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International Journal of Forecasting / Elsevier

Citation Profile [Updated: 2026-03-14 21:09:38]
5 Years H Index
94
Impact Factor (IF)
1.29
5 Years IF
1.35
Data available in this report

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

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0.01 0.1 0.24 0.03 75 75 560 17 18 186 2 362 10 0 5 0.07 0.05
1991 0.02 0.11 0.15 0.04 62 137 387 21 39 172 3 398 14 0 0 0.06
1992 0.04 0.12 0.11 0.04 90 227 1351 23 63 137 5 383 15 0 0 0.06
1993 0.05 0.13 0.09 0.03 79 306 888 28 92 152 7 413 13 0 0 0.06
1994 0.02 0.14 0.08 0.05 70 376 536 28 123 169 4 403 20 0 2 0.03 0.07
1995 0.08 0.22 0.32 0.1 61 437 597 136 261 149 12 376 39 80 58.8 9 0.15 0.1
1996 0.15 0.25 0.4 0.16 65 502 463 195 461 131 20 362 57 96 49.2 2 0.03 0.11
1997 0.11 0.24 0.3 0.16 67 569 1856 163 630 126 14 365 57 56 34.4 11 0.16 0.11
1998 0.1 0.27 0.39 0.16 35 604 1009 232 867 132 13 342 56 66 28.4 1 0.03 0.13
1999 0.31 0.29 0.55 0.23 39 643 834 350 1218 102 32 298 69 63 18 6 0.15 0.14
2000 0.41 0.34 0.4 0.27 59 702 1614 280 1500 74 30 267 73 83 29.6 6 0.1 0.16
2001 0.32 0.38 0.39 0.32 45 747 717 289 1793 98 31 265 84 72 24.9 16 0.36 0.17
2002 0.34 0.39 0.42 0.41 58 805 798 334 2130 104 35 245 101 88 26.3 34 0.59 0.2
2003 0.52 0.43 0.63 0.53 81 886 1054 539 2691 103 54 236 125 159 29.5 15 0.19 0.21
2004 0.44 0.47 0.6 0.49 69 955 1873 562 3261 139 61 282 139 97 17.3 29 0.42 0.21
2005 0.53 0.51 0.89 0.54 67 1022 1824 907 4169 150 80 312 169 112 12.3 28 0.42 0.23
2006 0.72 0.49 1.01 0.57 63 1085 2439 1092 5268 136 98 320 181 504 46.2 24 0.38 0.22
2007 0.88 0.44 0.79 0.61 63 1148 1241 907 6177 130 115 338 205 146 16.1 39 0.62 0.2
2008 1.17 0.47 0.86 0.86 64 1212 1834 1033 7216 126 147 343 295 146 14.1 43 0.67 0.22
2009 0.91 0.46 0.84 0.94 72 1284 1508 1073 8298 127 116 326 307 110 10.3 43 0.6 0.23
2010 1.03 0.46 0.84 0.94 75 1359 1184 1136 9445 136 140 329 308 141 12.4 13 0.17 0.2
2011 1.09 0.51 1.16 1.07 148 1507 1939 1740 11199 147 160 337 362 459 26.4 141 0.95 0.23
2012 0.69 0.5 0.97 0.83 64 1571 3888 1519 12728 223 153 422 352 96 6.3 39 0.61 0.21
2013 0.92 0.54 1.11 1 56 1627 1189 1790 14530 212 196 423 422 194 10.8 41 0.73 0.24
2014 1.73 0.53 1.32 1.24 77 1704 2778 2251 16783 120 208 415 515 195 8.7 115 1.49 0.22
2015 1.93 0.52 1.33 1.23 81 1785 1367 2378 19165 133 257 420 517 244 10.3 79 0.98 0.22
2016 1.97 0.5 1.44 1.41 102 1887 2202 2714 21888 158 311 426 602 327 12 139 1.36 0.2
2017 1.51 0.52 1.37 1.7 76 1963 1363 2673 24570 183 276 380 647 281 10.5 51 0.67 0.21
2018 1.76 0.53 1.46 1.7 52 2015 1008 2913 27504 178 314 392 667 156 5.4 39 0.75 0.22
2019 1.91 0.54 1.72 1.89 128 2143 1563 3673 31185 128 244 388 735 494 13.4 87 0.68 0.21
2020 2.01 0.64 1.87 1.88 98 2241 1543 4173 35366 180 361 439 824 500 12 136 1.39 0.3
2021 1.92 0.74 1.8 1.91 101 2342 968 4225 39593 226 434 456 871 357 8.4 108 1.07 0.27
2022 2.18 0.73 1.75 1.79 97 2439 589 4257 43853 199 434 455 814 656 15.4 114 1.18 0.22
2023 1.66 0.69 1.61 1.76 107 2546 457 4104 47958 198 329 476 836 520 12.7 78 0.73 0.2
2024 1.5 0.81 1.46 1.54 96 2642 155 3860 51818 204 306 531 820 352 9.1 47 0.49 0.23
2025 1.29 1.19 1.35 101 2743 18 3263 55081 203 262 499 672 306 9.4 15 0.15
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12012Better to give than to receive: Predictive directional measurement of volatility spillovers. (2012). Yilmaz, Kamil ; Diebold, Francis. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:1:p:57-66.

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2959
21997Testing the equality of prediction mean squared errors. (1997). Leybourne, Stephen ; Harvey, David ; Newbold, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:2:p:281-291.

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1256
31986Forecasting with Bayesian vector autoregressions -- Five years of experience : Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38. (1986). Litterman, Robert. In: International Journal of Forecasting. RePEc:eee:intfor:v:2:y:1986:i:4:p:497-498c.

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832
42006Another look at measures of forecast accuracy. (2006). Hyndman, Rob ; Koehler, Anne B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:4:p:679-688.

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784
51989Combining forecasts: A review and annotated bibliography. (1989). Clemen, Robert T.. In: International Journal of Forecasting. RePEc:eee:intfor:v:5:y:1989:i:4:p:559-583.

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715
62014Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081.

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607
71992Modeling and forecasting US sex differentials in mortality. (1992). Lee, Ronald ; Carter, Lawrence R.. In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:3:p:393-411.

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527
81998Forecasting with artificial neural networks:: The state of the art. (1998). Hu, Michael Y. ; Zhang, Guoqiang ; Patuwo, Eddy B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:1:p:35-62.

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482
92000The M3-Competition: results, conclusions and implications. (2000). Makridakis, Spyros ; Hibon, Michele . In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476.

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426
102010Comparing and evaluating Bayesian predictive distributions of asset returns. (2010). Geweke, John ; amisano, gianni. In: International Journal of Forecasting. RePEc:eee:intfor:v:26:y::i:2:p:216-230.

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314
112002A state space framework for automatic forecasting using exponential smoothing methods. (2002). Snyder, Ralph ; Hyndman, Rob ; Grose, Simone ; Koehler, Anne B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:18:y:2002:i:3:p:439-454.

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296
121992Error measures for generalizing about forecasting methods: Empirical comparisons. (1992). Armstrong, J. ; Collopy, Fred. In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:1:p:69-80.

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274
131999The Delphi technique as a forecasting tool: issues and analysis. (1999). Wright, George ; Rowe, Gene. In: International Journal of Forecasting. RePEc:eee:intfor:v:15:y:1999:i:4:p:353-375.

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273
142014Evaluating early warning indicators of banking crises: Satisfying policy requirements. (2014). Juselius, John ; Drehmann, Mathias. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:759-780.

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252
152016Probabilistic electric load forecasting: A tutorial review. (2016). Hong, Tao ; Fan, Shu. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:914-938.

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242
162007Combining density forecasts. (2007). Mitchell, James ; Hall, Stephen. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:1:p:1-13.

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236
172016Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond. (2016). Hyndman, Rob ; Hong, Tao ; Fan, Shu ; Pinson, Pierre ; Zareipour, Hamidreza ; Troccoli, Alberto. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:896-913.

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227
182006Modelling and forecasting the diffusion of innovation - A 25-year review. (2006). Islam, Towhidul ; Meade, Nigel. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:519-545.

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224
192004Bridge models to forecast the euro area GDP. (2004). Parigi, giuseppe ; Golinelli, Roberto ; Baffigi, Alberto. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:3:p:447-460.

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223
202011MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:2:p:529-542.

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213
211995Forecasting tourism demand: A review of empirical research. (1995). Witt, Stephen F.. In: International Journal of Forecasting. RePEc:eee:intfor:v:11:y:1995:i:3:p:447-475.

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212
222011MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:529-542.

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207
232000Out-of-sample tests of forecasting accuracy: an analysis and review. (2000). Tashman, Leonard J.. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:437-450.

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205
242005Macro variables and international stock return predictability. (2005). Wohar, Mark ; Rangvid, Jesper ; Rapach, David E.. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:1:p:137-166.

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199
252008The financial analyst forecasting literature: A taxonomy with suggestions for further research. (2008). Ramnath, Sundaresh ; Rock, Steve ; Shane, Philip. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:1:p:34-75.

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197
26200625 years of time series forecasting. (2006). Hyndman, Rob ; Gooijer, Jan G.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:443-473.

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197
272008Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data. (2008). Schumacher, Christian ; Breitung, Jörg. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:3:p:386-398.

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190
282006Judgmental forecasting: A review of progress over the last 25 years. (2006). Goodwin, Paul ; Lawrence, Michael ; O'Connor, Marcus ; Onkal, Dilek. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:493-518.

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187
292008Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models. (2008). Weron, Rafał ; Misiorek, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:744-763.

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184
302013Combining expert forecasts: Can anything beat the simple average?. (2013). Meyler, Aidan ; Kenny, Geoff ; Genre, Veronique ; Timmermann, Allan. In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:1:p:108-121.

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182
312011Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search. (2011). Zhang, Zelin ; Joseph, Kissan ; Wintoki, Babajide M.. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:4:p:1116-1127.

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180
322009Effective forecasting and judgmental adjustments: an empirical evaluation and strategies for improvement in supply-chain planning. (2009). Nikolopoulos, Konstantinos ; Fildes, Robert ; Goodwin, Paul ; Lawrence, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:1:p:3-23.

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171
332005Forecasting electricity prices for a day-ahead pool-based electric energy market. (2005). Espinola, Rosa ; Plazas, Miguel A. ; Contreras, Javier ; Conejo, Antonio J.. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:3:p:435-462.

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171
342020DeepAR: Probabilistic forecasting with autoregressive recurrent networks. (2020). Flunkert, Valentin ; Januschowski, Tim ; Gasthaus, Jan ; Salinas, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1181-1191.

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168
352009Forecasting exchange rates with a large Bayesian VAR. (2009). Marcellino, Massimiliano ; Kapetanios, George ; Carriero, Andrea. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:2:p:400-417.

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164
362020The M4 Competition: 100,000 time series and 61 forecasting methods. (2020). Assimakopoulos, Vassilios ; Makridakis, Spyros ; Spiliotis, Evangelos. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:54-74.

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163
372004Efficient market hypothesis and forecasting. (2004). Timmermann, Allan. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:15-27.

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162
382017The predictive power of Google searches in forecasting US unemployment. (2017). Marcucci, Juri ; D'Amuri, Francesco ; Damuri, Francesco. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:801-816.

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160
392004Forecasting seasonals and trends by exponentially weighted moving averages. (2004). Holt, Charles C.. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:5-10.

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159
402004Authors retrospective on Forecasting seasonals and trends by exponentially weighted moving averages. (2004). Holt, Charles C.. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:11-13.

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153
411993Earnings forecasting research: its implications for capital markets research. (1993). Brown, Lawrence D.. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:295-320.

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152
422008Forecasting electricity prices: The impact of fundamentals and time-varying coefficients. (2008). Karakatsani, Nektaria V. ; Bunn, Derek W.. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:764-785.

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152
431993Comments on Earnings forecasting research: its implications for capital markets research by L. Brown. (1993). Brown, Philip. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:331-335.

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146
442005The accuracy of intermittent demand estimates. (2005). Boylan, John E. ; Syntetos, Aris A.. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:2:p:303-314.

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144
451993Betting on trends: Intuitive forecasts of financial risk and return. (1993). De Bondt, Werner P. M., . In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:355-371.

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143
462001How accurate are private sector forecasts? Cross-country evidence from consensus forecasts of output growth. (2001). Loungani, Prakash. In: International Journal of Forecasting. RePEc:eee:intfor:v:17:y:2001:i:3:p:419-432.

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138
472015Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections. (2015). Lenza, Michele ; Giannone, Domenico ; Banbura, Marta ; Babura, Marta. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:739-756.

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137
482009Forecasting economic and financial variables with global VARs. (2009). Smith, L. Vanessa ; Schuermann, Til ; Pesaran, Mohammad. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:4:p:642-675.

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136
492016The forecast combination puzzle: A simple theoretical explanation. (2016). Vasnev, Andrey ; Magnus, Jan ; Wang, Wendun ; Claeskens, Gerda. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:754-762.

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136
501993Reply to commentaries on Earnings forecasting research: its implications for capital markets research. (1993). Brown, Lawrence D.. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:343-344.

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132
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12012Better to give than to receive: Predictive directional measurement of volatility spillovers. (2012). Yilmaz, Kamil ; Diebold, Francis. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:1:p:57-66.

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918
22006Another look at measures of forecast accuracy. (2006). Hyndman, Rob ; Koehler, Anne B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:4:p:679-688.

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122
31997Testing the equality of prediction mean squared errors. (1997). Leybourne, Stephen ; Harvey, David ; Newbold, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:2:p:281-291.

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102
42020DeepAR: Probabilistic forecasting with autoregressive recurrent networks. (2020). Flunkert, Valentin ; Januschowski, Tim ; Gasthaus, Jan ; Salinas, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1181-1191.

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102
52021Temporal Fusion Transformers for interpretable multi-horizon time series forecasting. (2021). Pfister, Tomas ; Arik, Sercan O ; Loeff, Nicolas ; Lim, Bryan. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1748-1764.

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84
62014Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081.

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77
71998Forecasting with artificial neural networks:: The state of the art. (1998). Hu, Michael Y. ; Zhang, Guoqiang ; Patuwo, Eddy B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:1:p:35-62.

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57
82014Correlation dynamics and international diversification benefits. (2014). Jin, Xisong ; Errunza, Vihang ; Christoffersen, Peter ; Jacobs, Kris. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:807-824.

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45
92020The M4 Competition: 100,000 time series and 61 forecasting methods. (2020). Assimakopoulos, Vassilios ; Makridakis, Spyros ; Spiliotis, Evangelos. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:54-74.

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44
102020The impact of sentiment and attention measures on stock market volatility. (2020). Ballinari, Daniele ; Audrino, Francesco ; Sigrist, Fabio. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:334-357.

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37
112022M5 accuracy competition: Results, findings, and conclusions. (2022). Assimakopoulos, Vassilios ; Makridakis, Spyros ; Spiliotis, Evangelos. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1346-1364.

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36
122016Probabilistic electric load forecasting: A tutorial review. (2016). Hong, Tao ; Fan, Shu. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:914-938.

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36
132000Out-of-sample tests of forecasting accuracy: an analysis and review. (2000). Tashman, Leonard J.. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:437-450.

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36
142016Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond. (2016). Hyndman, Rob ; Hong, Tao ; Fan, Shu ; Pinson, Pierre ; Zareipour, Hamidreza ; Troccoli, Alberto. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:896-913.

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35
152022Forecasting: theory and practice. (2022). Thomakos, Dimitrios ; Shang, Han Lin ; Sermpinis, Georgios ; Rubaszek, Michał ; Reade, J ; Paccagnini, Alessia ; Martinez, Andrew ; Li, Feng ; Hendry, David ; Guidolin, Massimo ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Babai, Mohamed Zied ; Assimakopoulos, Vassilios ; Pedregal, Diego J ; Trapero, Juan Ramon ; Meeran, Sheik ; Koehler, Anne B ; Guseo, Renato ; Gunter, Ulrich ; Barrow, Devon K ; Pavia, Jose M ; de Baets, Shari ; Talagala, Priyanga Dilini ; Januschowski, Tim ; Frazier, David T ; Jeon, Jooyoung ; Hollyman, Ross ; Panagiotelis, Anastasios ; Petropoulos, Fotios ; Gilliland, Michael ; Thorarinsdottir, Thordis ; Boylan, John E ; Winkler, Robert L ; Yusupova, Alisa ; Ziel, Florian ; Pinson, Pierre ; Rapach, David E ; Ellison, Joanne ; Bessa, Ricardo J ; Dokumentov, Alexander ; Cyrino, Fernando Luiz ; Modis, Theodore ; Apiletti, Daniele ; Browell, Jethro ; Goodwin, Paul ; Kang, Yanfei ; Pedio, Manuela ; Kolassa, Stephan ; Carnevale, Claudio ; Ramos, Patricia ; Grushka-Cockayne, Yael ; Todini, Ezio ; Makridakis, Spyros ; Cordeiro, Clara ; Cirillo, Pasquale ; Wang, Xiaoqian ; Spiliotis, Evangelos ; Tashman, Len ; ben Taieb, Souhaib ; Bergmeir, Christoph ; Bijak, Jakub ; Kourentzes, Nikolaos ; Guo, Xiaojia ; Nikolopoulos, Konstantinos ; Leva, Sonia ; Rostami-Tabar, Bahman ; Panapakidis, Ioannis ; Harvey, Nigel ; Richmond, Victor ; Onkal, Dilek ; Litsiou, Konstantia ; Gonul, Sinan M ; Syntetos, Aris A. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:3:p:705-871.

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35
162019Text-based crude oil price forecasting: A deep learning approach. (2019). Li, Xuerong ; Shang, Wei ; Wang, Shouyang. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1548-1560.

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32
171989Combining forecasts: A review and annotated bibliography. (1989). Clemen, Robert T.. In: International Journal of Forecasting. RePEc:eee:intfor:v:5:y:1989:i:4:p:559-583.

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182023Forecast combinations: An over 50-year review. (2023). Li, Feng ; Hyndman, Rob ; Kang, Yanfei ; Wang, Xiaoqian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1518-1547.

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32
191999The Delphi technique as a forecasting tool: issues and analysis. (1999). Wright, George ; Rowe, Gene. In: International Journal of Forecasting. RePEc:eee:intfor:v:15:y:1999:i:4:p:353-375.

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201992Modeling and forecasting US sex differentials in mortality. (1992). Lee, Ronald ; Carter, Lawrence R.. In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:3:p:393-411.

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212017The predictive power of Google searches in forecasting US unemployment. (2017). Marcucci, Juri ; D'Amuri, Francesco ; Damuri, Francesco. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:801-816.

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222020A hybrid method of exponential smoothing and recurrent neural networks for time series forecasting. (2020). Smyl, Slawek. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:75-85.

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29
232016The forecast combination puzzle: A simple theoretical explanation. (2016). Vasnev, Andrey ; Magnus, Jan ; Wang, Wendun ; Claeskens, Gerda. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:754-762.

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242020Forecasting stock price volatility: New evidence from the GARCH-MIDAS model. (2020). Wang, LU ; Yang, Lin ; Liu, Jing ; Ma, Feng. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:684-694.

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252021Nowcasting GDP using machine-learning algorithms: A real-time assessment. (2021). Vehbi, Tugrul ; van Florenstein Mulder, Thomas ; Richardson, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:941-948.

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26
262016A new metric of absolute percentage error for intermittent demand forecasts. (2016). Kim, Sungil. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:669-679.

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272021Recurrent Neural Networks for Time Series Forecasting: Current status and future directions. (2021). Bandara, Kasun ; Hewamalage, Hansika ; Bergmeir, Christoph. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:388-427.

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282000The M3-Competition: results, conclusions and implications. (2000). Makridakis, Spyros ; Hibon, Michele . In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476.

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292002A state space framework for automatic forecasting using exponential smoothing methods. (2002). Snyder, Ralph ; Hyndman, Rob ; Grose, Simone ; Koehler, Anne B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:18:y:2002:i:3:p:439-454.

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302014Evaluating early warning indicators of banking crises: Satisfying policy requirements. (2014). Juselius, John ; Drehmann, Mathias. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:759-780.

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312010Comparing and evaluating Bayesian predictive distributions of asset returns. (2010). Geweke, John ; amisano, gianni. In: International Journal of Forecasting. RePEc:eee:intfor:v:26:y::i:2:p:216-230.

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322009Effective forecasting and judgmental adjustments: an empirical evaluation and strategies for improvement in supply-chain planning. (2009). Nikolopoulos, Konstantinos ; Fildes, Robert ; Goodwin, Paul ; Lawrence, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:1:p:3-23.

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332021Measuring the Connectedness of the Global Economy. (2021). shin, yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:899-919.

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24
342004Authors retrospective on Forecasting seasonals and trends by exponentially weighted moving averages. (2004). Holt, Charles C.. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:11-13.

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24
352008The financial analyst forecasting literature: A taxonomy with suggestions for further research. (2008). Ramnath, Sundaresh ; Rock, Steve ; Shane, Philip. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:1:p:34-75.

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362022High-frequency monitoring of growth at risk. (2022). Sahuc, Jean-Guillaume ; Mogliani, Matteo ; Ferrara, Laurent. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:582-595.

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372013Combining expert forecasts: Can anything beat the simple average?. (2013). Meyler, Aidan ; Kenny, Geoff ; Genre, Veronique ; Timmermann, Allan. In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:1:p:108-121.

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382023Global economic policy uncertainty aligned: An informative predictor for crude oil market volatility. (2023). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi ; Liang, Chao. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1318-1332.

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392017VARX-L: Structured regularization for large vector autoregressions with exogenous variables. (2017). Nicholson, William B ; Bien, Jacob ; Matteson, David S. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:627-651.

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402010Using ELO ratings for match result prediction in association football. (2010). Hvattum, Lars Magnus ; Arntzen, Halvard. In: International Journal of Forecasting. RePEc:eee:intfor:v:26:y::i:3:p:460-470.

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22
412004Forecasting seasonals and trends by exponentially weighted moving averages. (2004). Holt, Charles C.. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:5-10.

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22
422009Hierarchical forecasts for Australian domestic tourism. (2009). Hyndman, Rob ; Athanasopoulos, George ; Ahmed, Roman A.. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:1:p:146-166.

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22
432015Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections. (2015). Lenza, Michele ; Giannone, Domenico ; Banbura, Marta ; Babura, Marta. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:739-756.

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21
442020Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks. (2020). GUPTA, RANGAN ; Asai, Manabu. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:933-948.

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21
452006Judgmental forecasting: A review of progress over the last 25 years. (2006). Goodwin, Paul ; Lawrence, Michael ; O'Connor, Marcus ; Onkal, Dilek. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:493-518.

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462011Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search. (2011). Zhang, Zelin ; Joseph, Kissan ; Wintoki, Babajide M.. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:4:p:1116-1127.

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472023The COVID-19 shock and challenges for inflation modelling. (2023). BOBEICA, Elena ; Hartwig, Benny. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:519-539.

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482011MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:529-542.

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492016Additive models and robust aggregation for GEFCom2014 probabilistic electric load and electricity price forecasting. (2016). Goude, Yannig ; Nedellec, Raphael ; Gaillard, Pierre. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1038-1050.

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502023Forecasting electricity prices with expert, linear, and nonlinear models. (2023). Gianfreda, Angelica ; Billé, Anna Gloria ; Ravazzolo, Francesco ; del Grosso, Filippo ; Bille, Anna Gloria. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:570-586.

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2025Measuring risk contagion in financial networks with CoVaR. (2024). Fasen-Hartmann, Vicky ; Das, Bikramjit. In: Papers. RePEc:arx:papers:2309.15511.

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2025Risk factors in the formulation of day-ahead electricity prices: Evidence from the Spanish case. (2025). Thomaidis, Nikolaos S ; Paschalidou, Eleftheria G. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008119.

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2025Inflation forecasting in turbulent times. (2025). Kunst, Robert ; Sgner, Leopold ; Koch, Sebastian P ; Hlouskova, Jaroslava ; Fortin, Ines ; Ertl, Martin. In: Empirica. RePEc:kap:empiri:v:52:y:2025:i:1:d:10.1007_s10663-024-09633-z.

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

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2025Time-varying sources of fluctuations in global inflation. (2025). Ko, Juyoung ; Kim, Won Joong ; Piao, Chunyan ; Kwon, Won Soon. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003274.

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2025MONETARY POLICY RESPONSE DURING COVID-19 AND THE RUSSIA-UKRAINE WAR: EVIDENCE FROM EURO AND NON-EURO AREA. (2025). Aliu, Florin ; Kastrati, Albulena ; Apanovych, Yelyzaveta. In: Studies in Business and Economics. RePEc:blg:journl:v:20:y:2025:i:1:p:5-18.

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2025Monetary policy transmission in Mexico: an overview and banking channels insights using granular data. (2025). de Mexico, Banco. In: BIS Papers chapters. RePEc:bis:bisbpc:157-14.

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2025Greek GDP Forecasting Using Bayesian Multivariate Models. (2025). Krompas, Ioannis ; Bragoudakis, Zacharias. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:12:y:2025:i:2:p:63-76.

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2025Is Less Really More? Comparing the Climate and Productivity Impacts of a Shrinking Population. (2025). Spears, Dean ; Vyas, Sangita ; Kuruc, Kevin J ; Geruso, Michael ; Budolfson, Mark. In: NBER Working Papers. RePEc:nbr:nberwo:33932.

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2025A New Approach to Probabilistic County Population Forecasting with an Example Application to West Texas. (2025). Cline, Mike ; Tayman, Jeff ; Swanson, David A. In: Population Research and Policy Review. RePEc:kap:poprpr:v:44:y:2025:i:4:d:10.1007_s11113-025-09961-3.

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2025BiHRNN -- Bi-Directional Hierarchical Recurrent Neural Network for Inflation Forecasting. (2025). Vilenko, Maya. In: Papers. RePEc:arx:papers:2503.01893.

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2025An Artificial Trend Index for Private Consumption Using Google Trends. (2025). Alpiste, Heidi ; Tenorio, Juan ; Rem, Jakelin ; Segil, Arian. In: Papers. RePEc:arx:papers:2503.21981.

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2025Forecasting Disaggregated Producer Prices: A Fusion of Machine Learning and Econometric Techniques. (2025). Benecka, Sona. In: Working Papers. RePEc:cnb:wpaper:2025/2.

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

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

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2025Iterated Dynamic Model Averaging and application to inflation forecasting. (2025). Chen, Sihan ; Ming, Lei ; Yang, Haoxi. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001826.

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2025“Assessing Predictability of Environmental Time Series With Statistical and Machine Learning Models”. (2025). Lyubchich, Vyacheslav ; Newlands, Nathaniel K. In: Environmetrics. RePEc:wly:envmet:v:36:y:2025:i:2:n:e70000.

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2025On the stability of global forecasting models. (2025). Zanotti, Marco. In: Working Papers. RePEc:mib:wpaper:553.

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2025Investigating laypeople’s short- and long-term forecasts of COVID-19 infection cycles. (2025). Su, Moon ; Lee, Yun Shin ; Seifert, Matthias. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:452-465.

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2025Demand and supply curve forecasting using a monotonic autoencoder for short-term day-ahead electricity market bid curves. (2025). Lucheroni, Carlo ; Sinha, Nabangshu. In: Applied Energy. RePEc:eee:appene:v:397:y:2025:i:c:s0306261925009924.

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2025From Economic Policy Uncertainty to Implied Market Volatility: Nothing to Fear?. (2025). Yang, Lu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:2:p:143-157.

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2025The impact of Russia’s Geopolitical Risk on stock markets’ high-moment risk. (2025). Azimli, Asil ; Kalmaz, Demet Beton. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000645.

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2025Dynamic connection between climate risks and energy markets. (2025). Jia, Huizhen. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001425.

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2025Climate risk and predictability of global stock market volatility. (2025). Ma, Yong ; Zhou, Mingtao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000253.

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2025Assessing the impact of artificial intelligence on the transition to renewable energy? Analysis of U.S. states under policy uncertainty. (2025). Lee, Chi-Chuan ; Fang, Yuzhu ; Li, Xinghao. In: Renewable Energy. RePEc:eee:renene:v:246:y:2025:i:c:s0960148125006317.

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2025Risk spillover effects among Chinese policy, economy and financial markets: Evidence from mixed-frequency data. (2025). Yu, BO ; Hu, Jiukai ; Wang, Jie. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:2263-2277.

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2025Forecasting crude oil price volatility with uncertainty: New modeling with multivariate selection. (2025). Zhang, Yunyi ; Hu, Ting ; Xiao, Shuang. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325007020.

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2025US uncertainty shocks, credit, production, and prices: The case of fourteen Latin American countries. (2025). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002594.

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

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2025Taking the Highway or the Green Road? Conditional Temperature Forecasts Under Alternative SSP Scenarios. (2025). Gabriel, Vasco ; Phella, Anthoulla ; Martins, Luis F. In: Papers. RePEc:arx:papers:2509.09384.

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2025Dynamic time series modelling and forecasting of COVID-19 in Norway. (2025). Nymoen, Ragnar ; Brdsen, Gunnar. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:251-269.

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2025A novel hybrid model based on evolving multi-quantile long and short-term memory neural network for ultra-short-term probabilistic forecasting of photovoltaic power. (2025). Zhu, Jianhua ; He, Yaoyao. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pc:s0306261924019846.

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2025Judgment can spur long memory. (2025). Zanetti Chini, Emilio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s0165188924001970.

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2025Tail risk dynamics of banks with score-driven extreme value models. (2025). Herrera, Rodrigo ; Clements, Adam ; Fuentes, Fernanda. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000155.

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2025The structural Theta method and its predictive performance in the M4-Competition. (2025). Silvestrini, Andrea ; Sbrana, Giacomo. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:940-952.

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2025A survey-based measure of asymmetric macroeconomic risk in the euro area. (2025). Iseringhausen, Martin ; Theodoridis, Konstantinos. In: Working Papers. RePEc:stm:wpaper:68.

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2025Machine learning forecasting in the macroeconomic environment: the case of the US output gap. (2025). Gogas, Periklis ; Papadimitriou, Theophilos ; Alexakis, Christos ; Sofianos, Emmanouil. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:1:d:10.1007_s10644-024-09849-w.

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2025Forecasting the Inflation for Budget Forecasters: An Analysis of ANN Model Performance in Türkiye. (2025). Kara, Berat ; Engler, Hasan. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:10:y:2025:i:1:p:58-91.

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2025Beware of large shocks! A non-parametric structural inflation model. (2025). Hernndez, Catalina Martnez ; Huber, Florian ; Holton, Sarah ; Bobeica, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20253052.

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2025Let the Tree Decide: FABART A Non-Parametric Factor Model. (2025). Velasco, Sofia. In: Papers. RePEc:arx:papers:2506.11551.

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2025Forecasting Macro with Finance. (2025). Schmitz, N ; Bachmair, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2574.

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2025Gaining confidence in the revised consumer confidence indicator: nonlinear optimization approach. (2025). Matoec, Marina ; Luka, Zrinka ; Imeija, Mirjana. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:1:d:10.1007_s00181-025-02742-z.

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2025Enhancing carbon price robust forecasting: A text-driven method utilizing weighted interval-joint quadratic support vector regression. (2025). Luo, Rui ; Liu, Jinpei ; Chen, Peipei. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004098.

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2025A news-based macro uncertainty index for Italy. (2025). Forni, Lorenzo ; Catalano, Michele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001068.

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2025Forecasting Dutch inflation using machine learning methods. (2025). de Winter, Jasper ; Rasiawan, Rajni ; Berben, Robert-Paul. In: Working Papers. RePEc:dnb:dnbwpp:828.

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2025Urban Subway Station Site Selection Prediction Based on Clustered Demand and Interpretable Machine Learning Models. (2025). Chai, Cong ; Liu, Yun ; Yao, Xin ; Lv, Hang ; Zhou, Dingjie ; Zhao, Xiaoqing ; Xie, Zhiqiang ; Zhu, Quan. In: Land. RePEc:gam:jlands:v:14:y:2025:i:8:p:1612-:d:1720508.

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2025Multiple Equilibria and the Phillips Curve: Do Agents Always Underreact?. (2025). Raggi, Davide ; Casarin, Roberto ; Peruzzi, Antonio. In: Working Papers. RePEc:ven:wpaper:2025:10.

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2025Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables. (2025). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Coulombe, Philippe Goulet. In: Working Papers. RePEc:bbh:wpaper:25-04.

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2025Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables. (2025). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Coulombe, Philippe Goulet. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-15.

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2025Testing Clustered Equal Predictive Ability with Unknown Clusters. (2025). Akgun, Oguzhan ; Urga, Giovanni ; Pirotte, Alain ; Yang, Zhenlin. In: Papers. RePEc:arx:papers:2507.14621.

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2025Forecasting the European Union allowance price tail risk with the integrated deep belief and mixture density networks. (2025). Wu, Ran. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:199:y:2025:i:p2:s0960077925007994.

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2025Learning from crises: A new class of time-varying parameter VARs with observable adaptation. (2025). Korobilis, Dimitris ; Hardy, Nicolas. In: Papers. RePEc:arx:papers:2512.03763.

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2025Learning from crises: A new class of time-varying parameter VARs with observable adaptation. (2025). Korobilis, Dimitris ; Hardy, Nicolas. In: Working Papers. RePEc:gla:glaewp:2025_12.

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2025SABR-Informed Multitask Gaussian Process: A Synthetic-to-Real Framework for Implied Volatility Surface Construction. (2025). Zhuang, Jirong ; Wu, Xuan. In: Papers. RePEc:arx:papers:2506.22888.

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2025The French and European Multi-faceted Crisis (Part 1). (2025). Sapir, Jacques. In: Studies on Russian Economic Development. RePEc:spr:sorede:v:36:y:2025:i:5:d:10.1134_s1075700725700455.

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

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2025Mixed-frequency fusion grey panel model for spatiotemporal prediction of photovoltaic power generation. (2025). Rao, Congjun ; Gao, Mingyun ; Xiao, Xinping ; Zuo, Ziyue. In: Renewable Energy. RePEc:eee:renene:v:248:y:2025:i:c:s0960148125007177.

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2025The short- and long-run cyclical variation of the cross-asset nexus: Mixed-frequency evidence on financial and ‘financialised’ assets. (2025). Yfanti, Stavroula ; Wu, Jiaying ; Karanasos, Menelaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000066.

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2025Harry Markowitz, the Cowles Commission, and portfolio theory. (2025). Dimand, Robert W. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06223-x.

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2025Seasonal affective disorder and currency markets. (2025). Melvin, Michael ; Velis, John ; Savage, Robert ; Arabadjis, John. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06364-z.

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2025Improving empirical models and forecasts with saturation-based machine learning. (2025). Martinez, Andrew ; Ericsson, Neil R. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06373-y.

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2025Investments: the (almost) century of Markowitz Harry Markowitz: portfolio selection scholar, simulation creator, and applied investment researcher and consultant extraordinaire. (2025). Guerard, John. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06396-5.

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2025Results for Short-Term Forecasting of Economic Dynamics Based on Bridge Equations and Time Series Extrapolation. (2025). Ustinov, V S ; Gusev, M S ; Rakoch, R E. In: Studies on Russian Economic Development. RePEc:spr:sorede:v:36:y:2025:i:3:d:10.1134_s1075700725700029.

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2025SpotV2Net: Multivariate intraday spot volatility forecasting via vol-of-vol-informed graph attention networks. (2025). Toscano, Giacomo ; Brini, Alessio. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1093-1111.

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2025Can we better predict financial crisis? The role of Laplacian-energy-like measure. (2025). Yang, Xiaoguang ; Zhao, Xian ; Huang, Chuangxia ; Cao, Jie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025005593.

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2025Farmers credit risk evaluation with an explainable hybrid ensemble approach: A closer look in microfinance. (2025). Abedin, Mohammad Zoynul ; Chai, Nana ; Shi, Baofeng ; Yang, Lian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003640.

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2025Inherently interpretable machine learning for credit scoring: Optimal classification tree with hyperplane splits. (2025). Wu, Zhibin ; Tu, Jiancheng. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:2:p:647-664.

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2025The devil in the details: Dynamic Prediction of loan portfolio profitability with macroeconomic drivers through multi-state modelling. (2025). Crook, Jonathan ; Djeundje, Viani B ; Andreeva, Galina. In: European Journal of Operational Research. RePEc:eee:ejores:v:327:y:2025:i:2:p:703-715.

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2025The impact of the official statistics revision on the accuracy of the Russian macroeconomic indicators nowcasting models. (2025). Makeeva, Natalia. In: Applied Econometrics. RePEc:ris:apltrx:021520.

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2025Framing effects in consumer expectations surveys. (2025). Pavlova, Lora. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:231:y:2025:i:c:s0167268125000198.

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2025Household Inflation Uncertainty and Wage Growth Expectations. (2025). Srivastava, Prachi ; Schnattinger, Philip. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12216.

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2025A choice-based approach to the measurement of inflation expectations. (2025). Goldfayn-Frank, Olga ; Kieren, Pascal ; Trautmann, Stefan T. In: Discussion Papers. RePEc:zbw:bubdps:328248.

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2025Personalizing probabilistic survey scales. (2025). Glas, Alexander ; Eife, Thomas ; Becker, Christoph Karl ; Duersch, Peter. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:236:y:2025:i:c:s016726812500191x.

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2025Inconsistent survey histograms and point forecasts revisited. (2025). Clements, Michael. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:236:y:2025:i:c:s0167268125002161.

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2025Deep learning-based mortality surveillance: implications for healthcare policy and practice. (2025). Abbas, Nasir ; Mahmood, Tahir ; Rakhmawan, Suryo Adi. In: Journal of Population Research. RePEc:spr:joprea:v:42:y:2025:i:1:d:10.1007_s12546-024-09358-7.

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2025Inventory management with leading indicator augmented hierarchical forecasts. (2025). Kourentzes, Nikolaos ; Sagaert, Yves R. In: Omega. RePEc:eee:jomega:v:136:y:2025:i:c:s0305048325000611.

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2025Improving cross-temporal forecasts reconciliation accuracy and utility in energy market. (2025). di Fonzo, Tommaso ; Abolghasemi, Mahdi ; Girolimetto, Daniele. In: Applied Energy. RePEc:eee:appene:v:394:y:2025:i:c:s0306261925007834.

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2025Constructing hierarchical time series through clustering: Is there an optimal way for forecasting?. (2025). Panagiotelis, Anastasios ; Zhang, Bohan. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1022-1036.

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2025Learning about tail risk: Machine learning and combination with regularization in market risk management. (2025). Wang, Jianzhou ; Lu, Helen ; Zhang, Dongxue ; Xing, Qianyi. In: Omega. RePEc:eee:jomega:v:133:y:2025:i:c:s0305048324002135.

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2025Decision-focused linear pooling for probabilistic forecast combination. (2025). Pineda, Salvador ; Morales, Juan Miguel ; Stratigakos, Akylas. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1112-1125.

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2025Unified carbon emissions and market prices forecasts of the power grid. (2025). Kvasnica, Michal ; Klauo, Martin ; Koht, Roman. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pc:s030626192401910x.

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2025A Simplified Version of the Hamilton–Perry Method for Forecasting Population by Age Group and Gender. (2025). Tayman, Jeff ; Swanson, David A. In: Population Research and Policy Review. RePEc:kap:poprpr:v:44:y:2025:i:3:d:10.1007_s11113-025-09951-5.

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2025Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence. (2025). Pedersen, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:475-486.

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2025Adaptively aggregated forecast for exponential family panel model. (2025). Shi, Yang ; Tang, Nian-Sheng ; Yu, Dalei. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:733-747.

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2025The cost of ensembling: is it always worth combining?. (2025). Zanotti, Marco. In: Working Papers. RePEc:mib:wpaper:554.

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2025Combining a Large Pool of Forecasts of Value-at-Risk and Expected Shortfall. (2025). Taylor, James W ; Wang, Chao. In: Papers. RePEc:arx:papers:2508.16919.

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2025Future real GDP: real interest rate and inflation matter. (2025). de Bondt, Gabe. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:49:y:2025:i:3:d:10.1007_s12197-025-09719-9.

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2025Model averaging prediction for possibly nonstationary autoregressions. (2025). Liu, Chu-An ; Lin, Tzu-Chi. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s030440762500048x.

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2025Forecasting Chinas precious metal futures volatility: GBRT models and time-model dimension combination of Tree SHAP. (2025). Feng, Lingbing ; Huang, Dasen ; Wang, Xinyi ; Zheng, Yuhao ; Zhu, Ziyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003369.

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2025Investor sentiment and stock returns: Wisdom of crowds or power of words? Evidence from Seeking Alpha and Wall Street Journal. (2025). Schröder, David ; Lachana, Ioanna ; Schrder, David. In: Journal of Financial Markets. RePEc:eee:finmar:v:74:y:2025:i:c:s1386418125000102.

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2025Bregman model averaging for forecast combination. (2025). Liu, Chu-An ; Chen, Yi-Ting ; Su, Jiun-Hua. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001307.

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2025Mechanisms for belief elicitation without ground truth. (2024). Lehmann, Niklas Valentin. In: Papers. RePEc:arx:papers:2409.07277.

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2025An Investigation into the Uncertainty Revision Process of Professional Forecasters. (2025). Tracy, Joseph ; Rich, Robert ; Clements, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:173:y:2025:i:c:s0165188925000260.

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2025A KISS for central bank communication in times of high inflation. (2025). Schultefrankenfeld, Guido ; Pavlova, Lora ; Mnch, Emanuel ; Hoffmann, Mathias. In: Discussion Papers. RePEc:zbw:bubdps:319626.

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2025A KISS for central bank communication in times of high inflation. (2025). Schultefrankenfeld, Guido ; Pavlova, Lora ; Mnch, Emanuel ; Hoffmann, Mathias. In: ZEW Discussion Papers. RePEc:zbw:zewdip:319900.

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2025A Kernel Score Perspective on Forecast Disagreement and the Linear Pool. (2025). Kruger, Fabian. In: Papers. RePEc:arx:papers:2412.09430.

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2025Cross-temporal forecast reconciliation at digital platforms with machine learning. (2025). Ternes, Marie ; Wilms, Ines ; Rombouts, Jeroen. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:321-344.

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2025Cognitive reflection, arithmetic ability and financial literacy independently predict both inflation expectations and forecast accuracy. (2025). Comerford, David A. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:517-531.

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2025GHENet: Attention-based Hurst exponents for the forecasting of stock market indexes. (2025). Alves, Jerson Leite ; Dos, Francisco Alves ; Lima, Rene Rodrigues ; Florindo, Joao B. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:667:y:2025:i:c:s037843712500192x.

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2025An Interval Type-2 Version of Bayes Theorem Derived from Interval Probability Range Estimates Provided by Subject Matter Experts. (2025). Rickard, John T ; Rickards, James ; Dembski, William A. In: Papers. RePEc:arx:papers:2509.08834.

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2025An Exploration of Contemporary Trends in Finance Research. (2025). Mani, Mukta. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:3:d:10.1007_s13132-024-02373-2.

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

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2025Democratising Agricultural Commodity Price Forecasting: The AGRICAF Approach. (2025). Zelingher, Rotem. In: Papers. RePEc:arx:papers:2410.20363.

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2025Optimal forecast reconciliation with time series selection. (2025). Hyndman, Rob ; Wickramasuriya, Shanika L ; Wang, Xiaoqian. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:2:p:455-470.

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2025Predicting radiology service times for enhancing emergency department management. (2025). Stefanini, Alessandro ; Berdini, Marco ; Benevento, Elisabetta ; Aloini, Davide. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:99:y:2025:i:c:s0038012125000576.

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2025Physician scheduling in case managers style emergency departments: machine learning-aided solution approaches. (2025). Wang, Shiming ; Zhou, BO ; Liu, Ran ; Ouyang, Huiyin. In: European Journal of Operational Research. RePEc:eee:ejores:v:327:y:2025:i:1:p:326-339.

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2025Power generation efficiency and resources saving of the hydropower industry using the extended data based convolutional neural network. (2025). Han, Yongming ; Chu, Chong ; Geng, Zhiqiang ; Chen, Wei ; Zheng, Peihao ; Huang, Jiajun. In: Renewable Energy. RePEc:eee:renene:v:243:y:2025:i:c:s0960148125002034.

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2025State-dependent pricing of monetary policy nonlinearities and inflation at risk for China. (2025). Xiao, Qiang ; Cao, Honghong ; He, Yongda ; Oxley, Les. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000170.

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2025External vs. domestic factors to forecast the inflation in dollarized economy. (2025). Herrero Olarte, Susana ; Carrillo-Maldonado, Paul ; Rubio, Jeniffer ; Herrero-Olarte, Susana. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00065.

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2025Forecasting the Market Returns And Portfolio Enhancement With Frequency‐Decomposed Institutional Investor Sentiment: Evidence From the Taiwan Futures Market. (2025). Lien, Donald ; Lee, Hsiuchuan ; Chang, Shulien ; Wang, Yihsien. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:6:p:521-546.

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2025Fundamental determinants of exchange rate expectations. (2025). Czudaj, Robert ; Beckmann, Joscha. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1003-1021.

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2025Robust Tests for Factor-Augmented Regressions with an Application to the novel EA-MD Dataset. (2025). Stauskas, Ovidijus ; Morico, Alessandro. In: Papers. RePEc:arx:papers:2504.08455.

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2025On Selection of Cross-Section Averages in Non-stationary Environments. (2025). Ditzen, Jan ; Stauskas, Ovidijus. In: Papers. RePEc:arx:papers:2505.08615.

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

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2025Uncertainty and rounding in expectation surveys. (2025). Glas, Alexander ; Dovern, Jonas. In: Discussion Papers. RePEc:zbw:bubdps:325496.

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

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2025The rural limits of conflict monitoring using nighttime lights. (2025). Sticher, Valerie ; Bara, Corinne. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-05074-6.

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2025A Neural Network-VAR for Long-Term Forecasting: An Application to Monetary Policy Effects in the Euro Area. (2025). Basso, Antonella ; Visentin, Guglielmo Alessandro ; Corazza, Marco ; Barro, Diana. In: Working Papers. RePEc:ven:wpaper:2025:24.

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2025MOSES: Macroeconomic Forecasting with Models and Sentiment Synthesis. (2025). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:4:p:63-84.

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2025Mixed causal-noncausal count process. (2025). Lu, Yang ; Pei, Jian ; Zhu, Fukang. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:34:y:2025:i:2:d:10.1007_s11749-024-00960-8.

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2025Implication of Digital Marketing in the Supply Chain Finance of the Beverage Industry. (2025). Sakas, Damianos P ; Toudas, Kanellos ; Karountzos, Panagiotis ; Giannakopoulos, Nikolaos T. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:4:p:189-:d:1770015.

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2025Revisions in concurrent seasonal adjustments of daily and weekly economic time series. (2025). Webel, Karsten. In: Discussion Papers. RePEc:zbw:bubdps:315494.

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2025Optimal Quoting under Adverse Selection and Price Reading. (2025). Barzykin, Alexander ; Gu, Olivier ; Bergault, Philippe ; Lemmel, Malo. In: Papers. RePEc:arx:papers:2508.20225.

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2025An Efficient deep learning model to Predict Stock Price Movement Based on Limit Order Book. (2025). Zhang, Ming ; Fang, Ran ; Yang, Jiahao ; Zhou, Jun. In: Papers. RePEc:arx:papers:2505.22678.

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2025What can newspaper articles reveal about the euro area economy?. (2025). Saiz, Lorena ; Magro, Manuel Medina. In: Working Paper Series. RePEc:ecb:ecbwps:20253122.

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2025Dynamic asymmetric tail dependence structure among multi-asset classes for portfolio management: Dynamic skew-t copula approach. (2025). Ito, Kakeru. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007160.

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2025Forecasting cryptocurrency volatility: a novel framework based on the evolving multiscale graph neural network. (2025). Zhou, Yang ; Xie, Chi ; Zhu, You ; Gong, Jue ; Wang, Gang-Jin. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00768-x.

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2025Intelligent forecasting in bitcoin markets. (2025). Cohen, Gil ; Aiche, Avishay. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324015162.

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2025Causal wavelet analysis of the Bitcoin price dynamics. (2025). Espinosa-Paredes, Gilberto ; Alvarez-Ramirez, Jose ; Vernon-Carter, Jaime E. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:658:y:2025:i:c:s0378437124008173.

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2025Intraday Functional PCA Forecasting of Cryptocurrency Returns. (2025). Zhong, Cheng ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2505.20508.

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2025The role of Guru investor in Bitcoin: Evidence from Kolmogorov-Arnold Networks. (2025). Shen, Dehua ; Wu, Yize. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000455.

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2025How to manage a multifactor-driven crude oil market more effectively? A revisit based on the multiple criteria perspective. (2025). Jiang, HE ; Lu, Haiyan ; Wang, Jianzhou ; Yu, Yue. In: Resources Policy. RePEc:eee:jrpoli:v:100:y:2025:i:c:s0301420724008134.

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

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2025Crude oil Price forecasting: Leveraging machine learning for global economic stability. (2025). Tiwari, Aviral ; Sharma, Gagan Deep ; Rao, Amar ; Hossain, Mohammad Razib ; Dev, Dhairya. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:216:y:2025:i:c:s0040162525001647.

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2025Financial risk management innovation in global commodity futures markets: A macroeconomic attention perspective. (2025). Ma, Feng ; Lu, Xinjie ; Wang, Tianyang ; Guo, Qiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x25001374.

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2025Geopolitical risks and oil market fear: Country-specific spillover effects. (2025). Zheng, Yan ; Zhang, Jingyu ; Xiao, Jihong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002417.

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2025Macroeconomic Spillovers of Weather Shocks across U.S. States. (2024). Moramarco, Graziano ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2403.10907.

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2025Stock return forecasting based on the proxy variables of category factors. (2025). Zhao, Yuan ; Gong, Xue ; Zhang, Weiguo ; Xu, Weijun. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00779-8.

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2025Are revisions to state-level GDP data in the US well behaved?. (2025). Shiroff, Taylor ; Mitchell, James. In: Economics Letters. RePEc:eee:ecolet:v:254:y:2025:i:c:s0165176525002447.

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2025On the effect of e-commerce’s spread on inflation. (2025). Szafranek, Karol ; Mućk, Jakub ; Apszys, Karolina ; Baejowska, Aneta ; Muk, Jakub. In: Economics Letters. RePEc:eee:ecolet:v:254:y:2025:i:c:s0165176525003015.

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2025Arctic sea ice thickness prediction using machine learning: a long short-term memory model. (2025). Faury, Olivier ; Cheaitou, Ali ; Zaatar, Tarek ; Rigot-Muller, Patrick. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:1:d:10.1007_s10479-024-06457-9.

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2025Optimizing Demand Forecasting: Classical Statistical Models vs. AI-Driven Approaches. (2025). Mihai-Daniel, Roman ; George, Dinu ; Coralia, Zotic. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:19:y:2025:i:1:p:1309-1322:n:1009.

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2025How period life expectancy can distort our interpretation of mortality crises. (2025). Zagheni, Emilio ; Miranda, Maria L ; Basellini, Ugofilippo ; Acosta, Enrique. In: MPIDR Working Papers. RePEc:dem:wpaper:wp-2025-033.

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2025From digital search to deed: Forecasting UK housing purchases in Spain using Google Trends across the Brexit disruption. (2025). Onrubia, Jorge ; Pinto, Fernando ; del Carmen, Mara. In: Working Papers. RePEc:fda:fdaddt:2025-08.

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2025Can AI-Driven National ESG in Big Data Help Improve Macroeconomic Forecasting?. (2025). Xiao, Hao ; Li, Xiaofen ; Yang, Junyi ; Ye, Xinjian. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2025:i:2:p:84-103.

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2025The Economic Value of Weather Forecasts : A Quantitative Systematic Literature Review. (2025). Farkas, Hannah ; Linsenmeier, Manuel ; Avner, Paolo ; Talevi, Marta ; Jafino, Bramka Arga ; Sidibe, Moussa. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:11213.

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2025Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Chke, Katarzyna ; Uniejewski, Bartosz ; Weron, Rafal. In: Papers. RePEc:arx:papers:2503.02518.

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2025Enhancing electricity price forecasting accuracy: A novel filtering strategy for improved out-of-sample predictions. (2025). Cerasa, Andrea ; Zani, Alessandro. In: Applied Energy. RePEc:eee:appene:v:383:y:2025:i:c:s030626192500087x.

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2025Financial risk management innovation in energy market: Evidence from a machine learning hybrid model. (2025). Lu, Xinjie ; Ma, Feng ; Li, Zepei. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001847.

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2025Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Weron, Rafa ; Uniejewski, Bartosz ; Che, Katarzyna. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851324000680.

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2025Which opinion is more trustworthy: An analysts’ earnings forecast quality assessment framework based on machine learning. (2025). Chen, Xinxin ; Song, Yingying. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002432.

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2025Hitting the ground running: When is individual performance portable?. (2025). Barthlemy, Jrme. In: Journal of Business Research. RePEc:eee:jbrese:v:197:y:2025:i:c:s0148296325002875.

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2025Word2Prices: embedding central bank communications for inflation prediction. (2025). Lenza, Michele ; Comazzi, Fabio Alberto ; Araujo, Douglas ; Bokan, Nikola. In: Working Paper Series. RePEc:ecb:ecbwps:20253047.

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2025Econometric forecasting using ubiquitous news text: Text-enhanced factor model. (2025). Seo, Beomseok. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1055-1072.

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2025SPPformer: A transformer-based model with a sparse attention mechanism for comprehensive and interpretable ship price analysis. (2025). Xu, Yuqiang ; Liu, Danzhu ; Zhou, Jibin ; Shao, Peng ; Luo, Yuping ; Wang, Wenyang. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:199:y:2025:i:c:s1366554525001772.

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2025The role of central bank forecasts in uncertain times. (2025). Kotłowski, Jacek ; Kotowski, Jacek. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001385.

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2025Lead Times in Flux: Analyzing Airbnb Booking Dynamics During Global Upheavals (2018-2022). (2025). Savage, Erica ; Katz, Harrison ; Coles, Peter. In: Papers. RePEc:arx:papers:2501.10535.

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2025Slomads Rising: Stay Length Shifts in Digital Nomad Travel, United States 2019-2024. (2025). Katz, Harrison ; Savage, Erica. In: Papers. RePEc:arx:papers:2507.21298.

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2025Impact by design: translating Lead times in flux into an R handbook with code. (2025). Katz, Harrison. In: Papers. RePEc:arx:papers:2511.12763.

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2025Detecting the macro drivers in the Australian National Electricity Market asymmetric volatility co-movement. (2025). Wojewodzki, Michal ; Lau, Chi Keung ; Dai, Xingyu ; Wang, Qunwei. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000659.

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2025The Evolution of Probabilistic Price Forecasting Techniques: A Review of the Day-Ahead, Intra-Day, and Balancing Markets. (2025). O'Connor, Ciaran ; Bahloul, Mohamed ; Visentin, Andrea ; Prestwich, Steven. In: Papers. RePEc:arx:papers:2511.05523.

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2025Systemic resilience of networked commodities. (2025). Storani, Saverio ; Mattera, Raffaele ; Cerqueti, Roy. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000933.

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2025Systemic resilience of networked commodities. (2025). Storani, Saverio ; Mattera, Raffaele ; Cerqueti, Roy. In: Post-Print. RePEc:hal:journl:hal-05109120.

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2025Volatility Spillovers and Interconnectedness in OPEC Oil Markets: A Network-Based log-ARCH Approach. (2025). Djebari, Fayçal ; Otto, Philipp ; Mazouz, Khelifa ; Mehidi, Kahina. In: Papers. RePEc:arx:papers:2507.15046.

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2025A Heterogeneous Spatiotemporal GARCH Model: A Predictive Framework for Volatility in Financial Networks. (2025). Aouri, Atika ; Otto, Philipp. In: Papers. RePEc:arx:papers:2508.20101.

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2025Heteroskedastic behaviour of stock prices: Evidence from international financial markets. (2025). Enow, Samuel Tabot. In: International Journal of Research in Business and Social Science (2147-4478). RePEc:rbs:ijbrss:v:14:y:2025:i:5:p:275-279.

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2025Decision synthesis in monetary policy. (2025). Koop, Gary ; Chernis, Tony ; West, Mike ; Tallman, Emily. In: Papers. RePEc:arx:papers:2406.03321.

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2025Short-term interval-valued load forecasting with a combined strategy of iHW and multioutput machine learning. (2025). Shao, Xueyan ; Song, Jie ; Gao, Feng. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:3:d:10.1007_s10479-024-06446-y.

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2025A framework for timely and accessible long-term forecasting of shale gas production based on time series pattern matching. (2025). Hao, Youzhi ; Dong, Yilun ; Lu, Detang. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:821-843.

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2025Statistical and economic evaluation of forecasts in electricity markets: beyond RMSE and MAE. (2025). Lipiecki, Arkadiusz ; Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2511.13616.

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2025Online Multivariate Regularized Distributional Regression for High-dimensional Probabilistic Electricity Price Forecasting. (2025). Hirsch, Simon. In: Papers. RePEc:arx:papers:2504.02518.

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2025Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2025). Rossini, Luca ; Pfarrhofer, Michael ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:361-376.

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2025Can climate factors improve the forecasting of electricity price volatility? Evidence from Australia. (2025). Cao, Shanwei ; Zhai, Xiangyang ; Ji, Qiang ; Guo, Kun ; Liu, YU. In: Energy. RePEc:eee:energy:v:315:y:2025:i:c:s0360544224041100.

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2025From day-ahead to mid and long-term horizons with econometric electricity price forecasting models. (2025). Ghelasi, Paul ; Ziel, Florian. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:217:y:2025:i:c:s1364032125003570.

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2025Loss functions in regression models: Impact on profits and risk in day-ahead electricity trading. (2025). Weron, Rafał ; Serafin, Tomasz. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004207.

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2025Profitability of batteries in day-ahead and intraday electricity markets: Assessment of operation strategies with endogenous prices. (2025). Veenstra, Arjen T ; Mulder, Machiel. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004359.

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2025Cross-border effects on electricity spot prices - a meta-study. (2025). Keles, Dogan ; Mantke, Henrik ; Deissenroth-Uhrig, Marc ; de Blauwe, Jilles. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:224:y:2025:i:c:s1364032125007671.

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

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2025Application of MF-PVAR Model for Nowcasting Gross Regional Products in Russia. (2025). Pankratova, Anastasia. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:4:p:47-62.

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

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2025A novel ensemble support vector regression for load forecasting under data attacks. (2025). Zheng, Yukai ; Luo, Jian. In: Energy. RePEc:eee:energy:v:333:y:2025:i:c:s0360544225027422.

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2025The exponential HEAVY model: an improved approach to volatility modeling and forecasting. (2025). Xu, Yongdeng. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:65:y:2025:i:2:d:10.1007_s11156-024-01358-1.

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2025The contribution of realized variance–covariance models to the economic value of volatility timing. (2025). Xu, Yongdeng ; Bauwens, Luc. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1165-1183.

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2025Multivariate dynamic mixed-frequency density pooling for financial forecasting. (2025). Lopes, Hedibert F ; Virbickait, Audron ; Zaharieva, Martina Danielova. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1184-1198.

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2025Large dynamic covariance matrices and portfolio selection with a heterogeneous autoregressive model. (2025). Honig, Igor ; Kircher, Felix. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001256.

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2025Statistical properties, dynamic conditional correlation, and scaling analysis: evidence from international financial markets high-frequency data. (2025). Enow, Samuel Tabot. In: International Journal of Research in Business and Social Science (2147-4478). RePEc:rbs:ijbrss:v:14:y:2025:i:4:p:251-255.

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2025Intraday volatility transmission in global energy markets: A Bayesian nonparametric approach. (2025). Zaharieva, Martina Danielova ; Virbickait, Audron ; Santos, Andr Portela. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:39:y:2025:i:c:s2405851325000406.

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2025A Spatio-Temporal Machine Learning Model for Mortgage Credit Risk: Default Probabilities and Loan Portfolios. (2024). Sigrist, Fabio ; Kundig, Pascal. In: Papers. RePEc:arx:papers:2410.02846.

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2025A three-stage prediction model for firm default risk: An integration of text sentiment analysis. (2025). Ma, Xuejiao ; Jiang, Qichuan ; Che, Tianqi. In: Omega. RePEc:eee:jomega:v:131:y:2025:i:c:s0305048324001713.

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2025Class imbalance Bayesian model averaging for consumer loan default prediction: The role of soft credit information. (2025). Abedin, Mohammad Zoynul ; Zhu, Miao ; Weng, Futian ; Hajek, Petr ; Buckle, Mike. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924005154.

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2025Interpretable credit scoring based on an additive extreme gradient boosting. (2025). Lan, Xingyu ; Zou, Yao ; Xia, Meng. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:194:y:2025:i:c:s0960077925002292.

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2025A secure cross-silo collaborative method for imbalanced credit scoring. (2025). Tian, Yuhang ; Wang, Zhongyi ; Li, Sihan ; Xiao, Jin. In: European Journal of Operational Research. RePEc:eee:ejores:v:326:y:2025:i:2:p:357-373.

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

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2025Wall Street sneezes and global finance catches a cold: How does geopolitical risk contribute? A tale of tail. (2025). Neto, David. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s154461232401691x.

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2025Geopolitical Risk and the Volatility of the International Grain Futures Market. (2025). Dai, Yunshi ; Zhou, Weixing. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:10:p:1757-1794.

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2025Cryptocurrencies as safe havens for geopolitical risk? A quantile analysis approach. (2025). Mo, Bin ; Zeng, Zichun ; Shi, Qinling ; Chen, Jiaru. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000798.

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2025Geopolitical risks and airlines stock return — Implications to the financial stability of European airlines. (2025). Cai, Yifei ; Fu, Xiaowen ; Zhang, Yahua. In: Transport Policy. RePEc:eee:trapol:v:170:y:2025:i:c:p:51-57.

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2025Does geopolitical distress tip the European financial stock markets into a great uncertainty regime?. (2025). Neto, David. In: Research in Economics. RePEc:eee:reecon:v:79:y:2025:i:3:s1090944325000298.

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2025Attention to climate events and carbon price volatility. (2025). Zhang, Yaojie ; Ji, Shidong ; Gong, Xue. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325005161.

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2025Shortages and machine-learning forecasting of oil returns volatility: 1900–2024. (2025). GUPTA, RANGAN ; Karmakar, Sayar ; Somani, Dhanashree ; Polat, Onur. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325005975.

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2025Deep Learning Models Meet Financial Data Modalities. (2025). Khubiev, Kasymkhan ; Semenov, Mikhail. In: Papers. RePEc:arx:papers:2504.13521.

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2025Prediction of high-frequency futures return directions based on the mean uncertainty classification methods: An application in Chinas future market. (2025). Peng, Ying ; Zhang, Yifan ; Wang, Xin. In: Papers. RePEc:arx:papers:2508.06914.

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2025Online Distributional Regression. (2024). Hirsch, Simon ; Berrisch, Jonathan ; Ziel, Florian. In: Papers. RePEc:arx:papers:2407.08750.

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2025An innovative fractional grey system model and its application. (2025). Xu, Jie ; Wu, Wen-Ze ; Zhang, Tao ; Xie, Wanli. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:230:y:2025:i:c:p:68-79.

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2025Forecasting the electric power load based on a novel prediction model coupled with accumulative time-delay effects and periodic fluctuation characteristics. (2025). Dang, Yaoguo ; Ding, Yuanping ; Huang, Wenyu ; Wang, Junjie ; Ye, LI. In: Energy. RePEc:eee:energy:v:317:y:2025:i:c:s0360544225001604.

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2025A novel conformable fractional logistic grey model and its application to natural gas and electricity consumption in China. (2025). Li, Hui ; Duan, Huiming ; Song, Yuxin ; Wang, Xingwu. In: Renewable Energy. RePEc:eee:renene:v:243:y:2025:i:c:s0960148125002538.

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2025A strategic view on the economic and inflation environment in the euro area. (2025). Wauters, Joris ; Valderrama, Maria ; Röhe, Oke ; Pönkä, Harri ; Paredes, Joan ; Parker, Miles ; Meunier, Baptiste ; Meyler, Aidan ; Manu, Ana-Simona ; Mazelis, Falk ; Kataryniuk, Iván ; Gulan, Adam ; Grimaud, Alex ; De Backer, Bruno ; Checherita Westphal, Cristina ; Benatti, Nicola ; Banbura, Marta ; Venditti, Fabrizio ; Kase, Hanno ; Aguilar, Pablo ; Gareis, Johannes ; Pnk, Harri ; Roma, Moreno ; Luketina, Marko ; Cova, Pietro ; Battistini, Niccol ; Kobayashi, Alicja ; Gallegos, Jose Elias ; Reedik, Reet ; Brand, Claus ; Lawton, Neil ; Hoeberichts, Marco ; Albertazzi, Ugo ; Sigwalt, Antoine ; Lydon, Reamonn ; Dorrucci, Ettore ; Ciccarelli, Matteo ; Muggenthaler-Gerathewohl, Philip ; Goy, Gavin ; Tth, MT ; Bobeica, Elena ; Kornprobst, Antoine ; Angelini, Elena ; Hutchinson, John ; Esposito, Claudia ; Schupp, Fabian ; Martorana, Giulia ; Dedola, Luca ; Kilponen, Juha ; Manzoni, Claudio ; Georgarakos, Dimitris ; Szrfi, Bla ; Dossche, Maarten ; Lisack, Nomie ; Botelho, Vasco ; Hynck, Christian ; Attinasi, Maria Grazia ; Wieland, Elisabeth ; Zimic, Sreko ; Hernndez, Catalina Martnez ; Schmller, Michaela Elfsbacka ; Gross, Johannes ; Bates, Colm ; Burriel, Pablo ; McGregor, Thomas ; Bitter, Lea ; Karakitsios, Alexandros ; Bessonovs, Andrejs ; Speck, Christian ; Modery, Wolfgang ; Falath, Juraj ; Nickel, Christiane ; Martnez-Martin, Jaime ; Bakowska, Katarzyna ; Galati, Gabriele ; Ioannou, Demosthenes ; Beck, Jeanne ; Kazakova, Daria ; Babura, Marta ; Papetti, Andrea ; Durero, Filippo ; Montes-Galdn, Carlos ; Emter, Lorenz ; Moral-Benito, Enrique ; Hahn, Elke ; Zimmer, Hlne ; Lodge, David ; Kasimati, Evangelia ; Bonam, Dennis ; Ili, Ivan ; D'Agostino, Mario ; Christoffel, Kai ; Momferatou, Daphne ; Enders, Almira ; Ilieva, Boryana ; Westermann, Thomas ; Frhling, Annette ; Lenza, Michele ; Kenny, Geoff ; Checherita-Westphal, Cristina ; Ribeiro, Pedro ; Rigato, Rodolfo Dinis ; Osbat, Chiara ; Koester, Gerrit ; Juvonen, Petteri ; Zorko, Robert ; Fritzer, Friedrich ; Pierluigi, Beatrice ; Nuo, Galo ; Lebastard, Laura ; Borgy, Vladimir ; Reichenbachas, Tomas ; Ploj, Gasper ; Landau, Bettina ; Jorra, Markus ; Zizza, Roberta ; Sanchez, Pablo Garcia ; Ortega, Eva ; Priftis, Romanos ; Kuik, Friderike ; Corbisiero, Giuseppe ; Consolo, Agostino ; Ilkova, Ivelina ; Franceschi, Emanuele ; Page, Adrian ; Holton, Sarah ; Kocharkov, Georgi ; Akkaya, Yildiz ; Gumiel, Jos Emilio ; Warmedinger, Thomas ; Prat, Blanca ; Chahad, Mohammed ; Lopez-Garcia, Paloma ; Debono, Nathaniel ; Carvalho, Alexandre ; Krief, Elias ; Foroni, Claudia ; Sagot, Juliette. In: Occasional Paper Series. RePEc:ecb:ecbops:2025371.

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2025Forecasting household-level inflation in Greece. (2025). Filis, George ; Delis, Panagiotis ; Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:127228.

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2025Impact of policy uncertainty on stock market volatility in the China’s low-carbon economy. (2025). , Zheng ; Liu, Liping ; Yoon, Seong-Min. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007655.

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2025Modeling the coupling of Chinas multi-timescale electricity markets during the transition towards decarbonization and marketization. (2025). Li, Xuesong ; Zhang, Tengxi ; Cheng, Yixin ; Jiang, Kai ; Wang, Wentao. In: Energy. RePEc:eee:energy:v:319:y:2025:i:c:s0360544225005808.

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2025Forecasting corporate bond returns amid climate change risk: A dynamic forecast combination approach. (2025). Guo, Yangli ; Luo, Qin ; Ma, Feng ; Zhong, Juandan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000592.

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2025Applying Shifted-Beta-Geometric and Beta-Discrete-Weibull Models for Employee Retention Curve Projection. (2025). Pokryshevskaya, Elena B ; Trofimova, Yulia S ; Gagarskaia, Anastasiia A ; Antipov, Evgeny A. In: SN Operations Research Forum. RePEc:spr:snopef:v:6:y:2025:i:1:d:10.1007_s43069-025-00417-0.

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2025Geofinance: A Systematic Review of the Literature. (2025). Bennis, Laila ; el Rhrib, Oumayma. In: Post-Print. RePEc:hal:journl:hal-05212199.

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2025The impact of climate attention on risk spillover effect in energy futures markets. (2025). Song, Min ; Hu, Lei ; Zhao, Yunning ; Zhang, Yun ; Wen, Fenghua. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007539.

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2025Feature Expansion Effect Approach for Improving Stock Price Prediction Performance. (2025). Baek, Heon ; Lee, Eui-Bang. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:3:d:10.1007_s10614-024-10787-y.

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Recent citations received in 2025
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2025VAR models with an index structure: A survey with new results. (2024). Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2412.11278.

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2025Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks. (2025). Sengupta, Shovon ; Singh, Sunny Kumar ; Chakraborty, Tanujit. In: Papers. RePEc:arx:papers:2510.23347.

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2025An Imbalance-Robust Evaluation Framework for Extreme Risk Forecasts. (2025). Nikolopoulos, Sotirios D. In: Papers. RePEc:arx:papers:2512.00916.

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2025Origins and Nature of Macroeconomic Instability in Vector Autoregressions. (2025). Amir-Ahmadi, Pooyan ; Mlikota, Marko ; Stevanovi, Dalibor. In: Papers. RePEc:arx:papers:2512.20152.

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2025Improving cross-temporal forecasts reconciliation accuracy and utility in energy market. (2025). di Fonzo, Tommaso ; Abolghasemi, Mahdi ; Girolimetto, Daniele. In: Applied Energy. RePEc:eee:appene:v:394:y:2025:i:c:s0306261925007834.

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2025Financial conditions, business cycle fluctuations and growth-at-risk. (2025). Manganelli, Simone ; Falconio, Andrea. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:176:y:2025:i:c:s0165188925000752.

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2025Non-response bias in expectation surveys: Different perceptions and expectations of financial matters from “early quitters”. (2025). Huang, Ruichen. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s1544612325008839.

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2025Machine learning goes beyond: Time-varying monetary policy and oil price pass-through to inflation expectations. (2025). Cho, Dooyeon ; Jung, Jaehun. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:85:y:2025:i:c:s0164070425000382.

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2025Customer behavior in the presence of algorithmic marketing agents: The role of hedonic values. (2025). Kausel, Edgar ; Martnez-Troncoso, Carolina ; Chacon, Alvaro. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:220:y:2025:i:c:s0040162525003531.

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2025Explainable Machine Learning Prediction of Vehicle CO 2 Emissions for Sustainable Energy and Transport. (2025). Yuan, Dong ; Tang, Long ; Liu, Kailong ; Xu, Fanqin ; Yang, Xueyuan. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:20:p:5408-:d:1770922.

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2025Implication of Digital Marketing in the Supply Chain Finance of the Beverage Industry. (2025). Sakas, Damianos P ; Toudas, Kanellos ; Karountzos, Panagiotis ; Giannakopoulos, Nikolaos T. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:4:p:189-:d:1770015.

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2025On the stability of global forecasting models. (2025). Zanotti, Marco. In: Working Papers. RePEc:mib:wpaper:553.

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2025Household Financial Strain in Malaysia: Investigating the Drivers of Elevated Cost of Living. (2025). Nordin, Nurizzah ; Afifah, Nur Izzah ; Idzham, Muhammad Afiq ; Mainal, Siti Aminah. In: Information Management and Business Review. RePEc:rnd:arimbr:v:17:y:2025:i:2:p:360-382.

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2025VAR Models With An Index Structure: A Survey With New Results. (2025). Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:611.

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2025Non-Transitive Patterns in Sports Match Outcomes: A Profitable Anomaly. (2025). van Ours, Jan. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250015.

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

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

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

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

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

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

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

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

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2024Term Spread Spillovers to Latin America and Emergence of the ‘Twin Ds’. (2024). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: Documentos de trabajo. RePEc:col:000566:021169.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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2024An Investigation into the Uncertainty Revision Process of Professional Forecasters. (2024). Tracy, Joseph ; Rich, Robert ; Clements, Michael. In: Working Papers. RePEc:fip:fedcwq:98806.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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2023Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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2023Forecasting crude oil prices: A reduced-rank approach. (2023). Zhang, Yaojie ; Wang, Yudong ; Song, Yixuan ; He, Mengxi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:88:y:2023:i:c:p:698-711.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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