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IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1990 | 0.01 | 0.11 | 0.23 | 0.03 | 74 | 74 | 547 | 17 | 17 | 186 | 2 | 360 | 10 | 0 | 5 | 0.07 | 0.05 | |
1991 | 0.02 | 0.1 | 0.14 | 0.03 | 62 | 136 | 380 | 19 | 36 | 171 | 3 | 396 | 12 | 0 | 0 | 0.05 | ||
1992 | 0.04 | 0.11 | 0.11 | 0.04 | 90 | 226 | 1286 | 23 | 60 | 136 | 5 | 382 | 15 | 0 | 0 | 0.06 | ||
1993 | 0.05 | 0.13 | 0.09 | 0.03 | 79 | 305 | 839 | 27 | 88 | 152 | 7 | 412 | 13 | 0 | 0 | 0.06 | ||
1994 | 0.02 | 0.14 | 0.07 | 0.05 | 70 | 375 | 520 | 27 | 116 | 169 | 4 | 402 | 20 | 0 | 2 | 0.03 | 0.07 | |
1995 | 0.08 | 0.22 | 0.31 | 0.1 | 61 | 436 | 573 | 136 | 253 | 149 | 12 | 375 | 39 | 80 | 58.8 | 9 | 0.15 | 0.09 |
1996 | 0.15 | 0.25 | 0.4 | 0.16 | 65 | 501 | 448 | 195 | 451 | 131 | 20 | 362 | 57 | 96 | 49.2 | 2 | 0.03 | 0.12 |
1997 | 0.1 | 0.24 | 0.28 | 0.15 | 67 | 568 | 1772 | 160 | 612 | 126 | 13 | 365 | 55 | 56 | 35 | 11 | 0.16 | 0.11 |
1998 | 0.1 | 0.28 | 0.38 | 0.16 | 35 | 603 | 967 | 229 | 844 | 132 | 13 | 342 | 55 | 66 | 28.8 | 1 | 0.03 | 0.13 |
1999 | 0.3 | 0.31 | 0.54 | 0.23 | 39 | 642 | 794 | 347 | 1192 | 102 | 31 | 298 | 68 | 63 | 18.2 | 6 | 0.15 | 0.15 |
2000 | 0.41 | 0.36 | 0.4 | 0.27 | 59 | 701 | 1537 | 280 | 1474 | 74 | 30 | 267 | 73 | 83 | 29.6 | 6 | 0.1 | 0.16 |
2001 | 0.32 | 0.39 | 0.39 | 0.32 | 45 | 746 | 699 | 286 | 1764 | 98 | 31 | 265 | 84 | 72 | 25.2 | 16 | 0.36 | 0.17 |
2002 | 0.34 | 0.41 | 0.41 | 0.41 | 57 | 803 | 767 | 331 | 2097 | 104 | 35 | 245 | 100 | 88 | 26.6 | 34 | 0.6 | 0.21 |
2003 | 0.52 | 0.44 | 0.63 | 0.52 | 78 | 881 | 1021 | 538 | 2656 | 102 | 53 | 235 | 123 | 159 | 29.6 | 15 | 0.19 | 0.22 |
2004 | 0.46 | 0.49 | 0.59 | 0.5 | 69 | 950 | 1779 | 556 | 3220 | 135 | 62 | 278 | 138 | 96 | 17.3 | 28 | 0.41 | 0.22 |
2005 | 0.53 | 0.51 | 0.89 | 0.54 | 67 | 1017 | 1739 | 900 | 4121 | 147 | 78 | 308 | 166 | 112 | 12.4 | 28 | 0.42 | 0.24 |
2006 | 0.71 | 0.51 | 1.02 | 0.57 | 63 | 1080 | 2270 | 1092 | 5221 | 136 | 96 | 316 | 180 | 503 | 46.1 | 24 | 0.38 | 0.23 |
2007 | 0.88 | 0.46 | 0.78 | 0.6 | 63 | 1143 | 1178 | 893 | 6115 | 130 | 114 | 334 | 200 | 146 | 16.3 | 39 | 0.62 | 0.2 |
2008 | 1.15 | 0.49 | 0.85 | 0.86 | 64 | 1207 | 1712 | 1019 | 7140 | 126 | 145 | 340 | 292 | 146 | 14.3 | 43 | 0.67 | 0.23 |
2009 | 0.88 | 0.48 | 0.82 | 0.9 | 72 | 1279 | 1410 | 1042 | 8191 | 127 | 112 | 326 | 294 | 110 | 10.6 | 43 | 0.6 | 0.24 |
2010 | 1.01 | 0.48 | 0.84 | 0.93 | 75 | 1354 | 1123 | 1127 | 9329 | 136 | 138 | 329 | 305 | 141 | 12.5 | 13 | 0.17 | 0.21 |
2011 | 1.08 | 0.52 | 1.16 | 1.06 | 148 | 1502 | 1820 | 1722 | 11064 | 147 | 159 | 337 | 358 | 459 | 26.7 | 138 | 0.93 | 0.24 |
2012 | 0.68 | 0.52 | 0.96 | 0.82 | 64 | 1566 | 3230 | 1500 | 12574 | 223 | 151 | 422 | 347 | 96 | 6.4 | 39 | 0.61 | 0.22 |
2013 | 0.92 | 0.56 | 1.1 | 1 | 56 | 1622 | 1109 | 1768 | 14354 | 212 | 196 | 423 | 421 | 194 | 11 | 41 | 0.73 | 0.24 |
2014 | 1.73 | 0.55 | 1.32 | 1.24 | 77 | 1699 | 2501 | 2248 | 16604 | 120 | 208 | 415 | 516 | 195 | 8.7 | 116 | 1.51 | 0.23 |
2015 | 1.93 | 0.55 | 1.33 | 1.23 | 81 | 1780 | 1248 | 2364 | 18972 | 133 | 257 | 420 | 515 | 244 | 10.3 | 80 | 0.99 | 0.23 |
2016 | 1.96 | 0.52 | 1.43 | 1.41 | 102 | 1882 | 1964 | 2683 | 21664 | 158 | 310 | 426 | 602 | 327 | 12.2 | 135 | 1.32 | 0.21 |
2017 | 1.51 | 0.54 | 1.36 | 1.7 | 76 | 1958 | 1185 | 2657 | 24330 | 183 | 276 | 380 | 645 | 281 | 10.6 | 51 | 0.67 | 0.22 |
2018 | 1.73 | 0.55 | 1.44 | 1.66 | 52 | 2010 | 870 | 2869 | 27220 | 178 | 308 | 392 | 652 | 156 | 5.4 | 38 | 0.73 | 0.23 |
2019 | 1.9 | 0.56 | 1.71 | 1.87 | 128 | 2138 | 1316 | 3652 | 30880 | 128 | 243 | 388 | 725 | 494 | 13.5 | 88 | 0.69 | 0.23 |
2020 | 1.99 | 0.67 | 1.84 | 1.85 | 98 | 2236 | 1199 | 4098 | 34986 | 180 | 359 | 439 | 811 | 500 | 12.2 | 138 | 1.41 | 0.32 |
2021 | 1.89 | 0.79 | 1.76 | 1.87 | 101 | 2337 | 668 | 4119 | 39107 | 226 | 428 | 456 | 853 | 357 | 8.7 | 107 | 1.06 | 0.29 |
2022 | 2.15 | 0.83 | 1.71 | 1.75 | 97 | 2434 | 368 | 4149 | 43258 | 199 | 428 | 455 | 795 | 656 | 15.8 | 109 | 1.12 | 0.25 |
2023 | 1.59 | 0.82 | 1.48 | 1.64 | 107 | 2541 | 202 | 3757 | 47015 | 198 | 314 | 476 | 783 | 497 | 13.2 | 75 | 0.7 | 0.23 |
2024 | 1.06 | 1.04 | 1.14 | 96 | 2637 | 30 | 2745 | 49761 | 204 | 217 | 531 | 605 | 234 | 8.5 | 31 | 0.32 |
IF: | Two years Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for all series in RePEc in year y |
CIF: | Cumulative impact factor |
IF5: | Five years Impact Factor: C5Y / D5Y |
DOC: | Number of documents published in year y |
CDO: | Cumulative number of documents published until year y |
CIT: | Number of citations to papers published in year y |
NCI: | Number of citations in year y |
CCU: | Cumulative number of citations to papers published until year y |
D2Y: | Number of articles published in y-1 plus y-2 |
C2Y: | Cites in y to articles published in y-1 plus y-2 |
D5Y: | Number of articles published in y-1 until y-5 |
C5Y: | Cites in y to articles published in y-1 until y-5 |
SC: | selft citations in y to articles published in y-1 plus y-2 |
%SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
CiY: | Cites in year y to documents published in year y |
II: | Immediacy Index: CiY / Documents. |
AII: | Average Immediacy Index for series in RePEc in year y |
# | Year | Title | Cited |
---|---|---|---|
1 | 2012 | Better to give than to receive: Predictive directional measurement of volatility spillovers. (2012). Yilmaz, Kamil ; Diebold, Francis. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:1:p:57-66. Full description at Econpapers || Download paper | 2375 |
2 | 1997 | Testing the equality of prediction mean squared errors. (1997). Leybourne, Stephen ; Harvey, David ; Newbold, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:2:p:281-291. Full description at Econpapers || Download paper | 1184 |
3 | 1986 | Forecasting with Bayesian vector autoregressions -- Five years of experience : Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38. (1986). Litterman, Robert. In: International Journal of Forecasting. RePEc:eee:intfor:v:2:y:1986:i:4:p:497-498c. Full description at Econpapers || Download paper | 822 |
4 | 2006 | Another look at measures of forecast accuracy. (2006). Hyndman, Rob ; Koehler, Anne B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:4:p:679-688. Full description at Econpapers || Download paper | 692 |
5 | 1989 | Combining forecasts: A review and annotated bibliography. (1989). Clemen, Robert T.. In: International Journal of Forecasting. RePEc:eee:intfor:v:5:y:1989:i:4:p:559-583. Full description at Econpapers || Download paper | 686 |
6 | 2014 | Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, RafaÃ
â. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081. Full description at Econpapers || Download paper | 525 |
7 | 1992 | Modeling and forecasting US sex differentials in mortality. (1992). Lee, Ronald ; Carter, Lawrence R.. In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:3:p:393-411. Full description at Econpapers || Download paper | 486 |
8 | 1998 | Forecasting with artificial neural networks:: The state of the art. (1998). Patuwo, Eddy B. ; Hu, Michael Y. ; Zhang, Guoqiang. In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:1:p:35-62. Full description at Econpapers || Download paper | 450 |
9 | 2000 | The M3-Competition: results, conclusions and implications. (2000). Hibon, Michele ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476. Full description at Econpapers || Download paper | 408 |
10 | 2010 | Comparing and evaluating Bayesian predictive distributions of asset returns. (2010). Geweke, John ; amisano, gianni. In: International Journal of Forecasting. RePEc:eee:intfor:v:26:y::i:2:p:216-230. Full description at Econpapers || Download paper | 304 |
11 | 2002 | A state space framework for automatic forecasting using exponential smoothing methods. (2002). Snyder, Ralph ; Hyndman, Rob ; Koehler, Anne B. ; Grose, Simone. In: International Journal of Forecasting. RePEc:eee:intfor:v:18:y:2002:i:3:p:439-454. Full description at Econpapers || Download paper | 280 |
12 | 1992 | Error measures for generalizing about forecasting methods: Empirical comparisons. (1992). Armstrong, J. ; Collopy, Fred . In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:1:p:69-80. Full description at Econpapers || Download paper | 263 |
13 | 1999 | The Delphi technique as a forecasting tool: issues and analysis. (1999). Rowe, Gene ; Wright, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:15:y:1999:i:4:p:353-375. Full description at Econpapers || Download paper | 249 |
14 | 2007 | Combining density forecasts. (2007). Mitchell, James ; Hall, Stephen. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:1:p:1-13. Full description at Econpapers || Download paper | 226 |
15 | 2014 | Evaluating early warning indicators of banking crises: Satisfying policy requirements. (2014). Juselius, John ; Drehmann, Mathias. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:759-780. Full description at Econpapers || Download paper | 220 |
16 | 2004 | Bridge models to forecast the euro area GDP. (2004). Golinelli, Roberto ; Baffigi, Alberto ; Parigi, Giuseppe . In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:3:p:447-460. Full description at Econpapers || Download paper | 215 |
17 | 2006 | Modelling and forecasting the diffusion of innovation - A 25-year review. (2006). Islam, Towhidul ; Meade, Nigel. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:519-545. Full description at Econpapers || Download paper | 212 |
18 | 1995 | Forecasting tourism demand: A review of empirical research. (1995). Witt, Christine A.. In: International Journal of Forecasting. RePEc:eee:intfor:v:11:y:1995:i:3:p:447-475. Full description at Econpapers || Download paper | 205 |
19 | 2016 | Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond. (2016). Hyndman, Rob ; Hong, Tao ; Pinson, Pierre ; Troccoli, Alberto ; Zareipour, Hamidreza ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:896-913. Full description at Econpapers || Download paper | 204 |
20 | 2011 | MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:2:p:529-542. Full description at Econpapers || Download paper | 199 |
21 | 2016 | Probabilistic electric load forecasting: A tutorial review. (2016). Hong, Tao ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:914-938. Full description at Econpapers || Download paper | 194 |
22 | 2005 | Macro variables and international stock return predictability. (2005). Wohar, Mark ; Rapach, David E. ; Rangvid, Jesper . In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:1:p:137-166. Full description at Econpapers || Download paper | 191 |
23 | 2011 | MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:529-542. Full description at Econpapers || Download paper | 186 |
24 | 2006 | 25 years of time series forecasting. (2006). Hyndman, Rob ; Gooijer, Jan G.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:443-473. Full description at Econpapers || Download paper | 186 |
25 | 2000 | Out-of-sample tests of forecasting accuracy: an analysis and review. (2000). Tashman, Leonard J.. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:437-450. Full description at Econpapers || Download paper | 180 |
26 | 2008 | Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data. (2008). Schumacher, Christian ; Breitung, J̮̦rg. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:3:p:386-398. Full description at Econpapers || Download paper | 178 |
27 | 2011 | Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search. (2011). Wintoki, Babajide M. ; Zhang, Zelin ; Joseph, Kissan. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:4:p:1116-1127. Full description at Econpapers || Download paper | 174 |
28 | 2006 | Judgmental forecasting: A review of progress over the last 25 years. (2006). Onkal, Dilek ; Goodwin, Paul ; Lawrence, Michael ; O'Connor, Marcus. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:493-518. Full description at Econpapers || Download paper | 174 |
29 | 2008 | The financial analyst forecasting literature: A taxonomy with suggestions for further research. (2008). Shane, Philip ; Ramnath, Sundaresh ; ROCK, STEVE. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:1:p:34-75. Full description at Econpapers || Download paper | 174 |
30 | 2005 | Forecasting electricity prices for a day-ahead pool-based electric energy market. (2005). CONEJO, Antonio J. ; Espinola, Rosa ; Plazas, Miguel A. ; Contreras, Javier. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:3:p:435-462. Full description at Econpapers || Download paper | 169 |
31 | 2008 | Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models. (2008). Weron, RafaÃ
â ; Misiorek, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:744-763. Full description at Econpapers || Download paper | 167 |
32 | 2013 | Combining expert forecasts: Can anything beat the simple average?. (2013). Meyler, Aidan ; Kenny, Geoff ; Genre, Veronique ; Timmermann, Allan. In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:1:p:108-121. Full description at Econpapers || Download paper | 166 |
33 | 2009 | Forecasting exchange rates with a large Bayesian VAR. (2009). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, G.. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:2:p:400-417. Full description at Econpapers || Download paper | 153 |
34 | 2009 | Effective forecasting and judgmental adjustments: an empirical evaluation and strategies for improvement in supply-chain planning. (2009). Nikolopoulos, Konstantinos ; Lawrence, Michael ; Fildes, Robert ; Goodwin, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:1:p:3-23. Full description at Econpapers || Download paper | 152 |
35 | 2004 | Efficient market hypothesis and forecasting. (2004). Timmermann, Allan ; Granger, Clive. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:15-27. Full description at Econpapers || Download paper | 149 |
36 | 2017 | The predictive power of Google searches in forecasting US unemployment. (2017). D'Amuri, Francesco ; Damuri, Francesco ; Marcucci, Juri . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:801-816. Full description at Econpapers || Download paper | 142 |
37 | 2008 | Forecasting electricity prices: The impact of fundamentals and time-varying coefficients. (2008). Bunn, Derek W. ; Karakatsani, Nektaria V.. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:764-785. Full description at Econpapers || Download paper | 142 |
38 | 2005 | The accuracy of intermittent demand estimates. (2005). Syntetos, Aris A. ; Boylan, John E.. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:2:p:303-314. Full description at Econpapers || Download paper | 136 |
39 | 2004 | Authors retrospective on Forecasting seasonals and trends by exponentially weighted moving averages. (2004). Holt, Charles C.. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:11-13. Full description at Econpapers || Download paper | 135 |
40 | 1993 | Comments on Earnings forecasting research: its implications for capital markets research by L. Brown. (1993). Brown, Philip. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:331-335. Full description at Econpapers || Download paper | 133 |
41 | 1993 | Betting on trends: Intuitive forecasts of financial risk and return. (1993). De Bondt, Werner P. M., . In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:355-371. Full description at Econpapers || Download paper | 133 |
42 | 1993 | Earnings forecasting research: its implications for capital markets research. (1993). Brown, Lawrence D.. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:295-320. Full description at Econpapers || Download paper | 133 |
43 | 2020 | The M4 Competition: 100,000 time series and 61 forecasting methods. (2020). Assimakopoulos, Vassilios ; Spiliotis, Evangelos ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:54-74. Full description at Econpapers || Download paper | 132 |
44 | 2004 | Forecasting seasonals and trends by exponentially weighted moving averages. (2004). Holt, Charles C.. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:5-10. Full description at Econpapers || Download paper | 132 |
45 | 2001 | How accurate are private sector forecasts? Cross-country evidence from consensus forecasts of output growth. (2001). Loungani, Prakash. In: International Journal of Forecasting. RePEc:eee:intfor:v:17:y:2001:i:3:p:419-432. Full description at Econpapers || Download paper | 131 |
46 | 2000 | A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers. (2000). Thomas, Lyn C.. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:2:p:149-172. Full description at Econpapers || Download paper | 126 |
47 | 2009 | Forecasting economic and financial variables with global VARs. (2009). Smith, L. Vanessa ; Schuermann, Til ; Pesaran, M. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:4:p:642-675. Full description at Econpapers || Download paper | 124 |
48 | 2015 | Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections. (2015). Lenza, Michele ; Giannone, Domenico ; Banbura, Marta ; Babura, Marta. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:739-756. Full description at Econpapers || Download paper | 122 |
49 | 1993 | Accuracy measures: theoretical and practical concerns. (1993). Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:4:p:527-529. Full description at Econpapers || Download paper | 120 |
50 | 1993 | Reply to commentaries on Earnings forecasting research: its implications for capital markets research. (1993). Brown, Lawrence D.. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:343-344. Full description at Econpapers || Download paper | 119 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2012 | Better to give than to receive: Predictive directional measurement of volatility spillovers. (2012). Yilmaz, Kamil ; Diebold, Francis. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:1:p:57-66. Full description at Econpapers || Download paper | 823 |
2 | 2006 | Another look at measures of forecast accuracy. (2006). Hyndman, Rob ; Koehler, Anne B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:4:p:679-688. Full description at Econpapers || Download paper | 112 |
3 | 1997 | Testing the equality of prediction mean squared errors. (1997). Leybourne, Stephen ; Harvey, David ; Newbold, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:2:p:281-291. Full description at Econpapers || Download paper | 111 |
4 | 2020 | DeepAR: Probabilistic forecasting with autoregressive recurrent networks. (2020). Januschowski, Tim ; Gasthaus, Jan ; Flunkert, Valentin ; Salinas, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1181-1191. Full description at Econpapers || Download paper | 69 |
5 | 1998 | Forecasting with artificial neural networks:: The state of the art. (1998). Patuwo, Eddy B. ; Hu, Michael Y. ; Zhang, Guoqiang. In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:1:p:35-62. Full description at Econpapers || Download paper | 63 |
6 | 2014 | Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, RafaÃ
â. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081. Full description at Econpapers || Download paper | 53 |
7 | 2021 | Temporal Fusion Transformers for interpretable multi-horizon time series forecasting. (2021). Pfister, Tomas ; Loeff, Nicolas ; Arik, Sercan O ; Lim, Bryan. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1748-1764. Full description at Econpapers || Download paper | 47 |
8 | 2020 | The M4 Competition: 100,000 time series and 61 forecasting methods. (2020). Assimakopoulos, Vassilios ; Spiliotis, Evangelos ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:54-74. Full description at Econpapers || Download paper | 47 |
9 | 2002 | A state space framework for automatic forecasting using exponential smoothing methods. (2002). Snyder, Ralph ; Hyndman, Rob ; Koehler, Anne B. ; Grose, Simone. In: International Journal of Forecasting. RePEc:eee:intfor:v:18:y:2002:i:3:p:439-454. Full description at Econpapers || Download paper | 35 |
10 | 2020 | The impact of sentiment and attention measures on stock market volatility. (2020). Audrino, Francesco ; Ballinari, Daniele ; Sigrist, Fabio. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:334-357. Full description at Econpapers || Download paper | 35 |
11 | 2019 | Text-based crude oil price forecasting: A deep learning approach. (2019). Wang, Shouyang ; Shang, Wei ; Li, Xuerong. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1548-1560. Full description at Econpapers || Download paper | 34 |
12 | 2014 | Correlation dynamics and international diversification benefits. (2014). Christoffersen, Peter ; Jacobs, Kris ; Jin, Xisong ; Errunza, Vihang. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:807-824. Full description at Econpapers || Download paper | 34 |
13 | 1989 | Combining forecasts: A review and annotated bibliography. (1989). Clemen, Robert T.. In: International Journal of Forecasting. RePEc:eee:intfor:v:5:y:1989:i:4:p:559-583. Full description at Econpapers || Download paper | 33 |
14 | 2010 | Comparing and evaluating Bayesian predictive distributions of asset returns. (2010). Geweke, John ; amisano, gianni. In: International Journal of Forecasting. RePEc:eee:intfor:v:26:y::i:2:p:216-230. Full description at Econpapers || Download paper | 30 |
15 | 2020 | Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks. (2020). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:933-948. Full description at Econpapers || Download paper | 30 |
16 | 1999 | The Delphi technique as a forecasting tool: issues and analysis. (1999). Rowe, Gene ; Wright, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:15:y:1999:i:4:p:353-375. Full description at Econpapers || Download paper | 30 |
17 | 2011 | Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search. (2011). Wintoki, Babajide M. ; Zhang, Zelin ; Joseph, Kissan. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:4:p:1116-1127. Full description at Econpapers || Download paper | 29 |
18 | 2016 | Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond. (2016). Hyndman, Rob ; Hong, Tao ; Pinson, Pierre ; Troccoli, Alberto ; Zareipour, Hamidreza ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:896-913. Full description at Econpapers || Download paper | 28 |
19 | 2019 | Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives. (2019). Shin, Minchul ; Diebold, Francis X. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1679-1691. Full description at Econpapers || Download paper | 26 |
20 | 2016 | The forecast combination puzzle: A simple theoretical explanation. (2016). Vasnev, Andrey ; Magnus, Jan R ; Claeskens, Gerda ; Wang, Wendun. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:754-762. Full description at Econpapers || Download paper | 26 |
21 | 2000 | The M3-Competition: results, conclusions and implications. (2000). Hibon, Michele ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476. Full description at Econpapers || Download paper | 26 |
22 | 2000 | Out-of-sample tests of forecasting accuracy: an analysis and review. (2000). Tashman, Leonard J.. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:437-450. Full description at Econpapers || Download paper | 26 |
23 | 2004 | Authors retrospective on Forecasting seasonals and trends by exponentially weighted moving averages. (2004). Holt, Charles C.. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:11-13. Full description at Econpapers || Download paper | 26 |
24 | 2016 | A new metric of absolute percentage error for intermittent demand forecasts. (2016). Kim, Sung Il . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:669-679. Full description at Econpapers || Download paper | 25 |
25 | 2020 | A hybrid method of exponential smoothing and recurrent neural networks for time series forecasting. (2020). Smyl, Slawek. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:75-85. Full description at Econpapers || Download paper | 25 |
26 | 2017 | The predictive power of Google searches in forecasting US unemployment. (2017). D'Amuri, Francesco ; Damuri, Francesco ; Marcucci, Juri . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:801-816. Full description at Econpapers || Download paper | 24 |
27 | 2021 | Recurrent Neural Networks for Time Series Forecasting: Current status and future directions. (2021). Bandara, Kasun ; Bergmeir, Christoph ; Hewamalage, Hansika. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:388-427. Full description at Econpapers || Download paper | 24 |
28 | 2013 | Combining expert forecasts: Can anything beat the simple average?. (2013). Meyler, Aidan ; Kenny, Geoff ; Genre, Veronique ; Timmermann, Allan. In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:1:p:108-121. Full description at Econpapers || Download paper | 24 |
29 | 2020 | Forecasting global equity market volatilities. (2020). Liao, Yin ; Ma, Feng ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1454-1475. Full description at Econpapers || Download paper | 24 |
30 | 2010 | Using ELO ratings for match result prediction in association football. (2010). Arntzen, Halvard ; Hvattum, Lars Magnus. In: International Journal of Forecasting. RePEc:eee:intfor:v:26:y::i:3:p:460-470. Full description at Econpapers || Download paper | 23 |
31 | 2020 | Forecasting stock price volatility: New evidence from the GARCH-MIDAS model. (2020). Yang, Lin ; Liu, Jing ; Ma, Feng ; Wang, LU. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:684-694. Full description at Econpapers || Download paper | 23 |
32 | 2022 | High-frequency monitoring of growth at risk. (2022). Sahuc, Jean-Guillaume ; Mogliani, Matteo ; Ferrara, Laurent. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:582-595. Full description at Econpapers || Download paper | 23 |
33 | 2007 | Combining density forecasts. (2007). Mitchell, James ; Hall, Stephen. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:1:p:1-13. Full description at Econpapers || Download paper | 23 |
34 | 2021 | Forecast reconciliation: A geometric view with new insights on bias correction. (2021). Hyndman, Rob ; Athanasopoulos, George ; Gamakumara, Puwasala ; Panagiotelis, Anastasios. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:343-359. Full description at Econpapers || Download paper | 22 |
35 | 2017 | Quantile regression forecasts of inflation under model uncertainty. (2017). Korobilis, Dimitris. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:11-20. Full description at Econpapers || Download paper | 22 |
36 | 2009 | Hierarchical forecasts for Australian domestic tourism. (2009). Hyndman, Rob ; Athanasopoulos, George ; Ahmed, Roman A.. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:1:p:146-166. Full description at Econpapers || Download paper | 22 |
37 | 2014 | A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates. (2014). Marcellino, Massimiliano ; Foroni, Claudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:554-568. Full description at Econpapers || Download paper | 22 |
38 | 2014 | Global Energy Forecasting Competition 2012. (2014). Hong, Tao ; Pinson, Pierre ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:2:p:357-363. Full description at Econpapers || Download paper | 22 |
39 | 2014 | Evaluating early warning indicators of banking crises: Satisfying policy requirements. (2014). Juselius, John ; Drehmann, Mathias. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:759-780. Full description at Econpapers || Download paper | 21 |
40 | 2006 | 25 years of time series forecasting. (2006). Hyndman, Rob ; Gooijer, Jan G.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:443-473. Full description at Econpapers || Download paper | 20 |
41 | 2008 | Elusive return predictability. (2008). Timmermann, Allan. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:1:p:1-18. Full description at Econpapers || Download paper | 20 |
42 | 2021 | Machine learning model for Bitcoin exchange rate prediction using economic and technology determinants. (2021). Gao, Ying ; Jia, Lifen ; Xu, Huilin ; Chen, Wei. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:28-43. Full description at Econpapers || Download paper | 20 |
43 | 2006 | Modelling and forecasting the diffusion of innovation - A 25-year review. (2006). Islam, Towhidul ; Meade, Nigel. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:519-545. Full description at Econpapers || Download paper | 20 |
44 | 2016 | Frontiers in VaR forecasting and backtesting. (2016). Ruiz, Esther ; Nieto, Maria Rosa . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:475-501. Full description at Econpapers || Download paper | 19 |
45 | 2004 | Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood. (2004). Lee, Tae Hwy ; Gonzalez-Rivera, Gloria ; Mishra, Santosh . In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:4:p:629-645. Full description at Econpapers || Download paper | 19 |
46 | 2020 | FFORMA: Feature-based forecast model averaging. (2020). Talagala, Thiyanga S ; Hyndman, Rob J ; Athanasopoulos, George ; Montero-Manso, Pablo. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:86-92. Full description at Econpapers || Download paper | 19 |
47 | 2021 | Measuring the Connectedness of the Global Economy. (2021). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:899-919. Full description at Econpapers || Download paper | 18 |
48 | 2015 | Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections. (2015). Lenza, Michele ; Giannone, Domenico ; Banbura, Marta ; Babura, Marta. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:739-756. Full description at Econpapers || Download paper | 18 |
49 | 2018 | Crude oil price forecasting based on internet concern using an extreme learning machine. (2018). Wang, Jue ; Hyndman, Rob J ; Athanasopoulos, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:665-677. Full description at Econpapers || Download paper | 18 |
50 | 2015 | Optimal combination of survey forecasts. (2015). Giannone, Domenico ; Conflitti, Cristina ; de Mol, Christine . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:4:p:1096-1103. Full description at Econpapers || Download paper | 17 |
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2024 | Flexible global forecast combinations. (2024). Vasnev, Andrey ; Qian, Yilin ; Thompson, Ryan. In: Omega. RePEc:eee:jomega:v:126:y:2024:i:c:s0305048324000409. Full description at Econpapers || Download paper | |
2024 | Forecast reconciliation: A review. (2024). Panagiotelis, Anastasios ; Kourentzes, Nikolaos ; Hyndman, Rob J ; Athanasopoulos, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:430-456. Full description at Econpapers || Download paper | |
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2024 | Forecasting to support EMS tactical planning: what is important and what is not. (2024). Rezaei, Mostafa ; Ingolfsson, Armann. In: Health Care Management Science. RePEc:kap:hcarem:v:27:y:2024:i:4:d:10.1007_s10729-024-09690-7. Full description at Econpapers || Download paper | |
2024 | Research on vehicle speed prediction model based on traffic flow information fusion. (2024). Zhao, Yinghua ; Wang, Zhuo ; Fang, Liang ; Yang, Rui ; Hu, Zhiyuan. In: Energy. RePEc:eee:energy:v:292:y:2024:i:c:s0360544224001877. Full description at Econpapers || Download paper | |
2024 | Probabilistic hierarchical forecasting with deep Poisson mixtures. (2024). Dicker, Lee ; Cao, Mengfei ; Reddy, Rohan ; Ma, Ruijun ; Meetei, Nganba O ; Olivares, Kin G. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:470-489. Full description at Econpapers || Download paper | |
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2024 | Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy. (2024). Lucey, Brian ; Qi, Jiajun ; Feng, Lingbing. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001716. Full description at Econpapers || Download paper | |
2024 | Combining probabilistic forecasts of intermittent demand. (2024). Petropoulos, Fotios ; Kang, Yanfei ; Wang, Shengjie. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048. Full description at Econpapers || Download paper | |
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2024 | Synthetic surveys of monetary policymakers: perceptions, narratives and transparency. (2024). Daniel, Heymann. In: Asociación Argentina de EconomÃa PolÃtica: Working Papers. RePEc:aep:anales:4707. Full description at Econpapers || Download paper | |
2024 | Multi-sensor multi-mode fault diagnosis for lithium-ion battery packs with time series and discriminative features. (2024). Lyu, Chao ; Yang, Dazhi ; Shen, Dongxu ; Wang, Lixin ; Du, Limei ; Sun, Qingmin ; Hinds, Gareth ; Ma, Jingyan. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223035454. Full description at Econpapers || Download paper | |
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2024 | Kernel Three Pass Regression Filter. (2024). Padha, Daanish ; Jat, Rajveer. In: Papers. RePEc:arx:papers:2405.07292. Full description at Econpapers || Download paper | |
2024 | Global combinations of expert forecasts. (2022). Vasnev, Andrey L ; Thompson, Ryan ; Qian, Yilin. In: Papers. RePEc:arx:papers:2207.07318. Full description at Econpapers || Download paper | |
2024 | Dynamic Stochastic Inventory Management in E-Grocery Retailing: The Value of Probabilistic Information. (2022). Jahnke, Hermann ; Langrock, Roland ; Romer, Michael ; Ulrich, Matthias ; Winkelmann, David. In: Papers. RePEc:arx:papers:2205.06572. Full description at Econpapers || Download paper | |
2024 | On the update frequency of univariate forecasting models. (2024). Petropoulos, Fotios ; Spiliotis, Evangelos. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:111-121. Full description at Econpapers || Download paper | |
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2024 | When the league table lies: Does outcome bias lead to informationally inefficient markets?. (2024). Merz, Oliver ; Flepp, Raphael ; Franck, Egon. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:414-429. Full description at Econpapers || Download paper | |
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2024 | Integrated Approaches in Resilient Hierarchical Load Forecasting via TCN and Optimal Valley Filling Based Demand Response Application. (2024). Kuukdemiral, Brahim ; Erdin, Ozan ; Eren, Yavuz ; Erkmen, Burcu ; Turkolu, Selim A. In: Applied Energy. RePEc:eee:appene:v:360:y:2024:i:c:s0306261924001053. Full description at Econpapers || Download paper | |
2024 | Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2024). Ziel, Florian ; Ghelasi, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:581-596. Full description at Econpapers || Download paper | |
2024 | Hierarchical transfer learning with applications to electricity load forecasting. (2024). Goude, Yannig ; Gaucher, Solenne ; Antoniadis, Anestis. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:641-660. Full description at Econpapers || Download paper | |
2024 | Fortify the investment performance of crude oil market by integrating sentiment analysis and an interval-based trading strategy. (2024). Li, Mingchen ; Cheng, Zishu ; Yang, Kun ; Wei, Yunjie ; Wang, Shouyang. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pa:s0306261923014666. Full description at Econpapers || Download paper | |
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2024 | Bayesian forecasting in economics and finance: A modern review. (2024). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839. Full description at Econpapers || Download paper | |
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2024 | Volatility dynamics of agricultural futures markets under uncertainties. (2024). Uddin, Gazi ; Zhu, Xuening ; Sheng, Lin Wen ; Park, Donghyun ; Dutta, Anupam. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004626. Full description at Econpapers || Download paper | |
2024 | The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets: A regime weighted measure and its forecast inference. (2024). Sen, Ding ; Uddin, Gazi Salah ; Sheng, Lin Wen ; Hao, Zhu Shi. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004805. Full description at Econpapers || Download paper | |
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2024 | The role of sudden variance shifts in predicting volatility in bioenergy crop markets under structural breaks. (2024). Qizi, Madina Mansur ; Khajimuratov, Nizomjon Shukurullaevich ; Usmonov, Bunyod ; Burkhanov, Aktam Usmanovich ; Hasanov, Akram Shavkatovich. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224003062. Full description at Econpapers || Download paper | |
2024 | Forecasting of clean energy market volatility: The role of oil and the technology sector. (2024). Todorova, Neda ; Lyocsa, Tefan. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001592. Full description at Econpapers || Download paper | |
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2024 | Financial 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. Full description at Econpapers || Download paper | |
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2024 | A spatio-temporal model for binary data and its application in analyzing the direction of COVID-19 spread. (2024). Deb, Soudeep ; Chattopadhyay, Anagh. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:108:y:2024:i:4:d:10.1007_s10182-024-00507-0. Full description at Econpapers || Download paper | |
2024 | An Adaptive Research Approach to COVID-19 Forecasting for Regional Health Systems in England. (2024). Scholtes, Stefan ; Pari, Anees ; Pape, Tom ; Kattuman, Paul ; Jiang, Houyuan ; Gonalves, Paulo ; Fryers, Peter ; Feylessoufi, Antoine ; Erhun, Feryal ; Betcheva, Lidia ; Tyrrell, Carina. In: Interfaces. RePEc:inm:orinte:v:54:y:2024:i:6:p:500-516. Full description at Econpapers || Download paper | |
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2024 | 2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns: Out-of-sample comparison of conditional EVT models. (2024). Mucha-Kruczyski, Marcin ; Greenwood, David ; Tomlinson, Matthew F. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:324-347. Full description at Econpapers || Download paper | |
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2024 | A Hawkes model with CARMA(p,q) intensity. (2024). Rroji, Edit ; Perchiazzo, Andrea ; Mercuri, Lorenzo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:1-26. Full description at Econpapers || Download paper | |
2024 | Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Song, Haiyan ; Liu, Han ; Wen, Long. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622. Full description at Econpapers || Download paper | |
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2024 | Exchange Rate and Stock Prices Volatility Connectedness and Spillover during Pandemic Induced-Crises: Evidence from BRICS Countries. (2024). Ur, Ramiz ; Bashir, Usman ; Hussain, Muntazir. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09411-0. Full description at Econpapers || Download paper | |
2024 | COVID-19 Pandemic and Household Entrepreneurship in Nigeria: Do Crises Create Necessity-driven and/or Innovative Entrepreneurship?. (2024). Abdu, Musa ; Jibir, Adamu ; Wahab, Bashir Adelowo. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:16:y:2024:i:2:p:270-286. Full description at Econpapers || Download paper | |
2024 | The impact of COVID-19 on corporate digital innovation in China: A study based on the DDD model. (2024). Zhuang, Ziyin ; Li, Zhen ; Zheng, Panpan. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011261. Full description at Econpapers || Download paper | |
2024 | Understanding consumer behavior during and after a Pandemic: Implications for customer lifetime value prediction models. (2024). Thomasen, Sophie ; Thomsen, Charlotte Hjerrild ; Tudoran, Ana Alina. In: Journal of Business Research. RePEc:eee:jbrese:v:174:y:2024:i:c:s0148296324000316. Full description at Econpapers || Download paper | |
2024 | Two-way risk: Trade policy uncertainty and inflation in the United States and China. (2024). Weng, Chen ; Wang, QI. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001843. Full description at Econpapers || Download paper | |
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2024 | Dual Interpretation of Machine Learning Forecasts. (2024). Goebel, Maximilian ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076. Full description at Econpapers || Download paper | |
2024 | Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2022). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2211.16121. Full description at Econpapers || Download paper | |
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2024 | Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK. (2024). Szendrei, Tibor ; Varga, Katalin. In: Papers. RePEc:arx:papers:2404.01451. Full description at Econpapers || Download paper | |
2024 | Maximally Forward-Looking Core Inflation. (2024). Goebel, Maximilian ; Barrette, Christophe ; Klieber, Karin ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2404.05209. Full description at Econpapers || Download paper | |
2024 | Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk. (2024). Manuel, Ed ; Lloyd, Simon ; Panchev, Konstantin. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00199-7. Full description at Econpapers || Download paper | |
2024 | Daily growth at risk: Financial or real drivers? The answer is not always the same. (2024). Uribe, Jorge ; Garron, Ignacio ; Chulia, Helena. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:762-776. Full description at Econpapers || Download paper | |
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2024 | Density forecast transformations. (2024). Odendahl, Florens ; Mogliani, Matteo. In: Papers. RePEc:arx:papers:2412.06092. Full description at Econpapers || Download paper | |
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2024 | Risk Scenarios and Macroeconomic Forecasts. (2024). Stevanovic, Dalibor ; Moran, Kevin ; Surprenant, Stphane. In: CIRANO Working Papers. RePEc:cir:cirwor:2024s-03. Full description at Econpapers || Download paper | |
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2024 | Future directions in nowcasting economic activity: A systematic literature review. (2024). Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233. Full description at Econpapers || Download paper | |
2024 | Economic hardship and voting intentions: the influence of inflation in the U.S. presidential choices. (2024). Bin, Muhammad Hassan. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:12:d:10.1007_s43546-024-00753-z. Full description at Econpapers || Download paper | |
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2024 | Multistep short-term wind power forecasting model based on secondary decomposition, the kernel principal component analysis, an enhanced arithmetic optimization algorithm, and error correction. (2024). Fan, Yuzhen ; Wang, Junjie ; Hou, Guolian. In: Energy. RePEc:eee:energy:v:286:y:2024:i:c:s0360544223030347. Full description at Econpapers || Download paper | |
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2024 | Which User-Friendly Model is the Best for BASEL-III? An Emerging Market Study. (2024). Hossain, Amjad ; Lalon, Raad ; Abedin, Mohammad Zoynul ; Mozumder, Sharif. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10545-6. Full description at Econpapers || Download paper | |
2024 | Long-horizon predictions of credit default with inconsistent customers. (2024). Zhou, Ying ; Dong, Bingjie ; Chi, Guotai ; Jin, Peng. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006935. Full description at Econpapers || Download paper | |
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2024 | Diversification, capital buffer, ownership and credit risk management in microfinance: An investigation on Indonesian rural banks. (2024). Yustika, Ahmad Erani ; Trinugroho, Irwan ; Ariefianto, Moch Doddy. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000618. Full description at Econpapers || Download paper | |
2024 | Climate stress testing for mortgage default probability. (2024). Zanin, Luca ; Calabrese, Raffaella ; Thorburn, Connor Innes. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004290. Full description at Econpapers || Download paper | |
2024 | Polycrisis: Factors, impacts, and responses in the housing market. (2024). Jagun, Zainab Toyin ; Abdul, Mohd Shahril ; Awang, Mariah. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:202:y:2024:i:c:s1364032124004398. Full description at Econpapers || Download paper | |
2024 | Count network autoregression. (2024). Armillotta, Mirko ; Fokianos, Konstantinos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:4:p:584-612. Full description at Econpapers || Download paper | |
2024 | Load Probability Density Forecasting Under FDI Attacks Based on Double-Layer LSTM Quantile Regression. (2024). Zhao, Pei ; Ling, Guang ; Zhang, Jie. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:24:p:6211-:d:1540164. Full description at Econpapers || Download paper | |
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2024 | Forecasting flexibility of charging of electric vehicles: Tree and cluster-based methods. (2024). van Kriekinge, Gilles ; de Cauwer, Cedric ; Genov, Evgenii ; Messagie, Maarten ; Coosemans, Thierry. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pa:s0306261923013338. Full description at Econpapers || Download paper | |
2024 | Simplifying tree-based methods for retail sales forecasting with explanatory variables. (2024). Udenio, Maximiliano ; Boute, Robert N ; Wellens, Arnoud P. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:2:p:523-539. Full description at Econpapers || Download paper | |
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2024 | When is the next order? Nowcasting channel inventories with Point-of-Sales data to predict the timing of retail orders. (2024). Hoberg, Kai ; Schlaich, Tim. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:1:p:35-49. Full description at Econpapers || Download paper | |
2024 | Volatility forecasting on Chinas oil futures: New evidence from interpretable ensemble boosting trees. (2024). Zhu, Yiying ; Lucey, Brian ; Rao, Haicheng ; Feng, Lingbing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1595-1615. Full description at Econpapers || Download paper | |
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2024 | Supervised learning for integrated forecasting and inventory control. (2024). Boute, Robert N ; van der Haar, Joost F ; Wellens, Arnoud P. In: European Journal of Operational Research. RePEc:eee:ejores:v:319:y:2024:i:2:p:573-586. Full description at Econpapers || Download paper | |
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2024 | Earnings management and analyst forecast. (2024). Fu, Liling ; Yu, Jing ; Du, Bingze ; Ding, Jing. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s154461232400240x. Full description at Econpapers || Download paper | |
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2024 | Climate policy uncertainty and the U.S. economic cycle. (2024). Liang, Chao ; Dong, Dayong ; Yang, Jinyu. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:202:y:2024:i:c:s0040162524001409. Full description at Econpapers || Download paper | |
2024 | Short-term solar irradiance forecasting under data transmission constraints. (2024). Lara, Ricardo A ; Baldea, Michael ; Hammond, Joshua E ; Korgel, Brian A. In: Renewable Energy. RePEc:eee:renene:v:233:y:2024:i:c:s0960148124011261. Full description at Econpapers || Download paper | |
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2024 | ECB macroeconometric models for forecasting and policy analysis. (2024). Priftis, Romanos ; Banbura, Marta ; Kase, Hanno ; Fagan, Gabriel ; Rigato, Rodolfo Dinis ; Bokan, Nikola ; Zimic, Sreko ; Babura, Marta ; Warne, Anders ; Angelini, Elena ; Santoro, Sergio ; Von-Pine, Eliott ; Paredes, Joan ; Paries, Matthieu Darracq ; Invernizzi, Marco ; Muller, Georg ; Ciccarelli, Matteo ; Giammaria, Alessandro ; Montes-Galdon, Carlos ; Cocchi, Sara ; Lalik, Magdalena ; Brunotte, Stella ; Kornprobst, Antoine ; Koutsoulis, Iason ; Gumiel, Jose Emilio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024344. Full description at Econpapers || Download Investor attention and consumer price index inflation rate: Evidence from the United States. (2024). Zhang, Yinpeng ; Zhou, Qingjie ; Zhu, Panpan. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03036-y. Full description at Econpapers || Download paper | |
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2024 | Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter. (2024). Verona, Fabio ; Martins, Manuel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:811-832. Full description at Econpapers || Download paper | |
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2024 | Crude oil futures and the short-term price predictability of petroleum products. (2024). Wang, Yudong ; Xiao, Jihong ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224025246. Full description at Econpapers || Download paper | |
2024 | Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24. Full description at Econpapers || Download paper | |
2024 | International capital flow in a period of high inflation: The case of China. (2024). Moussa, Faten ; Liu, Zhenya ; Mu, Yuhao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923001964. Full description at Econpapers || Download paper | |
2024 | Monetary policy pass-through to consumer prices: evidence from granular price data. (2024). Allayioti, Anastasia ; Grnicka, Lucyna ; Holton, Sarah ; Hernndez, Catalina Martnez. In: Working Paper Series. RePEc:ecb:ecbwps:20243003. Full description at Econpapers || Download paper | |
2024 | COVID-19 Pandemic and Ghanaâ¬â¢s Economy: A Deep Dive into Economic Indicators. (2024). Owusu-Yeboah, Ebenezer ; Anowuo, Isaac ; Peprah, Williams Kwasi ; Sabas, Lucile ; Kwakye, Daniel Adofo. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-06-16. Full description at Econpapers || Download paper | |
2024 | Comparative analysis of Gasifier-CI engine performance and emissions characteristics using diesel with producer gas derived from coalâ briquette-coconut shell-mahua feedstock and its blends. (2024). Prajapati, Lawalesh Kumar ; Jena, Priyaranjan ; Tirkey, Jeewan Vachan. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224004808. Full description at Econpapers || Download paper | |
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2024 | Assessing the impacts of fertility and retirement policies on Chinaâs carbon emissions. (2024). Cheng, LU ; Sun, Xinlu ; Zheng, Jiali ; Yang, Junai ; Li, Ling ; Cai, Wenjia ; Wang, Shouyang ; Mi, Zhifu ; Drummond, Paul ; Tang, Ling. In: Nature Climate Change. RePEc:nat:natcli:v:14:y:2024:i:12:d:10.1038_s41558-024-02162-4. Full description at Econpapers || Download paper | |
2024 | Accounting for Biodiversity Loss Raises the Social Cost of CO2. (2024). Prest, Brian C ; Wingenroth, Jordan ; Anthoff, David ; Errickson, Frank ; Rennert, Kevin ; Rennels, Lisa. In: RFF Working Paper Series. RePEc:rff:dpaper:dp-24-23. Full description at Econpapers || Download paper | |
2024 | Developing and implementing the UNs probabilistic population projections as a milestone for Bayesian demography: An interview with Adrian Raftery. (2024). Raftery, Adrian E ; Alexander, Monica. In: Demographic Research. RePEc:dem:demres:v:51:y:2024:i:1. Full description at Econpapers || Download paper | |
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2024 | Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks. (2024). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:53-76. Full description at Econpapers || Download paper | |
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2024 | Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?. (2024). Zhang, Lixia ; Sun, Huaping ; Luo, Tao ; Bai, Jiancheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:597-611. Full description at Econpapers || Download paper | |
2024 | Stock market volatility and economic policy uncertainty: New insight into a dynamic threshold mixed-frequency model. (2024). Yang, Hua ; Tang, Yusui ; Zeng, Qing ; Zhang, XI. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010863. Full description at Econpapers || Download paper | |
2024 | Uncertainties and oil price volatility: Can lasso help?. (2024). Yu, Miao ; Zhong, Ronghao ; Xiao, Meng ; Yuan, Luqi ; Wu, Meng ; Li, Xinyu. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013351. Full description at Econpapers || Download paper | |
2024 | Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets. (2024). HU, YANG ; Corbet, Shaen ; Xu, Danyang ; Lang, Chunlin ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400084x. Full description at Econpapers || Download paper | |
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2024 | Climate risk and energy futures high frequency volatility prediction. (2024). Gong, Xue ; Lai, Ping ; He, Mengxi ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224022400. Full description at Econpapers || Download paper | |
2024 | Role of Economic Policy Uncertainty in Energy Commodities Prices Forecasting: Evidence from a Hybrid Deep Learning Approach. (2024). Shahzad, Umer ; Si, Kamel ; Tedeschi, Marco ; Rao, Amar. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10550-3. Full description at Econpapers || Download paper | |
2024 | Forecasting Australian fertility by age, region, and birthplace. (2024). Raymer, James ; Shang, Han Lin ; Yang, Yang. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:532-548. Full description at Econpapers || Download paper | |
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2024 | Implied volatility is (almost) past-dependent: Linear vs non-linear models. (2024). Wang, Yinuo ; Cao, YI ; Zhai, Jia ; Wen, Conghua. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003387. Full description at Econpapers || Download paper | |
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2024 | Are risk disclosures in financial reports informative? A text mining-based perspective. (2024). Wang, Yinghui ; Li, Jianping ; Zhu, Xiaoqian. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-04169-w. Full description at Econpapers || Download paper | |
2024 | Predictive analysis of sell-and-purchase shipping market: A PIMSE approach. (2024). Yuen, Kum Fai ; Gao, Ruobin ; Mo, Jixian ; Bai, Xiwen. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:185:y:2024:i:c:s1366554524001236. Full description at Econpapers || Download paper | |
2024 | Ensemble intelligence algorithms and soil environmental quality to model economic quantity of land resource allocation and spatial inequality. (2024). Chen, Weiping ; Li, Xiaonuo ; Yi, Shiyi ; Gao, Feng. In: Land Use Policy. RePEc:eee:lauspo:v:141:y:2024:i:c:s0264837724001005. Full description at Econpapers || Download paper | |
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2024 | Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets. (2024). Xu, Yongdeng ; Lu, Wenna ; Heravi, Saeed ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004584. Full description at Econpapers || Download paper | |
2024 | Extended multivariate EGARCH model: A model for zero⬠return and negative spillovers. (2024). Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/24. Full description at Econpapers || Download paper | |
2024 | Macroeconomic Spillovers of Weather Shocks across U.S. States. (2024). Moramarco, Graziano ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2403.10907. Full description at Econpapers || Download paper | |
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2024 | Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Menz, Jan-Oliver ; Wieland, Elisabeth ; Schnorrenberger, Richard ; Carstensen, Kai ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930. Full description at Econpapers || Download paper | |
2024 | Navigating retail inflation in Brazil: A machine learning and web scraping approach to the basic food basket. (2024). Pirabe, Luis Felipe ; Meja-Argueta, Christopher ; Piatti, Matias ; Muoz-Villamizar, Andrs ; Gomez, Juan Felipe ; Namdar, Jafar. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:79:y:2024:i:c:s0969698924001711. Full description at Econpapers || Download paper | |
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2024 | Regime-dependent 1-min irradiance separation model with climatology clustering. (2024). Mayer, Martin Janos ; Gu, Yizhan ; Yang, Dazhi ; Bright, Jamie M ; Chu, Yinghao ; Li, Mengying ; Kleissl, Jan ; Wang, Wenting ; Gueymard, Christian A. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:189:y:2024:i:pa:s136403212300850x. Full description at Econpapers || Download paper | |
2024 | Can end-to-end data-driven models outperform traditional semi-physical models in separating 1-min irradiance?. (2024). Yu, Hanxin ; Yang, Dazhi ; Chu, Yinghao ; Li, Mengying ; Zhao, Xin. In: Applied Energy. RePEc:eee:appene:v:356:y:2024:i:c:s0306261923017981. Full description at Econpapers || Download paper | |
2024 | Optimal place to apply post-processing in the deterministic photovoltaic power forecasting workflow. (2024). Mayer, Martin Janos ; Yang, Dazhi. In: Applied Energy. RePEc:eee:appene:v:371:y:2024:i:c:s030626192401064x. Full description at Econpapers || Download paper | |
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2024 | From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333. Full description at Econpapers || Download paper | |
2024 | Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging. (2024). Luo, Jiawen ; Fu, Shengjie ; Cepni, Oguzhan ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202420. Full description at Econpapers || Download paper | |
2024 | Two-step deep learning framework with error compensation technique for short-term, half-hourly electricity price forecasting. (2024). Casillas-Perez, David ; Deo, Ravinesh C ; Ghimire, Sujan ; Salcedo-Sanz, Sancho. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pa:s030626192301423x. Full description at Econpapers || Download paper | |
2024 | Forecasting electricity prices from the state-of-the-art modeling technology and the price determinant perspectives. (2024). Abedin, Mohammad Zoynul ; Li, Qiang ; Chai, Shanglei ; Lucey, Brian M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002581. Full description at Econpapers || Download paper | |
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2024 | Electricity market price forecasting using ELM and Bootstrap analysis: A case study of the German and Finnish Day-Ahead markets. (2024). Georghiou, George E ; Kyprianou, Andreas ; Loizidis, Stylianos. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s0306261924004410. Full description at Econpapers || Download paper | |
2024 | A novel multivariate electrical price bi-forecasting system based on deep learning, a multi-input multi-output structure and an operator combination mechanism. (2024). Zhang, Lifang ; Wang, Jianzhou ; Li, Ping ; Nie, Ying. In: Applied Energy. RePEc:eee:appene:v:366:y:2024:i:c:s0306261924006160. Full description at Econpapers || Download paper | |
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2024 | Prediction of Live Bulb Weight for Field Vegetables Using Functional Regression Models and Machine Learning Methods. (2024). Na, Myung Hwan ; Cho, Wanhyun ; Kim, Dahyun. In: Agriculture. RePEc:gam:jagris:v:14:y:2024:i:5:p:754-:d:1393235. Full description at Econpapers || Download paper | |
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2024 | Predictive ability tests with possibly overlapping models. (2024). Gutknecht, Daniel ; Fosten, Jack ; Corradi, Valentina. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000629. Full description at Econpapers || Download paper | |
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2024 | Leveraging machine learning to forecast carbon returns: Factors from energy markets. (2024). Guo, Lingling ; Dai, Yifan ; Xu, Yingying ; Chen, Jingjing. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018792. Full description at Econpapers || Download paper | |
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2024 | Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors. (2024). Zhang, Yaojie ; Wang, Qunwei. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002457. Full description at Econpapers || Download paper | |
2024 | Impacts of carbon market and climate policy uncertainties on financial and economic stability: Evidence from connectedness network analysis. (2024). Li, Xiafei ; Goodell, John W ; Liang, Chao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s104244312400043x. Full description at Econpapers || Download paper | |
2024 | Addressing Google Trends inconsistencies. (2024). Domenech, Josep ; Cebrian, Eduardo. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:202:y:2024:i:c:s0040162524001148. Full description at Econpapers || Download paper | |
2024 | Economics of physics-based solar forecasting in power system day-ahead scheduling. (2024). Zhang, Zili ; Yang, Dazhi ; Guo, Yufeng ; Wang, Wenting ; Mayer, Martin Janos ; Huang, Nantian ; Liu, Bai ; Hong, Tao ; van der Meer, Dennis ; Kleissl, Jan. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:199:y:2024:i:c:s1364032124001710. Full description at Econpapers || Download paper | |
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2024 | A spatialâtemporal graph-based AI model for truck loan default prediction using large-scale GPS trajectory data. (2024). Li, Changlin ; Ma, Shoufeng ; Chen, Liao ; Cui, Runbang ; Wei, Wei ; Yang, Yuance. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:183:y:2024:i:c:s1366554524000358. Full description at Econpapers || Download paper | |
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2024 | Uncertainty of household inflation expectations: Reconciling point and density forecasts. (2024). Zhao, Yongchen. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523005128. Full description at Econpapers || Download paper | |
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2024 | Coskewness and the short-term predictability for Bitcoin return. (2024). Zhang, Feipeng ; Liu, Yakun ; Chen, Yan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008818. Full description at Econpapers || Download paper | |
2024 | Do industries predict stock market volatility? Evidence from machine learning models. (2024). Demirer, Riza ; Suleman, Muhammad Tahir ; Niu, Zibo ; Zhu, Xuehong ; Zhang, Hongwei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001713. Full description at Econpapers || Download paper | |
2024 | The impact of presidential economic approval rating on stock volatility: An industrial perspective. (2024). Xing, LU ; Gong, Xue ; Li, Xiaodan. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003568. Full description at Econpapers || Download paper | |
2024 | Machine-learning stock market volatility: Predictability, drivers, and economic value. (2024). Cabrera, Gabriel ; Hansen, Erwin ; Diaz, Juan D. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002187. Full description at Econpapers || Download paper | |
2024 | Video apps user engagement and stock market volatility: Evidence from China. (2024). Feng, MA ; Jixiang, Zhang. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324005348. Full description at Econpapers || Download paper | |
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2024 | Research on information fusion of security analystsâ stock recommendations based on two-dimensional D-S evidence theory. (2024). Wu, Zihao ; Li, Zhimin ; Zhu, Weidong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001864. Full description at Econpapers || Download paper | |
2024 | Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence. (2024). Pedersen, Michael. In: Papers. RePEc:arx:papers:2404.04105. Full description at Econpapers || Download paper | |
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2024 | The impact of forum content on data science open innovation performance: A system dynamics-based causal machine learning approach. (2024). Kunc, Martin ; Yu, Huan ; Li, Libo. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006212. Full description at Econpapers || Download paper | |
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2024 | The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model. (2024). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2404.01641. Full description at Econpapers || Download paper | |
2024 | Maximally Forward-Looking Core Inflation. (2024). Goebel, Maximilian ; Barrette, Christophe ; Klieber, Karin ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2404.05209. Full description at Econpapers || Download paper | |
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2024 | Dual Interpretation of Machine Learning Forecasts. (2024). Goebel, Maximilian ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076. Full description at Econpapers || Download paper | |
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2024 | Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter. (2024). Verona, Fabio ; Martins, Manuel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:811-832. Full description at Econpapers || Download paper | |
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2024 | Optimal sitting and sizing of hydrogen refilling stations in distribution networks under locational marginal prices. (2024). Horrillo-Quintero, Pablo ; Garcia-Trivio, Pablo ; Tostado-Veliz, Marcos ; Fernandez-Ramirez, Luis M ; Jurado, Francisco. In: Applied Energy. RePEc:eee:appene:v:374:y:2024:i:c:s0306261924014582. Full description at Econpapers || Download paper | |
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2024 | A novel seasonal grey prediction model with time-lag and interactive effects for forecasting the photovoltaic power generation. (2024). Dang, Yaoguo ; Ding, Xiaoyu ; Ye, LI ; Wang, Junjie. In: Energy. RePEc:eee:energy:v:304:y:2024:i:c:s0360544224017122. Full description at Econpapers || Download paper | |
2024 | Crude oil futures and the short-term price predictability of petroleum products. (2024). Wang, Yudong ; Xiao, Jihong ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224025246. Full description at Econpapers || Download paper | |
2024 | Survey expectations and adjustments for multiple testing. (2024). Clements, Michael. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:338-354. Full description at Econpapers || Download paper | |
2024 | Switching spillovers and connectedness between Sukuk and international Islamic stock markets. (2024). Yoon, Seong-Min ; Al-Kharusi, Sami ; Lee, Yeonjeong ; Mensi, Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000696. Full description at Econpapers || Download paper | |
2024 | Energy-related uncertainty and international stock market volatility. (2024). Salisu, Afees ; Ogbonna, Ahamuefula ; Bouri, Elie ; Gupta, Rangan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:280-293. Full description at Econpapers || Download paper | |
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2024 | Crude oil volatility forecasting: Insights from a novel time-varying parameter GARCH-MIDAS model. (2024). Wang, LU ; Peng, Lijuan ; Liang, Chao ; Yang, Baoying. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024004052. Full description at Econpapers || Download paper | |
2024 | ||
2024 | Owner-occupied housing costs, policy communication, and inflation expectations. (2024). Zekaite, Zivile ; Wauters, Joris ; Garabedian, Garo. In: Working Paper Research. RePEc:nbb:reswpp:202405-449. Full description at Econpapers || Download paper | |
2024 | Integrating Spatio-temporal Diffusion into Statistical Forecasting Models of Armed Conflict via Non-parametric Smoothing. (2024). Kauermann, Goeran ; Thurner, Paul ; Racek, Daniel. In: OSF Preprints. RePEc:osf:osfxxx:q59dr. Full description at Econpapers || Download paper | |
2024 | Fundamental determinants of exchange rate expectations. (2024). Czudaj, Robert ; Beckmann, Joscha. In: MPRA Paper. RePEc:pra:mprapa:120648. Full description at Econpapers || Download paper | |
2024 | Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach. (2024). Salisu, Afees ; GUPTA, RANGAN ; Cepni, Oguzhan ; Oghonna, Ahamuefula E. In: Working Papers. RePEc:pre:wpaper:202409. Full description at Econpapers || Download paper | |
2024 | Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging. (2024). Luo, Jiawen ; Fu, Shengjie ; Cepni, Oguzhan ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202420. Full description at Econpapers || Download paper | |
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2023 | ||
2023 | ||
2023 | Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856. Full description at Econpapers || Download paper | |
2023 | Climate uncertainty impacts on optimal mitigation pathways and social cost of carbon. (2023). Folini, Doris ; Yang, PU ; al Khourdajie, Alaa ; Smith, Christopher J. In: Papers. RePEc:arx:papers:2304.08957. Full description at Econpapers || Download paper | |
2023 | Combining predictive distributions of electricity prices: Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?. (2023). Weron, Rafal ; Nitka, Weronika. In: Papers. RePEc:arx:papers:2308.15443. Full description at Econpapers || Download paper | |
2023 | BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438. Full description at Econpapers || Download paper | |
2023 | Predictive Density Combination Using a Tree-Based Synthesis Function. (2023). Huber, Florian ; Chernis, Tony ; Mitchell, James ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2311.12671. Full description at Econpapers || Download paper | |
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2023 | Quarterly GDP Estimates for the German States: New Data for Business Cycle Analyses and Long-Run Dynamics. (2023). Lehmann, Robert ; Wikman, Ida. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10280. Full description at Econpapers || Download paper | |
2023 | READ-GER: Introducing German Real-Time Regional Accounts Data for Revision Analysis and Nowcasting. (2023). Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10315. Full description at Econpapers || Download paper | |
2023 | ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10449. Full description at Econpapers || Download paper | |
2023 | Realized Covariance Models with Time-varying Parameters and Spillover Effects. (2023). Bauwens, Luc ; Otranto, Edoardo. In: LIDAM Discussion Papers CORE. RePEc:cor:louvco:2023019. Full description at Econpapers || Download paper | |
2023 | The role of data and priors in estimating climate sensitivity. (2023). Vasnev, Andrey ; Ikefuji, Masako ; Magnus, Jan. In: ISER Discussion Paper. RePEc:dpr:wpaper:1217. Full description at Econpapers || Download paper | |
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2023 | Digitalisation and the economy. (2023). Strasser, Georg ; Paz-Pardo, Gonzalo ; Ehrmann, Michael ; Dedola, Luca ; Slacalek, Jiri ; Lamo, Ana ; Hoffmann, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20232809. Full description at Econpapers || Download paper | |
2023 | Nowcasting employment in the euro area. (2023). Toth, Mate Barnabas ; Bodnar, Katalin ; Belousova, Irina ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20232815. Full description at Econpapers || Download paper | |
2023 | Comparing global and regional downscaled NWP models for irradiance and photovoltaic power forecasting: ECMWF versus AROME. (2023). Yang, Dazhi ; Mayer, Martin Janos ; Szintai, Balazs. In: Applied Energy. RePEc:eee:appene:v:352:y:2023:i:c:s0306261923013223. Full description at Econpapers || Download paper | |
2023 | Improving box office projections through sentiment analysis: Insights from regularization-based forecast combinations. (2023). Qiu, Yue ; Zheng, Yuchen. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s026499932300161x. Full description at Econpapers || Download paper | |
2023 | Score-driven models for realized volatility. (2023). Palumbo, Dario ; Harvey, Andrew. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623001422. Full description at Econpapers || Download paper | |
2023 | Modelling credit card exposure at default using vine copula quantile regression. (2023). So, Mee Chi ; Choudhry, Taufiq ; Okhrati, Ramin ; Mues, Christophe ; Wattanawongwan, Suttisak. In: European Journal of Operational Research. RePEc:eee:ejores:v:311:y:2023:i:1:p:387-399. Full description at Econpapers || Download paper | |
2023 | Analyzing the influence of geopolitical risks on European power prices using a multiresolution causal neural network. (2023). ben Jabeur, Sami ; Saadaoui, Foued. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002918. Full description at Econpapers || Download paper | |
2023 | Distributional neural networks for electricity price forecasting. (2023). Weron, RafaÅ ; Ziel, Florian ; Narajewski, Micha ; Marcjasz, Grzegorz. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003419. Full description at Econpapers || Download paper | |
2023 | The predictive effect of risk aversion on oil returns under different market conditions. (2023). Wang, Yudong ; Xiao, Jihong ; Wen, Danyan. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s014098832300467x. Full description at Econpapers || Download paper | |
2023 | Combination forecasts of Chinas oil futures returns based on multiple uncertainties and their connectedness with oil. (2023). Li, Xiafei ; Wei, YU ; Shi, Chunpei ; Liu, Yuntong. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005352. Full description at Econpapers || Download paper | |
2023 | Evidence of the internationalization of Chinas crude oil futures: Asymmetric linkages to global financial risks. (2023). Guo, Songlin ; Zhang, Jiaming ; Xie, Bingyuan ; Dou, Bin. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005819. Full description at Econpapers || Download paper | |
2023 | The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures. (2023). Huynh, Luu Duc Toan ; Li, Yan ; Liang, Hao ; Xu, Yongan. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005625. Full description at Econpapers || Download paper | |
2023 | Incorporating air temperature into mid-term electricity load forecasting models using time-series regressions and neural networks. (2023). Ravazzolo, Francesco ; Fezzi, Carlo ; Behmiri, Niaz Bashiri. In: Energy. RePEc:eee:energy:v:278:y:2023:i:c:s0360544223012252. Full description at Econpapers || Download paper | |
2023 | Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model. (2023). Li, Lihong ; Zhang, LI. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002247. Full description at Econpapers || Download paper | |
2023 | Machine learning approaches to forecasting cryptocurrency volatility: Considering internal and external determinants. (2023). Martin-Barragan, Belen ; Andreeva, Galina ; Wang, Yijun. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004301. Full description at Econpapers || Download paper | |
2023 | The Chinese equity premium predictability: Evidence from a long historical data. (2023). Cao, Jiawei ; Ma, Feng. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000429. Full description at Econpapers || Download paper | |
2023 | ||
2023 | Climate risk exposure and the cross-section of Chinese stock returns. (2023). Wang, Yudong ; Liao, Cunfei ; He, Mengxi ; Zhang, Yaojie. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003598. Full description at Econpapers || Download paper | |
2023 | The Chinese oil futures volatility: Evidence from high-low estimator information. (2023). Song, Juan ; Wang, Yubao ; Huang, Xiaozhou. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004804. Full description at Econpapers || Download paper | |
2023 | Attention! Predicting crude oil prices from the perspective of extreme weather. (2023). Duong, Duy ; Xu, Yongan. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005627. Full description at Econpapers || Download paper | |
2023 | Tail risk in the Chinese stock market: An AEV model on the maximal drawdowns. (2023). Song, Yuping ; Hou, Weijie ; Feng, Yun. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006669. Full description at Econpapers || Download paper | |
2023 | Predicting cryptocurrency returns for real-world investments: A daily updated and accessible predictor. (2023). Zhang, Yaojie ; Shen, Lihua. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s154461232300778x. Full description at Econpapers || Download paper | |
2023 | Does climate risk matter for gold price volatility?. (2023). Zhang, Junchao ; Zhu, Jiaji. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009169. Full description at Econpapers || Download paper | |
2023 | Do short-term market swings improve realized volatility forecasts?. (2023). Zhang, Jin E ; Ruan, Xinfeng. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010012. Full description at Econpapers || Download paper | |
2023 | Forecasting, causality and feedback. (2023). Hyndman, Rob J. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:558-560. Full description at Econpapers || Download paper | |
2023 | Testing big data in a big crisis: Nowcasting under Covid-19. (2023). Ratto, Marco ; Pericoli, Filippo Maria ; Barbaglia, Luca ; Pezzoli, Luca Tiozzo ; Onorante, Luca ; Frattarolo, Lorenzo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1548-1563. Full description at Econpapers || Download paper | |
2023 | Stock markets from COVID-19 to the RussiaâUkraine crisis: Structural breaks in interactive effects panels. (2023). Jeribi, Ahmed ; Karamti, Chiraz. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s170349492300052x. Full description at Econpapers || Download paper | |
2023 | An improved SSA-BiLSTM-based short-term irradiance prediction model via sky images feature extraction. (2023). Liu, Yao ; Ma, Lin ; Xie, Qiyue ; Wang, Xiaoli ; Shen, Zhongli ; Fu, Qiang. In: Renewable Energy. RePEc:eee:renene:v:219:y:2023:i:p2:s0960148123014222. Full description at Econpapers || Download paper | |
2023 | The FOMC versus the Staff: Do Policymakers Add Value in Their Tales?. (2023). Nguyen, My T ; Mitchell, James ; Filippou, Ilias. In: Working Papers. RePEc:fip:fedcwq:96636. Full description at Econpapers || Download paper | |
2023 | Predictive Density Combination Using a Tree-Based Synthesis Function. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko ; Chernis, Tony. In: Working Papers. RePEc:fip:fedcwq:97343. Full description at Econpapers || Download paper | |
2023 | ||
2023 | Nowcasting Economic Activity Using Electricity Market Data: The Case of Lithuania. (2023). Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina ; Lukauskas, Mantas. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:5:p:134-:d:1137785. Full description at Econpapers || Download paper | |
2023 | Calibration of GFS Solar Irradiation Forecasts: A Case Study in Romania. (2023). Paulescu, Marius ; Stefu, Nicoleta ; Hategan, Sergiu-Mihai. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:11:p:4290-:d:1154340. Full description at Econpapers || Download paper | |
2023 | Performance Enhancement of Grid-Connected Renewable Energy Systems Using UPFC. (2023). Abdelhadi, H A ; Mosaad, Mohamed I ; Salama, M M ; Abed, Osama M. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:11:p:4362-:d:1157262. Full description at Econpapers || Download paper | |
2023 | A Review of Solar Power Scenario Generation Methods with Focus on Weather Classifications, Temporal Horizons, and Deep Generative Models. (2023). Georgilakis, Pavlos S ; Catthoor, Francky ; Bazionis, Ioannis K ; Kousounadis-Knousen, Markos A. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:15:p:5600-:d:1202094. Full description at Econpapers || Download paper |
More than 50 citations. List broken...
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2022 | Forecasting agricultural commodity price using different models: a case study of widely consumed grains in Nigeria. (2022). Tabash, Mosab I ; Adeeko, Omotara ; Safi, Samir K ; Sanusi, Olajide I. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:322724. Full description at Econpapers || Download paper | |
2022 | Should we care about ECB inflation expectations?. (2022). Candelon, Bertrand ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022004. Full description at Econpapers || Download paper | |
2022 | A Market for Trading Forecasts: A Wagering Mechanism. (2022). Grammatico, Sergio ; Kazempour, Jalal ; Pinson, Pierre ; Raja, Aitazaz Ali. In: Papers. RePEc:arx:papers:2205.02668. Full description at Econpapers || Download paper | |
2022 | Gambling on Momentum. (2022). de Angelis, Luca ; Singleton, Carl ; Deutscher, Christian ; Otting, Marius. In: Papers. RePEc:arx:papers:2211.06052. Full description at Econpapers || Download paper | |
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2022 | Home advantage in professional soccer and betting market efficiency: The role of spectator crowds. (2022). Haucap, Justus ; Fischer, Kai. In: Kyklos. RePEc:bla:kyklos:v:75:y:2022:i:2:p:294-316. Full description at Econpapers || Download paper | |
2022 | Privacy-preserving federated learning for residential short-term load forecasting. (2022). Rieger, Alexander ; Lee, Chul Min ; Menci, Sergio Potenciano ; Fernandez, Joaquin Delgado ; Fridgen, Gilbert. In: Applied Energy. RePEc:eee:appene:v:326:y:2022:i:c:s0306261922011722. Full description at Econpapers || Download paper | |
2022 | Economic recovery forecasts under impacts of COVID-19. (2022). Shi, Chaojun ; Hu, Wentao ; Wang, Wei ; Sun, Yunchuan ; Teng, Bin. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000670. Full description at Econpapers || Download paper | |
2022 | Unemployment claims during COVID-19 and economic support measures in the U.S.. (2022). Panagiotidis, Theodore ; Milas, Costas ; Dergiades, Theologos. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001377. Full description at Econpapers || Download paper | |
2022 | Financial conditions and macroeconomic downside risks in the euro area. (2022). Lhuissier, Stephane. In: European Economic Review. RePEc:eee:eecrev:v:143:y:2022:i:c:s0014292122000101. Full description at Econpapers || Download paper | |
2022 | A simple model for mixing intuition and analysis. (2022). Katsikopoulos, Konstantinos V ; Garcia, Luis Fuentes ; Egozcue, Martin. In: European Journal of Operational Research. RePEc:eee:ejores:v:303:y:2022:i:2:p:779-789. Full description at Econpapers || Download paper | |
2022 | Timing intermittent demand with time-varying order-up-to levels. (2022). Rogetzer, Patricia ; Prak, Dennis. In: European Journal of Operational Research. RePEc:eee:ejores:v:303:y:2022:i:3:p:1126-1136. Full description at Econpapers || Download paper | |
2022 | Evaluating human behaviour in response to AI recommendations for judgemental forecasting. (2022). Imdahl, Christina ; Hoberg, Kai ; Khosrowabadi, Naghmeh. In: European Journal of Operational Research. RePEc:eee:ejores:v:303:y:2022:i:3:p:1151-1167. Full description at Econpapers || Download paper | |
2022 | Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish market case study. (2022). Wojcik, Edyta ; Janczura, Joanna. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001840. Full description at Econpapers || Download paper | |
2022 | Investor sentiment and stock volatility: New evidence. (2022). Wang, Chao ; Zhang, Wei Guo ; Gong, Xue. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000084. Full description at Econpapers || Download paper | |
2022 | Asymmetric causality of economic policy uncertainty and oil volatility index on time-varying nexus of the clean energy, carbon and green bond. (2022). Ren, Xiaohang ; Li, Jingyao ; Wang, Xiong. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002605. Full description at Econpapers || Download paper | |
2022 | Multi-population modelling and forecasting life-table death counts. (2022). Xu, Ruofan ; Haberman, Steven ; Shang, Han Lin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:239-253. Full description at Econpapers || Download paper | |
2022 | A novel text-based framework for forecasting agricultural futures using massive online news headlines. (2022). Li, Guowen ; Wenli, Guo ; Wei, LU ; Zhu, Xiaoqian ; Liu, Mingxi. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:35-50. Full description at Econpapers || Download paper | |
2022 | On single point forecasts for fat-tailed variables. (2022). Cirillo, Pasquale ; Bar-Yam, Yaneer ; Taleb, Nassim Nicholas. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:413-422. Full description at Econpapers || Download paper | |
2022 | Short-term Covid-19 forecast for latecomers. (2022). Zilberman, Eduardo ; Vasconcelos, Gabriel ; Vallado, Davi ; Street, Alexandre ; Medeiros, Marcelo C. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:467-488. Full description at Econpapers || Download paper | |
2022 | Forecasting for social good. (2022). Hyndman, Rob ; Syntetos, Aris ; Porter, Michael D ; Hong, Tao ; Ali, Mohammad M ; Rostami-Tabar, Bahman. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:3:p:1245-1257. Full description at Econpapers || Download paper | |
2022 | Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, MichaÅ ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph | |
2022 | Post-scriptâRetail forecasting: Research and practice. (2022). Ma, Shaohui ; Kolassa, Stephan ; Fildes, Robert. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1319-1324. Full description at Econpapers || Download paper | |
2022 | M5 accuracy competition: Results, findings, and conclusions. (2022). Assimakopoulos, Vassilios ; Spiliotis, Evangelos ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1346-1364. Full description at Econpapers || Download paper | |
2022 | The M5 uncertainty competition: Results, findings and conclusions. (2022). Assimakopoulos, Vassilios ; Spiliotis, Evangelos ; Makridakis, Spyros ; Winkler, Robert L ; Tsetlin, Ilia ; Gaba, Anil ; Chen, Zhi. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1365-1385. Full description at Econpapers || Download paper | |
2022 | Robust recurrent network model for intermittent time-series forecasting. (2022). Seong, Sihyeon ; Jeon, Yunho. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1415-1425. Full description at Econpapers || Download paper | |
2022 | Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series. (2022). Vogklis, Konstantinos ; Nasios, Ioannis. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1448-1459. Full description at Econpapers || Download paper | |
2022 | The performance of the global bottom-up approach in the M5 accuracy competition: A robustness check. (2022). Fildes, Robert ; Ma, Shaohui. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1492-1499. Full description at Econpapers || Download paper | |
2022 | Exploring the representativeness of the M5 competition data. (2022). Kang, Yanfei ; Wang, Shengjie ; Theodorou, Evangelos ; Assimakopoulos, Vassilios ; Makridakis, Spyros ; Spiliotis, Evangelos. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1500-1506. Full description at Econpapers || Download paper | |
2022 | Fathoming empirical forecasting competitionsâ winners. (2022). Nikolopoulos, Konstantinos ; Karamatzanis, Georgios ; Alroomi, Azzam ; Xiao, Shujun ; Tilba, Anna. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1519-1525. Full description at Econpapers || Download paper | |
2022 | The uncertainty track: Machine learning, statistical modeling, synthesis. (2022). Ord, Keith. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1526-1530. Full description at Econpapers || Download paper | |
2022 | Commentary on the M5 forecasting competition. (2022). Kolassa, Stephan. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1562-1568. Full description at Econpapers || Download paper | |
2022 | Common factors and the dynamics of cereal prices. A forecasting perspective. (2022). Rubaszek, MichaÅ ; Paccagnini, Alessia ; Kwas, Marek. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851321000738. Full description at Econpapers || Download paper | |
2022 | Predicting the changes in the WTI crude oil price dynamics using machine learning models. (2022). Mustafayev, Eldayag ; Guliyev, Hasraddin. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s030142072200112x. Full description at Econpapers || Download paper | |
2022 | A new secondary decomposition-reconstruction-ensemble approach for crude oil price forecasting. (2022). Sun, Jingyun ; Zhao, Panpan. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002100. Full description at Econpapers || Download paper | |
2022 | A decomposition ensemble based deep learning approach for crude oil price forecasting. (2022). Dong, Yao ; Xiao, Ling ; Hu, Weiqiang ; Jiang, HE. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003014. Full description at Econpapers || Download paper | |
2022 | A dynamic ensemble learning with multi-objective optimization for oil prices prediction. (2022). Li, Jianping ; Sun, Xiaolei ; Yuan, Jiaxin ; Feng, Qianqian ; Hao, Jun. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004007. Full description at Econpapers || Download paper | |
2022 | Impact of artificial intelligence-driven big data analytics culture on agility and resilience in humanitarian supply chain: A practice-based view. (2022). Foropon, Cyril ; Graham, Gary ; Dwivedi, Yogesh K ; Bryde, David J ; Dubey, Rameshwar. In: International Journal of Production Economics. RePEc:eee:proeco:v:250:y:2022:i:c:s0925527322002018. Full description at Econpapers || Download paper | |
2022 | Forecasting methods for wind power scenarios of multiple wind farms based on spatio-temporal dependency structure. (2022). Zhang, YU ; Peng, Xinghao ; Li, Yanting. In: Renewable Energy. RePEc:eee:renene:v:201:y:2022:i:p1:p:950-960. Full description at Econpapers || Download paper | |
2022 | Do EEMD based decomposition-ensemble models indeed improve prediction for crude oil futures prices?. (2022). Niu, Hongli ; Xu, Kunliang. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:184:y:2022:i:c:s0040162522004887. Full description at Econpapers || Download paper | |
2022 | Economics lessons from sports during the COVID-19 pandemic. (2022). Schreyer, Dominik ; Reade, James ; Dolton, Peter ; Bryson, Alex ; Singleton, Carl. In: Chapters. RePEc:elg:eechap:21289_2. Full description at Econpapers || Download paper | |
2022 | Financial Speculation Impact on Agricultural and Other Commodity Return Volatility: Implications for Sustainable Development and Food Security. (2022). Staugaitis, Algirdas Justinas ; Vaznonis, Bernardas. In: Agriculture. RePEc:gam:jagris:v:12:y:2022:i:11:p:1892-:d:969147. Full description at Econpapers || Download paper | |
2022 | Short-Term Speculation Effects on Agricultural Commodity Returns and Volatility in the European Market Prior to and during the Pandemic. (2022). Vaznonis, Bernardas ; Staugaitis, Algirdas Justinas. In: Agriculture. RePEc:gam:jagris:v:12:y:2022:i:5:p:623-:d:803771. Full description at Econpapers || Download paper | |
2022 | Corporate Dividend Policies during the COVID-19 Pandemic. (2022). Ali, Nasir ; Ur, Muhammad Zia ; Ashraf, Badar Nadeem ; Shear, Falik. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:11:p:263-:d:951501. Full description at Econpapers || Download paper | |
2022 | Sustainable Biofuel Production from Animal Manure and Crop Residues in Ghana. (2022). Wang, Hongyan ; Seglah, Patience Afi ; Bi, Yuyun ; Gao, Chunyu. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:16:p:5800-:d:885113. Full description at Econpapers || Download paper | |
2022 | Can China Meet Its 2030 Total Energy Consumption Target? Based on an RF-SSA-SVR-KDE Model. (2022). Wang, Dongyu ; Guan, Xinyu ; Cui, Xiwen ; Xu, Xiaomin ; Niu, Dongxiao. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:16:p:6019-:d:892677. Full description at Econpapers || Download paper | |
2022 | Switching Coefficients or Automatic Variable Selection: An Application in Forecasting Commodity Returns. (2022). Guidolin, Massimo ; Pedio, Manuela. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:1:p:16-306:d:752601. Full description at Econpapers || Download paper | |
2022 | Forecasting Bitcoin Spikes: A GARCH-SVM Approach. (2022). Athanasiou, Athanasios Fotios ; Gogas, Periklis ; Papadimitriou, Theophilos. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:4:p:41-766:d:922336. Full description at Econpapers || Download paper | |
2022 | Machine Learning Models and Intra-Daily Market Information for the Prediction of Italian Electricity Prices. (2022). Pelagatti, Matteo ; Grossi, Luigi ; Golia, Silvia. In: Forecasting. RePEc:gam:jforec:v:5:y:2022:i:1:p:3-101:d:1020016. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper |
More than 50 citations. List broken...
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2021 | General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred M. In: Papers. RePEc:arx:papers:2102.13393. Full description at Econpapers || Download paper | |
2021 | Tail forecasts of inflation using time-varying parameter quantile regressions. (2021). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2103.03632. Full description at Econpapers || Download paper | |
2021 | Interpretability in deep learning for finance: a case study for the Heston model. (2021). Brigo, Damiano ; de Ocariz, Haitz Saez ; Pallavicini, Andrea ; Huang, Xiaoshan. In: Papers. RePEc:arx:papers:2104.09476. Full description at Econpapers || Download paper | |
2021 | Next-Day Bitcoin Price Forecast Based on Artificial intelligence Methods. (2021). Yang, Liping. In: Papers. RePEc:arx:papers:2106.12961. Full description at Econpapers || Download paper | |
2021 | Multiplicative Error Models: 20 years on. (2021). Gallo, Giampiero M ; Cipollini, Fabrizio. In: Papers. RePEc:arx:papers:2107.05923. Full description at Econpapers || Download paper | |
2021 | Understanding the nature of the long-range memory phenomenon in socioeconomic systems. (2021). Gontis, Vygintas ; Kaulakys, Bronislovas ; Kononovicius, Aleksejus ; Kazakevicius, Rytis. In: Papers. RePEc:arx:papers:2108.02506. Full description at Econpapers || Download paper | |
2021 | Look Whos Talking: Interpretable Machine Learning for Assessing Italian SMEs Credit Default. (2021). Liberati, Caterina ; Repetto, Marco ; Crosato, Lisa. In: Papers. RePEc:arx:papers:2108.13914. Full description at Econpapers || Download paper | |
2021 | A Multi-criteria Approach to Evolve Sparse Neural Architectures for Stock Market Forecasting. (2021). La Torre, Davide ; Swain, Akshya ; Broekaert, Jan ; Hafiz, Faizal . In: Papers. RePEc:arx:papers:2111.08060. Full description at Econpapers || Download paper | |
2021 | Optimal Portfolio Choice and Stock Centrality for Tail Risk Events. (2021). Katsouris, Christis. In: Papers. RePEc:arx:papers:2112.12031. Full description at Econpapers || Download paper | |
2021 | Evolving Temperature Dynamics in Canada: Preliminary Evidence Based on 60 Years of Data. (2021). Amano, Robert ; McDonald-Guimond, Julien ; Gosselin, Marc-Andre. In: Staff Working Papers. RePEc:bca:bocawp:21-22. Full description at Econpapers || Download paper | |
2021 | Do inflation expectations improve model-based inflation Forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Babura, Marta. In: Working Papers. RePEc:bde:wpaper:2138. Full description at Econpapers || Download paper | |
2021 | Forecasting Italian GDP growth with epidemiological data. (2021). Villa, Stefania ; Flaccadoro, Marco ; Conteduca, Francesco ; Emiliozzi, Simone ; Borin, Alessandro ; Aprigliano, Valentina ; Marchetti, Sabina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_664_21. Full description at Econpapers || Download paper | |
2021 | Nowcasting South African gross domestic product using a suite of statistical models. (2021). Steenkamp, Daan ; Botha, Byron ; van Jaarsveld, Rossouw ; Reid, Geordie ; Olds, Tim. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:526-554. Full description at Econpapers || Download paper | |
2021 | Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs. (2021). Koop, Gary ; Hou, Chenghan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0100. Full description at Econpapers || Download paper | |
2021 | High Public Debt in an Uncertain World: Post-Covid-19 Dangers for Public Finance. (2021). Gros, Daniel. In: EconPol Policy Brief. RePEc:ces:econpb:_38. Full description at Econpapers || Download paper | |
2021 | Combining Bayesian VARs with survey density forecasts: does it pay off?. (2021). Ravazzolo, Francesco ; Paredes, Joan ; Brenna, Federica ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212543. Full description at Econpapers || Download paper | |
2021 | The COVID-19 shock and challenges for time series models. (2021). Hartwig, Benny ; Bobeica, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20212558. Full description at Econpapers || Download paper | |
2021 | Do inflation expectations improve model-based inflation forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Banbura, Marta ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212604. Full description at Econpapers || Download paper | |
2021 | Fan charts 2.0: flexible forecast distributions with expert judgement. (2021). Sokol, Andrej. In: Working Paper Series. RePEc:ecb:ecbwps:20212624. Full description at Econpapers || Download paper | |
2021 | Heat load forecasting using adaptive temporal hierarchies. (2021). Madsen, Henrik ; Guericke, Daniela ; Palsson, Olafur Petur ; Nystrup, Peter ; Moller, Jan Kloppenborg ; Bergsteinsson, Hjorleifur G. In: Applied Energy. RePEc:eee:appene:v:292:y:2021:i:c:s0306261921003603. Full description at Econpapers || Download paper | |
2021 | Minimization of natural gas consumption of domestic boilers with convolutional, long-short term memory neural networks and genetic algorithm. (2021). Bampos, Zafeirios N ; Tsoumalis, Georgios I ; Keranidis, Stratos D ; Biskas, Pandelis N ; Chatzis, Georgios V. In: Applied Energy. RePEc:eee:appene:v:299:y:2021:i:c:s0306261921006760. Full description at Econpapers || Download paper | |
2021 | A novel method for online real-time forecasting of crude oil price. (2021). Gong, Xue ; Zhang, Weiguo ; Zhao, Yuan ; Wang, Chao. In: Applied Energy. RePEc:eee:appene:v:303:y:2021:i:c:s0306261921009648. Full description at Econpapers || Download paper | |
2021 | Review of low voltage load forecasting: Methods, applications, and recommendations. (2021). Voss, Marcus ; Giasemidis, Georgios ; Arora, Siddharth ; Haben, Stephen ; Greetham, Danica Vukadinovi. In: Applied Energy. RePEc:eee:appene:v:304:y:2021:i:c:s0306261921011326. Full description at Econpapers || Download paper | |
2021 | A multivariate HAR-RV model with heteroscedastic errors and its WLS estimation. (2021). Hong, Won-Tak ; Hwang, Eunju. In: Economics Letters. RePEc:eee:ecolet:v:203:y:2021:i:c:s0165176521001324. Full description at Econpapers || Download paper | |
2021 | Application of bagging in day-ahead electricity price forecasting and factor augmentation. (2021). Yildirim, Dilem ; Ozen, Kadir. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004448. Full description at Econpapers || Download paper | |
2021 | Point and interval forecasting of electricity supply via pruned ensembles. (2021). de Menezes, Lilian M ; Cyrino, Fernando Luiz ; Meira, Erick. In: Energy. RePEc:eee:energy:v:232:y:2021:i:c:s0360544221012573. Full description at Econpapers || Download paper | |
2021 | Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19. (2021). Shao, Liuguo ; Chen, Jinyu ; Zhang, Hua. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001629. Full description at Econpapers || Download paper | |
2021 | Forecasting mortality with international linkages: A global vector-autoregression approach. (2021). Shi, Yanlin ; Li, Hong. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:59-75. Full description at Econpapers || Download paper | |
2021 | Assessing mortality inequality in the U.S.: What can be said about the future?. (2021). Hyndman, Rob J ; Li, Han. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:152-162. Full description at Econpapers || Download paper | |
2021 | Longevity risk and capital markets: The 2019-20 update. (2021). , Andrew ; Blake, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:395-439. Full description at Econpapers || Download paper | |
2021 | Dimensionality reduction in forecasting with temporal hierarchies. (2021). Madsen, Henrik ; Moller, Jan K ; Lindstrom, Erik ; Nystrup, Peter. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1127-1146. Full description at Econpapers || Download paper | |
2021 | 30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial. (2021). Ruiz, Esther ; Pea, Daniel ; Escribano, Alvaro. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1333-1337. Full description at Econpapers || Download paper | |
2021 | Factor extraction using Kalman filter and smoothing: This is not just another survey. (2021). Ruiz, Esther ; Miranda, Karen ; Poncela, Pilar. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1399-1425. Full description at Econpapers || Download paper | |
2021 | Principles and algorithms for forecasting groups of time series: Locality and globality. (2021). Hyndman, Rob ; Montero-Manso, Pablo. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1632-1653. Full description at Econpapers || Download paper | |
2021 | A Practical Guide to harnessing the HAR volatility model. (2021). Clements, Adam ; Daniel, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002417. Full description at Econpapers || Download paper | |
2021 | Clustering commodity markets in space and time: Clarifying returns, volatility, and trading regimes through unsupervised machine learning. (2021). Vo, Xuan Vinh ; Ur, Mobeen ; Chen, James Ming. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001768. Full description at Econpapers || Download paper | |
2021 | The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China. (2021). Zhang, Hongwei ; Gao, Wang ; Liu, Yuanyuan ; Niu, Zibo. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001872. Full description at Econpapers || Download paper | |
2021 | Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach. (2021). Umar, Zaghum ; Gabauer, David ; Balcilar, Mehmet. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002300. Full description at Econpapers || Download paper | |
2021 | Forecasting electricity consumption of OECD countries: A global machine learning modeling approach. (2021). Gunay, Erdem M ; Murat, K M ; Sen, Doruk. In: Utilities Policy. RePEc:eee:juipol:v:70:y:2021:i:c:s0957178721000564. Full description at Econpapers || Download paper | |
2021 | Stochastic coherency in forecast reconciliation. (2021). Kourentzes, Nikolaos ; Svetunkov, Ivan ; Pritularga, Kandrika F. In: International Journal of Production Economics. RePEc:eee:proeco:v:240:y:2021:i:c:s0925527321001973. Full description at Econpapers || Download paper | |
2021 | A novel multiscale forecasting model for crude oil price time series. (2021). Chen, Xueli ; Heng, Jiani ; Hu, Yucai ; Li, Ranran. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:173:y:2021:i:c:s0040162521006144. Full description at Econpapers || Download paper | |
2021 | Risk Mitigation in Business Activities on Emerging Markets. (2021). Rubaj, Piotr. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:4b:p:699-712. Full description at Econpapers || Download paper | |
2021 | Multivariate Analysis of Cryptocurrencies. (2021). Candila, Vincenzo. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:3:p:28-:d:586873. Full description at Econpapers || Download paper | |
2021 | Predicting the Economic Impact of the COVID-19 Pandemic in the United Kingdom Using Time-Series Mining. (2021). Rady, Dina ; Hettiarachchi, Hansi ; Rakha, Ahmed ; Abdelsamea, Mohammed M ; Gaber, Mohamed Medhat. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:4:p:137-:d:644305. Full description at Econpapers || Download paper | |
2021 | A Bayesian Model to Forecast the Time Series Kinetic Energy Data for a Power System. (2021). Gonzalez-Longatt, Francisco ; Ghimire, Bishal ; Shrestha, Ashish. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:11:p:3299-:d:568983. Full description at Econpapers || Download paper | |
2021 | Distributed Learning Applications in Power Systems: A Review of Methods, Gaps, and Challenges. (2021). Musilek, Petr ; Gholizadeh, Nastaran. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:12:p:3654-:d:577869. Full description at Econpapers || Download paper | |
2021 | A Pattern New in Every Moment: The Temporal Clustering of Markets for Crude Oil, Refined Fuels, and Other Commodities. (2021). Ur, Mobeen ; Chen, James Ming. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:19:p:6099-:d:642541. Full description at Econpapers || Download paper | |
2021 | Prediction of Extreme Conditional Quantiles of Electricity Demand: An Application Using South African Data. (2021). Ranganai, Edmore ; Sigauke, Caston ; Maswanganyi, Norman. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:20:p:6704-:d:657229. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | Forecasting Commodity Prices: Looking for a Benchmark. (2021). Rubaszek, MichaÅ ; Kwas, Marek. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:27-459:d:577877. Full description at Econpapers || Download paper |
More than 50 citations. List broken...
# | Series | H | Cites | |
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1 | International Journal of Forecasting / Elsevier | 91 | 2244 | |
2 | Papers / arXiv.org | 90 | 1239 | |
3 | Energies / MDPI | 55 | 641 | |
4 | Energy Economics / Elsevier | 164 | 568 | |
5 | European Journal of Operational Research / Elsevier | 134 | 436 | |
6 | Sustainability / MDPI | 67 | 380 | |
7 | Resources Policy / Elsevier | 78 | 380 | |
8 | Applied Energy / Elsevier | 121 | 374 | |
9 | International Review of Financial Analysis / Elsevier | 71 | 365 | |
10 | Energy / Elsevier | 111 | 354 | |
11 | 323 |