2019 | Designing Robust Monetary Policy Using Prediction Pools. (2019). Levine, Paul ; Deak, Szabolcs ; Pearlman, J ; Mirza, A. In: Working Papers. RePEc:cty:dpaper:19/11. Full description at Econpapers || Download paper | |
2019 | 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 | The importance of social learning for non-market valuation. (2019). Stoeckl, Natalie ; Grainger, Daniel. In: Ecological Economics. RePEc:eee:ecolec:v:164:y:2019:i:c:36. Full description at Econpapers || Download paper | |
2019 | To what extent can new web-based technology improve forecasts? Assessing the economic value of information derived from Virtual Globes and its rate of diffusion in a financial market. (2019). , Johnnie ; Ma, Tiejun ; Sung, Ming-Chien ; Green, Lawrence . In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:1:p:226-239. Full description at Econpapers || Download paper | |
2019 | Probabilistic forecast reconciliation with applications to wind power and electric load. (2019). Jeon, Joo Young ; Petropoulos, Fotios ; Panagiotelis, Anastasios. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:2:p:364-379. Full description at Econpapers || Download paper | |
2019 | Crude oil futures trading and uncertainty. (2019). Czudaj, Robert. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:793-811. Full description at Econpapers || Download paper | |
2019 | An effective and robust decomposition-ensemble energy price forecasting paradigm with local linear prediction. (2019). Wei, Yi-Ming ; Chu, Xianghua ; Li, LI ; He, Huangda ; Xie, Kangqiang ; Qin, Quande ; Wu, Teresa. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:402-414. Full description at Econpapers || Download paper | |
2019 | Forecasting sales in the supply chain: Consumer analytics in the big data era. (2019). Boone, Tonya ; Sanders, Nada R ; Jain, Aditya ; Ganeshan, Ram. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:170-180. Full description at Econpapers || Download paper | |
2019 | Demand forecasting with user-generated online information. (2019). Schaer, Oliver ; Fildes, Robert ; Kourentzes, Nikolaos. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:197-212. Full description at Econpapers || Download paper | |
2019 | Do IMF forecasts respect Okunââ¬â¢s law? Evidence for advanced and developing economies. (2019). Loungani, Prakash ; Jalles, Joao ; Ball, Laurence. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1131-1142. Full description at Econpapers || Download paper | |
2019 | Some observations on forecasting and policy. (2019). Wright, Jonathan H. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1186-1192. Full description at Econpapers || Download paper | |
2019 | Neural networks for GEFCom2017 probabilistic load forecasting. (2019). Herre, L ; Mazidi, P ; Dimoulkas, I. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1409-1423. Full description at Econpapers || Download paper | |
2019 | Machine learning methods for GEFCom2017 probabilistic load forecasting. (2019). Hua, Grace N ; Smyl, Slawek. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1424-1431. Full description at Econpapers || Download paper | |
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2019 | Data visualization and forecast combination for probabilistic load forecasting in GEFCom2017 final match. (2019). Abdulla, Khalid ; de Hoog, Julian. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1451-1459. Full description at Econpapers || Download paper | |
2019 | Data preprocessing and quantile regression for probabilistic load forecasting in the GEFCom2017 final match. (2019). Quintana, J M ; Kanda, Isao . In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1460-1468. Full description at Econpapers || Download paper | |
2019 | Predicting relative forecasting performance: An empirical investigation. (2019). Sekhposyan, Tatevik ; Granziera, Eleonora. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1636-1657. Full description at Econpapers || Download paper | |
2019 | Forecasting GDP growth with NIPA aggregates: In search of core GDP. (2019). Knotek, Edward S ; Garciga, Christian . In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1814-1828. Full description at Econpapers || Download paper | |
2019 | Forecasting spare part demand using service maintenance information. (2019). Boute, Robert ; van der Auweraer, Sarah. In: International Journal of Production Economics. RePEc:eee:proeco:v:213:y:2019:i:c:p:138-149. Full description at Econpapers || Download paper | |
2019 | A credit cycle model with market sentiments. (2019). Zoerner, Thomas ; Gardini, Laura ; Commendatore, Pasquale ; Zorner, Thomas O ; Kubin, Ingrid. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:50:y:2019:i:c:p:159-174. Full description at Econpapers || Download paper | |
2019 | Spare Parts Inventory Control based on Maintenance Planning. (2019). Dekker, Rommert ; van Jaarsveld, W L ; Zhu, S. In: Econometric Institute Research Papers. RePEc:ems:eureir:114791. Full description at Econpapers || Download paper | |
2019 | The Output Gap and Youth Unemployment: An Analysis Based on Okunâs 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). Ali, Sajid ; Iftikhar, Hasnain ; Shah, Ismail ; Wang, Depeng. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:13:p:2532-:d:244687. Full description at Econpapers || Download paper | |
2019 | Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting. (2019). Weron, RafaÅ ; Uniejewski, Bartosz ; Serafin, Tomasz. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:13:p:2561-:d:245313. Full description at Econpapers || Download paper | |
2019 | Weighting Factor Selection of the Ensemble Model for Improving Forecast Accuracy of Photovoltaic Generating Resources. (2019). Hur, Jin ; Kim, Kihan. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:17:p:3315-:d:261701. Full description at Econpapers || Download paper | |
2019 | Energy Scheduling Using Decision Trees and Emulation: Agriculture Irrigation with Run-of-the-River Hydroelectricity and a PV Case Study. (2019). Vale, Zita ; Faria, Pedro ; Abrishambaf, Omid ; Corchado, Juan M. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:20:p:3987-:d:278446. 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 | |
2019 | Neural Network Based Model Comparison for Intraday Electricity Price Forecasting. (2019). Ugurlu, Umut ; Oksuz, Ilkay. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:23:p:4557-:d:292342. Full description at Econpapers || Download paper | |
2019 | Day-Ahead vs. IntradayâForecasting the Price Spread to Maximize Economic Benefits. (2019). Weron, Tomasz ; Nitka, Weronika ; Maciejowska, Katarzyna. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:4:p:631-:d:206429. Full description at Econpapers || Download paper | |
2019 | Automatic Grouping in Singular Spectrum Analysis. (2019). Hassani, Hossein ; Kalantari, Mahdi. In: Forecasting. RePEc:gam:jforec:v:1:y:2019:i:1:p:13-204:d:281648. Full description at Econpapers || Download paper | |
2019 | Bitcoin at High Frequency. (2019). Sandholdt, Mads ; Catania, Leopoldo. In: JRFM. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:36-:d:206409. 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 | |
2018 | Monetary Policy Uncertainty: A Tale of Two Tails. (2018). Sekhposyan, Tatevik ; Dahlhaus, Tatjana. In: Staff Working Papers. RePEc:bca:bocawp:18-50. Full description at Econpapers || Download paper | |
2018 | Can media and text analytics provide insights into labour market conditions in China?. (2018). Thanabalasingam, Sri ; Kruger, Mark ; Liu, Yu-Hsien ; Bailliu, Jeannine. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_009. Full description at Econpapers || Download paper | |
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2018 | Modelling Volatility of Cryptocurrencies Using Markov-Switching Garch Models. (2018). Caporale, Guglielmo Maria ; Zekokh, Timur. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7167. Full description at Econpapers || Download paper | |
2018 | Experimental validation of an electrical and thermal energy demand model for rapid assessment of rural health centers in sub-Saharan Africa. (2018). Orosz, Matthew ; Lemort, Vincent ; Mueller, Amy ; Altes-Buch, Queralt. In: Applied Energy. RePEc:eee:appene:v:218:y:2018:i:c:p:382-390. Full description at Econpapers || Download paper | |
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2018 | The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems. (2018). Chai, Shanglei ; Zhou, P. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:64-75. Full description at Econpapers || Download paper | |
2018 | Estimation of game-level attendance in major league soccer: Outcome uncertainty and absolute quality considerations. (2018). Sung, Hojun ; Mills, Brian M. In: Sport Management Review. RePEc:eee:spomar:v:21:y:2018:i:5:p:519-532. Full description at Econpapers || Download paper | |
2018 | Energy Commodity Price Forecasting with Deep Multiple Kernel Learning. (2018). Wu, Cheng-Feng ; Huang, Shian-Chang. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:11:p:3029-:d:180549. Full description at Econpapers || Download paper | |
2018 | Smart Meter Forecasting from One Minute to One Year Horizons. (2018). Marrocu, Marino ; Massidda, Luca. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3520-:d:191309. Full description at Econpapers || Download paper | |
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2018 | Regime-Switching Determinants for Spreads of Emerging Markets Sovereign Credit Default Swaps. (2018). Ho, Kung-Cheng ; Deng, Xiang ; Ma, Jason Z ; Tsai, Sang-Bing. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:8:p:2730-:d:161653. Full description at Econpapers || Download paper | |
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2018 | Going with your Gut: The (In)accuracy of Forecast Revisions in a Football Score Prediction Game. (2018). Singleton, Carl ; Reade, J ; Brown, Alsdair. In: Working Papers. RePEc:gwc:wpaper:2018-006. Full description at Econpapers || Download paper | |
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2018 | Applications for DSGE Models in Central Banking: Key Issues Explored During Research Workshop of the National Bank of Ukraine. (2018). Kiiashko, Sergii. In: Visnyk of the National Bank of Ukraine. RePEc:ukb:journl:y:2018:i:246:p:4-9. Full description at Econpapers || Download paper | |
2018 | Big data analytics in economics: What have we learned so far, and where should we go from here?. (2018). Swanson, Norman ; Xiong, Weiqi. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:51:y:2018:i:3:p:695-746. Full description at Econpapers || Download paper | |
2018 | . Full description at Econpapers || Download paper | |
2018 | How far can we forecast? Statistical tests of the predictive content. (2018). KnÃÆüppel, Malte ; Breitung, JÃÆörg ; Knuppel, Malte. In: Discussion Papers. RePEc:zbw:bubdps:072018. Full description at Econpapers || Download paper | |
2018 | Assessing the uncertainty in central banks inflation outlooks. (2018). KnÃÆüppel, Malte ; Schultefrankenfeld, Guido ; Knuppel, Malte. In: Discussion Papers. RePEc:zbw:bubdps:562018. Full description at Econpapers || Download paper | |
2018 | Einige bewertungstheoretische Anmerkungen zur Marktwertanalyse der Plattform transfermarkt.de. (2018). Follert, Florian ; Ackermann, Phil. In: Working Papers of the European Institute for Socioeconomics. RePEc:zbw:eiswps:23. Full description at Econpapers || Download paper |
# | Series | H | Cites | |
---|---|---|---|---|
1 | International Journal of Forecasting / Elsevier | 81 | 2225 | |
2 | Papers / arXiv.org | 80 | 961 | |
3 | Energies / MDPI | 47 | 748 | |
4 | European Journal of Operational Research / Elsevier | 121 | 556 | |
5 | Energy Economics / Elsevier | 148 | 493 | |
6 | MPRA Paper / University Library of Munich, Germany | 119 | 475 | |
7 | Sustainability / MDPI | 58 | 374 | |
8 | Applied Energy / Elsevier | 107 | 361 | |
9 | Energy / Elsevier | 101 | 336 | |
10 | Empirical Economics / Springer | 67 | 298 | |
11 | Economic Modelling / Elsevier | 77 | 278 |