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Citation Profile [Updated: 2026-06-12 21:57:20]
5 Years H Index
45
Impact Factor (IF)
0.72
5 Years IF
0.85
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 38 597 7 21 0 0 0 7 0.18 0.17
2002 0.37 0.39 0.35 0.37 31 69 313 17 45 38 14 38 14 0 3 0.1 0.21
2003 0.43 0.43 0.48 0.43 28 97 512 41 92 69 30 69 30 0 8 0.29 0.21
2004 0.31 0.48 0.4 0.39 35 132 1275 51 145 59 18 97 38 0 9 0.26 0.22
2005 0.92 0.51 0.79 0.78 32 164 479 124 274 63 58 132 103 0 8 0.25 0.23
2006 0.57 0.49 0.64 0.6 33 197 545 123 400 67 38 164 98 0 8 0.24 0.22
2007 0.55 0.44 0.78 0.71 32 229 366 176 579 65 36 159 113 0 3 0.09 0.2
2008 0.62 0.47 0.93 0.77 41 270 1305 247 831 65 40 160 123 0 27 0.66 0.22
2009 1.29 0.46 1.14 1.17 43 313 564 351 1188 73 94 173 203 0 6 0.14 0.23
2010 0.98 0.46 1.01 0.87 40 353 757 349 1546 84 82 181 157 0 29 0.73 0.2
2011 1.12 0.5 1.11 0.94 36 389 561 423 1976 83 93 189 177 0 12 0.33 0.23
2012 0.93 0.5 0.97 0.78 39 428 313 402 2393 76 71 192 149 0 10 0.26 0.21
2013 0.99 0.54 1.23 1.14 56 484 814 589 2986 75 74 199 227 0 36 0.64 0.23
2014 0.72 0.52 1.1 0.93 43 527 489 580 3568 95 68 214 199 0 22 0.51 0.22
2015 0.88 0.52 1.01 1 44 571 414 576 4144 99 87 214 214 0 19 0.43 0.22
2016 0.68 0.5 0.97 0.78 40 611 298 590 4735 87 59 218 169 0 11 0.28 0.2
2017 0.8 0.51 1 0.84 67 678 397 677 5413 84 67 222 186 0 2 0.03 0.2
2018 0.52 0.52 0.93 0.8 54 732 478 677 6091 107 56 250 201 0 15 0.28 0.22
2019 0.74 0.53 1.04 0.85 54 786 379 817 6912 121 90 248 212 0 25 0.46 0.21
2020 1.06 0.63 0.97 0.89 83 869 781 840 7752 108 115 259 230 0 42 0.51 0.3
2021 0.97 0.72 0.85 0.82 83 952 452 807 8559 137 133 298 244 0 27 0.33 0.26
2022 1.21 0.71 0.87 1.01 90 1042 377 903 9462 166 201 341 344 0 28 0.31 0.21
2023 0.99 0.67 0.87 1.08 104 1146 293 992 10455 173 171 364 394 0 46 0.44 0.19
2024 0.97 0.71 0.78 1.02 128 1274 157 997 11452 194 188 414 423 0 30 0.23 0.21
2025 0.72 0.93 0.67 0.85 128 1402 43 933 12385 232 167 488 415 0 23 0.18 0.27
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.

Full description at Econpapers || Download paper

682
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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470
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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247
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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194
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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164
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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140
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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136
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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127
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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115
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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110
112006Autoregressive 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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106
122010Combining 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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104
132010Are 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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100
142006Evaluating 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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100
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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100
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
172014Hierarchical 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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96
182004Vector 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
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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94
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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91
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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91
222019Oil 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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89
232020Is 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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87
242008Single-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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87
252004Forecasting 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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86
262008Forecasting 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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83
272003Selection 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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79
282004Quarterly 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
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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75
302020Volatility 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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74
312009Forecasting 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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70
322003From 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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68
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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66
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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64
352002A 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
362018Forecasting 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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63
372001Forecasting 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
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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59
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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56
402017Understanding 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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54
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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51
422007Forecasting 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
432015Predicting 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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48
442008Bankruptcy 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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47
452001A 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
462015Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach. (2015). Breitung, Jörg ; Roling, Christoph. In: Journal of Forecasting. RePEc:wly:jforec:v:34:y:2015:i:7:p:588-603.

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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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45
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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45
492010Forecasting 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
502020Modeling and forecasting commodity market volatility with long‐term economic and financial variables. (2020). Walther, Thomas ; Nguyen, Duc Khuong. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:2:p:126-142.

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43
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

62
22008Forecasting 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

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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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132005Forecasting 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.

Full description at Econpapers || Download paper

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272006Autoregressive 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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Citing documents used to compute impact factor: 167
YearTitle
2025A novel ensemble approach for road traffic carbon emission prediction: a case in Canada. (2025). Liu, Yongliang ; Tang, Chunling ; Yang, Kai ; Zhou, Aiying. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:27:y:2025:i:7:d:10.1007_s10668-024-04561-1.

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2025Ripple effect of ESG sentiment: How news stirs the waves in Chinas A-share market. (2025). Qiao, Yuqi ; Li, Yilong ; Lei, Shaoxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007889.

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2025Stock 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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2025Examining Chinese volume–volatility nexus: A regime-switching perspective. (2025). Yan, Yayi ; Xia, Yingcun ; Wang, Shaoping. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003407.

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2025Volume-driven time-of-day effects in intraday volatility models. (2025). Batista, Igor Ferreira ; Virbickait, Audron ; Nguyen, Hoang ; Lopes, Hedibert Freitas. In: Working Papers. RePEc:hhs:oruesi:2025_014.

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2025Non-linear effects of monetary policy shocks on housing: evidence from a CESEE country. (2025). Lojschovaa, Adriana ; Aguilar, Alicia ; Martnez, Carlos Canizares. In: Working and Discussion Papers. RePEc:svk:wpaper:1134.

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2025(Re)Evaluating recent macroeconomic policy in the US. (2025). Leith, Campbell ; Kirsanova, Tatiana ; Machado, Celsa ; Ribeiro, Ana Paula. In: European Economic Review. RePEc:eee:eecrev:v:178:y:2025:i:c:s0014292125001412.

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2025Bitcoin Price Regime Shifts: A Bayesian MCMC and Hidden Markov Model Analysis of Macroeconomic Influence. (2025). Paulaviius, Remigijus ; Juodis, Mindaugas ; Filatovas, Ernestas ; Paktait, Vaiva. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:10:p:1577-:d:1653129.

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2025The risk–return trade-off of Bitcoin: Evidence from regime-switching analysis. (2025). Tsuji, Chikashi. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00551-5.

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2025Analyzing Volatility Patterns of Bitcoin Using the GARCH Family Models. (2025). Oliveira, Benilde ; Leal, Cristiana Cerqueira ; Muneer, Saqib. In: SN Operations Research Forum. RePEc:spr:snopef:v:6:y:2025:i:2:d:10.1007_s43069-025-00482-5.

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2025Forecasting volatility in commodity markets with climate risk. (2025). Tang, Yusui ; Zhou, Ling ; Peng, Pei ; Guo, Yangli. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325003575.

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2025Enhancing Cryptocurrency Sentiment Analysis with Multimodal Features. (2025). Sbai, Erwann ; Wang, Guanghao ; Naha, Ranesh ; Mahanti, Aniket ; Liu, Chenghao. In: Papers. RePEc:arx:papers:2508.15825.

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2025Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?. (2025). GUPTA, RANGAN ; Bouri, Elie ; Babalos, Vassilios. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:102:y:2025:i:c:s106297692500047x.

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2025The role of whale investors in the bitcoin market. (2025). Shen, Dehua ; Shi, Guiqiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002648.

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2025The financial risk concern in China: A powerful predictor of stock market volatility. (2025). Li, Zijun ; Zhou, Xiaozhou ; Zhang, Jixiang ; Ma, Feng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:80:y:2025:i:c:s0275531925003848.

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2025Forecasting Spot and Futures Price Volatility of Agricultural Commodities: The Role of Climate-Related Migration Uncertainty. (2025). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202516.

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2025Quantifying rainfall-induced climate risk in rainfed agriculture: A volatility-based time series study from semi-arid India. (2025). Mukhoti, Sujay ; Ghosh, Soham ; Sharma, Pritee. In: Agricultural Water Management. RePEc:eee:agiwat:v:319:y:2025:i:c:s0378377425004895.

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2025Forecasting spot and futures price volatility of agricultural commodities: The role of climate-related migration uncertainty. (2025). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Bouri, Elie. In: Research in International Business and Finance. RePEc:eee:riibaf:v:80:y:2025:i:c:s0275531925003897.

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2025Credit Scorecards & Forecasting Default Events – A Novel Story of Non-financial Listed Companies in Pakistan. (2025). Alvi, Jahanzaib ; Arif, Imtiaz. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:4:d:10.1007_s10690-024-09494-3.

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2025Partial dependence analysis of financial ratios in predicting company defaults: random forest vs XGBoost models. (2025). Tayachi, Tahar ; Antar, Monia. In: Digital Finance. RePEc:spr:digfin:v:7:y:2025:i:4:d:10.1007_s42521-025-00135-6.

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2025Forecasting Recessions in Germany with Feature Selection and Machine Learning. (2025). Rademacher, Philip. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:21:y:2025:i:2:d:10.1007_s41549-025-00115-0.

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2025Probabilistic electricity price forecasting by integrating interpretable model. (2025). Jiang, HE ; Wang, Jianzhou ; Dong, Yao. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:210:y:2025:i:c:s0040162524006449.

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2025Short-term forecasting of forward prices in the Brazilian electricity market with a hybrid stochastic-neural network model. (2025). Santos, Eleonora ; Sica, E T ; Albani, V. V. L., ; Moreira, P. S. E., ; Marcavillaca, R T ; Avila, S L ; Geremia, M ; Piovezan, R. P. B., . In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004785.

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2025Multiscale dependence and risk contagion between European carbon market, energy, and financial markets. (2025). Cao, Yuan ; Wang, Jia ; Xiong, Xiong. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s0360544225039106.

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2025A novel probabilistic carbon price prediction model: Integrating the transformer framework with mixed-frequency modeling at different quartiles. (2025). Wang, Jianzhou ; Niu, Tong ; Du, Pei ; Ji, Mingyang. In: Applied Energy. RePEc:eee:appene:v:391:y:2025:i:c:s0306261925006816.

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2025Older population, inflation expectations, and COVID-19: evidence from India’s household expectation survey. (2025). Diwakar, Bharat ; Mazumder, Jakir Hussain. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:4:d:10.1007_s10368-025-00689-1.

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2025Joint interval forecasting of renewable energy stocks using a secondary decomposition approach. (2025). Wang, Shouyang ; Peng, Pan ; Wei, Yunjie ; Liu, Shuihan. In: Renewable Energy. RePEc:eee:renene:v:245:y:2025:i:c:s0960148125004252.

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2025Binary Response Forecasting under a Factor-Augmented Framework. (2025). Yang, Xuanbin ; Liu, Fei ; Cong, Jiachen ; Cheng, Tingting. In: Papers. RePEc:arx:papers:2507.16462.

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2025Unraveling endogeneity in seat capacity and Fares: Time series econometric models for airline origin-destination passengers forecasting. (2025). Kai, Mary ; Guzhva, Vitaly S ; Abdelghany, Khaled. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:128:y:2025:i:c:s096969972500095x.

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2025A novel HAR-type realized volatility forecasting model using graph neural network. (2025). Yin, Xuebao ; Yao, Yuhang ; Hu, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:98:y:2025:i:c:s1057521924008135.

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2025Volatility forecasting and volatility-timing strategies: A machine learning approach. (2025). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005166.

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2025Cross-market volatility forecasting with attention-based spatial–temporal graph convolutional networks. (2025). Zhou, Yang ; Gong, Jue ; Wang, Gang-Jin ; Xie, Chi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000611.

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2025Are machine learning models effective in predicting emerging markets? Investigating the accuracy of predictions in emerging stock market indices. (2025). Yeldho, Namitha ; Thomas, Dany ; Kurian, Vimal George ; Arathy, Chandralekha ; Nair, Ajithakumari Vijayappan. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:1:d:10.1007_s11135-024-01964-0.

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2025Style investing and return comovement in the cryptocurrency market. (2025). Rabbo, Fatima Abd ; Disli, Mustafa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002053.

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2025Do cost increases push up profit mark-ups? Evidence from Türkiye on profit inflation. (2025). Uzar, Umut ; Yilmaz, Mucahid Samet. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:74:y:2025:i:c:p:841-854.

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2025The pass-through of macro variable to volatility co-movement among U.S. currency and commodity futures markets system. (2025). Yousaf, Imran ; Wang, Jiqian ; Marco, Chi Keung ; Dai, Xingyu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000078.

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2025Multi-objective carbon-energy portfolio optimization under investment horizon heterogeneity. (2025). Wang, Qunwei ; Li, Matthew C ; Xiao, Ling ; Xue, Jianhao ; Dai, Xingyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:79:y:2025:i:c:s0275531925002922.

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2025Do green assets enhance portfolio optimization? A multi-horizon investing perspective. (2025). Dai, Xingyu ; Wang, Qunwei ; Zhang, Dongna. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:5:s0890838925000629.

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2025Rice Price Inflation Dynamics in the Philippines. (2025). Valera, Harold Glenn ; Pede, Valerien O ; Yamano, Takashi ; Antonio, Ronald Jeremy ; Vieira, Bernardo Oliva ; Mishra, Ashok K. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:69:y:2025:i:2:p:440-452.

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2025Trust in Central Banks. (2025). Ehrmann, Michael. In: RBA Annual Conference Papers. RePEc:rba:rbaacp:acp2024-04.

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2025Credibility gains from central bank communication with the public. (2025). Georgarakos, Dimitris ; Ehrmann, Michael ; Kenny, Geoff. In: European Economic Review. RePEc:eee:eecrev:v:177:y:2025:i:c:s0014292125001199.

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2025Identifying efficient policy mix under emission mitigation and inflation targeting: A case of India. (2025). Shah, Sayar Ahmad ; Sahoo, Pravakar ; Garg, Bhavesh. In: Energy Economics. RePEc:eee:eneeco:v:150:y:2025:i:c:s0140988325006644.

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2025European Agri-Food Trade and Brexit: The First 3 Years of the EU-UK Trade and Cooperation Agreement. (2025). Gerval, Adam ; Jelliffe, Jeremy. In: Economic Brief. RePEc:ags:uerseb:355527.

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2025ICT-Driven Strategies for Enhancing Energy Efficiency in G20 Economies: Moderating the Role of Governance in Achieving Environmental Sustainability. (2025). Olh, Judit ; Gao, Chongyan ; Zhang, Jijian ; Zahid, Zohaib. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:3:p:685-:d:1582158.

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2025Balancing Growth and Sustainability: Can Green Innovation Curb the Ecological Impact of Resource-Rich Economies?. (2025). Omokanmi, Olatunde Julius ; Bin, Abdul Rahman ; Ibrahim, Ridwan Lanre ; Hassan, Abul ; Raimi, Lukman. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:10:p:4579-:d:1657714.

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2025Equity premium prediction: A constraint-based predictor decomposition approach. (2025). Qu, Yong ; Yuan, Ying ; Qiao, Sijia. In: Global Finance Journal. RePEc:eee:glofin:v:68:y:2025:i:c:s1044028325001267.

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2025A data-driven prediction method for multi-period portfolio optimization using the real options approach. (2025). Arasteh, Abdollah. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325006634.

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2025Transforming ESG Analytics With Machine Learning: A Systematic Literature Review Using TCCM Framework. (2025). Chong, Richard Yeaw. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:32:y:2025:i:6:p:7358-7389.

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2025Early and Accurate Recession Detection Using Classifiers on the Anticipation-Precision Frontier. (2025). Michaillat, Pascal. In: Papers. RePEc:arx:papers:2506.09664.

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2025Systemic risk spillovers incorporating investor sentiment: Evidence from an improved TENET analysis. (2025). Song, Yuping ; Zhao, Xia ; Hu, Qing ; Huang, Jiefei. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001798.

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2025Tail Risks Everywhere and Crude Oil Returns: New Insights From Predictive Quantile Approaches. (2025). Zhang, Yuejun ; Zhao, Wen. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:7:p:685-704.

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2025Predicting Commodity Returns Through Image‐Based Price Patterns. (2025). Miao, Deyu ; Tse, Yiuman ; Hao, Tianxiang ; Liu, Qingfu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:12:p:2434-2456.

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2025Forecasting and backtesting gradient allocations of expected shortfall. (2025). Koike, Takaaki. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:124:y:2025:i:c:s0167668725000770.

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2025The Impact of News-Based and Twitter-Based Economic Uncertainty on Realized Volatility: Asymmetric Effect with Threshold Quantile ARX Model. (2025). Chen, Cathy W. S. ; Tian, Shaonan ; Bai, Qing. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:5:d:10.1007_s10614-024-10818-8.

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2025A Hybrid EGARCH–Informer Model with Consistent Risk Calibration for Volatility and CVaR Forecasting. (2025). Lee, Ming Che. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:19:p:3108-:d:1760321.

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2025Government disclosure specificity and stock price synchronicity: Evidence from local government work reports in China. (2025). Cao, Chunfang ; Gong, Manning ; Zhang, Yuheng. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014922.

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2025Credit availability of energy-intensive industries in emerging economies: Do financially established firms have better access to credit?. (2025). Li, Ziyao ; Su, Taoyong ; Lei, Xinghui ; Zhang, Jintao. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002579.

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2025Investment decision making for large-scale Peer-to-Peer lending data: A Bayesian Neural Network approach. (2025). Guo, Yanhong ; Zhai, Yonghui ; Jiang, Shuai. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001875.

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2025How does the policy of additional deduction for research and development expenses affect credit risk pricing capability in enterprises?. (2025). Fan, Jiabiao ; Jiang, Tao. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325003678.

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2025Machine learning for credit risk management through cross-economy evidence in default prediction. (2025). Kanojia, Sunaina ; Arora, Anubhav. In: SN Business & Economics. RePEc:spr:snbeco:v:5:y:2025:i:12:d:10.1007_s43546-025-00995-5.

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2025Energy organization sentiment and oil return forecast. (2025). Ahn, Kwangwon ; Jeong, Minhyuk. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008144.

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2025Forecasting energy commodity returns: Can weak factors and nonlinearity help?. (2025). Ma, Yong ; Liu, Xiaojun. In: Economic Modelling. RePEc:eee:ecmode:v:153:y:2025:i:c:s0264999325002901.

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2025The disposition effect and market volatility prediction. (2025). Cui, Xudong ; Liu, Tong ; Gong, PU. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pb:s1057521925008063.

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2025The role of green bonds on industrial sustainability for achieving carbon neutrality: Evidence from the artificial neural network method. (2025). Tiwari, Aviral ; Lau, Chi Keung ; Gözgör, Giray ; Jain, Preksha ; Das, Amit Kumar ; Padhan, Hemachandra. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s0275531924004525.

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2025Geopolitical risk and vulnerability of energy markets. (2025). Liu, Zhenhua ; Ji, Qiang ; Ding, Zhihua ; Yuan, Xinting ; Wang, Yushu. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007643.

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2025Rising bubbles by margin calls. (2025). Alaminos, David. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612324017628.

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2025Forecasting gasoline prices using oil prices: New evidence based on the rocket and feather hypothesis. (2025). Wang, Yudong ; Wen, Danyan ; Zhang, Yaojie ; He, Mengxi. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s0360544225037570.

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2025Latent factor models for the Chinese commodity futures markets. (2025). Liu, Yanchu ; Zhou, Heyang ; Yang, Haisheng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:93:y:2025:i:c:s0927538x25002276.

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2025Transformer-Based Downside Risk Forecasting: A Data-Driven Approach with Realized Downward Semi-Variance. (2025). Hao, Liang ; Kao, Chunyu ; Peng, Jiayi ; Ning, PO ; Zhang, Yuetong ; Song, Yuping. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:8:p:1260-:d:1632745.

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2025Do business confidence and economic growth expectations react to discretionary fiscal policy, fiscal opacity, and fiscal credibility?. (2025). Montes, Gabriel ; Cabral, Joaci Mariano. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:3:d:10.1007_s10368-025-00667-7.

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2025Devil in the Details – Visual Perception of the Landscape Features by Potential Residential Buyers. (2025). Kornelia, Grzelka ; Anna, Kondak ; Grayna, Wiejak-Roy ; Agnieszka, Bieda ; Aleksandra, Pilarczyk. In: Real Estate Management and Valuation. RePEc:vrs:remava:v:33:y:2025:i:1:p:85-103:n:1008.

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2025Toward transparent and accurate housing price appraisal: Hedonic price models versus machine learning algorithms. (2025). Song, Yena ; An, Sihyun ; Ahn, Kwangwon ; Jang, Hanwool. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00874-w.

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2025Inflation Forecast Targeting Revisited. (2025). Müller, Gernot ; Enders, Zeno ; Conrad, Christian ; Mller, Gernot. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12006.

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2025Semiparametric Dynamic Copula Models for Portfolio Optimization. (2025). Ghosh, Sujit K ; Pareek, Savita. In: Papers. RePEc:arx:papers:2504.12266.

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2025Stochastic modelling of food insecurity risk in Africa: Use of Vine Copulas and cointegration approaches. (2025). Pede, Valerien O ; Okou, Cyrille Guei ; Jeremy, Ronald ; Amar, Amine. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360696.

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2025Global Shocks and Local Fragilities: A Financial Stress Index Approach to Pakistan’s Monetary and Asset Market Dynamics. (2025). Lpez-Gonzales, Javier Linkolk ; Yousfani, Kinza ; Iftikhar, Hasnain ; Rodrigues, Paulo Canas ; Torres, Elas A. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:8:p:243-:d:1727765.

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2025Forecasting CPI inflation under economic policy and geopolitical uncertainties. (2025). Chakraborty, Tanujit ; Sengupta, Shovon ; Singh, Sunny Kumar. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:953-981.

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2025Economic Growth in Rural Areas, Resource Agglomeration, and Stock Market Performance: Evidence from China. (2025). Geng, Guojing. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:1:p:29-:d:1601162.

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2025Policy uncertainty and volatility spillovers in European electricity markets: Implications for market dynamics and innovation. (2025). Tselika, Maria ; Demetriades, Elias. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:40:y:2025:i:c:s2405851325000698.

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2025Does one size fit all? The country-specific effects of ECB monetary policy. (2025). Tavlas, George ; Wang, Yongli ; Hall, Stephen G ; Gefang, Deborah. In: European Economic Review. RePEc:eee:eecrev:v:175:y:2025:i:c:s0014292125000753.

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2025Forward Guidance with Preferences over Safe Assets. (2025). Rannenberg, Ansgar. In: IMF Economic Review. RePEc:pal:imfecr:v:73:y:2025:i:4:d:10.1057_s41308-024-00242-1.

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2025Functional reciprocity of the macroeconomic variables. (2025). Dobrescu, Emilian. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2025:i:1:p:40-62.

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2025A novel hybrid ensemble approach for wind speed forecasting with dual-stage decomposition strategy using optimized GRU and transformer models. (2025). Huang, Yonggui ; Qi, Honggang ; Li, Qingli ; Liu, Min ; Ding, Weijie ; Dong, Jinghan ; Wu, Junhao ; Han, Han ; Chen, XI ; Lh, Philip ; Ullah, Sajid. In: Energy. RePEc:eee:energy:v:329:y:2025:i:c:s0360544225023813.

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2025An offshore wind speed forecasting system based on feature enhancement, deep time series clustering, and extended LSTM. (2025). Zhang, Kequan ; Li, Mingjun ; Kou, Menggang ; Ma, Yining. In: Energy. RePEc:eee:energy:v:333:y:2025:i:c:s0360544225029779.

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2025Comparative Analysis of Resampling Techniques for Class Imbalance in Financial Distress Prediction Using XGBoost. (2025). Liew, Soung Yue ; Tong, Dong Ling ; Hou, Guodong ; Choo, Peng Yin. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:13:p:2186-:d:1694825.

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2025A Multi-Stage Financial Distress Early Warning System: Analyzing Corporate Insolvency with Random Forest. (2025). Hamori, Shigeyuki ; Tanaka, Katsuyuki ; Higashide, Takuo ; Kinkyo, Takuji. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:4:p:195-:d:1628059.

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2025Predicting U.S. bank failures and stress testing with machine learning algorithms. (2025). Hu, Wendi ; Shao, Chujian ; Zhang, Wenyu. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325000674.

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2025Interpretable machine learning unveils nonlinear drivers of global energy risk spillovers: A TVP-VAR approach. (2025). Lai, Xiaobing ; Tang, Pan ; Zhang, Ditian. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001737.

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2025Central bankers’ political discourse as a driver of clean energy markets. (2025). lucey, brian ; Zheng, Yuqi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:80:y:2025:i:c:s0275531925003824.

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2025A New Labor Market Stress Indicator. (2025). Singh, Sanjay ; Jorda, Oscar ; Garimella, Rohit. In: Working Paper Series. RePEc:fip:fedfwp:102306.

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2025Stock Price Prediction Using a Hybrid LSTM-GNN Model: Integrating Time-Series and Graph-Based Analysis. (2025). Sonani, Meet Satishbhai ; Badii, Atta ; Moin, Armin. In: Papers. RePEc:arx:papers:2502.15813.

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2025Forecasting realized volatility in the stock market: a path-dependent perspective. (2025). Liu, Xiangdong ; Hong, Shaopeng ; Fu, Sicheng. In: Papers. RePEc:arx:papers:2503.00851.

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2025Modeling the Ningbo Container Freight Index Through Deep Learning: Toward Sustainable Shipping and Regional Economic Resilience. (2025). Gong, Chi ; Wu, Haochuan. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:10:p:4655-:d:1659101.

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2025The VaR-based Probability Equivalent Level under the Esscher premium principle. (2025). Zhang, YI ; Wen, Limin. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pb:s1544612325015387.

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2025Novel modeling for assessment of extreme values risk in cryptocurrencies portfolio. (2025). Ahmad, Touqeer ; Ur, Shafique ; Wu, Desheng. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:4:d:10.1007_s00181-025-02784-3.

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2025Enhancing stock ranking forecasting by modeling returns with heteroscedastic Gaussian Distribution. (2025). Fang, Ran ; Yang, Jiahao ; Zhang, Ming ; Zhou, Jun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:664:y:2025:i:c:s0378437125000949.

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2025Unlocking economic insights: ESG integration, market dynamics and sustainable transitions. (2025). Yarovaya, Larisa ; Ismail, Izlin ; Qureshi, Fiza. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002312.

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2025Does multi-scale GARCH information enhance volatility prediction?. (2025). Yu, Rentian ; Xiao, Haotian ; Zhu, Yukun ; Zhang, Gongqiu. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325004593.

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2025Analysing investor sentiment and stock market volatility of the JSE size-based indices: a GARCH-MIDAS approach. (2025). Isah, Kazeem ; Muzindutsi, Paul-Francois ; Moores-Pitt, Peter ; Naidoo, Thiasha. In: Risk Management. RePEc:pal:risman:v:27:y:2025:i:3:d:10.1057_s41283-025-00165-9.

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2025Exploring the dynamic nexus of traditional and digital assets in inflationary times: The role of safe havens, tech stocks, and cryptocurrencies. (2025). Dimitriadis, Konstantinos A ; Koursaros, Demetris ; Savva, Christos S. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001907.

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2025Would geopolitical risks be the new driver of the energy transition? An empirical study on renewable energy technology innovation. (2025). Liu, Baoliu ; Zhang, Ying ; Zhao, Fang ; Chen, Yiming ; Xue, Jinjun. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008090.

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2025Geopolitical risks, trade openness, and energy security: Empirical evidence from 41 countries. (2025). Zhao, Xin ; Ma, Xiaowei ; Zhai, Guoqing ; Nasim, Asma. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325006048.

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2025Twitter-based market uncertainty and global stock volatility predictability. (2025). Zhou, Mingtao ; Ma, Yong ; Li, Shuaibing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001815.

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2025Global Stock Market Volatility Forecasting Incorporating Dynamic Graphs and All Trading Days. (2024). Wang, Chao ; Gao, Junbin ; Chi, Zhengyang. In: Papers. RePEc:arx:papers:2409.15320.

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2025Decoding global economic dynamic: A graph-based examination of contemporary ETF markets. (2025). Gao, Yixian ; Geng, RU ; Zhang, Hong-Kun ; Yuan, Gangnan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:201:y:2025:i:p3:s0960077925013268.

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2025Institutional stock-bond portfolios rebalancing and financial stability: Norway as a case study. (2025). Siagh, Souhila ; Hasse, Jean-Baptiste ; Lecourt, Christelle. In: Post-Print. RePEc:hal:journl:hal-05069105.

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2025FedSight AI: Multi-Agent System Architecture for Federal Funds Target Rate Prediction. (2025). Ye, David ; Viton, Adler ; Paul, Aditya ; Kodi, Abhishek ; Hou, Yuhan ; Feng, Yikai ; Zhang, Xiyue ; Rao, Tianji ; Dulam, Sanjana ; Tan, Jeremy. In: Papers. RePEc:arx:papers:2512.15728.

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2025Incorporating key features from structured and unstructured data for enhanced carbon trading price forecasting with interpretability analysis. (2025). Che, Jinxing ; Jiang, Meiqin ; Xu, Yifan ; Hu, Kun ; Li, Shuying. In: Applied Energy. RePEc:eee:appene:v:382:y:2025:i:c:s0306261925000315.

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2025Fintech, Bargaining Power and Total Factor Productivity of Small and Medium-Sized Enterprises (SMEs): Evidence from China. (2025). Lin, Hong ; Cui, Yanjuan ; Wang, Xinwei. In: SAGE Open. RePEc:sae:sagope:v:15:y:2025:i:4:p:21582440251383997.

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2025STABLECOIN DP2P: INNOVATION AND SUSTAINABILITY IN FIAT CURRENCIES. (2025). Ladias, Christos ; Machado, Valter ; Ruxho, Filipos ; ap Ladias, Christos ; Pinheiro, Susana Soares ; Teixeira, Fernando ; Hulaj, Murat. In: Regional Science Inquiry. RePEc:hrs:journl:v:xvii:y:2025:i:1:p:95-106.

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2025Bitcoin price modelling via analysis of Google Trends data: Lévy-based approach. (2025). Panov, Vladimir ; Morozova, Ekaterina. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pa:s1544612325015557.

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2025Likelihood ratio test for covariance matrix under multivariate t distribution with uncorrelated observations. (2025). Mazur, Stepan ; Mrowiska, Malwina ; Filipiak, Katarzyna ; Klein, Daniel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:210:y:2025:i:c:s0047259x25000855.

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2025Forecasting Credit Ratings: A Case Study where Traditional Methods Outperform Generative LLMs. (2025). Zohren, Stefan ; Pierrehumbert, Janet B ; Drinkall, Felix. In: Papers. RePEc:arx:papers:2407.17624.

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2025High frequency online inflation and term structure of interest rates: Evidence from China. (2025). Tang, Ke ; Liu, Taoxiong ; Zhang, Tao ; Jiang, Tingfeng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000489.

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2025Fiscal multipliers, trend inflation, and endogenous price stickiness: Evidence from the U.S.. (2025). Gulenkov, Ilya. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:86:y:2025:i:c:s0164070425000643.

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2025International crises, national scale, and economic resilience in the 21st century. (2025). Ouyang, Zisheng ; Lu, Min. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:75:y:2025:i:c:p:618-637.

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2025‘Crypto president’: Do narrative political signals drive cryptocurrency returns?. (2025). ben Jabeur, Sami ; Dhifaoui, Zouhaier ; Bakkar, Yassine ; Ballouk, Houssein. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s154461232500457x.

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2025Convolutional neural networks to signal currency crises: From the Asian financial crisis to the Covid crisis. (2025). Rondeau, Fabien ; Gautier, Virginie ; Barthelemy, Sylvain. In: Post-Print. RePEc:hal:journl:hal-05454627.

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2025A global probabilistic approach for short-term forecasting of individual households electricity consumption. (2025). Vanthournout, Koen ; de Moor, Bart ; Becker, Thijs ; Lago, Jesus ; Botman, Lola. In: Applied Energy. RePEc:eee:appene:v:382:y:2025:i:c:s0306261924025522.

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2025A Hybrid Credit Risk Evaluation Model Based on Three-Way Decisions and Stacking Ensemble Approach. (2025). Sha, Mengyi ; Zhao, Ran ; Li, Yusheng. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:2:d:10.1007_s10614-024-10747-6.

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2025Transformer-Based Models for Probabilistic Time Series Forecasting with Explanatory Variables. (2025). Oliveira, Jos Manuel ; Caetano, Ricardo ; Ramos, Patrcia. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:5:p:814-:d:1602666.

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2025A Novel BiGRU-Attention Model for Predicting Corn Market Prices Based on Multi-Feature Fusion and Grey Wolf Optimization. (2025). Guo, Yan ; Hou, Songsong ; Hu, Xiaonan ; Feng, Yang. In: Agriculture. RePEc:gam:jagris:v:15:y:2025:i:5:p:469-:d:1597030.

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2025Enhancing corn industry sustainability through deep learning hybrid models for price volatility forecasting. (2025). Yang, Chengjin ; Zhai, Yanzhong ; Liu, Zehua. In: PLOS ONE. RePEc:plo:pone00:0323714.

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2025Integrated GCN–BiGRU–TPE Agricultural Product Futures Prices Prediction Based on Multi-graph Construction. (2025). Lin, Ruibin ; Ling, Liwen ; Hu, Huanling ; Zhang, Dabin. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:5:d:10.1007_s10614-024-10832-w.

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2025Forecasting crude oil prices: A Gated Recurrent Unit-based nonlinear Granger Causality model. (2025). Zhang, Dayong ; Lu, Quanying ; Guo, Mengzhuo ; Lin, Qingyuan ; Liang, Qian. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s105752192500211x.

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2025Stochastic Model and Rhythm-Adaptive Technologies of Statistical Analysis and Forecasting of Economic Processes with Cyclic Components. (2025). Lupenko, Serhii ; Horkunenko, Andrii. In: Forecasting. RePEc:gam:jforec:v:7:y:2025:i:2:p:20-:d:1659342.

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2025A Review of Electricity Price Forecasting Models in the Day-Ahead, Intra-Day, and Balancing Markets. (2025). Visentin, Andrea ; Prestwich, Steven ; Bahloul, Mohamed ; Oconnor, Ciaran. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:12:p:3097-:d:1677361.

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2025Driver Identification and PCA Augmented Selection Shrinkage Framework for Nordic System Price Forecasting. (2025). Sadabad, Yousef Adeli ; Hesamzadeh, Mohammad Reza ; Bagherpour, Matin ; Dan, Gyorgy ; Biggar, Darryl R. In: Papers. RePEc:arx:papers:2509.18887.

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2025Univariate and multivariate forecasting of the electricity futures curve using Dynamic Recurrent Neural Networks. (2025). Castello, Oleksandr ; Resta, Marina. In: Applied Energy. RePEc:eee:appene:v:394:y:2025:i:c:s0306261925008128.

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2025Learning the probability distributions of day-ahead electricity prices. (2025). Baruník, Jozef ; Hanus, Lubo ; Barunk, Jozef. In: Energy Economics. RePEc:eee:eneeco:v:152:y:2025:i:c:s0140988325008187.

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2025A new model to forecast energy inflation in the euro area. (2025). van Spronsen, Josha ; Porqueddu, Mario ; Giammaria, Alessandro ; Bobeica, Elena ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20253062.

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2025Nowcasting the euro area with social media data. (2025). onorante, luca ; Boss, Konstantin ; Longo, Luigi. In: Papers. RePEc:arx:papers:2506.10546.

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2025AI Driven Fiscal Risk Assessment in the Eurozone: A Machine Learning Approach to Public Debt Vulnerability. (2025). Ibeh, Lawrence ; Farag, Karim ; Mutai, Noah Cheruiyot ; Cuong, Nguyen Manh ; Chelabi, Kaddour ; Popoola, Olufunke Mercy. In: FinTech. RePEc:gam:jfinte:v:4:y:2025:i:3:p:27-:d:1686977.

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2025A Survey-Driven Ensemble Approach to Predicting Sovereign Debt Distress in Bangladesh. (2025). Ahmed, Sourov ; Badhon, Marjan Akter ; Maruf, Mahmudul Hassan. In: International Journal of Scientific Research and Modern Technology. RePEc:daw:ijsrmt:v:4:y:2025:i:10:p:103-114:id:910.

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2025Forecasting European Sovereign Spreads using Machine Learning. (2025). Bouillot, Roland ; Kool, Clemens ; Candelon, Bertrand. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2025004.

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2025Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Plakandaras, Vasilios ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202518.

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2025Rare disasters and multilayer spillovers between volatility and skewness in international stock markets over a century of data: The role of geopolitical risk. (2025). Plakandaras, Vasilios ; GUPTA, RANGAN ; Bouri, Elie ; Foglia, Matteo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003466.

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2025When timing matters: Regime-dependent delays in exchange rate fundamentals. (2025). Oliveira, Lucas M ; Alencar, Airlane P. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pg:s1544612325021944.

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2025Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2025). Kastner, Gregor ; Gruber, Luis. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:4:p:1589-1619.

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2025Beneath the colorness skies: Does weather influence consumer color preference?. (2025). Wang, Hongguo ; Liu, Cengceng ; Chu, Yongjie. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:82:y:2025:i:c:s0969698924004508.

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2025Short-term power load forecasting for estate-level buildings considering multilevel feature extraction and adaptive fusion. (2025). Wang, Zedi ; Ning, YI ; Guo, Xifeng ; Cong, Wenzhuo ; Liu, Rongqian ; Qu, Qiuxia. In: Energy. RePEc:eee:energy:v:337:y:2025:i:c:s0360544225042999.

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2025Explaining Business Sentiment: Insights from the ifo Business Survey. (2025). Wohlrabe, Klaus ; Sauer, Stefan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12007.

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2025Explaining Business Sentiment: Insights from the ifo Business Survey. (2025). Wohlrabe, Klaus ; Sauer, Stefan. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:21:y:2025:i:2:d:10.1007_s41549-025-00109-y.

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2025A New Approach to Understanding Population Change in Central and Eastern Europe. (2025). Tóth, Csaba ; Tth, Csaba G. In: SocArXiv. RePEc:osf:socarx:3qn82_v1.

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2025MIKTA maritime research gaps: Data-driven machine learning approach for sustainable collaboration. (2025). Lee, Yong-Jae. In: Journal of Transport Geography. RePEc:eee:jotrge:v:128:y:2025:i:c:s0966692325002662.

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2025Forecasting Energy Commodity Prices Amidst Worldwide Energy Transitions Using Artificial Intelligence Models. (2025). Arfaoui, Nadia ; Naeem, Muhammad Abubakr ; Hamouda, Foued. In: The Energy Journal. RePEc:sae:enejou:v:46:y:2025:i:5:p:215-244.

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2025Measuring and Forecasting Stock Market Volatilities with High-Frequency Data. (2025). Vo, Minh. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10674-6.

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2025Market microstructure to enhance sustainable investment decision and asset growth through financial literacy. (2025). Satish, A B ; Nair, Arjun J ; Manohar, Sridhar ; Sharma, Nitika. In: Journal of Innovation and Entrepreneurship. RePEc:spr:joiaen:v:14:y:2025:i:1:d:10.1186_s13731-025-00517-5.

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2025Is machine learning a necessity? A regression-based approach for stock return prediction. (2025). Zhao, Junyi ; Bo, Albert ; Jiang, Shan ; Cheng, Tingting. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000209.

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2025Using explainable deep learning to improve decision quality: Evidence from carbon trading market. (2025). Wang, Jianzhou ; Lv, Mengzheng ; Zheng, Jingwei ; Zhao, Yang. In: Omega. RePEc:eee:jomega:v:133:y:2025:i:c:s0305048325000076.

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2025Forecasting carbon price: A novel multi-factor spatial-temporal GNN framework integrating Graph WaveNet and self-attention mechanism. (2025). Cao, Jin-Hui ; Xie, Chi ; Zhou, Yang ; Wang, Gang-Jin ; Zhu, You. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001410.

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2025Forecasting Inflation Using News Indices. (2025). Volgina, Elizaveta. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:1:p:26-59.

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2025Non-linear Phillips Curve for India: Evidence from Explainable Machine Learning. (2025). Pawar, Amit ; Pratap, Bhanu ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2504.05350.

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2025Inflation Forecasting: LSTM Networks vs. Traditional Models for Accurate Predictions. (2025). Rygh, Tormod ; Vaage, Camilla ; Westgaard, Sjur ; de Lange, Petter Eilif. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:7:p:365-:d:1692241.

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2025Harnessing artificial intelligence for monitoring financial markets. (2025). Gelos, R. Gaston ; Perez-Cruz, Fernando ; Park, Taejin ; Godoy, Douglas Kiarelly ; Aquilina, Matteo. In: BIS Working Papers. RePEc:bis:biswps:1291.

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2025Comparative analysis of regional inflation forecasting models. (2025). Kashin, D ; Bukina, T ; Gabov, M. In: Journal of the New Economic Association. RePEc:nea:journl:y:2025:i:69:p:87-117.

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2025Artificial Intelligence and Inflation Forecasting: A Contemporary Perspective. (2025). Das, Pijush Kanti. In: South Asian Journal of Macroeconomics and Public Finance. RePEc:sae:smppub:v:14:y:2025:i:1:p:133-164.

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2025Pandemic and War Inflation: Lessons from the International Experience. (2025). Martínez García, Enrique ; Lipinska, Anna ; Schwartzman, Felipe ; Garca, Enrique Martnez. In: Working Papers. RePEc:fip:feddwp:101768.

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2025Pandemic and War Inflation: Lessons from the International Experience. (2025). Martínez García, Enrique ; Lipinska, Anna ; Schwartzman, Felipe ; Garca, Enrique Martnez. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-71.

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2025The impact of excess household savings on inflation dynamics in the EU during the COVID-19 era. (2025). Jaworski, Krystian ; Borowski, Jakub. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:75:y:2025:i:c:p:213-227.

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2025Can Storage Momentum and Its Difference of a Nonferrous Metal Predict Price Return?. (2025). Peng, Liang ; Lo, Chia Chun ; Ko, Stanley Latmeng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:7:p:831-843.

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2025Major Issues in High-Frequency Financial Data Analysis: A Survey of Solutions. (2025). Hua, Lei ; Zhang, LU. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:3:p:347-:d:1573432.

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2025Debt Dynamics and Economic Growth. (2025). Idrees, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:125658.

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2025Fiscal Forecast Errors in the Eurozone: The Influence of Independent Fiscal Institutions (IFIs) and Monetary Policy. (2025). Grijalba, Miguel Angoitia ; Romero, Daniel Fernndez ; Mora-Ruano, Rubn ; Lorenti, Nicols A. In: Hacienda Pública Española / Review of Public Economics. RePEc:hpe:journl:y:2025:v:254:i:3:p:119-156.

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2025An Infinite Hidden Markov Model with GARCH for Short-Term Interest Rates. (2025). Li, Chenxing ; Yang, Qiao. In: MPRA Paper. RePEc:pra:mprapa:123200.

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2025An infinite hidden Markov model with GARCH for short-term interest rates. (2025). Li, Chenxing ; Yang, Qiao. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325005574.

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2025Unveiling Bidirectional Forecasting Between Volatility of VIX and Stock Market: Insights From Asymmetric Jumps and Cojumps. (2025). Jiang, Gongyue ; Qiao, Gaoxiu ; Liang, Chao. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:10:p:1717-1739.

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Recent citations received in 2025

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2025Beyond the Mean: Limit Theory and Tests for Infinite-Mean Autoregressive Conditional Durations. (2025). Cavaliere, Giuseppe ; Mikosch, Thomas ; Vilandt, Frederik ; Rahbek, Anders. In: Papers. RePEc:arx:papers:2505.06190.

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2025Are the Bank of Koreas Inflation Forecasts Biased Toward the Target?. (2025). Lee, Seojeong ; Seong, Eunkyu. In: Papers. RePEc:arx:papers:2512.16068.

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2025Inflation Forecast Targeting Revisited. (2025). Müller, Gernot ; Enders, Zeno ; Conrad, Christian ; Mller, Gernot. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12006.

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2025Divisia broad money, financial regulation and the welfare cost of inflation. (2025). Barlow, David. In: Economics Letters. RePEc:eee:ecolet:v:255:y:2025:i:c:s0165176525004124.

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2025Social media advertising and macroeconomic expectations: Evidence from Meta. (2025). Owen, Ann ; Couture, Cody. In: Economics Letters. RePEc:eee:ecolet:v:255:y:2025:i:c:s0165176525004136.

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2025Forecast errors and the sacrifice ratio of monetary policy in the euro area. (2025). Santabárbara, Daniel ; Pérez, Javier ; Prez, Javier J ; Santabrbara, Daniel ; Ghirelli, Corinna. In: Economics Letters. RePEc:eee:ecolet:v:257:y:2025:i:c:s0165176525005154.

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2025Disentangling market drivers and macro uncertainty risks in crude oil futures pricing: A multi-scale quantile regression and causal forest approach. (2025). Zhu, Junhua ; Zhang, Aixin ; Wang, Feng ; Liu, Jia ; Yu, Xiaobing ; Mao, Yaqi. In: Energy. RePEc:eee:energy:v:332:y:2025:i:c:s0360544225029044.

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2025Machine confirming: Validating financial theories with transfer learning. (2025). Li, Yue ; Zhao, Xin ; Wang, Tongyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925005721.

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2025Impact of carbon emissions, green energy, artificial intelligence and high-tech policy uncertainty on China’s financial market. (2025). Wu, Ran ; Ma, Shenglin ; Zeng, Hongjun ; Li, Guangwu ; Zhang, Xilin. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s154461232500858x.

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2025Volatility forecasting under the political uncertainty of the second Trump presidency. (2025). Deev, Oleg ; Mampouya, Joachim Oliver ; Linnertov, Dagmar Vgnerov ; Plhal, Tom. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pf:s1544612325020082.

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2025Does risk aversion predict the future real economy?. (2025). Ryu, Doojin ; Cho, Hoon ; Kim, Jinhwan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001275.

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2025Multiscale information network among fossil energy, renewable energy and ESG investment under the Russo-Ukrainian conflict. (2025). Xue, Wenxin ; Liu, Qigui ; Hau, Liya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:80:y:2025:i:c:s0275531925004106.

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2025Multiscale Stochastic Models for Bitcoin: Fractional Brownian Motion and Duration-Based Approaches. (2025). Rathie, Pushpa N ; da Fonseca, Tiago A ; Saulo, Helton ; Quintino, Felipe ; Pereira, Arthur Rodrigues. In: FinTech. RePEc:gam:jfinte:v:4:y:2025:i:3:p:51-:d:1753532.

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2025SCS-Net: Stratified Compressive Sensing Network for Large-Scale Crowd Flow Prediction. (2025). Tan, Xiaoyong ; Liu, Baoju ; Deng, Min ; Chen, Kaiqi ; Tu, Youjun ; Zhao, Zhiyuan ; Wu, Sheng. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:10:p:1686-:d:1660858.

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2025A Hybrid EGARCH–Informer Model with Consistent Risk Calibration for Volatility and CVaR Forecasting. (2025). Lee, Ming Che. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:19:p:3108-:d:1760321.

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2025Out-of-sample equity premium prediction: A voting approach to forecast combination. (2025). Naz, Salma ; Ali, Hyder. In: Annals of Finance. RePEc:kap:annfin:v:21:y:2025:i:3:d:10.1007_s10436-025-00466-9.

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2025The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Fu, Shengjie ; Luo, Jiawen. In: Working Papers. RePEc:pre:wpaper:202501.

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2025Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Plakandaras, Vasilios ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202518.

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2025Electricity Sales and Forecasting of Stock Market Realized Volatility: A State-Level Analysis of the United States. (2025). Bonato, Matteo ; Cepni, Oguzhan ; Pierdzioch, Christian ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202540.

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2025Forecasting Airtel Stock Prices Through Decomposition and Integration: A Novel VMD‐GARCH‐LSTM Framework. (2025). Mutinda, John Kamwele ; Mwalili, Samuel Musili ; Langat, Amos Kipkorir. In: International Journal of Mathematics and Mathematical Sciences. RePEc:wly:jijmms:v:2025:y:2025:i:1:n:2710277.

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2025Quantile ARDL Estimation of the Relationship between the Confirmed COVID-19 Cases and Deaths in the U.S.. (2025). Cho, Jin Seo ; Jing, Xin. In: Working papers. RePEc:yon:wpaper:2025rwp-247.

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Recent citations received in 2024

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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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2024Trust in central banks. (2024). Ehrmann, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20243006.

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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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2024Is there a dark side to financial inclusion? Understanding the relationship between financial inclusion and market risk. (2024). Righi, Marcelo ; Muller, Fernanda Maria ; Foguesatto, Cristian Rogerio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000652.

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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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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
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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