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Journal of Forecasting / John Wiley & Sons, Ltd.

Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
45
Impact Factor (IF)
0.93
5 Years IF
0.99
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
2001 0 0.38 0.29 0 38 38 591 7 21 0 0 0 7 0.18 0.17
2002 0.37 0.39 0.35 0.37 31 69 309 17 45 38 14 38 14 0 3 0.1 0.2
2003 0.43 0.43 0.48 0.43 28 97 501 41 92 69 30 69 30 0 8 0.29 0.21
2004 0.31 0.47 0.4 0.39 35 132 1251 51 145 59 18 97 38 0 9 0.26 0.21
2005 0.92 0.5 0.79 0.78 32 164 474 124 274 63 58 132 103 0 8 0.25 0.23
2006 0.57 0.49 0.64 0.6 33 197 535 123 400 67 38 164 98 0 8 0.24 0.22
2007 0.55 0.44 0.78 0.71 32 229 363 176 579 65 36 159 113 0 3 0.09 0.2
2008 0.62 0.47 0.93 0.77 41 270 1273 247 831 65 40 160 123 0 27 0.66 0.22
2009 1.29 0.46 1.14 1.17 43 313 553 351 1188 73 94 173 203 0 6 0.14 0.23
2010 0.98 0.46 1.01 0.87 40 353 745 349 1546 84 82 181 157 0 29 0.73 0.2
2011 1.13 0.51 1.11 0.94 36 389 547 423 1976 83 94 189 178 0 12 0.33 0.24
2012 0.93 0.5 0.98 0.78 39 428 308 404 2395 76 71 192 150 0 10 0.26 0.21
2013 0.99 0.54 1.22 1.14 56 484 771 588 2987 75 74 199 227 0 35 0.63 0.24
2014 0.69 0.53 1.1 0.92 43 527 466 576 3565 95 66 214 196 0 22 0.51 0.22
2015 0.85 0.53 1 0.99 44 571 390 572 4137 99 84 214 211 0 18 0.41 0.22
2016 0.68 0.5 0.96 0.77 40 611 286 587 4725 87 59 218 168 0 11 0.28 0.2
2017 0.8 0.52 0.99 0.82 67 678 365 673 5399 84 67 222 182 0 2 0.03 0.21
2018 0.52 0.53 0.93 0.8 54 732 442 677 6077 107 56 250 201 0 15 0.28 0.22
2019 0.73 0.54 1.04 0.84 54 786 343 810 6891 121 88 248 209 0 25 0.46 0.21
2020 1.06 0.64 0.96 0.88 83 869 686 835 7726 108 114 259 228 0 42 0.51 0.3
2021 0.97 0.74 0.84 0.82 83 952 392 801 8527 137 133 298 243 0 26 0.31 0.27
2022 1.16 0.74 0.84 0.98 90 1042 309 880 9407 166 192 341 334 0 28 0.31 0.22
2023 0.97 0.7 0.85 1.06 104 1146 210 978 10386 173 168 364 387 0 47 0.45 0.2
2024 0.93 0.82 0.77 0.99 128 1274 85 976 11362 194 180 414 408 0 30 0.23 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
12004Combination forecasts of output growth in a seven-country data set. (2004). Watson, Mark ; Stock, James. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:6:p:405-430.

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665
22008Forecasting with panel data. (2008). Baltagi, Badi. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:2:p:153-173.

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456
32013Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008?. (2013). Kilian, Lutz ; Hicks, Bruce. In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:5:p:385-394.

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228
42011Forecasting private consumption: survey‐based indicators vs. Google trends. (2011). Vosen, Simeon ; Schmidt, Torsten. In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:6:p:565-578.

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188
52013The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach. (2013). Asgharian, Hossein ; Javed, Farrukh ; Hou, Ai Jun. In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:7:p:600-612.

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151
62005Forecasting recessions using the yield curve. (2005). Potter, Simon ; Chauvet, Marcelle. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:2:p:77-103.

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136
72008Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data. (2008). Diron, Marie. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:5:p:371-390.

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132
82007Forecasting German GDP using alternative factor models based on large datasets. (2007). Schumacher, Christian. In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:4:p:271-302.

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126
92008How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach. (2008). Ziegler, Christina ; Eickmeier, Sandra. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:3:p:237-265.

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114
102001Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order.. (2001). Kilian, Lutz. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:3:p:161-79.

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109
112010Combining inflation density forecasts. (2010). Ravazzolo, Francesco ; Kascha, Christian. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:231-250.

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103
122006Autoregressive gamma processes. (2006). Jasiak, Joann ; gourieroux, christian. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:2:p:129-152.

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100
132006Evaluating predictive performance of value-at-risk models in emerging markets: a reality check. (2006). Saltoğlu, Burak ; Lee, Tae Hwy ; Bao, Yong. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:2:p:101-128.

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99
142010Are disaggregate data useful for factor analysis in forecasting French GDP?. (2010). Barhoumi, Karim ; Ferrara, Laurent ; Darné, Olivier. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:132-144.

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99
152010Dynamic probit models and financial variables in recession forecasting. (2010). Nyberg, Henri. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:215-230.

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98
162001Evaluating the Predictive Accuracy of Volatility Models.. (2001). Lopez, Jose. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:2:p:87-109.

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98
172004Vector smooth transition regression models for US GDP and the composite index of leading indicators. (2004). Camacho, Maximo. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:3:p:173-196.

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95
182014Hierarchical Shrinkage in Time‐Varying Parameter Models. (2014). Koop, Gary ; Korobilis, Dimitris ; Miguel A. G. Belmonte, . In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:1:p:80-94.

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93
192003Volatility forecasting for risk management. (2003). Brooks, Chris ; Persand, Gita. In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:1:p:1-22.

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92
202008Scalar BEKK and indirect DCC. (2008). Caporin, Massimiliano. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:6:p:537-549.

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90
212009Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise. (2009). Rua, António ; Rünstler, Gerhard ; Barhoumi, Karim ; Jakaitiene, Audrone ; Reijer, Ard ; Cristadoro, Riccardo ; Benk, Szilard ; Runstler, G. ; Van Nieuwenhuyze, C. ; Den Reijer, A. ; Jelonek, P. ; Ruth, K.. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:7:p:595-611.

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89
222008Single-index and portfolio models for forecasting value-at-risk thresholds. (2008). da Veiga, Bernardo. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:3:p:217-235.

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86
232019Oil financialization and volatility forecast: Evidence from multidimensional predictors. (2019). Ji, Qiang ; Ma, Yanran ; Pan, Jiaofeng. In: Journal of Forecasting. RePEc:wly:jforec:v:38:y:2019:i:6:p:564-581.

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86
242004Forecasting football results and the efficiency of fixed-odds betting. (2004). Goddard, John ; ASIMAKOPOULOS, IOANNIS. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:1:p:51-66.

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85
252008Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model. (2008). da Veiga, Bernardo. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:1:p:1-19.

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82
262020Is implied volatility more informative for forecasting realized volatility: An international perspective. (2020). Zhang, Yaojie ; Wei, YU ; Liang, Chao. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:8:p:1253-1276.

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80
272004Quarterly real GDP estimates for China and ASEAN4 with a forecast evaluation. (2004). Rajaguru, Gulasekaran ; Abeysinghe, Tilak. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:6:p:431-447.

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77
282003Selection of Value-at-Risk models. (2003). Thomas, Susan ; Shah, Ajay. In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:4:p:337-358.

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76
292021The information content of uncertainty indices for natural gas futures volatility forecasting. (2021). Zeng, Qing ; Wang, LU ; Ma, Feng ; Liang, Chao. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:7:p:1310-1324.

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73
302009Forecasting US inflation by Bayesian model averaging. (2009). Wright, Jonathan. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:2:p:131-144.

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66
312003From forecasting to foresight processes-new participative foresight activities in Germany. (2003). Cuhls, Kerstin. In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:2-3:p:93-111.

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66
322002A Threshold Stochastic Volatility Model.. (2002). Li, W K ; So, Mike K P, ; Lam, K. In: Journal of Forecasting. RePEc:jof:jforec:v:21:y:2002:i:7:p:473-500.

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64
332009Sports forecasting: a comparison of the forecast accuracy of prediction markets, betting odds and tipsters. (2009). Spann, Martin ; Skiera, Bernd. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:1:p:55-72.

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63
342007The use of monthly indicators to forecast quarterly GDP in the short run: an application to the G7 countries. (2007). Parigi, giuseppe ; Golinelli, Roberto. In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:2:p:77-94.

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63
352020Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms. (2020). Gabauer, David. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:5:p:788-796.

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63
362001Forecasting with k-Factor Gegenbauer Processes: Theory and Applications.. (2001). GUEGAN, Dominique ; Ferrara, Laurent. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:8:p:581-601.

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61
372018Forecasting realized volatility of oil futures market: A new insight. (2018). Wei, YU ; Liu, LI ; Ma, Feng ; Huang, Dengshi. In: Journal of Forecasting. RePEc:wly:jforec:v:37:y:2018:i:4:p:419-436.

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60
382009How efficient is the European football betting market? Evidence from arbitrage and trading strategies. (2009). Vlastakis, Nikolaos ; Markellos, Raphael ; Dotsis, George. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:5:p:426-444.

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58
392004Can out-of-sample forecast comparisons help prevent overfitting?. (2004). Clark, Todd. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:2:p:115-139.

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54
402007Forecasting the price of crude oil via convenience yield predictions. (2007). Knetsch, Thomas. In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:7:p:527-549.

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50
412006Building neural network models for time series: a statistical approach. (2006). Teräsvirta, Timo ; Medeiros, Marcelo ; Rech, Gianluigi . In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:1:p:49-75.

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50
422001A Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate.. (2001). Brooks, Chris. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:2:p:135-43.

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47
432017Understanding algorithm aversion: When is advice from automation discounted?. (2017). van Swol, Lyn ; Prahl, Andrew. In: Journal of Forecasting. RePEc:wly:jforec:v:36:y:2017:i:6:p:691-702.

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47
442015Predicting Recessions with Leading Indicators: Model Averaging and Selection over the Business Cycle. (2015). Berge, Travis. In: Journal of Forecasting. RePEc:wly:jforec:v:34:y:2015:i:6:p:455-471.

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47
452010Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models. (2010). Kabundi, Alain ; GUPTA, RANGAN. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:168-185.

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45
462008Bankruptcy prediction using a discrete-time duration model incorporating temporal and macroeconomic dependencies. (2008). Kim, Tong Suk ; Park, Nam Jung ; Lee, Hoe Kyung ; Nam, Chae Woo . In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:6:p:493-506.

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45
472012The Role of Financial Variables in predicting economic activity. (2012). Lombardi, Marco ; Fornari, Fabio ; Espinoza, Raphael. In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:1:p:15-46.

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44
482020Sparse Bayesian vector autoregressions in huge dimensions. (2020). Kastner, Gregor ; Huber, Florian. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:7:p:1142-1165.

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43
492006The evolution of sales forecasting management: a 20-year longitudinal study of forecasting practices. (2006). MCCARTHY, TERESA M. ; Golicic, Susan L. ; Mentzer, John T. ; DAVIS, DONNA F.. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:5:p:303-324.

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43
502010Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights. (2010). Verbeek, Marno ; van Dijk, Herman ; Ravazzolo, Francesco ; Hoogerheide, Lennart ; Kleijn, Richard. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:251-269.

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42
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12004Combination forecasts of output growth in a seven-country data set. (2004). Watson, Mark ; Stock, James. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:6:p:405-430.

Full description at Econpapers || Download paper

92
253
32008Forecasting with panel data. (2008). Baltagi, Badi. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:2:p:153-173.

Full description at Econpapers || Download paper

50
445
543
635
733
828
92011Forecasting private consumption: survey‐based indicators vs. Google trends. (2011). Vosen, Simeon ; Schmidt, Torsten. In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:6:p:565-578.

Full description at Econpapers || Download paper

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152005Forecasting recessions using the yield curve. (2005). Potter, Simon ; Chauvet, Marcelle. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:2:p:77-103.

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322006Autoregressive gamma processes. (2006). Jasiak, Joann ; gourieroux, christian. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:2:p:129-152.

Full description at Econpapers || Download paper

12
332003Volatility forecasting for risk management. (2003). Brooks, Chris ; Persand, Gita. In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:1:p:1-22.

Full description at Econpapers || Download paper

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392010Are disaggregate data useful for factor analysis in forecasting French GDP?. (2010). Barhoumi, Karim ; Ferrara, Laurent ; Darné, Olivier. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:132-144.

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502008How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach. (2008). Ziegler, Christina ; Eickmeier, Sandra. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:3:p:237-265.

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9
Citing documents used to compute impact factor: 180
YearTitle
2024Liquidity forecasting at corporate and subsidiary levels using machine learning. (2024). Sauer, Stephan ; Choubey, Bhasker ; Singh, Vinay. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:31:y:2024:i:3:n:e1565.

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2024Forecasting Fiscal Crises in Emerging Markets and Low-Income Countries with Machine Learning Models. (2024). Moro, Alessandro ; Marchi, Raffaele. In: Open Economies Review. RePEc:kap:openec:v:35:y:2024:i:1:d:10.1007_s11079-023-09722-9.

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2024Taking the Pulse of Fiscal Distress: Inflation, Depreciation, and Crises. (2024). Uribe, Jorge ; Valencia, Oscar. In: IREA Working Papers. RePEc:ira:wpaper:202416.

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2024Exploring the impact of oil security attention on oil volatility: A new perspective. (2024). Li, Shan ; Wang, LU ; Liang, Chao. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:61-80.

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2024More attention and better volatility forecast accuracy: How does war attention affect stock volatility predictability?. (2024). Wang, LU ; Duong, Duy ; Liang, Chao. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:218:y:2024:i:c:p:1-19.

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2024Implementing Machine Learning Methods in Estimating the Size of the Non-observed Economy. (2024). Lazebnik, Teddy ; Shami, Labib. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10369-4.

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2024Predicting financial crises: an evaluation of machine learning algorithms and model explainability for early warning systems. (2024). Reimann, Chris. In: Review of Evolutionary Political Economy. RePEc:spr:revepe:v:5:y:2024:i:1:d:10.1007_s43253-024-00114-4.

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2024Inflation prediction in emerging economies: Machine learning and FX reserves integration for enhanced forecasting. (2024). Mirza, Nawazish ; Abbas, Syed Kumail ; Umar, Muhammad ; Naqvi, Bushra. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001704.

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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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2024Autoregressive Random Forests: Machine Learning and Lag Selection for Financial Research. (2024). Polyzos, Efstathios ; Siriopoulos, Costas. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10429-9.

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2024Using machine learning for NEETs and sustainability studies: Determining best machine learning algorithms. (2024). Berigel, Muhammet ; Bozta, Gizem Dilan ; Neagu, Gabriela ; Rocca, Antonella. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:94:y:2024:i:c:s0038012124001204.

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2024GDP nowcasting: A machine learning and remote sensing data-based approach for Bolivia. (2024). Bolivar Rosales, Osmar. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:3:s2666143824000085.

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2024Is Bitcoin ready to be a widespread payment method? Using price volatility and setting strategies for merchants. (2024). Oprea, Simona-Vasilica ; Georgescu, Irina Alexandra ; Bara, Adela. In: Electronic Commerce Research. RePEc:spr:elcore:v:24:y:2024:i:2:d:10.1007_s10660-024-09812-x.

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2024Network-Based prediction of financial cross-sector risk spillover in China: A deep learning approach. (2024). Xu, Wei ; Tang, Pan ; Wang, Haosen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000767.

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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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2024Dynamic impacts of multidimensional uncertainty on the renminbi exchange rate: Insights from time-varying analysis. (2024). Wang, Wei ; Lu, Man ; Li, Hongmei ; Chen, Fengwen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001856.

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2024International economic policy uncertainty and analysts earnings forecasts. (2024). Shan, Yaowen ; Taylor, Stephen ; Anh, Cao Hoang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001549.

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2024Uncertainty and macroeconomic forecasts: Evidence from survey data. (2024). Qiu, Yajie ; Liu, Xiaoquan ; Deschamps, Bruno. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:463-480.

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2024The Monetary Model of Exchange Rate Determination for South Africa. (2024). Msomi, Simiso ; Ngalawa, Harold. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:8:p:206-:d:1458045.

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2024Does the online interaction between retail investors and firms affect stock price synchronicity?. (2024). Li, Weiwei ; Zhang, Xiaojia ; Liu, Jialiang ; Huang, Zhenxing. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012303.

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2024Real estate uncertainty and financial conditions over the business cycle. (2024). Noh, Sanha ; Liu, Jia ; Baek, Ingul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:656-675.

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2024Covid-19 and market discipline: Evidence from the banking sector in emerging markets. (2024). Mirza, Nawazish ; Xie, Xin ; Ji, Xiaoman ; Umar, Muhammad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:612-621.

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2024Technology and automation in financial trading: A bibliometric review. (2024). Cumming, Douglas ; Care, Rosella. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002642.

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2024Simple and Effective Portfolio Construction with Crypto Assets. (2024). Boyd, Stephen ; Johansson, Kasper. In: Papers. RePEc:arx:papers:2412.02654.

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2024Anatomy of sovereign yield behaviour using textual news. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Dann, Susan ; Pradhan, H K ; Banerjee, Ameet Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002514.

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2024Research on the Correlation between the Exchange Rate of Offshore RMB and the Stock Index Futures. (2024). Yang, Zhi ; Fei, Zhao ; Wang, Jing. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:5:p:695-:d:1347231.

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2024Realized higher moments and trading activity. (2024). Yuan, Shu-Fang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:3:d:10.1007_s11156-023-01227-3.

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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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2024Time-varying and spillover effects of the macroeconomy on nonfinancial corporate financialization: Evidence from China. (2024). Wen, Xingchun ; Jiang, Tingfeng ; Dai, LU ; Yang, Jizhe. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000994.

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2024Knowledge Transfer of China’s HSR Standards “Going Global” Based on System Dynamics. (2024). Lee, Chien-Chiang ; Jin, Shui-Ying ; Chai, Hong. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:2:d:10.1007_s13132-023-01368-9.

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2024Is geopolitical oil price uncertainty forcing the world to use energy more efficiently? Evidence from advanced statistical methods. (2024). Lee, Chien-Chiang ; Ozkan, Oktay ; Olasehinde-Williams, Godwin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:908-919.

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2024Decomposing uncertainty: How foreign policy risks shape Chinese stock market dynamics. (2024). Lu, PU ; Wang, Yong ; Li, Bing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006907.

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2024Cryptocurrency and African fiat currencies: A peaceful coexistence?. (2024). Kumah, Seyram P. In: Economic Notes. RePEc:bla:ecnote:v:53:y:2024:i:1:n:e12229.

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2024Does the Introduction of US Spot Bitcoin ETFs Affect Spot Returns and Volatility of Major Cryptocurrencies?. (2024). GUPTA, RANGAN ; Babalos, Vassilios ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202416.

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2024Global Taxonomy of Stablecoins. (2024). Vatter, Thibault ; Leroux-Fankhauser, Oetske ; Tovanich, Natkamon ; Lebrun, Christophe ; Gaudinat, Arnaud. In: Post-Print. RePEc:hal:journl:hal-04607181.

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2024Unlocking the black box of sentiment and cryptocurrency: What, which, why, when and how?. (2024). Williams, T H ; Strauss, Jack ; Mekelburg, Erik ; Bennett, Donyetta. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000176.

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2024Chinas futures market volatility and sectoral stock market volatility prediction. (2024). Zeng, Qing ; Zhong, Juandan ; Zhang, Jixiang. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001373.

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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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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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2024Do design features explain the volatility of cryptocurrencies?. (2024). Shi, Yanghua ; Uhrig-Homburg, Marliese ; Eska, Fabian E ; Theissen, Erik. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s154461232400566x.

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2024Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness. (2024). Sila, Jan ; Kočenda, Evžen ; Kukacka, Jiri ; Kristoufek, Ladislav ; Kocenda, Evzen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001288.

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2024Drivers of S&P 500’s Profitability: Implications for Investment Strategy and Risk Management. (2024). Nagy, Marek ; Macura, Marcel ; Valaskova, Katarina ; Kovalova, Erika. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:4:p:77-:d:1365830.

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2024Forecasting international financial stress: The role of climate risks. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; del Fava, Santino ; Rognone, Lavinia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000416.

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2024Financial stress and realized volatility: The case of agricultural commodities. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002356.

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2024Macroeconomic environment and the future performance of loans: Evidence from three peer-to-peer platforms. (2024). Baumohl, Eduard ; Lyocsa, Tefan ; Vaaniova, Petra. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400348x.

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2024Form Uncertainty to Sustainable Decision-Making: A Novel MIDAS–AM–DeepAR-Based Prediction Model for E-Commerce Industry Development. (2024). Khattak, Shoukat Iqbal ; Lin, Mingxia ; Huang, Feifei. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:14:p:6029-:d:1435397.

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2024Tail risk forecasting with semi-parametric regression models by incorporating overnight information. (2024). Shau, Wei-Hsuan ; Koike, Takaaki. In: Papers. RePEc:arx:papers:2402.07134.

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2024Forecasting Chinese stock market volatility with high-frequency intraday and current return information. (2024). Wang, Yuyao ; Han, Yang ; Wu, Xinyu ; Zhao, AN. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24002099.

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2024Improving Quantile Forecasts via Realized Double Hysteretic GARCH Model in Stock Markets. (2024). , Cindy. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10563-y.

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2024The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets: A regime weighted measure and its forecast inference. (2024). Uddin, Gazi ; Hao, Zhu Shi ; Sheng, Lin Wen ; Sen, Ding. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004805.

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2024International oil shocks and the volatility forecasting of Chinese stock market based on machine learning combination models. (2024). Wang, XU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001882.

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2024Forecasting the Chinese crude oil futures volatility using jump intensity and Markov-regime switching model. (2024). Xu, Zijian ; Li, Pan ; Cao, Jiawei ; Wu, Hanlin. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002962.

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2024Can ChatGPT predict Chinese equity premiums?. (2024). Lyu, Zhichong ; Li, Haibo ; Ma, Feng. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324006615.

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2024The sovereign Credit Default Swap Spreads and Chinese Sectors Stock Market: A Causality in Quantile and Dependence Analysis. (2024). Alqaralleh, Huthaifa. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:4:d:10.1007_s10690-023-09433-8.

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2024Exchange rate movements and the energy transition. (2024). Huynh, Luu Duc Toan ; Hong, Yanran ; Xing, Xiaochao ; Wang, LU ; Luo, Keyu. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004092.

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2024Multistage Supply Chain Channel Principal-Agent Model in the Context of e-Commerce With Fairness Preference. (2024). Zhou, Liang ; Zhang, Qingxia ; Xu, Zhen ; Liu, Xin. In: Evaluation Review. RePEc:sae:evarev:v:48:y:2024:i:6:p:1115-1145.

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2024Wind farm cluster power prediction based on graph deviation attention network with learnable graph structure and dynamic error correction during load peak and valley periods. (2024). Fang, Guozhong ; Ma, Chenglian ; Huang, Tao ; Guo, Yunfeng ; Yang, Mao. In: Energy. RePEc:eee:energy:v:312:y:2024:i:c:s0360544224034236.

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2024Digital industry agglomeration and urban innovation: Evidence from China. (2024). Man, Eddie Chi ; Lu, Danning ; Shi, Jianxun ; Shen, Jianfu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:1998-2025.

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2024Incorporating weather information into commodity portfolio optimization. (2024). Dai, Xingyu ; Xue, Jianhao ; Zhang, Dongna. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007025.

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2024Portfolio Optimization Using Novel EW-MV Method in Conjunction with Asset Preselection. (2024). Jha, Manoj ; Singh, Priya. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10583-8.

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2024Tail risk spillover network among green bond, energy and agricultural markets under extreme weather scenarios. (2024). Xue, Jianhao ; Dai, Xingyu ; Nghiem, Xuan-Hoa ; Zhang, Dongna ; Wang, Qunwei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024006993.

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2024The Effects of Uncertainty on Economic Conditions across US States: The Role of Climate Risks. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Sheng, Xin ; Liao, Wenting. In: Working Papers. RePEc:pre:wpaper:202410.

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2024Volatility prediction for the energy sector with economic determinants: Evidence from a hybrid model. (2024). Wang, Yuejing ; Jiang, Ying ; Liu, Xiaoquan ; Ye, Wuyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000267.

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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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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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2024Strategic resource management for economic sustainability: Assessing the impact of technological advancement and energy efficiency. (2024). Zafar, Quratulain ; Li, Peiyuan ; Waheed, Humayun ; Wang, Dandan. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013429.

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2024Role of natural resource rents, financial development and technological research in achieving sustainable development: A study of South Asian Countries. (2024). Guo, Xiaojing ; Kayani, Umar Nawaz ; Zhou, Dawei ; Wang, Chengjie. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013430.

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2024Impact of Fintech on natural resources management: How financial impacts shape the association?. (2024). Tiwari, Sunil. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001193.

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2024Point forecasts of the price of crude oil: an attempt to “beat” the end-of-month random-walk benchmark. (2024). Nonejad, Nima. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:4:d:10.1007_s00181-024-02599-8.

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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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2024A systematic literature review of the implications of media on inflation expectations. (2024). Goh, Kim Huat ; Law, Chee-Hong. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:2:d:10.1007_s10368-024-00591-2.

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2024A Machine Learning-Based Analysis on the Causality of Financial Stress in Banking Institutions. (2024). Gartner, Ivan Ricardo ; Peng, Yaohao ; Castro, Daniel Tavares ; Moraes, Joao Gabriel. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:3:d:10.1007_s10614-023-10514-z.

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2024What drives intercity venture capital investment? A comparative analysis between multiple linear regression and random forest. (2024). Wang, Jiaoe ; Li, Jianjun ; Du, Delin. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03695-x.

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2024Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility. (2024). Vrost, Toma ; Plihal, Toma ; Lyocsa, Tefan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1275-1301.

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2024VIX constant maturity futures trading strategy: A walk-forward machine learning study. (2024). Li, Keran ; Wang, Sangyuan ; Chen, Yijun ; Liu, Yaling ; Tang, Xianbo. In: PLOS ONE. RePEc:plo:pone00:0302289.

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2024Vine Copula Approach to Understand the Financial Dependence of the Istanbul Stock Exchange Index. (2024). Gr, Smail ; Evkaya, Ozan ; Klekci, Bkre Yildirim ; Poyraz, Glden. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10544-7.

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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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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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2024Economic Policy Uncertainty and Bank-Level Stock Returns Volatility of the United States: A Mixed-Frequency Perspective. (2024). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202444.

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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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2024Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty?. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202408.

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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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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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2024Inflation persistence in the UK 1993-2019: from months to years. (2024). Meenagh, David ; Dixon, Huw ; Li, Yiyi ; Tian, Maoshan. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/9.

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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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2024A machine learning approach in stress testing US bank holding companies. (2024). Fonton, Ahmadou Mustapha. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004083.

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2024Has the Recession Started?. (2024). Michaillat, Pascal ; Saez, Emmanuel. In: Papers. RePEc:arx:papers:2408.05856.

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2024Predictive Resilience Modeling Using Statistical Regression Methods. (2024). Silva, Priscila ; Hotchkiss, Mindy ; Hidalgo, Mariana ; Dharmasena, Lasitha ; Fiondella, Lance ; Linkov, Igor. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:15:p:2380-:d:1446748.

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2024A multiscale and multivariable differentiated learning for carbon price forecasting. (2024). Zhao, Xuefeng ; Chen, Linfei. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000616.

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2024Carbon price forecasting using leaky integrator echo state networks with the framework of decomposition-reconstruction-integration. (2024). Pu, Ziqiang ; Bai, Yun ; Deng, Shuyun ; Li, Chuan. In: Energy. RePEc:eee:energy:v:305:y:2024:i:c:s0360544224021121.

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2024Enhanced Carbon Price Forecasting Using Extended Sliding Window Decomposition with LSTM and SVR. (2024). Feng, LI ; Li, Dagang ; Cai, Xiangjun. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:23:p:3713-:d:1530253.

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2024Dependence Structure among Carbon Markets around the World: New Evidence from GARCH-Copula Analysis. (2024). Mazza, Paolo ; Ansaram, Karishma. In: The Energy Journal. RePEc:sae:enejou:v:45:y:2024:i:2:p:237-260.

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2024Extreme gradient boosting trees with efficient Bayesian optimization for profit-driven customer churn prediction. (2024). Liu, Zhenkun ; Niu, Xinsong ; Jiang, Ping ; Zhang, Lifang ; de Bock, Koen W ; Wang, Jianzhou. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006303.

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2024Zeroing neural network approaches for computing time-varying minimal rank outer inverse. (2024). Cao, Xinwei ; Katsikis, Vasilios N ; Mourtas, Spyridon D ; Li, Shuai ; Stanimirovi, Predrag S ; Mosi, Dijana. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:465:y:2024:i:c:s0096300323005817.

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2024A novel hybrid model combined with ensemble embedded feature selection method for estimating reference evapotranspiration in the North China Plain. (2024). Wu, QI ; Ma, Linshuang ; Li, Jichen ; Chen, Jiageng ; Zhou, Hanmi ; Su, Yumin ; Xiang, Youzhen ; Niu, Xiaoli ; Lu, Sibo. In: Agricultural Water Management. RePEc:eee:agiwat:v:296:y:2024:i:c:s0378377424001422.

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2024Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator. (2024). Hartigan, Luke ; Rosewall, Tom. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2024-04.

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2024New Techniques to Perform Cross-Validation for Time Series Models. (2024). Gijo, E V ; Vamsikrishna, A. In: SN Operations Research Forum. RePEc:spr:snopef:v:5:y:2024:i:2:d:10.1007_s43069-024-00334-8.

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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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2024Should Central Banks Care About Text Mining? A Literature Review. (2024). Meunier, Baptiste ; bricongne, jean-charles ; Caldeira, Raquel. In: Working papers. RePEc:bfr:banfra:950.

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2024Research on China insurance demand forecasting: Based on mixed frequency data model. (2024). Sun, Wenjing ; Wang, Zheng ; Xu, Mengnan. In: PLOS ONE. RePEc:plo:pone00:0305523.

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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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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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2024Volatility Spillovers and Contagion During Major Crises: An Early Warning Approach Based on a Deep Learning Model. (2024). Sahiner, Mehmet. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10412-4.

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2024Impact of Geopolitical Risk on G7 Financial Markets: A Comparative Wavelet Analysis between 2014 and 2022. (2024). Panazan, Oana ; Gheorghe, Catalin. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:3:p:370-:d:1325296.

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2024A study on economic policy uncertainty, geopolitical risk and stock market spillovers in BRICS countries. (2024). Li, Sufang ; Xiang, Shujian ; Tang, Guangyuan ; Hong, Chen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001141.

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2024Can artificial intelligence and green finance affect economic cycles?. (2024). Chishti, Muhammad Zubair ; Binsaeed, Rima H ; Dogan, Eyup. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:209:y:2024:i:c:s0040162524005389.

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2024Pattern and determinants of tail-risk transmission between cryptocurrency markets: new evidence from recent crisis episodes. (2024). Maghyereh, Aktham ; Ziadat, Salem Adel. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00592-1.

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2024A fuzzy BWM and MARCOS integrated framework with Heronian function for evaluating cryptocurrency exchanges: a case study of Türkiye. (2024). Murat, Tolga ; Yuksel, Serhat ; Diner, Hasan ; Ecer, Fatih. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00543-w.

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2024Centralized exchanges vs. decentralized exchanges in cryptocurrency markets: A systematic literature review. (2024). Hgele, Sascha. In: Electronic Markets. RePEc:spr:elmark:v:34:y:2024:i:1:d:10.1007_s12525-024-00714-2.

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2024A novel secondary decomposition method for forecasting crude oil price with twitter sentiment. (2024). Guo, Yuanxuan ; Qian, Shuangyue ; Tang, Ling ; Li, Ling ; Wu, Jun. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223033480.

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2024Optimizing LSTM with multi-strategy improved WOA for robust prediction of high-speed machine tests data. (2024). Che, Zhongyuan ; Peng, Chong ; Yue, Chenxiao. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:178:y:2024:i:c:s0960077923012961.

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2024Option Pricing Based on the Residual Neural Network. (2024). Liu, Wei-Han ; Gan, Lirong. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10413-3.

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2024Geopolitical risk and crude oil price predictability: Novel decomposition ensemble approach based ternary interval number series. (2024). Chen, Yiyan ; Li, YE ; Lean, Hooi Hooi. In: Resources Policy. RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003337.

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2024Connectedness and risk spillover in Chinas commodity futures sectors. (2024). Yuan, Xianghui ; Jin, Liwei ; Long, Jun ; Zhao, Chencheng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:5:p:784-802.

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2024What drives the uranium sector risk? The role of attention, economic and geopolitical uncertainty. (2024). Todorova, Neda ; Lycsa, Tefan. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006881.

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2024Forecasting price spikes in day-ahead electricity markets: techniques, challenges, and the road ahead. (2024). Sheybanivaziri, Samaneh ; le Dreau, Jerome ; Kazmi, Hussain. In: Discussion Papers. RePEc:hhs:nhhfms:2024_001.

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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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2024Testing for a Forecast Accuracy Breakdown under Long Memory. (2024). Sibbertsen, Philipp ; Kreye, Jannik. In: Papers. RePEc:arx:papers:2409.07087.

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

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2024Forecasting VaR and ES through Markov-switching GARCH models: does the specication matter?. (2024). Valls Pereira, Pedro ; Hotta, Luiz ; Zevallos, Mauricio Henrique ; Trucios, Carlos Cesar. In: Textos para discussão. RePEc:fgv:eesptd:567.

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2024Adaptive Conformal Inference for Computing Market Risk Measures: An Analysis with Four Thousand Crypto-Assets. (2024). Fantazzini, Dean. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:6:p:248-:d:1414302.

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2024Adaptive Conformal Inference for computing Market Risk Measures: an Analysis with Four Thousands Crypto-Assets. (2024). Fantazzini, Dean. In: MPRA Paper. RePEc:pra:mprapa:121214.

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2024What determines consumers’ purchasing behavioral intention on social commerce platforms: introducing consumer credit to TPB. (2024). Zhang, Dehua ; Lou, Sha. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:5:d:10.1007_s10668-023-04210-z.

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2024Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks. (2024). Wilfling, Bernd ; GUPTA, RANGAN ; Segnon, Mawuli. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:29-43.

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2024Time-varying jump intensity and volatility forecasting of crude oil returns. (2024). Chen, Yan ; Zhang, Lei ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300734x.

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2024Technology shocks and crude oil market connection: The role of climate change. (2024). Salisu, Afees ; Isah, Kazeem ; Oloko, Tirimisiyu O. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000331.

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2024Interpreting the effect of global economic risks on crude oil market: A supply-demand perspective. (2024). Pan, Zhigang ; Hong, Yanran ; Cao, Shijiao ; Xu, Pengfei. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005240.

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2024Relation exploration between clean and fossil energy markets when experiencing climate change uncertainties: substitutes or complements?. (2024). Chen, Yue ; Zhou, Wei. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03208-w.

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2024Stock market bubbles and the realized volatility of oil price returns. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Nielsen, Joshua. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001403.

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2024Does climate policy uncertainty exacerbate extreme risk spillovers between green economy and energy metals?. (2024). Gao, Wang ; Wei, Jiajia ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724003131.

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2024The role of trade policy uncertainty on contemporaneous and lagged connectedness between critical raw materials and high-tech markets: Evidence from China. (2024). Zhang, Hongwei ; Gao, Wang. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007232.

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2024From the East-European Regional Day-Ahead Markets to a Global Electricity Market. (2024). Oprea, Simona-Vasilica ; Tudoric, Bogdan George ; Bara, Adela. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10416-0.

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2024Can place-based policy reduce carbon emissions? Evidence from industrial transformation and upgrading exemplary zone in China. (2024). Feng, Yuan ; Wang, Liyuan ; Nie, Changfei. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03383-w.

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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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2024Impact of carbon emission trading and renewable energy development policy on the sustainability of electricity market: A stackelberg game analysis. (2024). Pan, Yanchun ; Ma, Xiaochen ; Yang, Wen ; Zhang, Manzi. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006977.

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2024Machine learning and the cross-section of cryptocurrency returns. (2024). Shahzad, Syed Jawad Hussain ; Będowska-Sójka, Barbara ; Hussain, Syed Jawad ; Cakici, Nusret ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001765.

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2024Model-driven multimodal LSTM-CNN for unbiased structural forecasting of European Union allowances open-high-low-close price. (2024). Wang, Xiaokang ; Huang, Wenyang ; Zhao, Jianyu. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001671.

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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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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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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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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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2024Monetary policy and uncertainty spillovers: Evidence from a wavelet and frequency connectedness analysis. (2024). Giannellis, Nikolaos ; Apostolakis, George N. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004459.

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2024Asymmetric effects of monetary policy shocks on financial stability. (2024). Giannellis, Nikolaos ; Apostolakis, George N. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s170349492400029x.

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2024Forecasting Public Debt in the Euro Area Using Machine Learning: Decision Tools for Financial Markets.. (2024). Sofianos, Emmanouil ; Barbier-Gauchard, Amelie. In: Working Papers of BETA. RePEc:ulp:sbbeta:2024-47.

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2024Machine Learning-Based Time Series Prediction at Brazilian Stocks Exchange. (2024). Torres, Gabriel Oliveira ; Curtis, Vitor Venceslau ; Nunes, Thiago Carvalho ; Guimaraes, Danusio Gadelha ; Santos, Ana Paula. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10529-6.

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2024Assessing the helpfulness of hotel reviews for information overload: a multi-view spatial feature approach. (2024). Ma, Lili ; Wu, Jiang ; Chi, Maomao ; Ding, Xingchen ; Liu, Yang. In: Information Technology & Tourism. RePEc:spr:infott:v:26:y:2024:i:1:d:10.1007_s40558-023-00280-x.

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2024A comparative analysis between FinTech and traditional stock markets: using Russia and Ukraine war data. (2024). Hasan, Fakhrul ; Al-Okaily, Manaf ; Choudhury, Tonmoy ; Kayani, Umar. In: Electronic Commerce Research. RePEc:spr:elcore:v:24:y:2024:i:1:d:10.1007_s10660-023-09734-0.

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2024Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices. (2024). Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:202423.

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2024Forecasting of clean energy market volatility: The role of oil and the technology sector. (2024). Lyócsa, Štefan ; Lyocsa, Tefan ; Todorova, Neda. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001592.

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2024Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices. (2024). Pierdzioch, Christian ; GUPTA, RANGAN. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:18:p:2952-:d:1483479.

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2024The bias of the ECB inflation projections: A State-dependent analysis. (2024). Jalasjoki, Pirkka ; Paloviita, Maritta ; Granziera, Eleonora. In: Bank of Finland Research Discussion Papers. RePEc:zbw:bofrdp:295738.

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2024Die Grenzen der EZB-Prognosen. (2024). Enders, Zeno ; Conrad, Christian. In: Working Papers. RePEc:awi:wpaper:0747.

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2024Forecasting inflation: A comparison of the ECBs short-term inflation projections and inflation-linked swaps. (2024). Laine, Olli-Matti ; Anttonen, Jetro. In: BoF Economics Review. RePEc:zbw:bofecr:306300.

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2024Central bank forecasting: A survey. (2024). Sekkel, Rodrigo ; Binder, Carola. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:342-364.

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2024Forecasting stock volatility using pseudo-out-of-sample information. (2024). Gong, Xue ; Li, Xiaodan ; Huang, Jingjing ; Ge, Futing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:123-135.

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2024Higher-order moment connectedness between stock and commodity markets and portfolio management. (2024). Sensoy, Ahmet ; Mensi, Walid ; Kang, Sang Hoon ; Ko, Hee-Un. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s030142072400014x.

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2024Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Liphadzi, Asingamaanda. In: Working Papers. RePEc:pre:wpaper:202424.

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2024Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. (2024). Maghyereh, Aktham ; Cui, Jinxin ; Liao, Dijia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004623.

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2024Photovoltaic Power Generation Forecasting with Hidden Markov Model and Long Short-Term Memory in MISO and SISO Configurations. (2024). Manian, Vidya ; Andrade, Fabio ; Alfaro-Mejia, Estefania ; Oneill-Carrillo, Efrain ; Delgado, Carlos J. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:3:p:668-:d:1329861.

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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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2024A Data Analytics and Machine Learning Approach to Develop a Technology Roadmap for Next-Generation Logistics Utilizing Underground Systems. (2024). Lee, Yong-Jae ; Youn, Seok Jin ; Han, Ha-Eun ; Sohn, Donggyun. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:15:p:6696-:d:1450235.

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2024Deep learning in public health: Comparative predictive models for COVID-19 case forecasting. (2024). Tariq, Muhammad Usman ; Ismail, Shuhaida Binti. In: PLOS ONE. RePEc:plo:pone00:0294289.

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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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2024How the pandemic-led volatility in the natural resource commodity indices affect U.S and China markets. (2024). Guo, Qingran ; Ahmed, Khalid ; Ding, Cuicui ; Khan, Bareerah. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s030142072400103x.

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2024An optimized and interpretable carbon price prediction: Explainable deep learning model. (2024). Snasel, Vaclav ; Sayed, Gehad Ismail ; Hassanien, Aboul Ella ; Darwish, Ashraf ; Abd, Eman I. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:188:y:2024:i:c:s0960077924010853.

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2024The Credit‐Card‐Services Augmented Divisia Monetary Aggregates*. (2024). Barnett, William ; Chauvet, Marcelle ; Su, Liting ; Leivaleon, Danilo. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:5:p:1163-1202.

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2024Revisiting Risky Money. (2024). Nesmith, Travis. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-90.

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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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2024Loss-based Bayesian Sequential Prediction of Value at Risk with a Long-Memory and Non-linear Realized Volatility Model. (2024). Gerlach, Richard ; Peiris, Rangika ; Tran, Minh-Ngoc ; Wang, Chao. In: Papers. RePEc:arx:papers:2408.13588.

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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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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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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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2024Don’t blame the government!? An assessment of debt forecast errors with a view to the EU Economic Governance Review. (2024). Prammer, Doris ; Bachleitner, Alena. In: European Journal of Political Economy. RePEc:eee:poleco:v:82:y:2024:i:c:s0176268024000260.

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2024Is high debt Constraining monetary policy? evidence from inflation expectations. (2024). Brandao Marques, Luis ; Kamber, Gunes ; Gelos, R. Gaston ; Harrison, Olamide ; Casiraghi, Marco ; Brandao-Marques, Luis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001931.

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2024Hidden debt revelations. (2024). Sosa-Padilla, Cesar ; Mihalyi, David ; Horn, Sebastian ; Nickol, Philipp. In: Ruhr Economic Papers. RePEc:zbw:rwirep:306833.

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2024Hidden Debt Revelations. (2024). Sosa-Padilla, Cesar ; Mihalyi, David ; Horn, Sebastian Andreas ; Nickol, Philipp. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:10907.

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2024Fiscal rules and economic cycles: Quality (always) Matters. (2024). Valencia, Oscar ; Urrea-Rios, Ivan ; Hirs-Garzon, Jorge ; Andrian, Leandro ; Andrin, Leandro. In: European Journal of Political Economy. RePEc:eee:poleco:v:85:y:2024:i:c:s0176268024000934.

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2024A Critical Analysis of DSA Projections. (2024). Kessler, Martin ; Vannier, Brendan Harnoys ; Gaudin, Antoine. In: Development. RePEc:pal:develp:v:67:y:2024:i:3:d:10.1057_s41301-025-00421-1.

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2024Behavioral Macroeconomics: A Systematic Review for Policy Insights. (2024). Ridolfi, Samuele. In: Journal of Behavioral Economics for Policy. RePEc:beh:jbepv1:v:8:y:2024:i:s2:p:35-42.

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2024Monetary Policy and Radical Uncertainty. (2024). Ji, Yuemei ; de Grauwe, Paul. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11068.

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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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2024Can the sentiment of the official media predict the return volatility of the Chinese crude oil futures?. (2024). Gan, Shiqi ; Xu, Zhiwei ; Xiong, Yujie ; Hua, Xia. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006753.

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2024Interpretable wind power forecasting combining seasonal-trend representations learning with temporal fusion transformers architecture. (2024). Niu, Zhewen ; Wu, Yuxiang ; Han, Xiaoqing ; Lan, Songyan ; Zhang, Dongxia. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224022564.

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2024DMPR: A novel wind speed forecasting model based on optimized decomposition, multi-objective feature selection, and patch-based RNN. (2024). Zhou, Jianguo ; Zhang, Leyao ; Cai, Chenhao. In: Energy. RePEc:eee:energy:v:310:y:2024:i:c:s0360544224030536.

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2024A state-of-the-art analysis on decomposition method for short-term wind speed forecasting using LSTM and a novel hybrid deep learning model. (2024). Hu, Gang ; Zhang, Jize ; Liang, Yang. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s0360544224036041.

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2024A spatial transfer-based hybrid model for wind speed forecasting. (2024). Ye, Xiaoling ; Chen, Xin ; Xiong, Xiong ; Zhang, Yingchao ; Shi, Jian. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s0360544224036983.

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2024Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?. (2024). Li, Chenxing ; Zhang, Zehua ; Zhao, Ran. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008547.

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2024Predicting oil prices: A comparative analysis of machine learning and image recognition algorithms for trend prediction. (2024). Saltoğlu, Burak ; Kuzuba, Tolga U ; Saltolu, Burak ; Goncu, Ahmet. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009048.

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2024Investor behavior in times of conflict: A natural experiment on the interplay of geopolitical risk and defense stocks. (2024). Klein, Tony. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:222:y:2024:i:c:p:294-313.

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2024Financial stress and realized volatility: The case of agricultural commodities. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002356.

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2024Simulation and Modelling as Catalysts for Renewable Energy: A Bibliometric Analysis of Global Research Trends. (2024). Georgescu, Irina ; Chiri, Nora ; Nica, Ionu. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:13:p:3090-:d:1420432.

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2024Advanced Optimal System for Electricity Price Forecasting Based on Hybrid Techniques. (2024). Shao, Yuanyuan ; Luo, Hua. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:19:p:4833-:d:1486714.

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2024Does Investors’ Online Public Opinion Divergence Increase the Trading Volume? Evidence from the CSI 300 Index Constituents. (2024). Huang, Zihuang ; Wang, Xinyu ; Xu, Qing. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:8:p:316-:d:1441449.

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2024Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices. (2024). Pierdzioch, Christian ; GUPTA, RANGAN. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:18:p:2952-:d:1483479.

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2024Statistical Modeling to Improve Time Series Forecasting Using Machine Learning, Time Series, and Hybrid Models: A Case Study of Bitcoin Price Forecasting. (2024). Iftikhar, Hasnain ; Qureshi, Moiz ; Rodrigues, Paulo Canas ; Atif, S A ; Rehman, Mohd Ziaur. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:23:p:3666-:d:1527322.

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2024Civil Aviation Passenger Traffic Forecasting: Application and Comparative Study of the Seasonal Autoregressive Integrated Moving Average Model and Backpropagation Neural Network. (2024). Zhang, Zhezhe ; Gu, Weifan ; Lu, HE ; Guo, Baohua. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:10:p:4110-:d:1394360.

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2024Forecasting Visitor Arrivals at Tourist Attractions: A Time Series Framework with the N-BEATS for Sustainable Tourism. (2024). Zheng, Tianxiang ; Jing, Xiuli ; Tan, Hongbo ; Huang, Junhao ; Zhang, Junli ; Xu, KE. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:18:p:8227-:d:1482665.

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2024Motivated Forecasts: Experimental Evidence from the Presidential Elections in Argentina. (2024). Marino Fages, Diego. In: Discussion Papers. RePEc:not:notcdx:2024-08.

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2024Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty?. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202408.

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2024Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices. (2024). Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:202423.

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2024More predictable than ever, with the worst MSPE ever. (2024). Pincheira, Pablo ; Hardy, Nicols ; Pincheira-Brown, Pablo. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2024:i:4:p:5-30.

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2024Managing crash risks through supply chain transparency: evidence from China. (2024). Lee, Chien-Chiang ; Song, Qinghua ; Zhong, Qiming. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00633-3.

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2024Analyzing the effect of user‐generated content on studio performance: A combined approach. (2024). Liu, Yang. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:45:y:2024:i:4:p:2228-2248.

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2024Forecasting inflation: A comparison of the ECBs short-term inflation projections and inflation-linked swaps. (2024). Laine, Olli-Matti ; Anttonen, Jetro. In: BoF Economics Review. RePEc:zbw:bofecr:306300.

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Recent citations received in 2023
YearCiting document
2023Stock Price Prediction Using Temporal Graph Model with Value Chain Data. (2023). Paterlini, Sandra ; Liu, Chang. In: Papers. RePEc:arx:papers:2303.09406.

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

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2023International spillovers of U.S. monetary uncertainty and equity market volatility to China’s stock markets. (2023). Lee, Chien-Chiang. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001312.

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2023Digital financial inclusion and poverty alleviation: Evidence from the sustainable development of China. (2023). Lee, Chien-Chiang ; Lou, Runchi ; Wang, Fuhao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:418-434.

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2023Green recovery through financial inclusion of mobile payment: A study of low- and middle-income Asian countries. (2023). Lee, Chien-Chiang ; Chen, Pei-Fen ; Chu, Pin-Jie. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:729-747.

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2023Corporate investment and the dilemma of the monetary policy: Evidence from China. (2023). Lee, Chien-Chiang ; Wan, Jianjun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:106-121.

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2023Systemic risk of Chinese financial institutions and asset price bubbles. (2023). Lee, Chien-Chiang ; Tian, Yiming ; Zhang, Xiaoming ; Wei, Chunyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000037.

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2023Research on the time-varying effects among green finance markets in China: A fresh evidence from multi-frequency scale perspective. (2023). Xia, Yufei ; Fu, Yating ; Liu, Rongyan ; He, Lingyun ; Chen, Ling. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000372.

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2023Towards net-zero emissions: Can green bond policy promote green innovation and green space?. (2023). Lee, Chien-Chiang ; Chang, Yu-Fang ; Wang, Fuhao. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001731.

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2023An empirical analysis of the dynamic relationship between clean and dirty energy markets. (2023). Tiwari, Aviral ; Lee, Chien-Chiang ; Abakah, Emmanuel ; Nasreen, Samia ; Trabelsi, Nader ; Aikins, Emmanuel Joel. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002645.

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2023Jumps in the Chinese crude oil futures volatility forecasting: New evidence. (2023). Guo, Yangli ; Li, Pan ; Wu, Hanlin. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s014098832300453x.

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2023Transformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices. (2023). Wang, Xiuqing ; Hao, Yun ; Huang, Wenyang ; Gao, Tianxiao. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323006047.

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2023A novel crude oil futures trading strategy based on volume-price time-frequency decomposition with ensemble deep reinforcement learning. (2023). Tang, Zhenpeng ; Du, Xiaoxu ; Chen, Kaijie. In: Energy. RePEc:eee:energy:v:285:y:2023:i:c:s0360544223027883.

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2023U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging. (2023). Tiwari, Aviral ; Lee, Chien-Chiang ; Abakah, Emmanuel ; Nasreen, Samia ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000303.

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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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2023Geopolitical risk and economic policy uncertainty: Different roles in Chinas financial cycle. (2023). Zhu, Zixiang ; Li, Yujia ; Che, Ming. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003836.

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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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2023Pass-through from temperature intervals to Chinas commodity futures’ interval-valued returns: Evidence from the varying-coefficient ITS model. (2023). Cao, Yaru ; Dai, Xingyu ; Zhao, Ruikun ; Wang, Qunwei ; Wu, Dan. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s154461232300661x.

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2023FinTech development and commercial bank efficiency in China. (2023). Lee, Chien-Chiang ; Zhang, Xiaoming ; Ni, Wenjie. In: Global Finance Journal. RePEc:eee:glofin:v:57:y:2023:i:c:s1044028323000455.

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2023Government debt forecast errors and the net expenditure rule in EU countries: Undue optimism at a cost. (2023). McQuinn, Kieran ; Cronin, David. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:6:p:1113-1131.

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2023Dynamic spillover effects among international crude oil markets from the time-frequency perspective. (2023). Lee, Chien-Chiang ; Zhang, Xiaoming ; Zhou, Hegang ; Xu, Chao. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006614.

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2023Does green finance promote renewable energy? Evidence from China. (2023). Lee, Chien-Chiang ; Chang, Yu-Fang ; Wang, Fuhao. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001472.

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2023Asymmetric effects and volatility transmission from metals markets to solar energy stocks: Evidence from DCC, ADCC, and quantile regression approach. (2023). Lee, Chien-Chiang ; Abbas, Ghulam ; Yahya, Farzan. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300209x.

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2023The effect of energy price shocks on commodity currencies during the war in Ukraine. (2023). Lee, Chien-Chiang ; Iftiolu, Serhan ; Sokhanvar, Amin. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002829.

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2023Green finance and the socio-politico-economic factors’ impact on the future oil prices: Evidence from machine learning. (2023). Mohsin, Muhammad ; Jamaani, Fouad. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723004919.

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2023Sustainable development through digital innovation: A new era for natural resource extraction and trade. (2023). Hou, Xinmeng ; Yue, Peiwen ; Dorduncu, Hazar ; Su, Chi Wei. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006311.

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2023“Watch your tone!”: Forecasting mining industry commodity prices with financial report tone. (2023). Hardy, Nicolas ; Ferreira, Tiago ; Magner, Nicolas S ; Quinteros, Maria J. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009625.

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2023Can U.S. strategic petroleum reserves calm a tight market exacerbated by the Russia–Ukraine conflict?. (2023). Razek, Noha ; Galvani, Valentina ; Rajan, Surya ; McQuinn, Brian. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723007730.

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2023The relationship between cash flow uncertainty and extreme risk: International evidence. (2023). Lee, Chien-Chiang ; Wu, Lin-Tan ; Wang, Chih-Wei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002220.

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2023Green development, climate risks, and cash flow: International evidence. (2023). Lee, Chien-Chiang ; Wang, Chih-Wei ; Thinh, Bui Tien. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000872.

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2023How does central bank transparency affect systemic risk? Evidence from developed and developing countries. (2023). Lee, Chien-Chiang ; Zhang, Xiaoming ; Liang, Qian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:101-115.

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2023Dynamic reliability and sensitivity analysis based on HMM models with Markovian signal process. (2023). Raya-Miranda, R ; Gmiz, M L ; Segovia-Garca, M C ; Navas-Gmez, F. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:239:y:2023:i:c:s095183202300412x.

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2023How does green finance drive the decarbonization of the economy? Empirical evidence from China. (2023). Lee, Chien-Chiang ; Lou, Runchi ; Wang, Keying. In: Renewable Energy. RePEc:eee:renene:v:204:y:2023:i:c:p:671-684.

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2023Multidimensional cultural distance and self-employment of internal migrants in China. (2023). Lee, Chien-Chiang ; Shi, Xing ; Hong, Jin ; Zhu, Chen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:58-81.

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2023Corporate governance and systemic risk: Evidence from Chinese-listed banks. (2023). Lee, Chien-Chiang ; Wang, Yurong ; Zhang, Xiaoming. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:180-202.

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2023Measurement and prediction of systemic risk in China’s banking industry. (2023). Lee, Chien-Chiang ; Zhao, Yue ; Zhang, Xinsong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002604.

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2023The impact of central bank digital currency variation on firms implied volatility. (2023). Lee, Chien-Chiang ; Chen, Wen-Ling ; Hsieh, Hsin-Yi ; Wang, Chih-Wei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000041.

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2023Government debt forecast errors and the net expenditure rule in EU countries. (2023). Cronin, David ; McGowan, Kieran. In: Papers. RePEc:esr:wpaper:wp756.

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2023Automation in Regional Economic Synthetic Index Construction with Uncertainty Measurement. (2023). Espinosa, Priscila ; Pavia, Jose M. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:2:p:23-442:d:1127745.

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2023Bankruptcy Prediction for Sustainability of Businesses: The Application of Graph Theoretical Modeling. (2023). Baa, Martin ; Mokriova, Martina ; Horvathova, Jarmila. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:24:p:4966-:d:1301003.

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2023Multi-Criteria Decision Analysis for Evaluating the Effectiveness of Alternative Energy Sources in China. (2023). Cai, Xinyu ; Xue, Xiangwen ; Ponkratov, Vadim V ; Zhang, QI. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:10:p:8142-:d:1148975.

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2023Harnessing the power of AI: Advanced deep learning models optimization for accurate SARS-CoV-2 forecasting. (2023). Tariq, Muhammad Usman ; Ismail, Shuhaida Binti ; Babar, Muhammad ; Ahmad, Ashir. In: PLOS ONE. RePEc:plo:pone00:0287755.

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2023Financial Stress and Realized Volatility: The Case of Agricultural Commodities. (2023). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202320.

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2023Energy-Related Uncertainty and International Stock Market Volatility. (2023). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202336.

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2023ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Lahiri, Kajal ; Yang, Cheng. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:2:d:10.1007_s41549-023-00082-4.

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2023Nowcasting Turkish Food Inflation Using Daily Online Prices. (2023). Kaya, Huseyin ; Yazgan, Ege M ; Soybilgen, Bari. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:2:d:10.1007_s41549-023-00084-2.

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2023Nowcasting consumer price inflation using high-frequency scanner data: Evidence from Germany. (2023). Wieland, Elisabeth ; Schnorrenberger, Richard ; Menz, Jan-Oliver ; Carstensen, Kai ; Beck, Guenter. In: Discussion Papers. RePEc:zbw:bubdps:282982.

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Recent citations received in 2022
YearCiting document
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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2022Macroeconomic Forecasting Using Filtered Signals from a Stock Market Cross Section. (2022). Stalla-Bourdillon, Arthur ; Chatelais, Nicolas ; Chinn, Menzie. In: Working papers. RePEc:bfr:banfra:903.

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2022Forecasting Regional Industrial Production with High-Frequency Electricity Consumption Data. (2022). Möhrle, Sascha ; Lehmann, Robert ; Mohrle, Sascha. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9917.

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2022Nowcasting GDP using machine learning methods. (2022). de Winter, Jasper ; Kant, Dennis ; Pick, Andreas. In: Working Papers. RePEc:dnb:dnbwpp:754.

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2022Time-varying risk aversion and renminbi exchange rate volatility: Evidence from CARR-MIDAS model. (2022). Wu, Xinyu ; Zhang, Huanming ; Xie, Haibin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000559.

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2022Economic policy uncertainty and stock market sector time-varying spillover effect: Evidence from China. (2022). Dai, Zhifeng ; Peng, Yongxin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000936.

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2022Measuring the impact of digital exchange cyberattacks on Bitcoin Returns. (2022). Ah, Seung ; Milunovich, George. In: Economics Letters. RePEc:eee:ecolet:v:221:y:2022:i:c:s0165176522003676.

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2022Convolutional neural network forecasting of European Union allowances futures using a novel unconstrained transformation method. (2022). Chevallier, Julien ; Wei, Yigang ; Huang, Wenyang ; Wang, Huiwen ; Qin, Haotong. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322002171.

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2022A novel framework for carbon price forecasting with uncertainties. (2022). Wang, Minggang ; Zhu, Mengrui ; Tian, Lixin. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003164.

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2022Chinas urban-rural inequality caused by carbon neutrality: A perspective from carbon footprint and decomposed social welfare. (2022). Jia, Zhijie ; Liu, YU ; Wen, Shiyan. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003437.

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2022Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty?. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Pienaar, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003723.

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2022Interval forecasting of carbon price: A novel multiscale ensemble forecasting approach. (2022). Wang, Ping ; Zhu, Bangzhu. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s014098832200490x.

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2022Natural gas volatility prediction: Fresh evidence from extreme weather and extended GARCH-MIDAS-ES model. (2022). Xia, Zhenglan ; Lai, Xiaodong ; Wang, LU ; Liang, Chao. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005667.

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2022How macro-variables drive crude oil volatility? Perspective from the STL-based iterated combination method. (2022). Zhang, Yaojie ; Pan, Zhigang ; Wang, Xunxiao. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001052.

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2022Forecasting Chinas crude oil futures volatility: How to dig out the information of other energy futures volatilities?. (2022). Zhang, Yaojie ; He, Mengxi ; Xing, LU ; Jin, Daxiang. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002987.

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2022Delta-hedging demand and intraday momentum: Evidence from China. (2022). Li, Xiang ; Yuan, Xianghui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:600:y:2022:i:c:s0378437122003624.

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2022Uncover the response of the U.S grain commodity market on El Niño–Southern Oscillation. (2022). Su, Yuandong ; Zeng, Qing ; Zhang, LI ; Liang, Chao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:81:y:2022:i:c:p:98-112.

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2022Forecasting power load: A hybrid forecasting method with intelligent data processing and optimized artificial intelligence. (2022). Dai, Yeming ; Yang, Xinyu ; Leng, Mingming. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:182:y:2022:i:c:s0040162522003821.

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2022An Alternative to Index-Based Gas Sourcing Using Neural Networks. (2022). Lee, Won Hee ; Schluter, Stephan ; Jung, Sejung ; von Dollen, Andreas. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:13:p:4708-:d:849005.

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2022Modeling Electricity Price Dynamics Using Flexible Distributions. (2022). Tashpulatov, Sherzod N. In: Mathematics. RePEc:gam:jmathe:v:10:y:2022:i:10:p:1757-:d:820670.

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2022A Wavelet PM2.5 Prediction System Using Optimized Kernel Extreme Learning with Boruta-XGBoost Feature Selection. (2022). Akhoondzadeh, Mehdi ; Chen, Huiling ; Heidari, Ali Asghar. In: Mathematics. RePEc:gam:jmathe:v:10:y:2022:i:19:p:3566-:d:929588.

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2022Artificial Intelligence Technologies for Forecasting Air Pollution and Human Health: A Narrative Review. (2022). Subramaniam, Shankar ; Dixit, Saurav ; Rajavel, Nithyaprakash ; Raju, Naveen Kumar ; Chenniappan, Maheswari ; Prakash, Chander ; Basak, Animesh Kumar ; Pramanik, Alokesh ; Ganesan, Abbas. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:16:p:9951-:d:886046.

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2022Earnings management model for Visegrad Group as an immanent part of creative accounting. (2022). Durana, Pavol ; Kovacova, Maria ; Hrosova, Lenka ; Horak, Jakub. In: Oeconomia Copernicana. RePEc:pes:ieroec:v:13:y:2022:i:4:p:1143-1176.

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2022Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach. (2022). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202211.

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2022The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks. (2022). Wang, Shixuan ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202219.

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2022Short-Term Forecasting of Global Energy and Metal Prices: VAR and VECM Approaches. (2022). Balioz, Diana. In: Visnyk of the National Bank of Ukraine. RePEc:ukb:journl:y:2022:i:254:p:15-28.

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2022Effects of classification, feature selection, and resampling methods on bankruptcy prediction of small and medium‐sized enterprises. (2022). Papik, Mario ; Papikova, Lenka. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:29:y:2022:i:4:p:254-281.

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Recent citations received in 2021
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2021Bayesian Testing Of Granger Causality In Functional Time Series. (2021). Majumdar, Anandamayee ; Sikaria, Shubhangi ; Sen, Rituparna. In: Papers. RePEc:arx:papers:2112.15315.

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2021Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis. (2021). Pattnaik, Debidutta ; Kumar, Satish ; Lim, Weng Marc ; Goodell, John W. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001210.

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2021Realized skewness and the short-term predictability for aggregate stock market volatility. (2021). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002030.

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2021Economic policy uncertainty and stock market returns: New evidence. (2021). Chen, Zhonglu ; Xu, Yongan ; Wang, Jianqiong ; Liang, Chao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001418.

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2021Capturing the dynamics of the China crude oil futures: Markov switching, co-movement, and volatility forecasting. (2021). Lee, Chien-Chiang ; Liu, Min. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004874.

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2021Which clean energy sectors are attractive? A portfolio diversification perspective. (2021). Kuang, Wei. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005028.

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2021Multidimensional risk spillovers among crude oil, the US and Chinese stock markets: Evidence during the COVID-19 epidemic. (2021). Wei, YU ; Tang, Yong ; Lu, Tuantuan ; Zhu, Pengfei. In: Energy. RePEc:eee:energy:v:231:y:2021:i:c:s036054422101197x.

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2021Global equity market volatilities forecasting: A comparison of leverage effects, jumps, and overnight information. (2021). Wei, YU ; Li, Yan ; Ma, Feng ; Liang, Chao. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000922.

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2021Forecasting crude oil volatility with geopolitical risk: Do time-varying switching probabilities play a role?. (2021). Gao, Xinxin ; Wang, LU ; Hao, Jianyang ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921000983.

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2021Firm-specific news and the predictability of Consumer stocks in Vietnam. (2021). Salisu, Afees ; Vo, Xuan Vinh. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316159.

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2021Liquidity and short-run predictability: Evidence from international stock markets. (2021). Newaz, Mohammad Khaleq ; Park, Jin Suk. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000715.

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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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2021Return connectedness among commodity and financial assets during the COVID-19 pandemic: Evidence from China and the US. (2021). Wei, YU ; Li, Xiafei ; Bai, Lan ; Liang, Chao. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s030142072100180x.

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2021Chinas coal consumption forecasting using adaptive differential evolution algorithm and support vector machine. (2021). Xiaofeng, XU ; Mengshu, Shi ; Dunnan, Liu ; Yuansheng, Huang. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002981.

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2021New York FED Staff Nowcasts and Reality: What Can We Learn about the Future, the Present, and the Past?. (2021). Siliverstovs, Boriss. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:11-:d:511974.

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2021Modeling COVID-19 Cases Statistically and Evaluating Their Effect on the Economy of Countries. (2021). Leiva, Victor ; Rubilar, Rolando ; Chahuan-Jimenez, Karime ; de la Fuente-Mella, Hanns. In: Mathematics. RePEc:gam:jmathe:v:9:y:2021:i:13:p:1558-:d:587453.

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2021Market and Liquidity Risks Using Transaction-by-Transaction Information. (2021). Segovia San Juan, Ana Isabel ; GONZALEZ SANCHEZ, MARIANO ; Gonzalez-Sanchez, Mariano ; Ibaez, Eva M. In: Mathematics. RePEc:gam:jmathe:v:9:y:2021:i:14:p:1678-:d:595865.

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2021A New Birnbaum–Saunders Distribution and Its Mathematical Features Applied to Bimodal Real-World Data from Environment and Medicine. (2021). Leiva, Victor ; Reyes, Jimmy ; Arrue, Jaime ; Martin-Barreiro, Carlos. In: Mathematics. RePEc:gam:jmathe:v:9:y:2021:i:16:p:1891-:d:611030.

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2021A New Quantile Regression Model and Its Diagnostic Analytics for a Weibull Distributed Response with Applications. (2021). Saulo, Helton ; Leiva, Victor ; Sanchez, Luis ; Sarabia, Jose M ; Marchant, Carolina. In: Mathematics. RePEc:gam:jmathe:v:9:y:2021:i:21:p:2768-:d:669958.

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2021Predicting PM2.5 and PM10 Levels during Critical Episodes Management in Santiago, Chile, with a Bivariate Birnbaum-Saunders Log-Linear Model. (2021). Leiva, Victor ; Puentes, Rodrigo ; Figueroa-Zuiga, Jorge I ; Ruggeri, Fabrizio ; Marchant, Carolina. In: Mathematics. RePEc:gam:jmathe:v:9:y:2021:i:6:p:645-:d:519378.

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2021IMPACT DE LA CRISE SANITAIRE SUR LES ENTREPRENEURS AYANT SUBI UNE LIQUIDATION JUDICIAIRE Etude dimpact 2020 de lassociation 60 000 REBONDS. (2021). Desmaison, Gerard. In: Post-Print. RePEc:hal:journl:hal-03418337.

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2021The Influence of Research Reports on Stock Returns: The Mediating Effect of Machine-Learning-Based Investor Sentiment. (2021). Wang, Yue ; Shen, Xiaohong. In: Discrete Dynamics in Nature and Society. RePEc:hin:jnddns:5049179.

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2021Demand forecasting: an alternative approach based on technical indicator Pbands. (2021). Kolkova, Andrea ; Kljuenikov, Aleksandr. In: Oeconomia Copernicana. RePEc:pes:ieroec:v:12:y:2021:i:4:p:1063-1094.

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2021An Information-Based Index of Uncertainty and the predictability of Energy Prices. (2021). YAYA, OLAOLUWA ; Olubusoye, Olusanya ; Ogbonna, Ahamuefula. In: MPRA Paper. RePEc:pra:mprapa:109839.

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2021Thirteen years of Operations Management Research (OMR) journal: a bibliometric analysis and future research directions. (2021). Atayah, Osama F ; Nasrallah, Nohade ; Dhiaf, Mohamed M ; Frederico, Guilherme F. In: Operations Management Research. RePEc:spr:opmare:v:14:y:2021:i:3:d:10.1007_s12063-021-00199-8.

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