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International Journal of Forecasting / Elsevier

Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
93
Impact Factor (IF)
1.46
5 Years IF
1.48
Data available in this report

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

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0.01 0.11 0.24 0.03 75 75 558 17 18 186 2 362 10 0 5 0.07 0.05
1991 0.02 0.11 0.14 0.03 62 137 384 19 37 172 3 398 12 0 0 0.06
1992 0.04 0.12 0.11 0.04 90 227 1341 23 61 137 5 383 15 0 0 0.06
1993 0.05 0.13 0.09 0.03 79 306 868 28 90 152 7 413 13 0 0 0.06
1994 0.02 0.14 0.08 0.05 70 376 531 28 121 169 4 403 20 0 2 0.03 0.06
1995 0.08 0.22 0.32 0.1 61 437 590 136 259 149 12 376 39 80 58.8 9 0.15 0.09
1996 0.15 0.25 0.4 0.16 65 502 461 195 459 131 20 362 57 96 49.2 2 0.03 0.11
1997 0.1 0.24 0.29 0.15 67 569 1837 161 626 126 13 365 55 56 34.8 11 0.16 0.11
1998 0.1 0.27 0.39 0.16 35 604 1003 230 861 132 13 342 55 66 28.7 1 0.03 0.13
1999 0.3 0.29 0.54 0.23 39 643 825 347 1209 102 31 298 68 63 18.2 6 0.15 0.14
2000 0.41 0.34 0.4 0.27 59 702 1598 280 1491 74 30 267 73 83 29.6 6 0.1 0.16
2001 0.32 0.38 0.39 0.32 45 747 708 289 1784 98 31 265 84 72 24.9 16 0.36 0.17
2002 0.34 0.39 0.42 0.41 58 805 790 333 2120 104 35 245 101 88 26.4 34 0.59 0.2
2003 0.52 0.43 0.63 0.53 81 886 1045 539 2680 103 54 236 125 159 29.5 15 0.19 0.21
2004 0.44 0.47 0.59 0.49 69 955 1856 558 3246 139 61 282 139 96 17.2 28 0.41 0.21
2005 0.53 0.5 0.89 0.54 67 1022 1795 905 4152 150 80 312 169 112 12.4 28 0.42 0.23
2006 0.71 0.49 1.01 0.56 63 1085 2390 1090 5249 136 97 320 180 503 46.1 24 0.38 0.22
2007 0.88 0.44 0.79 0.61 63 1148 1221 907 6158 130 115 338 205 146 16.1 39 0.62 0.2
2008 1.17 0.47 0.86 0.86 64 1212 1797 1031 7195 126 147 343 295 146 14.2 43 0.67 0.22
2009 0.91 0.46 0.84 0.94 72 1284 1471 1070 8274 127 116 326 305 110 10.3 43 0.6 0.23
2010 1.02 0.46 0.84 0.93 75 1359 1170 1133 9418 136 139 329 307 141 12.4 13 0.17 0.2
2011 1.09 0.51 1.16 1.07 148 1507 1903 1731 11163 147 160 337 360 459 26.5 138 0.93 0.24
2012 0.68 0.5 0.97 0.83 64 1571 3745 1514 12687 223 152 422 351 96 6.3 39 0.61 0.21
2013 0.92 0.54 1.1 0.99 56 1627 1170 1783 14482 212 196 423 420 194 10.9 41 0.73 0.24
2014 1.73 0.53 1.32 1.24 77 1704 2665 2248 16732 120 208 415 514 195 8.7 115 1.49 0.22
2015 1.93 0.53 1.33 1.23 81 1785 1328 2373 19109 133 257 420 517 244 10.3 79 0.98 0.22
2016 1.96 0.5 1.44 1.41 102 1887 2134 2700 21818 158 310 426 602 327 12.1 139 1.36 0.2
2017 1.51 0.52 1.36 1.7 76 1963 1319 2661 24488 183 276 380 646 281 10.6 51 0.67 0.21
2018 1.76 0.53 1.45 1.7 52 2015 966 2905 27414 178 314 392 666 156 5.4 38 0.73 0.22
2019 1.89 0.54 1.71 1.88 128 2143 1506 3658 31080 128 242 388 730 494 13.5 87 0.68 0.21
2020 1.99 0.64 1.85 1.87 98 2241 1454 4148 35236 180 359 439 820 500 12.1 136 1.39 0.3
2021 1.92 0.74 1.8 1.9 101 2342 903 4203 39441 226 434 456 868 357 8.5 107 1.06 0.27
2022 2.18 0.74 1.74 1.78 97 2439 540 4229 43673 199 433 455 811 656 15.5 112 1.15 0.22
2023 1.64 0.7 1.53 1.71 107 2546 388 3906 47579 198 325 476 814 497 12.7 76 0.71 0.2
2024 1.46 0.82 1.37 1.48 96 2642 105 3611 51190 204 298 531 787 343 9.5 45 0.47 0.24
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12012Better 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.

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2843
21997Testing 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.

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1242
31986Forecasting 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.

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819
42006Another 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.

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762
51989Combining 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.

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708
62014Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081.

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559
71992Modeling 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.

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524
81998Forecasting with artificial neural networks:: The state of the art. (1998). Hu, Michael Y. ; Zhang, Guoqiang ; Patuwo, Eddy B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:1:p:35-62.

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480
92000The M3-Competition: results, conclusions and implications. (2000). Makridakis, Spyros ; Hibon, Michele . In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476.

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421
102010Comparing 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.

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311
112002A state space framework for automatic forecasting using exponential smoothing methods. (2002). Snyder, Ralph ; Hyndman, Rob ; Grose, Simone ; Koehler, Anne B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:18:y:2002:i:3:p:439-454.

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294
121992Error 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.

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271
131999The Delphi technique as a forecasting tool: issues and analysis. (1999). Wright, George ; Rowe, Gene. In: International Journal of Forecasting. RePEc:eee:intfor:v:15:y:1999:i:4:p:353-375.

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267
142014Evaluating 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.

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237
152007Combining density forecasts. (2007). Mitchell, James ; Hall, Stephen. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:1:p:1-13.

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234
162004Bridge models to forecast the euro area GDP. (2004). Parigi, giuseppe ; Golinelli, Roberto ; Baffigi, Alberto. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:3:p:447-460.

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222
172006Modelling 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.

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219
182016Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond. (2016). Hyndman, Rob ; Hong, Tao ; Fan, Shu ; Pinson, Pierre ; Zareipour, Hamidreza ; Troccoli, Alberto. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:896-913.

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218
192016Probabilistic 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.

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213
201995Forecasting tourism demand: A review of empirical research. (1995). Witt, Stephen F.. In: International Journal of Forecasting. RePEc:eee:intfor:v:11:y:1995:i:3:p:447-475.

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210
212011MIDAS 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.

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210
222000Out-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.

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199
232011MIDAS 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.

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197
242005Macro variables and international stock return predictability. (2005). Wohar, Mark ; Rangvid, Jesper ; Rapach, David E.. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:1:p:137-166.

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196
252008The financial analyst forecasting literature: A taxonomy with suggestions for further research. (2008). Ramnath, Sundaresh ; Rock, Steve ; Shane, Philip. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:1:p:34-75.

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195
26200625 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.

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195
272008Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data. (2008). Schumacher, Christian ; Breitung, Jörg. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:3:p:386-398.

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187
282006Judgmental forecasting: A review of progress over the last 25 years. (2006). Goodwin, Paul ; Lawrence, Michael ; O'Connor, Marcus ; Onkal, Dilek. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:493-518.

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186
292013Combining 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.

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179
302011Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search. (2011). Zhang, Zelin ; Joseph, Kissan ; Wintoki, Babajide M.. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:4:p:1116-1127.

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177
312005Forecasting electricity prices for a day-ahead pool-based electric energy market. (2005). Espinola, Rosa ; Plazas, Miguel A. ; Contreras, Javier ; Conejo, Antonio J.. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:3:p:435-462.

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171
322008Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models. (2008). Weron, Rafał ; Misiorek, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:744-763.

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170
332009Effective forecasting and judgmental adjustments: an empirical evaluation and strategies for improvement in supply-chain planning. (2009). Nikolopoulos, Konstantinos ; Fildes, Robert ; Goodwin, Paul ; Lawrence, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:1:p:3-23.

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169
342009Forecasting exchange rates with a large Bayesian VAR. (2009). Marcellino, Massimiliano ; Kapetanios, George ; Carriero, Andrea. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:2:p:400-417.

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162
352004Efficient market hypothesis and forecasting. (2004). Timmermann, Allan. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:15-27.

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159
362017The predictive power of Google searches in forecasting US unemployment. (2017). Marcucci, Juri ; D'Amuri, Francesco ; Damuri, Francesco. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:801-816.

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156
372020DeepAR: Probabilistic forecasting with autoregressive recurrent networks. (2020). Flunkert, Valentin ; Januschowski, Tim ; Gasthaus, Jan ; Salinas, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1181-1191.

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154
382004Authors 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.

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153
392020The M4 Competition: 100,000 time series and 61 forecasting methods. (2020). Assimakopoulos, Vassilios ; Makridakis, Spyros ; Spiliotis, Evangelos. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:54-74.

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153
402004Forecasting 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.

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148
412008Forecasting electricity prices: The impact of fundamentals and time-varying coefficients. (2008). Karakatsani, Nektaria V. ; Bunn, Derek W.. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:764-785.

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144
422005The accuracy of intermittent demand estimates. (2005). Boylan, John E. ; Syntetos, Aris A.. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:2:p:303-314.

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144
431993Earnings 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.

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143
441993Comments 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.

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143
452001How 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.

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135
462016The forecast combination puzzle: A simple theoretical explanation. (2016). Vasnev, Andrey ; Magnus, Jan ; Wang, Wendun ; Claeskens, Gerda. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:754-762.

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134
471993Betting 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.

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133
482015Conditional 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.

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132
491993Reply 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.

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129
502009Forecasting economic and financial variables with global VARs. (2009). Smith, L. Vanessa ; Schuermann, Til ; Pesaran, Mohammad. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:4:p:642-675.

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128
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12012Better 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.

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1281
22006Another 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.

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180
31997Testing 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

158
42020DeepAR: Probabilistic forecasting with autoregressive recurrent networks. (2020). Flunkert, Valentin ; Januschowski, Tim ; Gasthaus, Jan ; Salinas, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1181-1191.

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114
51998Forecasting with artificial neural networks:: The state of the art. (1998). Hu, Michael Y. ; Zhang, Guoqiang ; Patuwo, Eddy B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:1:p:35-62.

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95
62021Temporal Fusion Transformers for interpretable multi-horizon time series forecasting. (2021). Pfister, Tomas ; Arik, Sercan O ; Loeff, Nicolas ; Lim, Bryan. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1748-1764.

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86
72014Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081.

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85
82020The M4 Competition: 100,000 time series and 61 forecasting methods. (2020). Assimakopoulos, Vassilios ; Makridakis, Spyros ; Spiliotis, Evangelos. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:54-74.

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69
92020The impact of sentiment and attention measures on stock market volatility. (2020). Ballinari, Daniele ; Audrino, Francesco ; Sigrist, Fabio. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:334-357.

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58
102014Correlation dynamics and international diversification benefits. (2014). Jin, Xisong ; Errunza, Vihang ; Christoffersen, Peter ; Jacobs, Kris. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:807-824.

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56
112019Text-based crude oil price forecasting: A deep learning approach. (2019). Li, Xuerong ; Shang, Wei ; Wang, Shouyang. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1548-1560.

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50
122002A state space framework for automatic forecasting using exponential smoothing methods. (2002). Snyder, Ralph ; Hyndman, Rob ; Grose, Simone ; Koehler, Anne B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:18:y:2002:i:3:p:439-454.

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50
132022Forecasting: theory and practice. (2022). Thomakos, Dimitrios ; Shang, Han Lin ; Sermpinis, Georgios ; Rubaszek, Michał ; Reade, J ; Paccagnini, Alessia ; Martinez, Andrew ; Li, Feng ; Hendry, David ; Guidolin, Massimo ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Babai, Mohamed Zied ; Assimakopoulos, Vassilios ; Pedregal, Diego J ; Trapero, Juan Ramon ; Meeran, Sheik ; Koehler, Anne B ; Guseo, Renato ; Gunter, Ulrich ; Barrow, Devon K ; Pavia, Jose M ; de Baets, Shari ; Talagala, Priyanga Dilini ; Januschowski, Tim ; Frazier, David T ; Jeon, Jooyoung ; Hollyman, Ross ; Panagiotelis, Anastasios ; Petropoulos, Fotios ; Gilliland, Michael ; Thorarinsdottir, Thordis ; Boylan, John E ; Winkler, Robert L ; Yusupova, Alisa ; Ziel, Florian ; Pinson, Pierre ; Rapach, David E ; Ellison, Joanne ; Bessa, Ricardo J ; Dokumentov, Alexander ; Cyrino, Fernando Luiz ; Modis, Theodore ; Apiletti, Daniele ; Browell, Jethro ; Goodwin, Paul ; Kang, Yanfei ; Pedio, Manuela ; Kolassa, Stephan ; Carnevale, Claudio ; Ramos, Patricia ; Grushka-Cockayne, Yael ; Todini, Ezio ; Makridakis, Spyros ; Cordeiro, Clara ; Cirillo, Pasquale ; Wang, Xiaoqian ; Spiliotis, Evangelos ; Tashman, Len ; ben Taieb, Souhaib ; Bergmeir, Christoph ; Bijak, Jakub ; Kourentzes, Nikolaos ; Guo, Xiaojia ; Nikolopoulos, Konstantinos ; Leva, Sonia ; Rostami-Tabar, Bahman ; Panapakidis, Ioannis ; Harvey, Nigel ; Richmond, Victor ; Onkal, Dilek ; Litsiou, Konstantia ; Gonul, Sinan M ; Syntetos, Aris A. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:3:p:705-871.

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50
141989Combining 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

49
151999The Delphi technique as a forecasting tool: issues and analysis. (1999). Wright, George ; Rowe, Gene. In: International Journal of Forecasting. RePEc:eee:intfor:v:15:y:1999:i:4:p:353-375.

Full description at Econpapers || Download paper

47
162004Authors 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

44
172000Out-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.

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44
181992Modeling 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.

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44
192016The forecast combination puzzle: A simple theoretical explanation. (2016). Vasnev, Andrey ; Magnus, Jan ; Wang, Wendun ; Claeskens, Gerda. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:754-762.

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43
202016Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond. (2016). Hyndman, Rob ; Hong, Tao ; Fan, Shu ; Pinson, Pierre ; Zareipour, Hamidreza ; Troccoli, Alberto. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:896-913.

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42
212020A 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.

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41
222017The predictive power of Google searches in forecasting US unemployment. (2017). Marcucci, Juri ; D'Amuri, Francesco ; Damuri, Francesco. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:801-816.

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39
232000The M3-Competition: results, conclusions and implications. (2000). Makridakis, Spyros ; Hibon, Michele . In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476.

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39
242010Comparing 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.

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38
252021Recurrent Neural Networks for Time Series Forecasting: Current status and future directions. (2021). Bandara, Kasun ; Hewamalage, Hansika ; Bergmeir, Christoph. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:388-427.

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37
262020Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks. (2020). GUPTA, RANGAN ; Asai, Manabu. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:933-948.

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37
272022M5 accuracy competition: Results, findings, and conclusions. (2022). Assimakopoulos, Vassilios ; Makridakis, Spyros ; Spiliotis, Evangelos. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1346-1364.

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37
282014Evaluating 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.

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37
292019Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives. (2019). Shin, Minchul ; Diebold, Francis. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1679-1691.

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36
302020Forecasting stock price volatility: New evidence from the GARCH-MIDAS model. (2020). Wang, LU ; Yang, Lin ; Liu, Jing ; Ma, Feng. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:684-694.

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35
312016A new metric of absolute percentage error for intermittent demand forecasts. (2016). Kim, Sungil. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:669-679.

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35
322016Probabilistic 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.

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34
332022High-frequency monitoring of growth at risk. (2022). Sahuc, Jean-Guillaume ; Mogliani, Matteo ; Ferrara, Laurent. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:582-595.

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34
342013Combining 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.

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33
352011Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search. (2011). Zhang, Zelin ; Joseph, Kissan ; Wintoki, Babajide M.. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:4:p:1116-1127.

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33
362010Using ELO ratings for match result prediction in association football. (2010). Hvattum, Lars Magnus ; Arntzen, Halvard. In: International Journal of Forecasting. RePEc:eee:intfor:v:26:y::i:3:p:460-470.

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32
372021Measuring the Connectedness of the Global Economy. (2021). shin, yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:899-919.

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32
382020Forecasting global equity market volatilities. (2020). Zhang, Yaojie ; Liao, Yin ; Ma, Feng. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1454-1475.

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31
392007Combining density forecasts. (2007). Mitchell, James ; Hall, Stephen. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:1:p:1-13.

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29
40200625 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.

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29
412021Nowcasting GDP using machine-learning algorithms: A real-time assessment. (2021). Vehbi, Tugrul ; van Florenstein Mulder, Thomas ; Richardson, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:941-948.

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29
422021Machine learning model for Bitcoin exchange rate prediction using economic and technology determinants. (2021). Gao, Ying ; Chen, Wei ; Jia, Lifen ; Xu, Huilin. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:28-43.

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29
432008The financial analyst forecasting literature: A taxonomy with suggestions for further research. (2008). Ramnath, Sundaresh ; Rock, Steve ; Shane, Philip. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:1:p:34-75.

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29
442004Forecasting 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.

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29
452017Quantile regression forecasts of inflation under model uncertainty. (2017). Korobilis, Dimitris. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:11-20.

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28
462006Judgmental forecasting: A review of progress over the last 25 years. (2006). Goodwin, Paul ; Lawrence, Michael ; O'Connor, Marcus ; Onkal, Dilek. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:493-518.

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28
472009Hierarchical forecasts for Australian domestic tourism. (2009). Hyndman, Rob ; Athanasopoulos, George ; Ahmed, Roman A.. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:1:p:146-166.

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28
482017VARX-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.

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28
492009Effective forecasting and judgmental adjustments: an empirical evaluation and strategies for improvement in supply-chain planning. (2009). Nikolopoulos, Konstantinos ; Fildes, Robert ; Goodwin, Paul ; Lawrence, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:1:p:3-23.

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27
502020FFORMA: Feature-based forecast model averaging. (2020). Hyndman, Rob ; Athanasopoulos, George ; Talagala, Thiyanga S ; Montero-Manso, Pablo. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:86-92.

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2024Exploring entertainment utility from football games. (2024). Reade, J ; Rambaccussing, Dooruj ; Pawlowski, Tim ; Ramirez, Philip ; Rossi, Giambattista. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:223:y:2024:i:c:p:185-198.

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2024Integrated Approaches in Resilient Hierarchical Load Forecasting via TCN and Optimal Valley Filling Based Demand Response Application. (2024). Eren, Yavuz ; Turkolu, Selim A ; Erdin, Ozan ; Erkmen, Burcu ; Kuukdemiral, Brahim. In: Applied Energy. RePEc:eee:appene:v:360:y:2024:i:c:s0306261924001053.

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2024Bayesian forecasting in economics and finance: A modern review. (2024). Maheu, John ; Huber, Florian ; Koop, Gary ; Martin, Gael M ; Nibbering, Didier ; Frazier, David T ; Panagiotelis, Anastasios ; Maneesoonthorn, Worapree ; Loaiza-Maya, Ruben. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

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2024Temporal Relational Reasoning of Large Language Models for Detecting Stock Portfolio Crashes. (2024). Zheng, Huanhuan ; Chua, Tat-Seng ; Ma, Yunshan. In: Papers. RePEc:arx:papers:2410.17266.

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2024A spatio-temporal model for binary data and its application in analyzing the direction of COVID-19 spread. (2024). Deb, Soudeep ; Chattopadhyay, Anagh. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:108:y:2024:i:4:d:10.1007_s10182-024-00507-0.

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2024Forecasting and planning for a critical infrastructure sector during a pandemic: Empirical evidence from a food supply chain. (2024). Aljuneidi, Tariq ; Punia, Sushil ; Nikolopoulos, Konstantinos ; Jebali, Aida. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:3:p:936-952.

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20242T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns: Out-of-sample comparison of conditional EVT models. (2024). Tomlinson, Matthew F ; Mucha-Kruczyski, Marcin ; Greenwood, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:324-347.

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2024Synthetic Data Applications in Finance. (2024). Gosai, Vikesh ; Veloso, Manuela ; Potluru, Vamsi K ; Zhu, Haibei ; Balch, Tucker ; Mani, Ganapathy ; Vyetrenko, Svitlana ; Fons, Elizabeth ; Gopalakrishnan, Sriram ; Kreavci, Eleonora ; Sood, Srijan ; Paramanand, Deepak ; Obitayo, Saheed ; Borrajo, Daniel ; Dalmasso, Niccolo ; Coletta, Andrea ; Ghassemi, Mohsen ; El-Laham, Yousef ; Solonin, Mikhail. In: Papers. RePEc:arx:papers:2401.00081.

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2024A Hawkes model with CARMA(p,q) intensity. (2024). Mercuri, Lorenzo ; Rroji, Edit ; Perchiazzo, Andrea. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:1-26.

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2024The Multivariate Generalized Linear Hawkes Process in High Dimensions with Applications in Neuroscience. (2024). Eskandari, Farzad ; Pourtaheri, Reza ; Fallahi, Masoumeh. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:26:y:2024:i:1:d:10.1007_s11009-023-10063-w.

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2024Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Liu, Ying ; Wen, Long ; Song, Haiyan. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622.

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2024Unit Cost Expectations and Uncertainty: Firms Perspectives on Inflation. (2024). Sheng, Xuguang Simon ; Meyer, Brent. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:97889.

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2024Exchange Rate and Stock Prices Volatility Connectedness and Spillover during Pandemic Induced-Crises: Evidence from BRICS Countries. (2024). Bashir, Usman ; Ur, Ramiz ; Hussain, Muntazir. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09411-0.

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2024COVID-19 Pandemic and Household Entrepreneurship in Nigeria: Do Crises Create Necessity-driven and/or Innovative Entrepreneurship?. (2024). Wahab, Bashir ; Abdu, Musa ; Jibir, Adamu. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:16:y:2024:i:2:p:270-286.

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2024The impact of COVID-19 on corporate digital innovation in China: A study based on the DDD model. (2024). Zhuang, Ziyin ; Li, Zhen ; Zheng, Panpan. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011261.

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2024Understanding consumer behavior during and after a Pandemic: Implications for customer lifetime value prediction models. (2024). Thomasen, Sophie ; Thomsen, Charlotte Hjerrild ; Tudoran, Ana Alina. In: Journal of Business Research. RePEc:eee:jbrese:v:174:y:2024:i:c:s0148296324000316.

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2024Two-way risk: Trade policy uncertainty and inflation in the United States and China. (2024). Wang, QI ; Weng, Chen. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001843.

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2024CSR in Times of Crisis According to ESG Indicators in Europe: Analysis of the Impact of COVID-19. (2024). Fernandez-Gago, Roberto ; Cabeza-Garcia, Laura ; Cuesta-Gonzalez, Ana. In: Cuadernos de Gestión. RePEc:ehu:cuader:69655.

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2024Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR. (2024). Szafranek, Karol ; Szafraski, Grzegorz ; Leszczyska-Paczesna, Agnieszka. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:789-810.

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2024Dual Interpretation of Machine Learning Forecasts. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076.

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2024Influence of population mobility on electricity consumption in seven U.S. cities during the COVID-19 pandemic. (2024). Gibson, Stuart ; Ohanley, Jesse R ; Guo, Zhifeng. In: Utilities Policy. RePEc:eee:juipol:v:90:y:2024:i:c:s0957178724000973.

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2024Analysis and forecasting tax income to the regional budget. (2024). Salimova, Guzel ; Bakirova, Ramzilia ; Lubova, Tatiana ; Galimova, Aigul ; Ableeva, Alisa. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:12:d:10.1007_s10668-023-04098-9.

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2024Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2024). Rossini, Luca ; Iacopini, Matteo ; Ravazzolo, Francesco. In: Papers. RePEc:arx:papers:2211.16121.

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2024Nowcasting Inflation at Quantiles: Causality from Commodities. (2024). Caporin, Massimiliano ; Boni, Sara ; Ravazzolo, Francesco. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps102.

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2024Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK. (2024). Szendrei, Tibor ; Varga, Katalin. In: Papers. RePEc:arx:papers:2404.01451.

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2024Maximally Forward-Looking Core Inflation. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin ; Barrette, Christophe. In: Papers. RePEc:arx:papers:2404.05209.

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2024Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk. (2024). Manuel, Ed ; Lloyd, Simon ; Panchev, Konstantin. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00199-7.

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2024Daily growth at risk: Financial or real drivers? The answer is not always the same. (2024). Uribe, Jorge ; Chuliá, Helena ; Garron, Ignacio ; Chulia, Helena. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:762-776.

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2024Real-time Nowcasting Growth-at-Risk using the Survey of Professional Forecasters. (2024). Schick, Manuel. In: Working Papers. RePEc:awi:wpaper:0750.

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2024MIDAS-QR with 2-Dimensional Structure. (2024). Szendrei, Tibor ; Schaffer, Mark ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2406.15157.

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2024Growth-at-risk for macroprudential policy stance assessment: a survey. (2024). Škrinjarić, Tihana. In: Bank of England working papers. RePEc:boe:boeewp:1075.

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2024Momentum Informed Inflation-at-Risk. (2024). Szendrei, Tibor ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2408.12286.

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2024Density forecast transformations. (2024). Odendahl, Florens ; Mogliani, Matteo. In: Papers. RePEc:arx:papers:2412.06092.

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2024Inflation expectations in the wake of the war in Ukraine. (2024). Schmidt, Tobias ; Cato, Misina ; Afunts, Geghetsik. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:113:y:2024:i:c:s221480432400140x.

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2024Satellites turn “concrete”: Tracking cement with satellite data and neural networks. (2024). Meunier, Baptiste ; bricongne, jean-charles ; Lietti, Benjamin ; ben Arous, Simon ; D'Aspremont, Alexandre. In: Post-Print. RePEc:hal:journl:hal-05104995.

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2024Risk Scenarios and Macroeconomic Impacts: Insights for Canadian Policy. (2024). Stevanovic, Dalibor ; Moran, Kevin ; Surprenant, Stphane. In: CIRANO Working Papers. RePEc:cir:cirwor:2024s-03.

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2024Comparing predictive ability in presence of instability over a very short time. (2024). Rossini, Luca ; Iacone, Fabrizio ; Viselli, Andrea. In: Papers. RePEc:arx:papers:2405.11954.

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2024Approaches to Prognosing the European Economic Crisis Through a New Economic–Financial Risk Sensitivity Model. (2024). Fortea, Costinela ; Zlati, Monica Laura ; Antohi, Valentin Marian ; Meca, Alina. In: Economies. RePEc:gam:jecomi:v:13:y:2024:i:1:p:3-:d:1557328.

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2024Navigating the storm: the SME way of tackling the pandemic crisis. (2024). Kraus, Sascha ; Srivastava, Mrinalini ; Sharma, Gagan Deep ; Theodoraki, Christina ; Talan, Amogh. In: Small Business Economics. RePEc:kap:sbusec:v:63:y:2024:i:1:d:10.1007_s11187-023-00810-1.

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2024Future directions in nowcasting economic activity: A systematic literature review. (2024). Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233.

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2024Real-time nowcasting the monthly unemployment rates with daily Google Trends data. (2024). Galvo, Ana Beatriz ; Silva, Maria Eduarda ; Costa, Eduardo Andre. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124001629.

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2024Economic hardship and voting intentions: the influence of inflation in the U.S. presidential choices. (2024). Bin, Muhammad Hassan. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:12:d:10.1007_s43546-024-00753-z.

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2024Multistep short-term wind power forecasting model based on secondary decomposition, the kernel principal component analysis, an enhanced arithmetic optimization algorithm, and error correction. (2024). Fan, Yuzhen ; Wang, Junjie ; Hou, Guolian. In: Energy. RePEc:eee:energy:v:286:y:2024:i:c:s0360544223030347.

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2024A robust time-varying weight combined model for crude oil price forecasting. (2024). Xu, Yan ; Zhou, Suyu ; Jie, Qian ; Du, Pei ; Liu, Longlong ; Wang, Jianzhou. In: Energy. RePEc:eee:energy:v:299:y:2024:i:c:s0360544224011253.

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2024Multi-step carbon emissions forecasting using an interpretable framework of new data preprocessing techniques and improved grey multivariable convolution model. (2024). Cai, Zhijian ; Ye, Juntao ; Ding, Song. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524005183.

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2024Time-varying default risk of Chinese-listed companies: From empirical test to theoretical conjecture. (2024). Qin, Zhaohui ; Chen, Yijie ; Fan, Yali ; Wang, Xiaowan ; Andrianarimanana, Mihasina Harinaivo ; Duok, Dhornor Tarir. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008699.

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2024Top management team stability and corporate default risk: The moderating effects of industry competition and strategic deviance. (2024). Yuan, YU ; Zhan, Yun ; Liao, Jia. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:45:y:2024:i:2:p:809-827.

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2024Which User-Friendly Model is the Best for BASEL-III? An Emerging Market Study. (2024). Hossain, Amjad ; Lalon, Raad ; Abedin, Mohammad Zoynul ; Mozumder, Sharif. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10545-6.

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2024Temporal Dynamics of Countries Journey to Cluster-Specific GDP per Capita: A Comprehensive Survival Study. (2024). Vallarino, Diego. In: Review of Economic Assessment. RePEc:bba:j00010:v:3:y:2024:i:1:p:1-19:d:301.

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2024Diversification, capital buffer, ownership and credit risk management in microfinance: An investigation on Indonesian rural banks. (2024). Ariefianto, Moch Doddy ; Trinugroho, Irwan ; Yustika, Ahmad Erani. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000618.

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2024Climate stress testing for mortgage default probability. (2024). Zanin, Luca ; Calabrese, Raffaella ; Thorburn, Connor Innes. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004290.

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2024Forecasting seasonal demand for retail: A Fourier time-varying grey model. (2024). Shang, Zhongju ; Xie, Naiming ; Ye, Lili ; Boylan, John E. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1467-1485.

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2024Forecasting the climate-conflict risk in Africa along climate-related scenarios and multiple socio-economic drivers. (2024). Paglialunga, Elena ; Costantini, Valeria ; Tancredi, Andrea ; Conigliani, Caterina. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002682.

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2024Measuring wholesale electricity price risk from climate change: Evidence from Portugal. (2024). Fuinhas, Jos Alberto ; Entezari, Negin. In: Utilities Policy. RePEc:eee:juipol:v:91:y:2024:i:c:s0957178724001309.

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2024Optimal planning for hybrid renewable energy systems under limited information based on uncertainty quantification. (2024). Feng, Wei ; Wu, Xia ; Tian, Zhe ; Li, Xiaoyuan ; Niu, Jide. In: Renewable Energy. RePEc:eee:renene:v:237:y:2024:i:pd:s0960148124019347.

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2024Enhancing Tourism Demand Forecasting with a Transformer-based Framework. (2024). Wang, Shouyang ; Law, Rob ; Xu, Yechi ; Li, Xin. In: SocArXiv. RePEc:osf:socarx:5ezn3_v1.

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2024On estimation of nonparametric regression models with autoregressive and moving average errors. (2024). Zheng, QI ; Cui, Yunwei ; Wu, Rongning. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:76:y:2024:i:2:d:10.1007_s10463-023-00882-6.

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2024Natural gas volatility prediction via a novel combination of GARCH-MIDAS and one-class SVM. (2024). Wang, Xing ; Liang, Chao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001339.

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2024Does the carbon market signal the market efficiency of clean and dirty cryptocurrencies? An analysis of quantile directional dependence. (2024). Wei, YU ; Hu, Rui ; Wang, Qian ; Zhang, Jiahao. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009437.

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2024Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies. (2024). Fiszeder, Piotr ; Maecka, Marta ; Molnr, Peter. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s026499932400244x.

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2024Forecasting Bitcoin volatility using machine learning techniques. (2024). Urquhart, Andrew ; Sangiorgi, Ivan ; Huang, Zih-Chun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001306.

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2024Time-varying spillovers in high-order moments among cryptocurrencies. (2024). Azimli, Asil. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00612-8.

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2024Load Probability Density Forecasting Under FDI Attacks Based on Double-Layer LSTM Quantile Regression. (2024). Zhao, Pei ; Ling, Guang ; Zhang, Jie. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:24:p:6211-:d:1540164.

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2024A profit driven optimal scheduling of virtual power plants for peak load demand in competitive electricity markets with machine learning based forecasted generations. (2024). Tiwari, Prashant Kumar ; Srivastava, Mahima. In: Energy. RePEc:eee:energy:v:310:y:2024:i:c:s0360544224028524.

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2024Big Data and Inequality. (2024). Groh, Carl-Christian. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_555.

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2024Improving supply chain planning for perishable food: data-driven implications for waste prevention. (2024). Reiner, Gerald ; Birkmaier, Alexandra ; Imeri, Adhurim. In: Journal of Business Economics. RePEc:spr:jbecon:v:94:y:2024:i:6:d:10.1007_s11573-024-01191-x.

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2024Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning. (2024). Wilms, Ines ; Ternes, Marie ; Rombouts, Jeroen. In: Papers. RePEc:arx:papers:2402.09033.

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2024Forecasting flexibility of charging of electric vehicles: Tree and cluster-based methods. (2024). Coosemans, Thierry ; Messagie, Maarten ; van Kriekinge, Gilles ; Genov, Evgenii ; de Cauwer, Cedric. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pa:s0306261923013338.

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2024Simplifying tree-based methods for retail sales forecasting with explanatory variables. (2024). Boute, Robert N ; Udenio, Maximiliano ; Wellens, Arnoud P. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:2:p:523-539.

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2024Machine learning to predict grains futures prices. (2024). Sckokai, Paolo ; Brignoli, Paolo Libenzio ; Gardebroek, Cornelis ; Varacca, Alessandro. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:3:p:479-497.

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2024When is the next order? Nowcasting channel inventories with Point-of-Sales data to predict the timing of retail orders. (2024). Schlaich, Tim ; Hoberg, Kai. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:1:p:35-49.

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2024Volatility forecasting on Chinas oil futures: New evidence from interpretable ensemble boosting trees. (2024). lucey, brian ; Zhu, Yiying ; Feng, Lingbing ; Rao, Haicheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1595-1615.

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2024More is better? The impact of predictor choice on the INE oil futures volatility forecasting. (2024). Tang, Xiaoping ; Fu, Tong ; Feng, Lingbing ; Huang, Dasen. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002482.

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2024Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues. (2024). Hyndman, Rob ; di Fonzo, Tommaso ; Athanasopoulos, George ; Girolimetto, Daniele. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1134-1151.

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2024Discrete forecast reconciliation. (2024). Kang, Yanfei ; Zhang, Bohan ; Panagiotelis, Anastasios. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:1:p:143-153.

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2024Supervised learning for integrated forecasting and inventory control. (2024). Boute, Robert N ; van der Haar, Joost F ; Wellens, Arnoud P. In: European Journal of Operational Research. RePEc:eee:ejores:v:319:y:2024:i:2:p:573-586.

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2024Assets Forecasting with Feature Engineering and Transformation Methods for LightGBM. (2024). Bisdoulis, Konstantinos-Leonidas. In: Papers. RePEc:arx:papers:2501.07580.

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2024Forecasting emergency department occupancy with advanced machine learning models and multivariable input. (2024). Kanniainen, Juho ; Tuominen, Jalmari ; Peltonen, Jaakko ; Pulkkinen, Eetu ; Palomaki, Ari ; Roine, Antti ; Oksala, Niku. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1410-1420.

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2024Instance-based meta-learning for conditionally dependent univariate multi-step forecasting. (2024). Cerqueira, Vitor ; Torgo, Luis ; Bontempi, Gianluca. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1507-1520.

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2024Hierarchical forecasting at scale. (2024). Wadman, Wander ; Schelter, Sebastian ; Sprangers, Olivier ; de Rijke, Maarten. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1689-1700.

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2024Point and probabilistic forecast reconciliation for general linearly constrained multiple time series. (2024). di Fonzo, Tommaso ; Girolimetto, Daniele. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:33:y:2024:i:2:d:10.1007_s10260-023-00738-6.

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2024Parametric quantile autoregressive moving average models with exogenous terms. (2024). Saulo, Helton ; Dasilva, Alan ; Vila, Roberto ; Pal, Suvra ; Fiorucci, Jose A. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:3:d:10.1007_s00362-023-01459-4.

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2024Short-term vital parameter forecasting in the intensive care unit: A benchmark study leveraging data from patients after cardiothoracic surgery. (2024). Meyer, Alexander ; Falk, Volkmar ; Hinrichs, Nils ; Lanmueller, Pia ; Roeschl, Tobias ; Balzer, Felix ; Obrien, Benjamin ; Eickhoff, Carsten. In: PLOS Digital Health. RePEc:plo:pdig00:0000598.

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2024Optimizing multi-step wind power forecasting: Integrating advanced deep neural networks with stacking-based probabilistic learning. (2024). Mariani, Viviana Cocco ; de Azevedo, Lucas ; Santos, Leandro Dos ; Yazdanpanah, Hamed ; Teixeira, Ana Clara. In: Applied Energy. RePEc:eee:appene:v:369:y:2024:i:c:s0306261924008705.

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2024Financial Forecasting in the Lab and the Field: Qualified Professionals vs. Smart Students. (2024). Riyanto, Yohanes ; Bao, Te ; Hanaki, Nobuyuki ; Okada, Katsuhiko ; Zhu, Jiahua ; Corgnet, Brice. In: ISER Discussion Paper. RePEc:dpr:wpaper:1156r.

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2024Earnings management and analyst forecast. (2024). Fu, Liling ; Yu, Jing ; Ding, Jing ; Du, Bingze. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s154461232400240x.

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2024The impact of accounting practices on financial sustainability: A study of external block-holders and institutional ownership. (2024). Gadoiu, Mihaela ; Banuta, Mariana ; Shabbir, Malik Shahzad ; Mihai, Daniela ; Mawhan, Abdulmajeed ; Cao, Yufei ; Lile, Ramona ; Jaradat, Mohammad. In: Review of Managerial Science. RePEc:spr:rvmgts:v:18:y:2024:i:7:d:10.1007_s11846-024-00761-1.

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2024Climate policy uncertainty and the U.S. economic cycle. (2024). Yang, Jinyu ; Dong, Dayong ; Liang, Chao. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:202:y:2024:i:c:s0040162524001409.

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2024Capturing Swiss economic confidence. (2024). Wegmueller, Philipp ; Glocker, Christian. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:160:y:2024:i:1:d:10.1186_s41937-024-00120-7.

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2024Short-term solar irradiance forecasting under data transmission constraints. (2024). Lara, Ricardo A ; Baldea, Michael ; Hammond, Joshua E ; Korgel, Brian A. In: Renewable Energy. RePEc:eee:renene:v:233:y:2024:i:c:s0960148124011261.

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2024An attention fused sequence -to-sequence convolutional neural network for accurate solar irradiance forecasting and prediction using sky images. (2024). Oluwasanmi, Ariyo ; Monday, Happy N ; Nneji, Grace Ugochi ; Bamisile, Olusola ; Cai, Dongsheng ; Ukwuoma, Chiagoziem C ; Yin, Hongbo ; Huang, QI. In: Renewable Energy. RePEc:eee:renene:v:237:y:2024:i:pb:s0960148124017609.

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2024Variational inference for Bayesian panel VAR models. (2024). Steege, Lucas Ter. In: Working Paper Series. RePEc:ecb:ecbwps:20242991.

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2024Asymmetries in risk spillovers between currency and stock markets: Evidence from the CoVaR-copula approach. (2024). Wu, Jyh-Lin ; Lai, Yi-Hao ; Wang, Yi-Chiuan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:3:d:10.1007_s11156-024-01285-1.

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2024Systemic bias of IMF reserve and debt forecasts for program countries. (2024). Eicher, Theo S ; Kawai, Reina. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:985-1001.

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2024ECB macroeconometric models for forecasting and policy analysis. (2024). Von-Pine, Eliott ; Santoro, Sergio ; Priftis, Romanos ; Paredes, Joan ; DARRACQ PARIES, Matthieu ; Banbura, Marta ; Ciccarelli, Matteo ; Angelini, Elena ; Babura, Marta ; Montes-Galdon, Carlos ; Brunotte, Stella ; Invernizzi, Marco ; Kornprobst, Antoine ; Zimic, Sreko ; Lalik, Magdalena ; Warne, Anders ; Gumiel, Jose Emilio ; Giammaria, Alessandro ; Cocchi, Sara ; Koutsoulis, Iason ; Rigato, Rodolfo Dinis ; Kase, Hanno ; Muller, Georg ; Bokan, Nikola ; Fagan, Gabriel. In: Occasional Paper Series. RePEc:ecb:ecbops:2024344.

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2024Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24.

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2024International capital flow in a period of high inflation: The case of China. (2024). Liu, Zhenya ; Mu, Yuhao ; Moussa, Faten. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923001964.

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2024Monetary policy pass-through to consumer prices: evidence from granular price data. (2024). Allayioti, Anastasia ; Grnicka, Lucyna ; Holton, Sarah ; Hernndez, Catalina Martnez. In: Working Paper Series. RePEc:ecb:ecbwps:20243003.

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2024COVID-19 Pandemic and Ghana€™s Economy: A Deep Dive into Economic Indicators. (2024). Owusu-Yeboah, Ebenezer ; Anowuo, Isaac ; Peprah, Williams Kwasi ; Sabas, Lucile ; Kwakye, Daniel Adofo. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-06-16.

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2024Drivers of inflationary shocks and spillovers between Europe and the United States. (2024). Rambaud, Salvador Cruz ; Gomez, Emilio Galdeano ; Garcia, Javier Sanchez. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124001769.

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2024A joint impulse response function for vector autoregressive models. (2024). Wiesen, Thomas ; Beaumont, Paul. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:4:d:10.1007_s00181-023-02496-6.

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2024Estimating the output gap in times of COVID-19. (2024). Fornero, Jorge ; Durand, Luigi. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:4:s2666143824000115.

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2024Forecasting CPI inflation under economic policy and geopolitical uncertainties. (2024). Singh, Sunny Kumar ; Chakraborty, Tanujit ; Sengupta, Shovon. In: Post-Print. RePEc:hal:journl:hal-05056934.

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2024Spillovers of good and bad volatility in Asian emerging markets: insights from global and regional perspectives. (2024). Baba, Boubekeur. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:4:d:10.1007_s12197-024-09696-5.

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2024Forecasting CPI inflation under economic policy and geopolitical uncertainties. (2024). Chakraborty, Tanujit ; Singh, Sunny Kumar ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2401.00249.

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2024Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks. (2024). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:53-76.

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2024Harnessing Machine Learning for Real-Time Inflation Nowcasting. (2024). Schnorrenberger, Richard ; Moura, Guilherme Valle ; Schmidt, Aishameriane. In: Working Papers. RePEc:dnb:dnbwpp:806.

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2024Bottom-up Inflation Forecasting Using Machine Learning Methods. (2024). Mikitchuk, Marina ; Postolit, Egor ; Akhmedova, Elena ; Latypov, Rodion. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:3:p:23-44.

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2024Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?. (2024). Luo, Tao ; Zhang, Lixia ; Bai, Jiancheng ; Sun, Huaping. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:597-611.

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2024Stock market volatility and economic policy uncertainty: New insight into a dynamic threshold mixed-frequency model. (2024). Tang, Yusui ; Zhang, XI ; Zeng, Qing ; Yang, Hua. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010863.

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2024Uncertainties and oil price volatility: Can lasso help?. (2024). Li, Xinyu ; Zhong, Ronghao ; Yu, Miao ; Xiao, Meng ; Wu, Meng ; Yuan, Luqi. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013351.

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2024Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets. (2024). HU, YANG ; Corbet, Shaen ; Goodell, John W ; Xu, Danyang ; Lang, Chunlin. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400084x.

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2024Forecasting crude oil market volatility: A comprehensive look at uncertainty variables. (2024). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi ; Wen, Danyan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1022-1041.

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2024Forecasting global stock market volatilities: A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set. (2024). Wang, Gang-Jin ; Zeng, Zhi-Jian ; Li, Zhao-Chen ; Zhu, You ; Gong, Jue ; Xie, Chi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:673-711.

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2024Climate risk and energy futures high frequency volatility prediction. (2024). Gong, Xue ; Lai, Ping ; He, Mengxi ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224022400.

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2024Crude oil futures and the short-term price predictability of petroleum products. (2024). Wang, Yudong ; Xiao, Jihong ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224025246.

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2024Role of Economic Policy Uncertainty in Energy Commodities Prices Forecasting: Evidence from a Hybrid Deep Learning Approach. (2024). Shahzad, Umer ; Si, Kamel ; Tedeschi, Marco ; Rao, Amar. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10550-3.

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2024Industry volatility concentration and the predictability of aggregate stock market volatility. (2024). Zhang, Yaojie ; He, Mengxi ; Xing, LU ; Wen, Danyan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004805.

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2024Global economic policy uncertainty and oil price uncertainty: Which is more important for global economic activity?. (2024). Li, Yujia ; Wang, LI ; Che, Ming. In: Energy. RePEc:eee:energy:v:310:y:2024:i:c:s0360544224030810.

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2024Forecasting crude oil prices with global ocean temperatures. (2024). Zhang, Yaojie ; He, Mengxi. In: Energy. RePEc:eee:energy:v:311:y:2024:i:c:s0360544224031177.

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2024Weathering market swings: Does climate risk matter for agricultural commodity price predictability?. (2024). Zhou, Mingtao ; Ma, Yong ; Li, Shuaibing. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000424.

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2024Forecasting crude oil prices: Does global financial uncertainty matter?. (2024). Ma, Yong ; Zhou, Mingtao ; Li, Shuaibing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007159.

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2024Forecasting Australian fertility by age, region, and birthplace. (2024). Shang, Han Lin ; Yang, Yang ; Raymer, James. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:532-548.

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2024Forecasting Age- and Sex-Specific Survival Functions: Application to Annuity Pricing. (2024). Shang, Han Lin ; Wang, Shaokang ; Tickle, Leonie. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:7:p:117-:d:1440233.

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2024Implied volatility is (almost) past-dependent: Linear vs non-linear models. (2024). Wang, Yinuo ; Cao, YI ; Zhai, Jia ; Wen, Conghua. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003387.

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2024Making differences work: Financial fraud detection based on multi-subject perceptions. (2024). Feng, Yuyao ; Wang, Shuai ; Li, Guowen. In: Emerging Markets Review. RePEc:eee:ememar:v:60:y:2024:i:c:s1566014124000293.

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2024Are risk disclosures in financial reports informative? A text mining-based perspective. (2024). Wang, Yinghui ; Li, Jianping ; Zhu, Xiaoqian. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-04169-w.

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2024Financial fraud detection for Chinese listed firms: Does managers abnormal tone matter?. (2024). Zheng, Xiaolong ; Xie, Qiwei ; Lv, Sijia ; Guo, CE ; Li, Jingyu. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000657.

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2024A novel text-based framework for forecasting coal power overcapacity in China from the industrial correlation perspective. (2024). Shi, Xunpeng ; Zhang, Yuqing ; Li, Chunxiao ; Chen, Fan ; Wang, Delu ; Mao, Jinqi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524004888.

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2024The role of news sentiment in salmon price prediction using deep learning. (2024). Ewald, Christian-Oliver ; Li, Yaoyu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000576.

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2024Predictive analysis of sell-and-purchase shipping market: A PIMSE approach. (2024). Bai, Xiwen ; Gao, Ruobin ; Yuen, Kum Fai ; Mo, Jixian. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:185:y:2024:i:c:s1366554524001236.

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2024Ensemble intelligence algorithms and soil environmental quality to model economic quantity of land resource allocation and spatial inequality. (2024). Li, Xiaonuo ; Chen, Weiping ; Yi, Shiyi ; Gao, Feng. In: Land Use Policy. RePEc:eee:lauspo:v:141:y:2024:i:c:s0264837724001005.

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2024Demand forecasting for platelet usage: From univariate time series to multivariable models. (2024). Motamedi, Maryam ; Dawson, Jessica ; Down, Douglas G ; Li, NA ; Heddle, Nancy M. In: PLOS ONE. RePEc:plo:pone00:0297391.

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2024Regime-dependent 1-min irradiance separation model with climatology clustering. (2024). Li, Mengying ; Mayer, Martin Janos ; Kleissl, Jan ; Bright, Jamie M ; Yang, Dazhi ; Gueymard, Christian A ; Chu, Yinghao ; Wang, Wenting. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:189:y:2024:i:pa:s136403212300850x.

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2024Can end-to-end data-driven models outperform traditional semi-physical models in separating 1-min irradiance?. (2024). Chu, Yinghao ; Zhao, Xin ; Li, Mengying ; Yu, Hanxin ; Yang, Dazhi. In: Applied Energy. RePEc:eee:appene:v:356:y:2024:i:c:s0306261923017981.

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2024Optimal place to apply post-processing in the deterministic photovoltaic power forecasting workflow. (2024). Mayer, Martin Janos ; Yang, Dazhi. In: Applied Energy. RePEc:eee:appene:v:371:y:2024:i:c:s030626192401064x.

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2024Advancing global solar photovoltaic power forecasting with sub-seasonal climate outlooks. (2024). Lee, Seungjik ; Son, Seok-Woo ; Choi, Jung ; Park, Sangdae. In: Renewable Energy. RePEc:eee:renene:v:237:y:2024:i:pc:s0960148124018718.

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2024The Politics of the Paycheck Protection Program. (2024). Zhang, Eden ; Mishra, Prachi ; Lambert, Thomas ; Igan, Deniz. In: Working Papers. RePEc:ash:wpaper:133.

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2024CAESar: Conditional Autoregressive Expected Shortfall. (2024). Mazzarisi, Piero ; Gatta, Federico ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:2407.06619.

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2024An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile. (2024). Herrera, Rodrigo ; Candia, Claudio. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000239.

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2024The structural Theta method and its predictive performance in the M4-Competition. (2024). Silvestrini, Andrea ; Sbrana, Giacomo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1457_24.

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2024The Anatomy of Out-of-Sample Forecasting Accuracy. (2024). Schütte, Erik Christian ; Goulet Coulombe, Philippe ; Borup, Daniel ; Schwenk-Nebbe, Sander ; Rapach, David E. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:97785.

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2024From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2024). Goulet Coulombe, Philippe ; Frenette, Mikael ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333.

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2024Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Fu, Shengjie ; Luo, Jiawen. In: Working Papers. RePEc:pre:wpaper:202420.

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2024Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Wieland, Elisabeth ; Menz, Jan-Oliver ; Carstensen, Kai ; Schnorrenberger, Richard ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930.

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2024Investor attention and consumer price index inflation rate: Evidence from the United States. (2024). Zhang, Yinpeng ; Zhou, Qingjie ; Zhu, Panpan. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03036-y.

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2024Forecasting UK inflation bottom up. (2024). Potjagailo, Galina ; Kapetanios, George ; Chakraborty, Chiranjit ; Joseph, Andreas. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1521-1538.

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2024Prediction of Live Bulb Weight for Field Vegetables Using Functional Regression Models and Machine Learning Methods. (2024). Cho, Wanhyun ; Na, Myung Hwan ; Kim, Dahyun. In: Agriculture. RePEc:gam:jagris:v:14:y:2024:i:5:p:754-:d:1393235.

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2024Are national or regional surveys useful for nowcasting regional jobseekers? The case of the French region of Pays-de-la-Loire. (2024). Darne, Olivier ; Cariou, Clement ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-04675599.

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2024A general framework to quantify the event importance in multi-event contests. (2024). Goller, Daniel ; Heiniger, Sandro. In: Annals of Operations Research. RePEc:spr:annopr:v:341:y:2024:i:1:d:10.1007_s10479-023-05540-x.

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2024Real Estate Price Prediction. (2024). Naz, Rabia. In: International Journal of Innovations in Science & Technology. RePEc:abq:ijist1:v:6:y:2024:i:3:p:1031-1044.

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2024Does extreme climate concern drive equity premiums? Evidence from China. (2024). Xu, Yongan ; Liang, Chao. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03705-y.

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2024The role of fintech, mineral resource abundance, green energy and financial inclusion on ecological footprint in E7 countries: New insight from panel nonlinear ARDL cointegration approach. (2024). Huo, Songtao ; Hassan, Saira Ghulam ; Basheer, Muhammad Farhan ; Ni, Likun ; Al-Aiban, Khalid M. In: Resources Policy. RePEc:eee:jrpoli:v:94:y:2024:i:c:s0301420724004501.

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2024Forecasting crude oil returns in different degrees of ambiguity: Why machine learn better?. (2024). Du, Huancheng ; Meng, Yuhao ; Tian, Guangning ; Peng, Yuchao. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005759.

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2024Predictive ability tests with possibly overlapping models. (2024). Corradi, Valentina ; Fosten, Jack ; Gutknecht, Daniel. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000629.

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2024Addressing Google Trends inconsistencies. (2024). Domenech, Josep ; Cebrian, Eduardo. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:202:y:2024:i:c:s0040162524001148.

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2024Assessing the Bankruptcy Risks of Chinas Emerging Port Industries: Modeling and Early Warning. (2024). Mayburov, Igor ; Leontyeva, Yulia V ; Ying, Wang. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:23:y:2024:i:3:p:776-800.

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2024A spatial–temporal graph-based AI model for truck loan default prediction using large-scale GPS trajectory data. (2024). Yang, Yuance ; Wei, Wei ; Ma, Shoufeng ; Cui, Runbang ; Chen, Liao ; Li, Changlin. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:183:y:2024:i:c:s1366554524000358.

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2024A Mixed-Frequency Factor Model for Nowcasting French GDP. (2024). Bessec, Marie ; Andre, Julien. In: Working papers. RePEc:bfr:banfra:975.

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2024Comparative analysis of profits from Bitcoin and its derivatives using artificial intelligence for hedge. (2024). Liu, Shan ; Che, Jianhua ; Zhu, Qing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s037843712400668x.

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2024Forecast evaluation improving using the simplest methods of individual forecasts’ combination. (2024). Turuntseva, Marina ; Astafieva, Ekaterina ; Astafyeva, Ekaterina. In: Applied Econometrics. RePEc:ris:apltrx:0498.

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2024Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence. (2024). Pedersen, Michael. In: Papers. RePEc:arx:papers:2404.04105.

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2024Influence of Local and Global Economic Policy Uncertainty on the Volatility of US State-Level Equity Returns: Evidence from a GARCH-MIDAS Approach with Shrinkage and Cluster Analysis. (2024). GUPTA, RANGAN ; Gallo, Giampiero ; Cepni, Oguzhan ; Candila, Vincenzo. In: Working Papers. RePEc:pre:wpaper:202437.

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2024A Medium- and Long-Term Residential Load Forecasting Method Based on Discrete Cosine Transform-FEDformer. (2024). Chen, Zhichao ; Liu, QI ; Feng, Ding. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:15:p:3676-:d:1442940.

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2024CLARA and CARLSON: Combination of Ensemble and Neural Network Machine Learning Methods for GDP Forecasting. (2024). Bozhechkova, Alexandra ; Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:3:p:45-69.

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2024Forecast combination and interpretability using random subspace. (2024). Kozyrev, Boris. In: IWH Discussion Papers. RePEc:zbw:iwhdps:304455.

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2024Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators. (2024). Verona, Fabio ; Faria, Gonçalo. In: Bank of Finland Research Discussion Papers. RePEc:zbw:bofrdp:307140.

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2024Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity. (2024). Ruiz, Esther ; Rodriguez Caballero, Carlos. In: Papers. RePEc:arx:papers:2406.14145.

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2024Testing out-of-sample portfolio performance using second-order stochastic dominance constrained optimization approach. (2024). Xu, Peng. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924003004.

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2024Adaptive combinations of tail-risk forecasts. (2024). Amendola, Alessandra ; Candila, Vincenzo ; Storti, Giuseppe ; Naimoli, Antonio. In: Papers. RePEc:arx:papers:2406.06235.

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2024Estimating Value at Risk and Expected Shortfall: A Kalman Filter Approach. (2024). van der Lecq, Max ; van Vuuren, Gary. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-01-1.

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2024On the estimation of Value-at-Risk and Expected Shortfall at extreme levels. (2024). Wang, Shixuan ; Lazar, Emese ; Pan, Jingqi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000102.

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2024A hybrid forecasting architecture for air passenger demand considering search engine data and spatial effect. (2024). Wang, Yingying ; Liang, Xiaozhen ; Yang, Mingge ; Chen, Jiaqi ; Hong, Chenxi. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:118:y:2024:i:c:s0969699724000760.

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2024An online long-term load forecasting method: Hierarchical highway network based on crisscross feature collaboration. (2024). Zhou, Yongwang ; Zhai, Yanpeng ; Yi, Siqi ; Zhong, Mingwei ; Fan, Jingmin ; Xu, Cancheng ; Guan, Yuanpeng. In: Energy. RePEc:eee:energy:v:299:y:2024:i:c:s0360544224012325.

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2024Hybrid model for robust and accurate forecasting building electricity demand combining physical and data-driven methods. (2024). Luo, Yongqiang ; Zhou, Cheng ; Guo, Weiyong ; Dong, Xianzhou ; Liu, Baobing ; Wu, Xiaoying ; Zhang, Limao ; Tian, Zhiyong. In: Energy. RePEc:eee:energy:v:311:y:2024:i:c:s0360544224030858.

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2024Exploring the unpredictable nature of climate policy uncertainty: An empirical analysis of its impact on commodity futures returns in the United States. (2024). Lee, Yenhsien ; Liu, Hungchun ; Zeng, Guangzhe ; Tang, Chiahsien. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:7:p:1277-1292.

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2024Deep learning enhanced volatility modeling with covariates. (2024). Nguyen, Hoang ; Tran, Minh-Ngoc. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011747.

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2024Nowcasting with panels and alternative data: The OECD weekly tracker. (2024). Woloszko, Nicolas. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1302-1335.

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2024What drives the European carbon market? Macroeconomic factors and forecasts. (2024). Rossini, Luca ; Bastianin, Andrea ; Qin, Yan ; Mirto, Elisabetta. In: Working Papers. RePEc:fem:femwpa:2024.02.

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2024What drives the European carbon market? Macroeconomic factors and forecasts. (2024). Rossini, Luca ; Bastianin, Andrea ; Qin, Yan ; Mirto, Elisabetta. In: Papers. RePEc:arx:papers:2402.04828.

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2024Leveraging machine learning to forecast carbon returns: Factors from energy markets. (2024). Xu, Yingying ; Dai, Yifan ; Guo, Lingling ; Chen, Jingjing. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018792.

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2024Investigating the price determinants of the European Emission Trading System: a non-parametric approach. (2024). Glielmo, Aldo ; de Giuli, Maria Elena ; Salvagnin, Cristiano ; Mira, Antonietta. In: Papers. RePEc:arx:papers:2406.05094.

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2024Predicting carbon and oil price returns using hybrid models based on machine and deep learning. (2024). Perote, Javier ; Molinamuoz, Jesus ; Moravalencia, Andres. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:31:y:2024:i:2:n:e1563.

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2024Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors. (2024). Zhang, Yaojie ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002457.

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2024Impacts of carbon market and climate policy uncertainties on financial and economic stability: Evidence from connectedness network analysis. (2024). Li, Xiafei ; Goodell, John W ; Liang, Chao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s104244312400043x.

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2024Macroeconomic attention and commodity market volatility. (2024). Skintzi, Vasiliki ; Stavroula, Fameliti. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:5:d:10.1007_s00181-024-02613-z.

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2024Forecasting carbon futures returns using feature selection and Markov chain with sample distribution. (2024). Zhang, Weiguo ; Xu, Weijun ; Zhao, Yuan ; Gong, Xue. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006704.

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2024Polycrisis: Factors, impacts, and responses in the housing market. (2024). Jagun, Zainab Toyin ; Abdul, Mohd Shahril ; Awang, Mariah. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:202:y:2024:i:c:s1364032124004398.

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2024Count network autoregression. (2024). Armillotta, Mirko ; Fokianos, Konstantinos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:4:p:584-612.

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2024Web Semantic Analysis of Investor Sentiment, Short Trading, and Stock Market Volatility. (2024). Zhou, Xuehua ; Fang, Guobin. In: International Journal on Semantic Web and Information Systems (IJSWIS). RePEc:igg:jswis0:v:20:y:2024:i:1:p:1-35.

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2024Mixed-frequency data Sampling Grey system Model: Forecasting annual CO2 emissions in China with quarterly and monthly economic-energy indicators. (2024). An, Yimeng ; Dang, Yaoguo ; Mai, Son T ; Wang, Junjie ; Zhou, Huimin. In: Applied Energy. RePEc:eee:appene:v:370:y:2024:i:c:s0306261924009140.

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2024Forecasting to support EMS tactical planning: what is important and what is not. (2024). Rezaei, Mostafa ; Ingolfsson, Armann. In: Health Care Management Science. RePEc:kap:hcarem:v:27:y:2024:i:4:d:10.1007_s10729-024-09690-7.

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2024Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures. (2024). Zhang, Qun ; Luo, Jiawen. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:2:p:151-217.

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2024Unraveling the crystal ball: Machine learning models for crude oil and natural gas volatility forecasting. (2024). Tiwari, Aviral ; Hossain, Mohammad Razib ; Sharma, Gagan Deep ; Dev, Dhairya ; Rao, Amar. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003165.

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2024Factor-augmented forecasting in big data. (2024). Bae, Juhee. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1660-1688.

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2024The asymmetric effect of G7 stock market volatility on predicting oil price volatility: Evidence from quantile autoregression model. (2024). Gao, Hongfu ; Zhang, Feipeng ; Yuan, DI. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:35:y:2024:i:c:s240585132400028x.

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2024Stock return predictability using economic narrative: Evidence from energy sectors. (2024). Ma, Tian ; Zhang, Huajing ; Li, Ganghui. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:35:y:2024:i:c:s2405851324000370.

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2024Geopolitical risks and crude oil futures volatility: Evidence from machine learning. (2024). Niu, Zibo ; Wang, Wentao ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007414.

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2024A real-time regional accounts database for Germany with applications to GDP revisions and nowcasting. (2024). Lehmann, Robert. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:2:d:10.1007_s00181-024-02566-3.

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2024Spanish GDP short-term point and density forecasting using a mixed-frequency dynamic factor model. (2024). Fresoli, Diego. In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:15:y:2024:i:2:d:10.1007_s13209-024-00297-3.

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2024One-step ahead short-term hourly global solar radiation forecasting with a dynamical system based on classification of days. (2024). Huang, Jing ; Yuan, Chengxu ; Boland, John ; Guo, SU ; Liu, Weidong. In: Renewable Energy. RePEc:eee:renene:v:237:y:2024:i:pb:s0960148124017075.

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2024Sum-of-the-Parts Revised: Economic Regimes and Flexible Probabilities. (2024). Haase, Felix. In: Research Papers in Economics. RePEc:trr:wpaper:202410.

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2024The link between abnormal numbers and price movements of financial securities: How does Benford’s law predict stock returns?. (2024). Belkacem, Lotfi ; ben Hamida, Amal ; de Peretti, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004496.

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2024Are the leading indicators really leading? Evidence from mixed-frequency spillover approach. (2024). Zhou, Xiaorui ; Wang, Zhuo ; Ren, Lin ; Shang, Yue ; Wei, YU. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012625.

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2024Two-step deep learning framework with error compensation technique for short-term, half-hourly electricity price forecasting. (2024). Ghimire, Sujan ; Salcedo-Sanz, Sancho ; Deo, Ravinesh C ; Casillas-Perez, David. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pa:s030626192301423x.

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2024Forecasting electricity prices from the state-of-the-art modeling technology and the price determinant perspectives. (2024). lucey, brian ; Chai, Shanglei ; Li, Qiang ; Abedin, Mohammad Zoynul. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002581.

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2024From day-ahead to mid and long-term horizons with econometric electricity price forecasting models. (2024). Ghelasi, Paul ; Ziel, Florian. In: Papers. RePEc:arx:papers:2406.00326.

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2024Electricity market price forecasting using ELM and Bootstrap analysis: A case study of the German and Finnish Day-Ahead markets. (2024). Loizidis, Stylianos ; Georghiou, George E ; Kyprianou, Andreas. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s0306261924004410.

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2024A novel multivariate electrical price bi-forecasting system based on deep learning, a multi-input multi-output structure and an operator combination mechanism. (2024). Nie, Ying ; Li, Ping ; Zhang, Lifang ; Wang, Jianzhou. In: Applied Energy. RePEc:eee:appene:v:366:y:2024:i:c:s0306261924006160.

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2024Forecasting day-ahead electricity prices with spatial dependence. (2024). Li, YI ; Yang, Yifan ; Guo, Jue ; Zhou, Jiandong. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1255-1270.

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2024Understanding relationships with the Aggregate Zonal Imbalance using copulas. (2024). Ravazzolo, F ; Gatto, A ; Durante, F. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:33:y:2024:i:2:d:10.1007_s10260-023-00736-8.

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2024Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy. (2024). lucey, brian ; Feng, Lingbing ; Qi, Jiajun. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001716.

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2024A fast matrix autoregression algorithm based on Tucker decomposition for online prediction of nonlinear real-time taxi-hailing demand without pre-training. (2024). Lv, Zhiqiang ; Chu, Benjia ; Xu, Zhihao ; Li, Jianbo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:189:y:2024:i:p1:s0960077924012128.

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2024Tail calibration of probabilistic forecasts. (2024). Ziegel, Johanna ; Segers, Johan ; Koh, Jonathan ; Allen, Sam. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024018.

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2024Nowcasting R&D Expenditures: A Machine Learning Approach. (2024). de Rassenfosse, Ga'Etan ; Aboutorabi, Atin. In: Papers. RePEc:arx:papers:2407.11765.

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2024Accuracy of small area mortality prediction methods: evidence from Poland. (2024). Orwat-Acedaska, Agnieszka. In: Journal of Population Research. RePEc:spr:joprea:v:41:y:2024:i:1:d:10.1007_s12546-023-09326-7.

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2024Economics of physics-based solar forecasting in power system day-ahead scheduling. (2024). Mayer, Martin Janos ; Kleissl, Jan ; Yang, Guoming ; van der Meer, Dennis ; Liu, Bai ; Zhang, Zili ; Guo, Yufeng ; Wang, Wenting ; Hong, Tao ; Huang, Nantian. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:199:y:2024:i:c:s1364032124001710.

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2024On the robust drivers of cryptocurrency liquidity: the case of Bitcoin. (2024). , Walid. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00598-9.

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2024Fortify the investment performance of crude oil market by integrating sentiment analysis and an interval-based trading strategy. (2024). Cheng, Zishu ; Wei, Yunjie ; Wang, Shouyang ; Li, Mingchen ; Yang, Kun. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pa:s0306261923014666.

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2024Deep learning systems for forecasting the prices of crude oil and precious metals. (2024). Lahmiri, Salim ; Foroutan, Parisa. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00637-z.

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2024Forecasting oil futures returns with news. (2024). Wang, Yudong ; Pan, Zhiyuan ; Huang, Juan ; Zhong, Hao. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003141.

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2024A novel link prediction model for interval-valued crude oil prices based on complex network and multi-source information. (2024). Tao, Zhifu ; Luo, Rui ; Zhao, Xiaoman ; Liu, Jinpei. In: Applied Energy. RePEc:eee:appene:v:376:y:2024:i:pb:s0306261924016441.

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2024Improving geopolitical forecasts with 100 brains and one computer. (2024). Leiser, David ; Shemesh, Yhonatan ; Gilead, Michael ; Shinitzky, Hilla. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:958-970.

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2024The impact of the metaverse on the future business of professional football clubs – A prospective study. (2024). Beiderbeck, Daniel ; von der Gracht, Heiko A ; Schmidt, Sascha L ; Heidemann, Gerrit. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s004016252400369x.

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2024The impact of forum content on data science open innovation performance: A system dynamics-based causal machine learning approach. (2024). Kunc, Martin ; Li, Libo ; Yu, Huan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006212.

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2024Long-horizon predictions of credit default with inconsistent customers. (2024). Zhou, Ying ; Jin, Peng ; Chi, Guotai ; Dong, Bingjie. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006935.

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2024Exploring Trends and Advancements in Financial Distress Prediction Research: A Bibliometric Study. (2024). Sethi, Soumya Ranjan ; Bilolikar, Rajkiran V ; Mahadik, Dushyant Ashok. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-01-16.

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2024Class-imbalanced dynamic financial distress prediction based on random forest from the perspective of concept drift. (2024). Zhao, Mengru ; Sun, Jie ; Lei, Cong. In: Risk Management. RePEc:pal:risman:v:26:y:2024:i:4:d:10.1057_s41283-024-00150-8.

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2024Conditionally optimal weights and forward-looking approaches to combining forecasts. (2024). Vasnev, Andrey ; Gibbs, Christopher. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1734-1751.

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2024Comparative analysis of Gasifier-CI engine performance and emissions characteristics using diesel with producer gas derived from coal– briquette-coconut shell-mahua feedstock and its blends. (2024). Raj, Reetu ; Jena, Priyaranjan ; Prajapati, Lawalesh Kumar ; Tirkey, Jeewan Vachan. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224004808.

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2024Forecasting number of births and sex ratio at birth in Iran using deep neural network and ARIMA: implications for policy evaluations. (2024). Abbasi-Shavazi, Mohammad Jalal ; Esmaeili, Nasibeh. In: Journal of Population Research. RePEc:spr:joprea:v:41:y:2024:i:4:d:10.1007_s12546-024-09348-9.

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2024Assessing the impacts of fertility and retirement policies on China’s carbon emissions. (2024). Li, Ling ; Cai, Wenjia ; Wang, Shouyang ; Mi, Zhifu ; Drummond, Paul ; Tang, Ling ; Cheng, LU ; Sun, Xinlu ; Zheng, Jiali ; Yang, Junai. In: Nature Climate Change. RePEc:nat:natcli:v:14:y:2024:i:12:d:10.1038_s41558-024-02162-4.

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2024Accounting for Biodiversity Loss Raises the Social Cost of CO2. (2024). Prest, Brian ; Wingenroth, Jordan ; Anthoff, David ; Errickson, Frank ; Rennert, Kevin ; Rennels, Lisa. In: RFF Working Paper Series. RePEc:rff:dpaper:dp-24-23.

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2024Developing and implementing the UNs probabilistic population projections as a milestone for Bayesian demography: An interview with Adrian Raftery. (2024). Raftery, Adrian E ; Alexander, Monica. In: Demographic Research. RePEc:dem:demres:v:51:y:2024:i:1.

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2024Challenges and Opportunities for Incorporating Climate Change’s Impacts on Ocean Systems into the Social Cost of Greenhouse Gases. (2024). Errickson, Frank ; Wingenroth, Jordan ; Prest, Brian C. In: RFF Reports. RePEc:rff:report:rp-24-17.

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2024Navigating retail inflation in Brazil: A machine learning and web scraping approach to the basic food basket. (2024). Piatti, Matias ; Pirabe, Luis Felipe ; Gomez, Juan Felipe ; Namdar, Jafar ; Meja-Argueta, Christopher ; Muoz-Villamizar, Andrs. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:79:y:2024:i:c:s0969698924001711.

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2024Sanctions and Russian online prices. (2024). Palumbo, Luigi ; Benchimol, Jonathan. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1468_24.

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2024Grab a bite? Prices in the food away from home industry during the COVID-19 pandemic. (2024). Solorzano, Diego. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:225:y:2024:i:c:p:435-464.

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2024Sanctions and Russian online prices. (2024). Palumbo, Luigi ; Benchimol, Jonathan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:225:y:2024:i:c:p:483-521.

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2024Disentangling demand and supply inflation shocks from electronic payments data. (2024). Hernndez-Romn, Luis G ; Eterovic, Nicols ; Carlomagno, Guillermo. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002281.

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2024Sanctions and Russian online prices. (2024). Palumbo, Luigi ; Benchimol, Jonathan. In: Post-Print. RePEc:hal:journl:emse-04943866.

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2024Sanctions and Russian online prices. (2024). Benchimol, Jonathan ; Palumbo, Luigi. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:323972.

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2024Macroeconomic Spillovers of Weather Shocks across U.S. States. (2024). Moramarco, Graziano ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: FEEM Working Papers. RePEc:ags:feemwp:343506.

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2024Macroeconomic Spillovers of Weather Shocks across U.S. States. (2024). Moramarco, Graziano ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Working Papers. RePEc:fem:femwpa:2024.09.

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2024Prognosen des Wirtschaftswachstums der deutschen Bundesländer unter Echtzeitbedingungen. (2024). Lehmann, Robert. In: ifo Dresden berichtet. RePEc:ces:ifodre:v:31:y:2024:i:04:p:03-07.

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2024Probability density prediction for carbon allowance prices based on TS2Vec and distribution Transformer. (2024). Wang, Lin. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006947.

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2024Asymmetric Models for Realized Covariances. (2024). Bauwens, Luc ; Hafner, Christian ; Dzuverovic, Emilija. In: LIDAM Discussion Papers CORE. RePEc:cor:louvco:2024024.

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2024Asymmetric Models for Realized Covariances. (2024). Bauwens, Luc ; Hafner, Christian ; Dzuverovic, Emilija. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024022.

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2024Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets. (2024). Xu, Yongdeng ; Lu, Wenna ; Heravi, Saeed ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004584.

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2024Extended multivariate EGARCH model: A model for zero€ return and negative spillovers. (2024). Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/24.

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2024Research on information fusion of security analysts’ stock recommendations based on two-dimensional D-S evidence theory. (2024). Wu, Zihao ; Li, Zhimin ; Zhu, Weidong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001864.

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2024Eurozone inflation: fresh projections from global factors. (2024). Apergis, Nicholas. In: Economics and Business Letters. RePEc:ove:journl:aid:20110.

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2024Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter. (2024). Verona, Fabio ; Martins, Manuel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:811-832.

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2024Generalized βARMA model for double bounded time series forecasting. (2024). Scher, Vinicius T ; Cribari-Neto, Francisco ; Bayer, Fabio M. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:721-734.

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2024A Choice-Based Approach to the Measurement of Inflation Expectations. (2024). Trautmann, Stefan ; Kieren, Pascal ; Goldfayn-Frank, Olga. In: Working Papers. RePEc:awi:wpaper:0742.

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2024Uncertainty of household inflation expectations: Reconciling point and density forecasts. (2024). Zhao, Yongchen. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523005128.

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2024Framing effects in consumer expectations surveys. (2024). Pavlova, Lora. In: ZEW Discussion Papers. RePEc:zbw:zewdip:300015.

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2024The interplay of geopolitics and agricultural commodity prices. (2024). Steinbach, Sandro ; Mensah, Edouard ; Goyal, Raghav. In: Applied Economic Perspectives and Policy. RePEc:wly:apecpp:v:46:y:2024:i:4:p:1533-1562.

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2024Coskewness and the short-term predictability for Bitcoin return. (2024). Chen, Yan ; Liu, Yakun ; Zhang, Feipeng. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008818.

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2024Do industries predict stock market volatility? Evidence from machine learning models. (2024). Demirer, Riza ; Niu, Zibo ; Zhu, Xuehong ; Suleman, Muhammad Tahir ; Zhang, Hongwei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001713.

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2024The impact of presidential economic approval rating on stock volatility: An industrial perspective. (2024). Gong, Xue ; Li, Xiaodan ; Xing, LU. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003568.

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2024Machine-learning stock market volatility: Predictability, drivers, and economic value. (2024). Hansen, Erwin ; Diaz, Juan D ; Cabrera, Gabriel. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002187.

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2024Video apps user engagement and stock market volatility: Evidence from China. (2024). Jixiang, Zhang ; Feng, MA. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324005348.

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2024Carbon dioxide emissions and economic growth: New evidence from GDP forecasting. (2024). Feng, Lin ; Ma, Feng ; Lu, Fei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:205:y:2024:i:c:s0040162524002609.

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2024Macro-Driven Stock Market Volatility Prediction: Insights from a New Hybrid Machine Learning Approach. (2024). Lin, YU ; Xu, Jin ; Lu, Xinjie ; Zeng, Qing. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006434.

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2024The impact of carbon transition risk concerns on stock market cycles: Evidence from China. (2024). Zeng, Qing ; Huang, Dengshi ; Lu, Xinjie ; Luo, Qin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:209:y:2024:i:c:s0040162524006255.

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2024Tail calibration of probabilistic forecasts. (2024). Ziegel, Johanna ; Segers, Johan ; Koh, Jonathan ; Allen, Sam. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024018.

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2024The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model. (2024). Zhou, Wei-Xing ; Dai, Yun-Shi. In: Papers. RePEc:arx:papers:2404.01641.

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2024Maximally Forward-Looking Core Inflation. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin ; Barrette, Christophe. In: Papers. RePEc:arx:papers:2404.05209.

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2024Dual Interpretation of Machine Learning Forecasts. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076.

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2024Decision Synthesis in Monetary Policy. (2024). Koop, Gary ; Chernis, Tony ; West, Mike ; Tallman, Emily. In: Staff Working Papers. RePEc:bca:bocawp:24-30.

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2024The age‐wage‐productivity puzzle: Evidence from the careers of top earners. (2024). Telemo, Paul ; Singleton, Carl ; Scarfe, Rachel ; Sunmoni, Adesola. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:584-606.

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2024Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter. (2024). Verona, Fabio ; Martins, Manuel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:811-832.

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2024Owner-occupied housing costs, policy communication, and inflation expectations. (2024). Zekaite, Zivile ; Wauters, Joris ; Garabedian, Garo. In: Research Technical Papers. RePEc:cbi:wpaper:3/rt/24.

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2024Day-ahead electricity price prediction in multi-price zones based on multi-view fusion spatio-temporal graph neural network. (2024). Zhu, Jianbin ; Yin, Hao ; Yan, Baiping ; Meng, Anbo. In: Applied Energy. RePEc:eee:appene:v:369:y:2024:i:c:s030626192400936x.

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2024Optimal sitting and sizing of hydrogen refilling stations in distribution networks under locational marginal prices. (2024). Horrillo-Quintero, Pablo ; Garcia-Trivio, Pablo ; Tostado-Veliz, Marcos ; Fernandez-Ramirez, Luis M ; Jurado, Francisco. In: Applied Energy. RePEc:eee:appene:v:374:y:2024:i:c:s0306261924014582.

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2024Discrete forecast reconciliation. (2024). Kang, Yanfei ; Zhang, Bohan ; Panagiotelis, Anastasios. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:1:p:143-153.

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2024A two-step dynamic factor modelling approach for forecasting inflation in small open economies. (2024). Wright, Cardel ; Aysun, Uluc. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000839.

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2024Technological shocks and stock market volatility over a century. (2024). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000951.

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2024Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression. (2024). Weron, Rafał ; Uniejewski, Bartosz ; Lipiecki, Arkadiusz. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s014098832400642x.

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2024A novel seasonal grey prediction model with time-lag and interactive effects for forecasting the photovoltaic power generation. (2024). Dang, Yaoguo ; Ding, Xiaoyu ; Ye, LI ; Wang, Junjie. In: Energy. RePEc:eee:energy:v:304:y:2024:i:c:s0360544224017122.

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2024Crude oil futures and the short-term price predictability of petroleum products. (2024). Wang, Yudong ; Xiao, Jihong ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224025246.

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2024Forecasting crude oil prices with global ocean temperatures. (2024). Zhang, Yaojie ; He, Mengxi. In: Energy. RePEc:eee:energy:v:311:y:2024:i:c:s0360544224031177.

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2024Hierarchical reconciliation of convolutional gated recurrent units for unified forecasting of branched and aggregated district heating loads. (2024). Wang, Shitong ; Li, Xinyi ; Chen, Zhiqiang. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s0360544224038751.

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2024Presidential economic approval rating and global foreign exchange market volatility. (2024). Xu, Weijun ; Li, Xiaodan ; Gong, Xue. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005167.

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2024Price spread prediction in high-frequency pairs trading using deep learning architectures. (2024). Cheng, Li-Chen ; Liu, Yun-Ti ; Liou, Jyh-Hwa. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924007257.

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2024Hierarchical forecasting at scale. (2024). Wadman, Wander ; Schelter, Sebastian ; Sprangers, Olivier ; de Rijke, Maarten. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1689-1700.

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2024Survey expectations and adjustments for multiple testing. (2024). Clements, Michael. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:338-354.

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2024Can crowdsourcing improve prediction accuracy in fashion retail buying?. (2024). Mantrala, Murali ; Kamran-Disfani, Omid. In: Journal of Retailing. RePEc:eee:jouret:v:100:y:2024:i:3:p:404-421.

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2024Switching spillovers and connectedness between Sukuk and international Islamic stock markets. (2024). Yoon, Seong-Min ; Lee, Yeonjeong ; Mensi, Walid ; Al-Kharusi, Sami. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000696.

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2024Energy-related uncertainty and international stock market volatility. (2024). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:280-293.

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2024Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR. (2024). Szafranek, Karol ; Szafraski, Grzegorz ; Leszczyska-Paczesna, Agnieszka. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:789-810.

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2024Crude oil volatility forecasting: Insights from a novel time-varying parameter GARCH-MIDAS model. (2024). Wang, LU ; Peng, Lijuan ; Liang, Chao ; Yang, Baoying. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024004052.

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2024Term spread spillovers to Latin America and emergence of the ‘Twin Ds’. (2024). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006749.

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2024Investors’ attention and network spillover for commodity market forecasting. (2024). Mattera, Raffaele ; Ficcadenti, Valerio ; Cerqueti, Roy. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002222.

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2024Practice Makes Perfect: Learning Effects with Household Point and Density Forecasts of Inflation. (2024). Shiroff, Taylor ; Mitchell, James ; Braitsch, Hana. In: Working Papers. RePEc:fip:fedcwq:99062.

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2024Owner-occupied housing costs, policy communication, and inflation expectations. (2024). Zekaite, Zivile ; Wauters, Joris ; Garabedian, Garo. In: Working Paper Research. RePEc:nbb:reswpp:202405-449.

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2024Integrating Spatio-temporal Diffusion into Statistical Forecasting Models of Armed Conflict via Non-parametric Smoothing. (2024). Thurner, Paul ; Kauermann, Goeran ; Racek, Daniel. In: OSF Preprints. RePEc:osf:osfxxx:q59dr.

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2024Capturing the Spatio-Temporal Diffusion Effects of Armed Conflict: A Non-parametric Smoothing Approach. (2024). Kauermann, Goeran ; Thurner, Paul ; Racek, Daniel. In: OSF Preprints. RePEc:osf:osfxxx:q59dr_v1.

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2024Fundamental determinants of exchange rate expectations. (2024). Czudaj, Robert ; Beckmann, Joscha. In: MPRA Paper. RePEc:pra:mprapa:120648.

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2024Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach. (2024). Salisu, Afees ; GUPTA, RANGAN ; Cepni, Oguzhan ; Oghonna, Ahamuefula E. In: Working Papers. RePEc:pre:wpaper:202409.

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2024Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Fu, Shengjie ; Luo, Jiawen. In: Working Papers. RePEc:pre:wpaper:202420.

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2024Influence of Local and Global Economic Policy Uncertainty on the Volatility of US State-Level Equity Returns: Evidence from a GARCH-MIDAS Approach with Shrinkage and Cluster Analysis. (2024). GUPTA, RANGAN ; Gallo, Giampiero ; Cepni, Oguzhan ; Candila, Vincenzo. In: Working Papers. RePEc:pre:wpaper:202437.

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2024Data Analysis in Demand Forecasting: A Case Study of Poetry Book Sales in the European Area. (2024). Kolkov, Andrea. In: Central European Business Review. RePEc:prg:jnlcbr:v:2024:y:2024:i:5:id:371:p:51-69.

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2024Predicting Tail-Risks for the Italian Economy. (2024). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Tornese, Tommaso ; Boeck, Maximilian. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:3:d:10.1007_s41549-025-00106-1.

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2024Option-implied bond spread risk. (2024). Onofri, Marco ; Moshammer, Edmund ; Hudecz, Gergely. In: Working Papers. RePEc:stm:wpaper:66.

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2024Unlocking predictive potential: the frequency-domain approach to equity premium forecasting. (2024). Verona, Fabio ; Faria, Gonçalo. In: Bank of Finland Research Discussion Papers. RePEc:zbw:bofrdp:306348.

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2024Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators. (2024). Verona, Fabio ; Faria, Gonçalo. In: Bank of Finland Research Discussion Papers. RePEc:zbw:bofrdp:307140.

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Recent citations received in 2023
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2023Re-Examining Working Capital Management and Firm Performance Nexus: Does Investment Policy Matter?. (2023). Khan, Talal Ahmed ; Hasan, Muhammad Amin ; Ghouri, Aman Abbas ; Sajid, Ali. In: Journal of Economic Impact. RePEc:adx:journl:v:5:y:2023:i:3:p:269-278.

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2023Impact of Dividend Policy on Earnings Management and The Moderating Effect of The Board of Directors and The Audit Committees: The French Case. (2023). ben Salah, Olfa ; Jarboui, Anis. In: Journal of Accounting and Management Information Systems. RePEc:ami:journl:v:22:y:2023:i:3:p:408-427.

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2023Climate uncertainty impacts on optimal mitigation pathways and social cost of carbon. (2023). Yang, PU ; Folini, Doris ; Smith, Christopher J ; al Khourdajie, Alaa. In: Papers. RePEc:arx:papers:2304.08957.

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2023Combining predictive distributions of electricity prices: Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?. (2023). Nitka, Weronika ; Weron, Rafal. In: Papers. RePEc:arx:papers:2308.15443.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2023Predictive Density Combination Using a Tree-Based Synthesis Function. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Chernis, Tony ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2311.12671.

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2023From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Goulet Coulombe, Philippe ; Frenette, Mikael ; Klieber, Karin. In: Working Papers. RePEc:bbh:wpaper:23-04.

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2023Quarterly GDP Estimates for the German States: New Data for Business Cycle Analyses and Long-Run Dynamics. (2023). Lehmann, Robert ; Wikman, Ida. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10280.

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2023READ-GER: Introducing German Real-Time Regional Accounts Data for Revision Analysis and Nowcasting. (2023). Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10315.

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2023ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10449.

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2023Realized Covariance Models with Time-varying Parameters and Spillover Effects. (2023). Bauwens, Luc ; Otranto, Edoardo. In: LIDAM Discussion Papers CORE. RePEc:cor:louvco:2023019.

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2023The role of data and priors in estimating climate sensitivity. (2023). Vasnev, Andrey ; Ikefuji, Masako ; Magnus, Jan. In: ISER Discussion Paper. RePEc:dpr:wpaper:1217.

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2023Digitalisation and the economy. (2023). Strasser, Georg ; Slacalek, Jiri ; Paz-Pardo, Gonzalo ; Ehrmann, Michael ; Hoffmann, Peter ; Dedola, Luca ; Lamo, Ana. In: Working Paper Series. RePEc:ecb:ecbwps:20232809.

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2023Nowcasting employment in the euro area. (2023). Toth, Mate ; Banbura, Marta ; Babura, Marta ; Bodnar, Katalin ; Belousova, Irina. In: Working Paper Series. RePEc:ecb:ecbwps:20232815.

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2023Comparing global and regional downscaled NWP models for irradiance and photovoltaic power forecasting: ECMWF versus AROME. (2023). Mayer, Martin Janos ; Yang, Dazhi ; Szintai, Balazs. In: Applied Energy. RePEc:eee:appene:v:352:y:2023:i:c:s0306261923013223.

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2023Improving box office projections through sentiment analysis: Insights from regularization-based forecast combinations. (2023). Qiu, Yue ; Zheng, Yuchen. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s026499932300161x.

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2023Score-driven models for realized volatility. (2023). Harvey, Andrew ; Palumbo, Dario. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623001422.

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2023Modelling credit card exposure at default using vine copula quantile regression. (2023). Choudhry, Taufiq ; Wattanawongwan, Suttisak ; Okhrati, Ramin ; So, Mee Chi ; Mues, Christophe. In: European Journal of Operational Research. RePEc:eee:ejores:v:311:y:2023:i:1:p:387-399.

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2023Analyzing the influence of geopolitical risks on European power prices using a multiresolution causal neural network. (2023). Saâdaoui, Foued ; ben Jabeur, Sami ; Saadaoui, Foued. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002918.

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2023Distributional neural networks for electricity price forecasting. (2023). Weron, Rafał ; Marcjasz, Grzegorz ; Narajewski, Micha ; Ziel, Florian. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003419.

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2023The predictive effect of risk aversion on oil returns under different market conditions. (2023). Wang, Yudong ; Xiao, Jihong ; Wen, Danyan. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s014098832300467x.

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2023Combination forecasts of Chinas oil futures returns based on multiple uncertainties and their connectedness with oil. (2023). Wei, YU ; Liu, Yuntong ; Shi, Chunpei. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005352.

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2023Evidence of the internationalization of Chinas crude oil futures: Asymmetric linkages to global financial risks. (2023). Guo, Songlin ; Zhang, Jiaming ; Xie, Bingyuan ; Dou, Bin. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005819.

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2023The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures. (2023). Huynh, Luu Duc Toan ; Xu, Yongan ; Li, Yan ; Liang, Hao. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005625.

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2023Incorporating air temperature into mid-term electricity load forecasting models using time-series regressions and neural networks. (2023). Behmiri, Niaz Bashiri ; Ravazzolo, Francesco ; Fezzi, Carlo. In: Energy. RePEc:eee:energy:v:278:y:2023:i:c:s0360544223012252.

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2023Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model. (2023). Zhang, LI ; Li, Lihong. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002247.

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2023Machine learning approaches to forecasting cryptocurrency volatility: Considering internal and external determinants. (2023). Wang, Yijun ; Andreeva, Galina ; Martin-Barragan, Belen. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004301.

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2023The Chinese equity premium predictability: Evidence from a long historical data. (2023). Cao, Jiawei ; Ma, Feng. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000429.

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2023Forecasting stock market volatility: The sum of the parts is more than the whole. (2023). Zhang, Yaojie ; Wang, Yudong ; Gao, Shang. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pa:s1544612323002210.

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2023Climate risk exposure and the cross-section of Chinese stock returns. (2023). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi ; Liao, Cunfei. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003598.

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2023The Chinese oil futures volatility: Evidence from high-low estimator information. (2023). Wang, Yubao ; Huang, Xiaozhou ; Song, Juan. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004804.

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2023Attention! Predicting crude oil prices from the perspective of extreme weather. (2023). Xu, Yongan ; Duong, Duy. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005627.

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2023Tail risk in the Chinese stock market: An AEV model on the maximal drawdowns. (2023). Song, Yuping ; Feng, Yun ; Hou, Weijie. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006669.

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2023Predicting cryptocurrency returns for real-world investments: A daily updated and accessible predictor. (2023). Zhang, Yaojie ; He, Mengxi ; Shen, Lihua. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s154461232300778x.

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2023Does climate risk matter for gold price volatility?. (2023). Han, Wei ; Zhang, Junchao ; Zhu, Jiaji. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009169.

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2023Do short-term market swings improve realized volatility forecasts?. (2023). Ruan, Xinfeng ; Zhang, Junyu. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010012.

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2023Forecasting, causality and feedback. (2023). Hyndman, Rob. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:558-560.

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2023Testing big data in a big crisis: Nowcasting under Covid-19. (2023). Tiozzo Pezzoli, Luca ; Ratto, Marco ; Pericoli, Filippo Maria ; onorante, luca ; Barbaglia, Luca ; Frattarolo, Lorenzo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1548-1563.

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2023Stock markets from COVID-19 to the Russia–Ukraine crisis: Structural breaks in interactive effects panels. (2023). Karamti, Chiraz ; Jeribi, Ahmed. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s170349492300052x.

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2023An improved SSA-BiLSTM-based short-term irradiance prediction model via sky images feature extraction. (2023). Shen, Zhongli ; Liu, Yao ; Wang, Xiaoli ; Xie, Qiyue ; Fu, Qiang ; Ma, Lin. In: Renewable Energy. RePEc:eee:renene:v:219:y:2023:i:p2:s0960148123014222.

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2023A factor pricing model based on machine learning algorithm. (2023). Chen, Yuzhi ; Fang, YI ; Ren, Hang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:88:y:2023:i:c:p:280-297.

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2023The FOMC versus the Staff: Do Policymakers Add Value in Their Tales?. (2023). Mitchell, James ; Filippou, Ilias ; Nguyen, My T. In: Working Papers. RePEc:fip:fedcwq:96636.

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2023Predictive Density Combination Using a Tree-Based Synthesis Function. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko ; Chernis, Tony. In: Working Papers. RePEc:fip:fedcwq:97343.

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2023Lessons from Nowcasting GDP across the World. (2023). Modugno, Michele ; Luciani, Matteo ; Cascaldi-Garcia, Danilo. In: International Finance Discussion Papers. RePEc:fip:fedgif:1385.

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2023Nowcasting Economic Activity Using Electricity Market Data: The Case of Lithuania. (2023). Pilinkiene, Vaida ; Lukauskas, Mantas ; Bruneckiene, Jurgita ; Grybauskas, Andrius ; Stundziene, Alina. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:5:p:134-:d:1137785.

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2023Calibration of GFS Solar Irradiation Forecasts: A Case Study in Romania. (2023). Hategan, Sergiu-Mihai ; Stefu, Nicoleta ; Paulescu, Marius. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:11:p:4290-:d:1154340.

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2023Performance Enhancement of Grid-Connected Renewable Energy Systems Using UPFC. (2023). , Soad ; Abed, Osama M ; Mosaad, Mohamed I ; Salama, M M ; Abdelhadi, H A. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:11:p:4362-:d:1157262.

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2023A Review of Solar Power Scenario Generation Methods with Focus on Weather Classifications, Temporal Horizons, and Deep Generative Models. (2023). Georgilakis, Pavlos S ; Kousounadis-Knousen, Markos A ; Bazionis, Ioannis K ; Catthoor, Francky. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:15:p:5600-:d:1202094.

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Recent citations received in 2022
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2022Forecasting agricultural commodity price using different models: a case study of widely consumed grains in Nigeria. (2022). Safi, Samir K ; Adeeko, Omotara ; Sanusi, Olajide I ; Tabash, Mosab I. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:322724.

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2022Should we care about ECB inflation expectations?. (2022). Candelon, Bertrand ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022004.

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2022A Market for Trading Forecasts: A Wagering Mechanism. (2022). Grammatico, Sergio ; Pinson, Pierre ; Kazempour, Jalal ; Raja, Aitazaz Ali. In: Papers. RePEc:arx:papers:2205.02668.

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2022Gambling on Momentum. (2022). Singleton, Carl ; De Angelis, Luca ; Deutscher, Christian ; Otting, Marius. In: Papers. RePEc:arx:papers:2211.06052.

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2022Assessing the effect of school closures on the spread of COVID‐19 in Zurich. (2022). Modelling, The Suspend ; Dunbar, Maria Bekkernielsen ; Held, Leonhard ; Hofmann, Felix. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:s1:p:s131-s142.

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2022Session 3 of the RSS Special Topic Meeting on Covid‐19 Transmission: Replies to the discussion. (2022). Dunbar, Maria Bekkernielsen ; Held, Leonhard ; Hofmann, Felix. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:s1:p:s158-s164.

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2022Home advantage in professional soccer and betting market efficiency: The role of spectator crowds. (2022). Haucap, Justus ; Fischer, Kai. In: Kyklos. RePEc:bla:kyklos:v:75:y:2022:i:2:p:294-316.

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2022Lending ears to unheard voices: An empirical analysis of user‐generated content on social media. (2022). Kumar, Subodha ; Aggarwal, Shikha ; Gour, Alekh. In: Production and Operations Management. RePEc:bla:popmgt:v:31:y:2022:i:6:p:2457-2476.

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2022Privacy-preserving federated learning for residential short-term load forecasting. (2022). Menci, Sergio Potenciano ; Fernandez, Joaquin Delgado ; Fridgen, Gilbert ; Lee, Chul Min ; Rieger, Alexander. In: Applied Energy. RePEc:eee:appene:v:326:y:2022:i:c:s0306261922011722.

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2022Economic recovery forecasts under impacts of COVID-19. (2022). Shi, Yufeng ; Hu, Wentao ; Wang, Wei ; Teng, Bin ; Sun, Yunchuan. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000670.

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2022Unemployment claims during COVID-19 and economic support measures in the U.S.. (2022). Panagiotidis, Theodore ; Milas, Costas ; Dergiades, Theologos. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001377.

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2022Financial conditions and macroeconomic downside risks in the euro area. (2022). Lhuissier, Stéphane. In: European Economic Review. RePEc:eee:eecrev:v:143:y:2022:i:c:s0014292122000101.

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2022A simple model for mixing intuition and analysis. (2022). Egozcue, Martin ; Garcia, Luis Fuentes ; Katsikopoulos, Konstantinos V. In: European Journal of Operational Research. RePEc:eee:ejores:v:303:y:2022:i:2:p:779-789.

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2022Timing intermittent demand with time-varying order-up-to levels. (2022). Rogetzer, Patricia ; Prak, Dennis. In: European Journal of Operational Research. RePEc:eee:ejores:v:303:y:2022:i:3:p:1126-1136.

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2022Evaluating human behaviour in response to AI recommendations for judgemental forecasting. (2022). Khosrowabadi, Naghmeh ; Hoberg, Kai ; Imdahl, Christina. In: European Journal of Operational Research. RePEc:eee:ejores:v:303:y:2022:i:3:p:1151-1167.

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2022Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish market case study. (2022). Janczura, Joanna ; Wojcik, Edyta. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001840.

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2022Investor sentiment and stock volatility: New evidence. (2022). Gong, Xue ; Zhang, Weiguo ; Wang, Junbo. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000084.

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2022Asymmetric causality of economic policy uncertainty and oil volatility index on time-varying nexus of the clean energy, carbon and green bond. (2022). Ren, Xiaohang ; Wang, Xiong ; Li, Jingyao. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002605.

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2022Multi-population modelling and forecasting life-table death counts. (2022). Shang, Han Lin ; Haberman, Steven ; Xu, Ruofan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:239-253.

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2022A novel text-based framework for forecasting agricultural futures using massive online news headlines. (2022). Li, jianping ; Zhu, Xiaoqian ; Liu, Mingxi ; Wei, LU. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:35-50.

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2022On single point forecasts for fat-tailed variables. (2022). Bar-Yam, Yaneer ; Cirillo, Pasquale ; Taleb, Nassim Nicholas. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:413-422.

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2022Short-term Covid-19 forecast for latecomers. (2022). Zilberman, Eduardo ; Medeiros, Marcelo ; Vasconcelos, Gabriel ; Vallado, Davi ; Street, Alexandre. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:467-488.

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2022Forecasting for social good. (2022). Hyndman, Rob ; Hong, Tao ; Ali, Mohammad M ; Porter, Michael D ; Rostami-Tabar, Bahman ; Syntetos, Aris. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:3:p:1245-1257.

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2022Forecasting: theory and practice. (2022). Thomakos, Dimitrios ; Shang, Han Lin ; Sermpinis, Georgios ; Rubaszek, Michał ; Reade, J ; Paccagnini, Alessia ; Martinez, Andrew ; Li, Feng ; Hendry, David ; Guidolin, Massimo ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Babai, Mohamed Zied ; Assimakopoulos, Vassilios ; Pedregal, Diego J ; Trapero, Juan Ramon ; Meeran, Sheik ; Koehler, Anne B ; Guseo, Renato ; Gunter, Ulrich ; Barrow, Devon K ; Pavia, Jose M ; de Baets, Shari ; Talagala, Priyanga Dilini ; Januschowski, Tim ; Frazier, David T ; Jeon, Jooyoung ; Hollyman, Ross ; Panagiotelis, Anastasios ; Petropoulos, Fotios ; Gilliland, Michael ; Thorarinsdottir, Thordis ; Boylan, John E ; Winkler, Robert L ; Yusupova, Alisa ; Ziel, Florian ; Pinson, Pierre ; Rapach, David E ; Ellison, Joanne ; Bessa, Ricardo J ; Dokumentov, Alexander ; Cyrino, Fernando Luiz ; Modis, Theodore ; Apiletti, Daniele ; Browell, Jethro ; Goodwin, Paul ; Kang, Yanfei ; Pedio, Manuela ; Kolassa, Stephan ; Carnevale, Claudio ; Ramos, Patricia ; Grushka-Cockayne, Yael ; Todini, Ezio ; Makridakis, Spyros ; Cordeiro, Clara ; Cirillo, Pasquale ; Wang, Xiaoqian ; Spiliotis, Evangelos ; Tashman, Len ; ben Taieb, Souhaib ; Bergmeir, Christoph ; Bijak, Jakub ; Kourentzes, Nikolaos ; Guo, Xiaojia ; Nikolopoulos, Konstantinos ; Leva, Sonia ; Rostami-Tabar, Bahman ; Panapakidis, Ioannis ; Harvey, Nigel ; Richmond, Victor ; Onkal, Dilek ; Litsiou, Konstantia ; Gonul, Sinan M ; Syntetos, Aris A. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:3:p:705-871.

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2022Post-script—Retail forecasting: Research and practice. (2022). Kolassa, Stephan ; Ma, Shaohui ; Fildes, Robert. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1319-1324.

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2022M5 accuracy competition: Results, findings, and conclusions. (2022). Assimakopoulos, Vassilios ; Makridakis, Spyros ; Spiliotis, Evangelos. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1346-1364.

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2022The M5 uncertainty competition: Results, findings and conclusions. (2022). Assimakopoulos, Vassilios ; Makridakis, Spyros ; Winkler, Robert L ; Tsetlin, Ilia ; Spiliotis, Evangelos ; Gaba, Anil ; Chen, Zhi. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1365-1385.

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2022Robust recurrent network model for intermittent time-series forecasting. (2022). Jeon, Yunho ; Seong, Sihyeon. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1415-1425.

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2022Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series. (2022). Vogklis, Konstantinos ; Nasios, Ioannis. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1448-1459.

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2022The performance of the global bottom-up approach in the M5 accuracy competition: A robustness check. (2022). Ma, Shaohui ; Fildes, Robert. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1492-1499.

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2022Exploring the representativeness of the M5 competition data. (2022). Kang, Yanfei ; Assimakopoulos, Vassilios ; Makridakis, Spyros ; Wang, Shengjie ; Theodorou, Evangelos ; Spiliotis, Evangelos. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1500-1506.

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2022Fathoming empirical forecasting competitions’ winners. (2022). Xiao, Shujun ; Nikolopoulos, Konstantinos ; Karamatzanis, Georgios ; Alroomi, Azzam ; Tilba, Anna. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1519-1525.

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2022The uncertainty track: Machine learning, statistical modeling, synthesis. (2022). Ord, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1526-1530.

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2022Commentary on the M5 forecasting competition. (2022). Kolassa, Stephan. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1562-1568.

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2022Common factors and the dynamics of cereal prices. A forecasting perspective. (2022). Rubaszek, Michał ; Paccagnini, Alessia ; Kwas, Marek. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851321000738.

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2022Predicting the changes in the WTI crude oil price dynamics using machine learning models. (2022). Guliyev, Hasraddin ; Mustafayev, Eldayag. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s030142072200112x.

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2022A new secondary decomposition-reconstruction-ensemble approach for crude oil price forecasting. (2022). Sun, Shaolong ; Zhao, Panpan. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002100.

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2022A decomposition ensemble based deep learning approach for crude oil price forecasting. (2022). Dong, Yao ; Hu, Weiqiang ; Xiao, Ling ; Jiang, HE. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003014.

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2022A dynamic ensemble learning with multi-objective optimization for oil prices prediction. (2022). Sun, Xiaolei ; Feng, Qianqian ; Hao, Jun ; Yuan, Jiaxin ; Li, Jianping. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004007.

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2022Impact of artificial intelligence-driven big data analytics culture on agility and resilience in humanitarian supply chain: A practice-based view. (2022). Dubey, Rameshwar ; Dwivedi, Yogesh K ; Graham, Gary ; Bryde, David J ; Foropon, Cyril. In: International Journal of Production Economics. RePEc:eee:proeco:v:250:y:2022:i:c:s0925527322002018.

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2022Forecasting methods for wind power scenarios of multiple wind farms based on spatio-temporal dependency structure. (2022). Zhang, YU ; Li, Yanting ; Peng, Xinghao. In: Renewable Energy. RePEc:eee:renene:v:201:y:2022:i:p1:p:950-960.

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2022Do EEMD based decomposition-ensemble models indeed improve prediction for crude oil futures prices?. (2022). Xu, Kunliang ; Niu, Hongli. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:184:y:2022:i:c:s0040162522004887.

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2022Economics lessons from sports during the COVID-19 pandemic. (2022). Dolton, Peter ; Reade, James ; Schreyer, Dominik ; Singleton, Carl ; Bryson, Alex. In: Chapters. RePEc:elg:eechap:21289_2.

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2022Financial Speculation Impact on Agricultural and Other Commodity Return Volatility: Implications for Sustainable Development and Food Security. (2022). Vaznonis, Bernardas ; Staugaitis, Algirdas Justinas. In: Agriculture. RePEc:gam:jagris:v:12:y:2022:i:11:p:1892-:d:969147.

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2022Short-Term Speculation Effects on Agricultural Commodity Returns and Volatility in the European Market Prior to and during the Pandemic. (2022). Vaznonis, Bernardas ; Staugaitis, Algirdas Justinas. In: Agriculture. RePEc:gam:jagris:v:12:y:2022:i:5:p:623-:d:803771.

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2022Corporate Dividend Policies during the COVID-19 Pandemic. (2022). Ashraf, Badar Nadeem ; Ali, Nasir ; Ur, Muhammad Zia ; Shear, Falik. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:11:p:263-:d:951501.

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2022Sustainable Biofuel Production from Animal Manure and Crop Residues in Ghana. (2022). Bi, Yuyun ; Wang, Yajing ; Seglah, Patience Afi ; Gao, Chunyu. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:16:p:5800-:d:885113.

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2022Can China Meet Its 2030 Total Energy Consumption Target? Based on an RF-SSA-SVR-KDE Model. (2022). Cui, Xiwen ; Guan, Xinyu ; Xu, Xiaomin ; Wang, Dongyu ; Niu, Dongxiao. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:16:p:6019-:d:892677.

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2022Switching Coefficients or Automatic Variable Selection: An Application in Forecasting Commodity Returns. (2022). Guidolin, Massimo ; Pedio, Manuela. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:1:p:16-306:d:752601.

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2022Forecasting Bitcoin Spikes: A GARCH-SVM Approach. (2022). Papadimitriou, Theophilos ; Gogas, Periklis ; Athanasiou, Athanasios Fotios. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:4:p:41-766:d:922336.

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2021General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Pfarrhofer, Michael ; Huber, Florian ; Fischer, Manfred ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2102.13393.

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2021Modeling tail risks of inflation using unobserved component quantile regressions. (2021). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2103.03632.

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2021Interpretability in deep learning for finance: a case study for the Heston model. (2021). Pallavicini, Andrea ; Brigo, Damiano ; Huang, Xiaoshan ; de Ocariz, Haitz Saez. In: Papers. RePEc:arx:papers:2104.09476.

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2021Next-Day Bitcoin Price Forecast Based on Artificial intelligence Methods. (2021). Yang, Liping. In: Papers. RePEc:arx:papers:2106.12961.

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2021Multiplicative Error Models: 20 years on. (2021). Gallo, Giampiero ; Cipollini, Fabrizio. In: Papers. RePEc:arx:papers:2107.05923.

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2021Understanding the nature of the long-range memory phenomenon in socioeconomic systems. (2021). Gontis, Vygintas ; Kazakevicius, Rytis ; Kaulakys, Bronislovas ; Kononovicius, Aleksejus. In: Papers. RePEc:arx:papers:2108.02506.

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2021Look Whos Talking: Interpretable Machine Learning for Assessing Italian SMEs Credit Default. (2021). Liberati, Caterina ; Crosato, Lisa ; Repetto, Marco. In: Papers. RePEc:arx:papers:2108.13914.

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2021A Multi-criteria Approach to Evolve Sparse Neural Architectures for Stock Market Forecasting. (2021). La Torre, Davide ; Broekaert, Jan ; Hafiz, Faizal ; Swain, Akshya. In: Papers. RePEc:arx:papers:2111.08060.

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2021Optimal Portfolio Choice and Stock Centrality for Tail Risk Events. (2021). Katsouris, Christis. In: Papers. RePEc:arx:papers:2112.12031.

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2021Evolving Temperature Dynamics in Canada: Preliminary Evidence Based on 60 Years of Data. (2021). Amano, Robert ; Gosselin, Marc-Andre ; McDonald-Guimond, Julien. In: Staff Working Papers. RePEc:bca:bocawp:21-22.

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2021Do inflation expectations improve model-based inflation Forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Banbura, Marta ; Babura, Marta. In: Working Papers. RePEc:bde:wpaper:2138.

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2021Forecasting Italian GDP growth with epidemiological data. (2021). Villa, Stefania ; Marchetti, Sabina ; Flaccadoro, Marco ; Emiliozzi, Simone ; Conteduca, Francesco ; Aprigliano, Valentina ; Borin, Alessandro. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_664_21.

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2021Nowcasting South African gross domestic product using a suite of statistical models. (2021). Steenkamp, Daan ; Botha, Byron ; Olds, Tim ; van Jaarsveld, Rossouw ; Reid, Geordie. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:526-554.

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2021Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs. (2021). Koop, Gary ; Cross, Jamie ; Hou, Chenghan. In: Working Papers. RePEc:bny:wpaper:0100.

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2021High Public Debt in an Uncertain World: Post-Covid-19 Dangers for Public Finance. (2021). Gros, Daniel. In: EconPol Policy Brief. RePEc:ces:econpb:_38.

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2021Combining Bayesian VARs with survey density forecasts: does it pay off?. (2021). Ravazzolo, Francesco ; Paredes, Joan ; Brenna, Federica ; Banbura, Marta ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212543.

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2021The COVID-19 shock and challenges for time series models. (2021). Hartwig, Benny ; BOBEICA, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20212558.

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2021Do 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.

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2021Fan charts 2.0: flexible forecast distributions with expert judgement. (2021). Sokol, Andrej. In: Working Paper Series. RePEc:ecb:ecbwps:20212624.

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2021Heat load forecasting using adaptive temporal hierarchies. (2021). Nystrup, Peter ; Palsson, Olafur Petur ; Moller, Jan Kloppenborg ; Bergsteinsson, Hjorleifur G ; Madsen, Henrik ; Guericke, Daniela. In: Applied Energy. RePEc:eee:appene:v:292:y:2021:i:c:s0306261921003603.

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2021Minimization of natural gas consumption of domestic boilers with convolutional, long-short term memory neural networks and genetic algorithm. (2021). Bampos, Zafeirios N ; Keranidis, Stratos D ; Biskas, Pandelis N ; Chatzis, Georgios V ; Tsoumalis, Georgios I. In: Applied Energy. RePEc:eee:appene:v:299:y:2021:i:c:s0306261921006760.

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2021A novel method for online real-time forecasting of crude oil price. (2021). Zhao, Yuan ; Gong, Xue ; Zhang, Weiguo ; Wang, Chao. In: Applied Energy. RePEc:eee:appene:v:303:y:2021:i:c:s0306261921009648.

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2021Review of low voltage load forecasting: Methods, applications, and recommendations. (2021). Haben, Stephen ; Arora, Siddharth ; Voss, Marcus ; Giasemidis, Georgios ; Greetham, Danica Vukadinovi. In: Applied Energy. RePEc:eee:appene:v:304:y:2021:i:c:s0306261921011326.

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2021A 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.

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2021Application of bagging in day-ahead electricity price forecasting and factor augmentation. (2021). Ozen, Kadir ; Yildirim, Dilem. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004448.

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2021Point 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.

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2021Dynamic 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.

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2021Forecasting mortality with international linkages: A global vector-autoregression approach. (2021). Li, Hong ; Shi, Yanlin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:59-75.

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2021Assessing mortality inequality in the U.S.: What can be said about the future?. (2021). Hyndman, Rob ; Li, Han. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:152-162.

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2021Longevity risk and capital markets: The 2019-20 update. (2021). Blake, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:395-439.

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2021Dimensionality reduction in forecasting with temporal hierarchies. (2021). Nystrup, Peter ; Moller, Jan K ; Madsen, Henrik ; Lindstrom, Erik. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1127-1146.

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202130 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial. (2021). Ruiz, Esther ; Peña, Daniel ; Escribano, Alvaro ; Pea, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1333-1337.

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2021Factor extraction using Kalman filter and smoothing: This is not just another survey. (2021). Ruiz, Esther ; Poncela, Pilar ; Miranda, Karen. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1399-1425.

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2021Principles 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.

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2021A Practical Guide to harnessing the HAR volatility model. (2021). Clements, Adam. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002417.

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2021Clustering 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.

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2021The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China. (2021). Niu, Zibo ; Liu, Yuanyuan ; Gao, Wang ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001872.

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2021Crude 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.

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2021Forecasting electricity consumption of OECD countries: A global machine learning modeling approach. (2021). Murat, K M ; Gunay, Erdem M ; Sen, Doruk. In: Utilities Policy. RePEc:eee:juipol:v:70:y:2021:i:c:s0957178721000564.

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2021Stochastic coherency in forecast reconciliation. (2021). Kourentzes, Nikolaos ; Pritularga, Kandrika F ; Svetunkov, Ivan. In: International Journal of Production Economics. RePEc:eee:proeco:v:240:y:2021:i:c:s0925527321001973.

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2021A novel multiscale forecasting model for crude oil price time series. (2021). Hu, Yucai ; Chen, Xueli ; Li, Ranran ; Heng, Jiani. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:173:y:2021:i:c:s0040162521006144.

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2021Risk 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.

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2021Multivariate Analysis of Cryptocurrencies. (2021). Candila, Vincenzo. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:3:p:28-:d:586873.

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2021Predicting the Economic Impact of the COVID-19 Pandemic in the United Kingdom Using Time-Series Mining. (2021). Abdelsamea, Mohammed M ; Gaber, Mohamed Medhat ; Hettiarachchi, Hansi ; Rakha, Emad ; Rady, Dina. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:4:p:137-:d:644305.

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2021A 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.

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2021Distributed 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.

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2021A 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.

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2021Prediction of Extreme Conditional Quantiles of Electricity Demand: An Application Using South African Data. (2021). Maswanganyi, Norman ; Ranganai, Edmore ; Sigauke, Caston. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:20:p:6704-:d:657229.

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2021Long Short-Term Memory Network for Predicting Exchange Rate of the Ghanaian Cedi. (2021). Nti, Isaac ; Weyori, Benjamin Asubam ; Adekoya, Adebayo Felix. In: FinTech. RePEc:gam:jfinte:v:1:y:2021:i:1:p:2-43:d:698263.

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2021Forecasting Commodity Prices: Looking for a Benchmark. (2021). Rubaszek, Michał ; Kwas, Marek. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:27-459:d:577877.

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