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| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2001 | 0 | 0.38 | 0.29 | 0 | 38 | 38 | 593 | 7 | 21 | 0 | 0 | 0 | 7 | 0.18 | 0.17 | |||
| 2002 | 0.37 | 0.39 | 0.35 | 0.37 | 31 | 69 | 309 | 17 | 45 | 38 | 14 | 38 | 14 | 0 | 3 | 0.1 | 0.2 | |
| 2003 | 0.43 | 0.43 | 0.48 | 0.43 | 28 | 97 | 503 | 41 | 92 | 69 | 30 | 69 | 30 | 0 | 8 | 0.29 | 0.21 | |
| 2004 | 0.31 | 0.47 | 0.4 | 0.39 | 35 | 132 | 1255 | 51 | 145 | 59 | 18 | 97 | 38 | 0 | 9 | 0.26 | 0.21 | |
| 2005 | 0.92 | 0.51 | 0.79 | 0.78 | 32 | 164 | 474 | 124 | 274 | 63 | 58 | 132 | 103 | 0 | 8 | 0.25 | 0.23 | |
| 2006 | 0.57 | 0.49 | 0.64 | 0.6 | 33 | 197 | 538 | 123 | 400 | 67 | 38 | 164 | 98 | 0 | 8 | 0.24 | 0.22 | |
| 2007 | 0.55 | 0.44 | 0.78 | 0.71 | 32 | 229 | 364 | 176 | 579 | 65 | 36 | 159 | 113 | 0 | 3 | 0.09 | 0.2 | |
| 2008 | 0.62 | 0.47 | 0.93 | 0.77 | 41 | 270 | 1278 | 247 | 831 | 65 | 40 | 160 | 123 | 0 | 27 | 0.66 | 0.22 | |
| 2009 | 1.29 | 0.46 | 1.14 | 1.17 | 43 | 313 | 556 | 351 | 1188 | 73 | 94 | 173 | 203 | 0 | 6 | 0.14 | 0.23 | |
| 2010 | 0.98 | 0.46 | 1.01 | 0.87 | 40 | 353 | 747 | 349 | 1546 | 84 | 82 | 181 | 157 | 0 | 29 | 0.73 | 0.2 | |
| 2011 | 1.13 | 0.51 | 1.11 | 0.94 | 36 | 389 | 552 | 424 | 1977 | 83 | 94 | 189 | 178 | 0 | 12 | 0.33 | 0.23 | |
| 2012 | 0.93 | 0.5 | 0.98 | 0.78 | 39 | 428 | 309 | 404 | 2396 | 76 | 71 | 192 | 150 | 0 | 10 | 0.26 | 0.21 | |
| 2013 | 0.99 | 0.54 | 1.23 | 1.14 | 56 | 484 | 794 | 589 | 2989 | 75 | 74 | 199 | 227 | 0 | 36 | 0.64 | 0.24 | |
| 2014 | 0.72 | 0.53 | 1.1 | 0.93 | 43 | 527 | 476 | 578 | 3569 | 95 | 68 | 214 | 198 | 0 | 22 | 0.51 | 0.22 | |
| 2015 | 0.88 | 0.52 | 1.01 | 1 | 44 | 571 | 400 | 576 | 4145 | 99 | 87 | 214 | 214 | 0 | 19 | 0.43 | 0.22 | |
| 2016 | 0.68 | 0.5 | 0.97 | 0.78 | 40 | 611 | 287 | 589 | 4735 | 87 | 59 | 218 | 169 | 0 | 11 | 0.28 | 0.2 | |
| 2017 | 0.8 | 0.52 | 1 | 0.83 | 67 | 678 | 372 | 676 | 5412 | 84 | 67 | 222 | 185 | 0 | 2 | 0.03 | 0.21 | |
| 2018 | 0.52 | 0.53 | 0.93 | 0.8 | 54 | 732 | 451 | 677 | 6090 | 107 | 56 | 250 | 201 | 0 | 15 | 0.28 | 0.22 | |
| 2019 | 0.74 | 0.54 | 1.04 | 0.85 | 54 | 786 | 357 | 817 | 6911 | 121 | 90 | 248 | 212 | 0 | 25 | 0.46 | 0.21 | |
| 2020 | 1.06 | 0.64 | 0.96 | 0.89 | 83 | 869 | 704 | 838 | 7749 | 108 | 115 | 259 | 230 | 0 | 42 | 0.51 | 0.3 | |
| 2021 | 0.97 | 0.74 | 0.84 | 0.82 | 83 | 952 | 408 | 801 | 8550 | 137 | 133 | 298 | 243 | 0 | 26 | 0.31 | 0.27 | |
| 2022 | 1.17 | 0.73 | 0.85 | 0.99 | 90 | 1042 | 331 | 887 | 9437 | 166 | 194 | 341 | 336 | 0 | 28 | 0.31 | 0.22 | |
| 2023 | 0.98 | 0.69 | 0.86 | 1.07 | 104 | 1146 | 240 | 979 | 10417 | 173 | 170 | 364 | 389 | 0 | 46 | 0.44 | 0.2 | |
| 2024 | 0.97 | 0.81 | 0.78 | 1.02 | 128 | 1274 | 99 | 1000 | 11417 | 194 | 189 | 414 | 423 | 0 | 30 | 0.23 | 0.23 | |
| 2025 | 0.53 | 0.5 | 0.63 | 128 | 1402 | 14 | 699 | 12116 | 232 | 122 | 488 | 307 | 0 | 16 | 0.13 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CIT: | Number of citations to papers published in year y |
| NCI: | Number of citations in year y |
| CCU: | Cumulative number of citations to papers published until year y |
| D2Y: | Number of articles published in y-1 plus y-2 |
| C2Y: | Cites in y to articles published in y-1 plus y-2 |
| D5Y: | Number of articles published in y-1 until y-5 |
| C5Y: | Cites in y to articles published in y-1 until y-5 |
| SC: | selft citations in y to articles published in y-1 plus y-2 |
| %SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
| CiY: | Cites in year y to documents published in year y |
| II: | Immediacy Index: CiY / Documents. |
| AII: | Average Immediacy Index for series in RePEc in year y |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2004 | Combination forecasts of output growth in a seven-country data set. (2004). Watson, Mark ; Stock, James. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:6:p:405-430. Full description at Econpapers || Download paper | 667 |
| 2 | 2008 | Forecasting with panel data. (2008). Baltagi, Badi. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:2:p:153-173. Full description at Econpapers || Download paper | 458 |
| 3 | 2013 | Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003â2008?. (2013). Kilian, Lutz ; Hicks, Bruce. In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:5:p:385-394. Full description at Econpapers || Download paper | 245 |
| 4 | 2011 | Forecasting private consumption: surveyâbased indicators vs. Google trends. (2011). Vosen, Simeon ; Schmidt, Torsten. In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:6:p:565-578. Full description at Econpapers || Download paper | 189 |
| 5 | 2013 | The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCHâMIDAS Approach. (2013). Asgharian, Hossein ; Javed, Farrukh ; Hou, Ai Jun. In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:7:p:600-612. Full description at Econpapers || Download paper | 155 |
| 6 | 2005 | Forecasting recessions using the yield curve. (2005). Potter, Simon ; Chauvet, Marcelle. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:2:p:77-103. Full description at Econpapers || Download paper | 136 |
| 7 | 2008 | Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data. (2008). Diron, Marie. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:5:p:371-390. Full description at Econpapers || Download paper | 133 |
| 8 | 2007 | Forecasting German GDP using alternative factor models based on large datasets. (2007). Schumacher, Christian. In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:4:p:271-302. Full description at Econpapers || Download paper | 127 |
| 9 | 2008 | How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach. (2008). Ziegler, Christina ; Eickmeier, Sandra. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:3:p:237-265. Full description at Econpapers || Download paper | 114 |
| 10 | 2001 | Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order.. (2001). Kilian, Lutz. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:3:p:161-79. Full description at Econpapers || Download paper | 110 |
| 11 | 2010 | Combining inflation density forecasts. (2010). Ravazzolo, Francesco ; Kascha, Christian. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:231-250. Full description at Econpapers || Download paper | 103 |
| 12 | 2006 | Autoregressive gamma processes. (2006). Jasiak, Joann ; gourieroux, christian. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:2:p:129-152. Full description at Econpapers || Download paper | 102 |
| 13 | 2010 | Are disaggregate data useful for factor analysis in forecasting French GDP?. (2010). Barhoumi, Karim ; Ferrara, Laurent ; Darné, Olivier. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:132-144. Full description at Econpapers || Download paper | 99 |
| 14 | 2006 | Evaluating predictive performance of value-at-risk models in emerging markets: a reality check. (2006). SaltoÄlu, Burak ; Lee, Tae Hwy ; Bao, Yong. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:2:p:101-128. Full description at Econpapers || Download paper | 99 |
| 15 | 2001 | Evaluating the Predictive Accuracy of Volatility Models.. (2001). Lopez, Jose. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:2:p:87-109. Full description at Econpapers || Download paper | 98 |
| 16 | 2010 | Dynamic probit models and financial variables in recession forecasting. (2010). Nyberg, Henri. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:215-230. Full description at Econpapers || Download paper | 98 |
| 17 | 2014 | Hierarchical Shrinkage in TimeâVarying Parameter Models. (2014). Koop, Gary ; Korobilis, Dimitris ; Miguel A. G. Belmonte, . In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:1:p:80-94. Full description at Econpapers || Download paper | 95 |
| 18 | 2004 | Vector smooth transition regression models for US GDP and the composite index of leading indicators. (2004). Camacho, Maximo. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:3:p:173-196. Full description at Econpapers || Download paper | 95 |
| 19 | 2003 | Volatility forecasting for risk management. (2003). Brooks, Chris ; Persand, Gita. In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:1:p:1-22. Full description at Econpapers || Download paper | 93 |
| 20 | 2009 | Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise. (2009). Rua, António ; Rünstler, Gerhard ; Barhoumi, Karim ; Jakaitiene, Audrone ; Reijer, Ard ; Cristadoro, Riccardo ; Benk, Szilard ; Runstler, G. ; Van Nieuwenhuyze, C. ; Den Reijer, A. ; Jelonek, P. ; Ruth, K.. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:7:p:595-611. Full description at Econpapers || Download paper | 90 |
| 21 | 2008 | Scalar BEKK and indirect DCC. (2008). Caporin, Massimiliano. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:6:p:537-549. Full description at Econpapers || Download paper | 90 |
| 22 | 2019 | Oil financialization and volatility forecast: Evidence from multidimensional predictors. (2019). Ji, Qiang ; Ma, Yanran ; Pan, Jiaofeng. In: Journal of Forecasting. RePEc:wly:jforec:v:38:y:2019:i:6:p:564-581. Full description at Econpapers || Download paper | 86 |
| 23 | 2008 | Single-index and portfolio models for forecasting value-at-risk thresholds. (2008). da Veiga, Bernardo. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:3:p:217-235. Full description at Econpapers || Download paper | 86 |
| 24 | 2004 | Forecasting football results and the efficiency of fixed-odds betting. (2004). Goddard, John ; ASIMAKOPOULOS, IOANNIS. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:1:p:51-66. Full description at Econpapers || Download paper | 85 |
| 25 | 2008 | Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model. (2008). da Veiga, Bernardo. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:1:p:1-19. Full description at Econpapers || Download paper | 83 |
| 26 | 2020 | Is implied volatility more informative for forecasting realized volatility: An international perspective. (2020). Zhang, Yaojie ; Wei, YU ; Liang, Chao. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:8:p:1253-1276. Full description at Econpapers || Download paper | 82 |
| 27 | 2003 | Selection of Value-at-Risk models. (2003). Thomas, Susan ; Shah, Ajay. In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:4:p:337-358. Full description at Econpapers || Download paper | 77 |
| 28 | 2004 | Quarterly real GDP estimates for China and ASEAN4 with a forecast evaluation. (2004). Rajaguru, Gulasekaran ; Abeysinghe, Tilak. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:6:p:431-447. Full description at Econpapers || Download paper | 77 |
| 29 | 2021 | The information content of uncertainty indices for natural gas futures volatility forecasting. (2021). Zeng, Qing ; Wang, LU ; Ma, Feng ; Liang, Chao. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:7:p:1310-1324. Full description at Econpapers || Download paper | 73 |
| 30 | 2009 | Forecasting US inflation by Bayesian model averaging. (2009). Wright, Jonathan. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:2:p:131-144. Full description at Econpapers || Download paper | 67 |
| 31 | 2003 | From forecasting to foresight processes-new participative foresight activities in Germany. (2003). Cuhls, Kerstin. In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:2-3:p:93-111. Full description at Econpapers || Download paper | 66 |
| 32 | 2020 | Volatility impulse response analysis for DCCâGARCH models: The role of volatility transmission mechanisms. (2020). Gabauer, David. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:5:p:788-796. Full description at Econpapers || Download paper | 65 |
| 33 | 2002 | A Threshold Stochastic Volatility Model.. (2002). Li, W K ; So, Mike K P, ; Lam, K. In: Journal of Forecasting. RePEc:jof:jforec:v:21:y:2002:i:7:p:473-500. Full description at Econpapers || Download paper | 64 |
| 34 | 2009 | Sports forecasting: a comparison of the forecast accuracy of prediction markets, betting odds and tipsters. (2009). Spann, Martin ; Skiera, Bernd. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:1:p:55-72. Full description at Econpapers || Download paper | 63 |
| 35 | 2007 | The use of monthly indicators to forecast quarterly GDP in the short run: an application to the G7 countries. (2007). Parigi, giuseppe ; Golinelli, Roberto. In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:2:p:77-94. Full description at Econpapers || Download paper | 63 |
| 36 | 2018 | Forecasting realized volatility of oil futures market: A new insight. (2018). Wei, YU ; Liu, LI ; Ma, Feng ; Huang, Dengshi. In: Journal of Forecasting. RePEc:wly:jforec:v:37:y:2018:i:4:p:419-436. Full description at Econpapers || Download paper | 61 |
| 37 | 2001 | Forecasting with k-Factor Gegenbauer Processes: Theory and Applications.. (2001). GUEGAN, Dominique ; Ferrara, Laurent. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:8:p:581-601. Full description at Econpapers || Download paper | 61 |
| 38 | 2009 | How efficient is the European football betting market? Evidence from arbitrage and trading strategies. (2009). Vlastakis, Nikolaos ; Markellos, Raphael ; Dotsis, George. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:5:p:426-444. Full description at Econpapers || Download paper | 59 |
| 39 | 2004 | Can out-of-sample forecast comparisons help prevent overfitting?. (2004). Clark, Todd. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:2:p:115-139. Full description at Econpapers || Download paper | 55 |
| 40 | 2007 | Forecasting the price of crude oil via convenience yield predictions. (2007). Knetsch, Thomas. In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:7:p:527-549. Full description at Econpapers || Download paper | 50 |
| 41 | 2006 | Building neural network models for time series: a statistical approach. (2006). Teräsvirta, Timo ; Medeiros, Marcelo ; Rech, Gianluigi . In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:1:p:49-75. Full description at Econpapers || Download paper | 50 |
| 42 | 2017 | Understanding algorithm aversion: When is advice from automation discounted?. (2017). van Swol, Lyn ; Prahl, Andrew. In: Journal of Forecasting. RePEc:wly:jforec:v:36:y:2017:i:6:p:691-702. Full description at Econpapers || Download paper | 49 |
| 43 | 2015 | Predicting Recessions with Leading Indicators: Model Averaging and Selection over the Business Cycle. (2015). Berge, Travis. In: Journal of Forecasting. RePEc:wly:jforec:v:34:y:2015:i:6:p:455-471. Full description at Econpapers || Download paper | 47 |
| 44 | 2001 | A Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate.. (2001). Brooks, Chris. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:2:p:135-43. Full description at Econpapers || Download paper | 47 |
| 45 | 2008 | Bankruptcy prediction using a discrete-time duration model incorporating temporal and macroeconomic dependencies. (2008). Kim, Tong Suk ; Park, Nam Jung ; Lee, Hoe Kyung ; Nam, Chae Woo . In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:6:p:493-506. Full description at Econpapers || Download paper | 45 |
| 46 | 2012 | The Role of Financial Variables in predicting economic activity. (2012). Lombardi, Marco ; Fornari, Fabio ; Espinoza, Raphael. In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:1:p:15-46. Full description at Econpapers || Download paper | 45 |
| 47 | 2010 | Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models. (2010). Kabundi, Alain ; GUPTA, RANGAN. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:168-185. Full description at Econpapers || Download paper | 45 |
| 48 | 2020 | Sparse Bayesian vector autoregressions in huge dimensions. (2020). Kastner, Gregor ; Huber, Florian. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:7:p:1142-1165. Full description at Econpapers || Download paper | 43 |
| 49 | 2006 | The evolution of sales forecasting management: a 20-year longitudinal study of forecasting practices. (2006). MCCARTHY, TERESA M. ; Golicic, Susan L. ; Mentzer, John T. ; DAVIS, DONNA F.. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:5:p:303-324. Full description at Econpapers || Download paper | 43 |
| 50 | 2015 | Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach. (2015). Breitung, Jörg ; Roling, Christoph. In: Journal of Forecasting. RePEc:wly:jforec:v:34:y:2015:i:7:p:588-603. Full description at Econpapers || Download paper | 43 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2004 | Combination forecasts of output growth in a seven-country data set. (2004). Watson, Mark ; Stock, James. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:6:p:405-430. Full description at Econpapers || Download paper | 48 |
| 2 | 2008 | Forecasting with panel data. (2008). Baltagi, Badi. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:2:p:153-173. Full description at Econpapers || Download paper | 35 |
| 3 | 33 | ||
| 4 | 30 | ||
| 5 | 27 | ||
| 6 | 18 | ||
| 7 | 17 | ||
| 8 | 16 | ||
| 9 | 15 | ||
| 10 | 2011 | Forecasting private consumption: surveyâbased indicators vs. Google trends. (2011). Vosen, Simeon ; Schmidt, Torsten. In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:6:p:565-578. Full description at Econpapers || Download paper | 15 |
| 11 | 13 | ||
| 12 | 13 | ||
| 13 | 13 | ||
| 14 | 13 | ||
| 15 | 13 | ||
| 16 | 12 | ||
| 17 | 12 | ||
| 18 | 2005 | Forecasting recessions using the yield curve. (2005). Potter, Simon ; Chauvet, Marcelle. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:2:p:77-103. Full description at Econpapers || Download paper | 12 |
| 19 | 12 | ||
| 20 | 11 | ||
| 21 | 11 | ||
| 22 | 11 | ||
| 23 | 11 | ||
| 24 | 11 | ||
| 25 | 10 | ||
| 26 | 10 | ||
| 27 | 9 | ||
| 28 | 9 | ||
| 29 | 9 | ||
| 30 | 9 | ||
| 31 | 9 | ||
| 32 | 9 | ||
| 33 | 9 | ||
| 34 | 8 | ||
| 35 | 2006 | Autoregressive gamma processes. (2006). Jasiak, Joann ; gourieroux, christian. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:2:p:129-152. Full description at Econpapers || Download paper | 8 |
| 36 | 8 | ||
| 37 | 8 | ||
| 38 | 7 | ||
| 39 | 7 | ||
| 40 | 2003 | Volatility forecasting for risk management. (2003). Brooks, Chris ; Persand, Gita. In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:1:p:1-22. Full description at Econpapers || Download paper | 7 |
| 41 | 7 | ||
| 42 | 7 | ||
| 43 | 7 | ||
| 44 | 7 | ||
| 45 | 7 | ||
| 46 | 7 | ||
| 47 | 7 | ||
| 48 | 7 | ||
| 49 | 7 | ||
| 50 | 7 |
| Year | Title | |
|---|---|---|
| 2025 | A novel ensemble approach for road traffic carbon emission prediction: a case in Canada. (2025). Liu, Yongliang ; Tang, Chunling ; Yang, Kai ; Zhou, Aiying. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:27:y:2025:i:7:d:10.1007_s10668-024-04561-1. Full description at Econpapers || Download paper | |
| 2025 | Ripple effect of ESG sentiment: How news stirs the waves in Chinas A-share market. (2025). Qiao, Yuqi ; Li, Yilong ; Lei, Shaoxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007889. Full description at Econpapers || Download paper | |
| 2025 | Stock Price Prediction Using Temporal Graph Model with Value Chain Data. (2023). Paterlini, Sandra ; Liu, Chang. In: Papers. RePEc:arx:papers:2303.09406. Full description at Econpapers || Download paper | |
| 2025 | Examining Chinese volumeâvolatility nexus: A regime-switching perspective. (2025). Yan, Yayi ; Xia, Yingcun ; Wang, Shaoping. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003407. Full description at Econpapers || Download paper | |
| 2025 | Volume-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. Full description at Econpapers || Download paper | |
| 2025 | (Re)Evaluating recent macroeconomic policy in the US. (2025). Leith, Campbell ; Kirsanova, Tatiana ; Machado, Celsa ; Ribeiro, Ana Paula. In: European Economic Review. RePEc:eee:eecrev:v:178:y:2025:i:c:s0014292125001412. Full description at Econpapers || Download paper | |
| 2025 | Bitcoin Price Regime Shifts: A Bayesian MCMC and Hidden Markov Model Analysis of Macroeconomic Influence. (2025). Paulaviius, Remigijus ; Juodis, Mindaugas ; Filatovas, Ernestas ; Paktait, Vaiva. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:10:p:1577-:d:1653129. Full description at Econpapers || Download paper | |
| 2025 | The riskâreturn trade-off of Bitcoin: Evidence from regime-switching analysis. (2025). Tsuji, Chikashi. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00551-5. Full description at Econpapers || Download paper | |
| 2025 | Analyzing Volatility Patterns of Bitcoin Using the GARCH Family Models. (2025). Oliveira, Benilde ; Leal, Cristiana Cerqueira ; Muneer, Saqib. In: SN Operations Research Forum. RePEc:spr:snopef:v:6:y:2025:i:2:d:10.1007_s43069-025-00482-5. Full description at Econpapers || Download paper | |
| 2025 | Forecasting 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. Full description at Econpapers || Download paper | |
| 2025 | Enhancing Cryptocurrency Sentiment Analysis with Multimodal Features. (2025). Sbai, Erwann ; Wang, Guanghao ; Naha, Ranesh ; Mahanti, Aniket ; Liu, Chenghao. In: Papers. RePEc:arx:papers:2508.15825. Full description at Econpapers || Download paper | |
| 2025 | Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?. (2025). GUPTA, RANGAN ; Bouri, Elie ; Babalos, Vassilios. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:102:y:2025:i:c:s106297692500047x. Full description at Econpapers || Download paper | |
| 2025 | The role of whale investors in the bitcoin market. (2025). Shen, Dehua ; Shi, Guiqiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002648. Full description at Econpapers || Download paper | |
| 2025 | Forecasting Spot and Futures Price Volatility of Agricultural Commodities: The Role of Climate-Related Migration Uncertainty. (2025). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202516. Full description at Econpapers || Download paper | |
| 2025 | Probabilistic electricity price forecasting by integrating interpretable model. (2025). Jiang, HE ; Wang, Jianzhou ; Dong, Yao. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:210:y:2025:i:c:s0040162524006449. Full description at Econpapers || Download paper | |
| 2025 | Short-term forecasting of forward prices in the Brazilian electricity market with a hybrid stochastic-neural network model. (2025). Santos, Eleonora ; Sica, E T ; Albani, V. V. L., ; Moreira, P. S. E., ; Marcavillaca, R T ; Avila, S L ; Geremia, M ; Piovezan, R. P. B., . In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004785. Full description at Econpapers || Download paper | |
| 2025 | Multiscale 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. Full description at Econpapers || Download paper | |
| 2025 | A 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. Full description at Econpapers || Download paper | |
| 2025 | Joint interval forecasting of renewable energy stocks using a secondary decomposition approach. (2025). Wang, Shouyang ; Peng, Pan ; Wei, Yunjie ; Liu, Shuihan. In: Renewable Energy. RePEc:eee:renene:v:245:y:2025:i:c:s0960148125004252. Full description at Econpapers || Download paper | |
| 2025 | Binary Response Forecasting under a Factor-Augmented Framework. (2025). Yang, Xuanbin ; Liu, Fei ; Cong, Jiachen ; Cheng, Tingting. In: Papers. RePEc:arx:papers:2507.16462. Full description at Econpapers || Download paper | |
| 2025 | Unraveling endogeneity in seat capacity and Fares: Time series econometric models for airline origin-destination passengers forecasting. (2025). Kai, Mary ; Guzhva, Vitaly S ; Abdelghany, Khaled. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:128:y:2025:i:c:s096969972500095x. Full description at Econpapers || Download paper | |
| 2025 | A novel HAR-type realized volatility forecasting model using graph neural network. (2025). Yin, Xuebao ; Yao, Yuhang ; Hu, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:98:y:2025:i:c:s1057521924008135. Full description at Econpapers || Download paper | |
| 2025 | Volatility forecasting and volatility-timing strategies: A machine learning approach. (2025). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005166. Full description at Econpapers || Download paper | |
| 2025 | Are machine learning models effective in predicting emerging markets? Investigating the accuracy of predictions in emerging stock market indices. (2025). Yeldho, Namitha ; Thomas, Dany ; Kurian, Vimal George ; Arathy, Chandralekha ; Nair, Ajithakumari Vijayappan. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:1:d:10.1007_s11135-024-01964-0. Full description at Econpapers || Download paper | |
| 2025 | Style investing and return comovement in the cryptocurrency market. (2025). Rabbo, Fatima Abd ; Disli, Mustafa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002053. Full description at Econpapers || Download paper | |
| 2025 | Do cost increases push up profit mark-ups? Evidence from Türkiye on profit inflation. (2025). Uzar, Umut ; Yilmaz, Mucahid Samet. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:74:y:2025:i:c:p:841-854. Full description at Econpapers || Download paper | |
| 2025 | The pass-through of macro variable to volatility co-movement among U.S. currency and commodity futures markets system. (2025). Yousaf, Imran ; Wang, Jiqian ; Marco, Chi Keung ; Dai, Xingyu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000078. Full description at Econpapers || Download paper | |
| 2025 | Multi-objective carbon-energy portfolio optimization under investment horizon heterogeneity. (2025). Dai, Xingyu ; Wang, Qunwei ; Li, Matthew C ; Xiao, Ling ; Xue, Jianhao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:79:y:2025:i:c:s0275531925002922. Full description at Econpapers || Download paper | |
| 2025 | Trust in Central Banks. (2025). Ehrmann, Michael. In: RBA Annual Conference Papers. RePEc:rba:rbaacp:acp2024-04. Full description at Econpapers || Download paper | |
| 2025 | Credibility gains from central bank communication with the public. (2025). Georgarakos, Dimitris ; Ehrmann, Michael ; Kenny, Geoff. In: European Economic Review. RePEc:eee:eecrev:v:177:y:2025:i:c:s0014292125001199. Full description at Econpapers || Download paper | |
| 2025 | European Agri-Food Trade and Brexit: The First 3 Years of the EU-UK Trade and Cooperation Agreement. (2025). Gerval, Adam ; Jelliffe, Jeremy. In: Economic Brief. RePEc:ags:uerseb:355527. Full description at Econpapers || Download paper | |
| 2025 | ICT-Driven Strategies for Enhancing Energy Efficiency in G20 Economies: Moderating the Role of Governance in Achieving Environmental Sustainability. (2025). Olh, Judit ; Gao, Chongyan ; Zhang, Jijian ; Zahid, Zohaib. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:3:p:685-:d:1582158. Full description at Econpapers || Download paper | |
| 2025 | Balancing Growth and Sustainability: Can Green Innovation Curb the Ecological Impact of Resource-Rich Economies?. (2025). Omokanmi, Olatunde Julius ; Bin, Abdul Rahman ; Ibrahim, Ridwan Lanre ; Hassan, Abul ; Raimi, Lukman. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:10:p:4579-:d:1657714. Full description at Econpapers || Download paper | |
| 2025 | A data-driven prediction method for multi-period portfolio optimization using the real options approach. (2025). Arasteh, Abdollah. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325006634. Full description at Econpapers || Download paper | |
| 2025 | Early and Accurate Recession Detection Using Classifiers on the Anticipation-Precision Frontier. (2025). Michaillat, Pascal. In: Papers. RePEc:arx:papers:2506.09664. Full description at Econpapers || Download paper | |
| 2025 | Systemic risk spillovers incorporating investor sentiment: Evidence from an improved TENET analysis. (2025). Song, Yuping ; Zhao, Xia ; Hu, Qing ; Huang, Jiefei. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001798. Full description at Econpapers || Download paper | |
| 2025 | Tail Risks Everywhere and Crude Oil Returns: New Insights From Predictive Quantile Approaches. (2025). Zhang, Yuejun ; Zhao, Wen. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:7:p:685-704. Full description at Econpapers || Download paper | |
| 2025 | Forecasting and backtesting gradient allocations of expected shortfall. (2025). Koike, Takaaki. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:124:y:2025:i:c:s0167668725000770. Full description at Econpapers || Download paper | |
| 2025 | A Hybrid EGARCHâInformer Model with Consistent Risk Calibration for Volatility and CVaR Forecasting. (2025). Lee, Ming Che. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:19:p:3108-:d:1760321. Full description at Econpapers || Download paper | |
| 2025 | Government disclosure specificity and stock price synchronicity: Evidence from local government work reports in China. (2025). Cao, Chunfang ; Gong, Manning ; Zhang, Yuheng. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014922. Full description at Econpapers || Download paper | |
| 2025 | Credit availability of energy-intensive industries in emerging economies: Do financially established firms have better access to credit?. (2025). Li, Ziyao ; Su, Taoyong ; Lei, Xinghui ; Zhang, Jintao. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002579. Full description at Econpapers || Download paper | |
| 2025 | Investment decision making for large-scale Peer-to-Peer lending data: A Bayesian Neural Network approach. (2025). Guo, Yanhong ; Zhai, Yonghui ; Jiang, Shuai. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001875. Full description at Econpapers || Download paper | |
| 2025 | How does the policy of additional deduction for research and development expenses affect credit risk pricing capability in enterprises?. (2025). Fan, Jiabiao ; Jiang, Tao. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325003678. Full description at Econpapers || Download paper | |
| 2025 | Energy organization sentiment and oil return forecast. (2025). Ahn, Kwangwon ; Jeong, Minhyuk. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008144. Full description at Econpapers || Download paper | |
| 2025 | The role of green bonds on industrial sustainability for achieving carbon neutrality: Evidence from the artificial neural network method. (2025). Tiwari, Aviral ; Lau, Chi Keung ; Gözgör, Giray ; Jain, Preksha ; Das, Amit Kumar ; Padhan, Hemachandra. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s0275531924004525. Full description at Econpapers || Download paper | |
| 2025 | Geopolitical 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. Full description at Econpapers || Download paper | |
| 2025 | Rising bubbles by margin calls. (2025). Alaminos, David. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612324017628. Full description at Econpapers || Download paper | |
| 2025 | Forecasting 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. Full description at Econpapers || Download paper | |
| 2025 | Transformer-Based Downside Risk Forecasting: A Data-Driven Approach with Realized Downward Semi-Variance. (2025). Hao, Liang ; Kao, Chunyu ; Peng, Jiayi ; Ning, PO ; Zhang, Yuetong ; Song, Yuping. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:8:p:1260-:d:1632745. Full description at Econpapers || Download paper | |
| 2025 | Do business confidence and economic growth expectations react to discretionary fiscal policy, fiscal opacity, and fiscal credibility?. (2025). Montes, Gabriel ; Cabral, Joaci Mariano. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:3:d:10.1007_s10368-025-00667-7. Full description at Econpapers || Download paper | |
| 2025 | Devil in the Details â Visual Perception of the Landscape Features by Potential Residential Buyers. (2025). Kornelia, Grzelka ; Anna, Kondak ; Grayna, Wiejak-Roy ; Agnieszka, Bieda ; Aleksandra, Pilarczyk. In: Real Estate Management and Valuation. RePEc:vrs:remava:v:33:y:2025:i:1:p:85-103:n:1008. Full description at Econpapers || Download paper | |
| 2025 | Inflation Forecast Targeting Revisited. (2025). Müller, Gernot ; Enders, Zeno ; Conrad, Christian ; Mller, Gernot. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12006. Full description at Econpapers || Download paper | |
| 2025 | Semiparametric Dynamic Copula Models for Portfolio Optimization. (2025). Ghosh, Sujit K ; Pareek, Savita. In: Papers. RePEc:arx:papers:2504.12266. Full description at Econpapers || Download paper | |
| 2025 | Stochastic modelling of food insecurity risk in Africa: Use of Vine Copulas and cointegration approaches. (2025). Pede, Valerien O ; Okou, Cyrille Guei ; Jeremy, Ronald ; Amar, Amine. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360696. Full description at Econpapers || Download paper | |
| 2025 | Global Shocks and Local Fragilities: A Financial Stress Index Approach to Pakistanâs Monetary and Asset Market Dynamics. (2025). Lpez-Gonzales, Javier Linkolk ; Yousfani, Kinza ; Iftikhar, Hasnain ; Rodrigues, Paulo Canas ; Torres, Elas A. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:8:p:243-:d:1727765. Full description at Econpapers || Download paper | |
| 2025 | Forecasting 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. Full description at Econpapers || Download paper | |
| 2025 | Economic Growth in Rural Areas, Resource Agglomeration, and Stock Market Performance: Evidence from China. (2025). Geng, Guojing. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:1:p:29-:d:1601162. Full description at Econpapers || Download paper | |
| 2025 | Does one size fit all? The country-specific effects of ECB monetary policy. (2025). Tavlas, George ; Wang, Yongli ; Hall, Stephen G ; Gefang, Deborah. In: European Economic Review. RePEc:eee:eecrev:v:175:y:2025:i:c:s0014292125000753. Full description at Econpapers || Download paper | |
| 2025 | Functional reciprocity of the macroeconomic variables. (2025). Dobrescu, Emilian. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2025:i:1:p:40-62. Full description at Econpapers || Download paper | |
| 2025 | A novel hybrid ensemble approach for wind speed forecasting with dual-stage decomposition strategy using optimized GRU and transformer models. (2025). Huang, Yonggui ; Qi, Honggang ; Li, Qingli ; Liu, Min ; Ding, Weijie ; Dong, Jinghan ; Wu, Junhao ; Han, Han ; Chen, XI ; Lh, Philip ; Ullah, Sajid. In: Energy. RePEc:eee:energy:v:329:y:2025:i:c:s0360544225023813. Full description at Econpapers || Download paper | |
| 2025 | An offshore wind speed forecasting system based on feature enhancement, deep time series clustering, and extended LSTM. (2025). Zhang, Kequan ; Li, Mingjun ; Kou, Menggang ; Ma, Yining. In: Energy. RePEc:eee:energy:v:333:y:2025:i:c:s0360544225029779. Full description at Econpapers || Download paper | |
| 2025 | Comparative Analysis of Resampling Techniques for Class Imbalance in Financial Distress Prediction Using XGBoost. (2025). Liew, Soung Yue ; Tong, Dong Ling ; Hou, Guodong ; Choo, Peng Yin. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:13:p:2186-:d:1694825. Full description at Econpapers || Download paper | |
| 2025 | A Multi-Stage Financial Distress Early Warning System: Analyzing Corporate Insolvency with Random Forest. (2025). Hamori, Shigeyuki ; Tanaka, Katsuyuki ; Higashide, Takuo ; Kinkyo, Takuji. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:4:p:195-:d:1628059. Full description at Econpapers || Download paper | |
| 2025 | Predicting U.S. bank failures and stress testing with machine learning algorithms. (2025). Hu, Wendi ; Shao, Chujian ; Zhang, Wenyu. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325000674. Full description at Econpapers || Download paper | |
| 2025 | Interpretable machine learning unveils nonlinear drivers of global energy risk spillovers: A TVP-VAR approach. (2025). Lai, Xiaobing ; Tang, Pan ; Zhang, Ditian. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001737. Full description at Econpapers || Download paper | |
| 2025 | A New Labor Market Stress Indicator. (2025). Singh, Sanjay ; Jorda, Oscar ; Garimella, Rohit. In: Working Paper Series. RePEc:fip:fedfwp:102306. Full description at Econpapers || Download paper | |
| 2025 | Stock Price Prediction Using a Hybrid LSTM-GNN Model: Integrating Time-Series and Graph-Based Analysis. (2025). Sonani, Meet Satishbhai ; Badii, Atta ; Moin, Armin. In: Papers. RePEc:arx:papers:2502.15813. Full description at Econpapers || Download paper | |
| 2025 | Forecasting realized volatility in the stock market: a path-dependent perspective. (2025). Liu, Xiangdong ; Hong, Shaopeng ; Fu, Sicheng. In: Papers. RePEc:arx:papers:2503.00851. Full description at Econpapers || Download paper | |
| 2025 | Modeling the Ningbo Container Freight Index Through Deep Learning: Toward Sustainable Shipping and Regional Economic Resilience. (2025). Gong, Chi ; Wu, Haochuan. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:10:p:4655-:d:1659101. Full description at Econpapers || Download paper | |
| 2025 | Enhancing stock ranking forecasting by modeling returns with heteroscedastic Gaussian Distribution. (2025). Fang, Ran ; Yang, Jiahao ; Zhang, Ming ; Zhou, Jun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:664:y:2025:i:c:s0378437125000949. Full description at Econpapers || Download paper | |
| 2025 | Unlocking economic insights: ESG integration, market dynamics and sustainable transitions. (2025). Yarovaya, Larisa ; Ismail, Izlin ; Qureshi, Fiza. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002312. Full description at Econpapers || Download paper | |
| 2025 | Does multi-scale GARCH information enhance volatility prediction?. (2025). Yu, Rentian ; Xiao, Haotian ; Zhu, Yukun ; Zhang, Gongqiu. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325004593. Full description at Econpapers || Download paper | |
| 2025 | Analysing investor sentiment and stock market volatility of the JSE size-based indices: a GARCH-MIDAS approach. (2025). Isah, Kazeem ; Muzindutsi, Paul-Francois ; Moores-Pitt, Peter ; Naidoo, Thiasha. In: Risk Management. RePEc:pal:risman:v:27:y:2025:i:3:d:10.1057_s41283-025-00165-9. Full description at Econpapers || Download paper | |
| 2025 | Exploring the dynamic nexus of traditional and digital assets in inflationary times: The role of safe havens, tech stocks, and cryptocurrencies. (2025). Dimitriadis, Konstantinos A ; Koursaros, Demetris ; Savva, Christos S. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001907. Full description at Econpapers || Download paper | |
| 2025 | Would geopolitical risks be the new driver of the energy transition? An empirical study on renewable energy technology innovation. (2025). Liu, Baoliu ; Zhang, Ying ; Zhao, Fang ; Chen, Yiming ; Xue, Jinjun. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008090. Full description at Econpapers || Download paper | |
| 2025 | Twitter-based market uncertainty and global stock volatility predictability. (2025). Zhou, Mingtao ; Ma, Yong ; Li, Shuaibing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001815. Full description at Econpapers || Download paper | |
| 2025 | Global Stock Market Volatility Forecasting Incorporating Dynamic Graphs and All Trading Days. (2024). Wang, Chao ; Gao, Junbin ; Chi, Zhengyang. In: Papers. RePEc:arx:papers:2409.15320. Full description at Econpapers || Download paper | |
| 2025 | FedSight AI: Multi-Agent System Architecture for Federal Funds Target Rate Prediction. (2025). Dulam, Sanjana ; Tan, Jeremy ; Ye, David ; Viton, Adler ; Paul, Aditya ; Kodi, Abhishek ; Hou, Yuhan ; Feng, Yikai ; Zhang, Xiyue ; Rao, Tianji. In: Papers. RePEc:arx:papers:2512.15728. Full description at Econpapers || Download paper | |
| 2025 | Incorporating 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. Full description at Econpapers || Download paper | |
| 2025 | STABLECOIN DP2P: INNOVATION AND SUSTAINABILITY IN FIAT CURRENCIES. (2025). Ladias, Christos ; Machado, Valter ; Ruxho, Filipos ; ap Ladias, Christos ; Pinheiro, Susana Soares ; Teixeira, Fernando ; Hulaj, Murat. In: Regional Science Inquiry. RePEc:hrs:journl:v:xvii:y:2025:i:1:p:95-106. Full description at Econpapers || Download paper | |
| 2025 | Combining 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. Full description at Econpapers || Download paper | |
| 2025 | Forecasting Credit Ratings: A Case Study where Traditional Methods Outperform Generative LLMs. (2025). Zohren, Stefan ; Pierrehumbert, Janet B ; Drinkall, Felix. In: Papers. RePEc:arx:papers:2407.17624. Full description at Econpapers || Download paper | |
| 2025 | âCrypto presidentâ: Do narrative political signals drive cryptocurrency returns?. (2025). ben Jabeur, Sami ; Dhifaoui, Zouhaier ; Bakkar, Yassine ; Ballouk, Houssein. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s154461232500457x. Full description at Econpapers || Download paper | |
| 2025 | A global probabilistic approach for short-term forecasting of individual households electricity consumption. (2025). Vanthournout, Koen ; de Moor, Bart ; Becker, Thijs ; Lago, Jesus ; Botman, Lola. In: Applied Energy. RePEc:eee:appene:v:382:y:2025:i:c:s0306261924025522. Full description at Econpapers || Download paper | |
| 2025 | A Hybrid Credit Risk Evaluation Model Based on Three-Way Decisions and Stacking Ensemble Approach. (2025). Sha, Mengyi ; Zhao, Ran ; Li, Yusheng. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:2:d:10.1007_s10614-024-10747-6. Full description at Econpapers || Download paper | |
| 2025 | Transformer-Based Models for Probabilistic Time Series Forecasting with Explanatory Variables. (2025). Oliveira, Jos Manuel ; Caetano, Ricardo ; Ramos, Patrcia. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:5:p:814-:d:1602666. Full description at Econpapers || Download paper | |
| 2025 | A Novel BiGRU-Attention Model for Predicting Corn Market Prices Based on Multi-Feature Fusion and Grey Wolf Optimization. (2025). Guo, Yan ; Hou, Songsong ; Hu, Xiaonan ; Feng, Yang. In: Agriculture. RePEc:gam:jagris:v:15:y:2025:i:5:p:469-:d:1597030. Full description at Econpapers || Download paper | |
| 2025 | Enhancing corn industry sustainability through deep learning hybrid models for price volatility forecasting. (2025). Yang, Chengjin ; Zhai, Yanzhong ; Liu, Zehua. In: PLOS ONE. RePEc:plo:pone00:0323714. Full description at Econpapers || Download paper | |
| 2025 | Forecasting crude oil prices: A Gated Recurrent Unit-based nonlinear Granger Causality model. (2025). Zhang, Dayong ; Lu, Quanying ; Guo, Mengzhuo ; Lin, Qingyuan ; Liang, Qian. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s105752192500211x. Full description at Econpapers || Download paper | |
| 2025 | Stochastic Model and Rhythm-Adaptive Technologies of Statistical Analysis and Forecasting of Economic Processes with Cyclic Components. (2025). Lupenko, Serhii ; Horkunenko, Andrii. In: Forecasting. RePEc:gam:jforec:v:7:y:2025:i:2:p:20-:d:1659342. Full description at Econpapers || Download paper | |
| 2025 | A Review of Electricity Price Forecasting Models in the Day-Ahead, Intra-Day, and Balancing Markets. (2025). Visentin, Andrea ; Prestwich, Steven ; Bahloul, Mohamed ; Oconnor, Ciaran. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:12:p:3097-:d:1677361. Full description at Econpapers || Download paper | |
| 2025 | Driver Identification and PCA Augmented Selection Shrinkage Framework for Nordic System Price Forecasting. (2025). Sadabad, Yousef Adeli ; Hesamzadeh, Mohammad Reza ; Bagherpour, Matin ; Dan, Gyorgy ; Biggar, Darryl R. In: Papers. RePEc:arx:papers:2509.18887. Full description at Econpapers || Download paper | |
| 2025 | Univariate 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. Full description at Econpapers || Download paper | |
| 2025 | A new model to forecast energy inflation in the euro area. (2025). van Spronsen, Josha ; Porqueddu, Mario ; Giammaria, Alessandro ; Bobeica, Elena ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20253062. Full description at Econpapers || Download paper | |
| 2025 | Nowcasting the euro area with social media data. (2025). onorante, luca ; Boss, Konstantin ; Longo, Luigi. In: Papers. RePEc:arx:papers:2506.10546. Full description at Econpapers || Download paper | |
| 2025 | AI Driven Fiscal Risk Assessment in the Eurozone: A Machine Learning Approach to Public Debt Vulnerability. (2025). Ibeh, Lawrence ; Farag, Karim ; Mutai, Noah Cheruiyot ; Cuong, Nguyen Manh ; Chelabi, Kaddour ; Popoola, Olufunke Mercy. In: FinTech. RePEc:gam:jfinte:v:4:y:2025:i:3:p:27-:d:1686977. Full description at Econpapers || Download paper | |
| 2025 | A Survey-Driven Ensemble Approach to Predicting Sovereign Debt Distress in Bangladesh. (2025). Ahmed, Sourov ; Badhon, Marjan Akter ; Maruf, Mahmudul Hassan. In: International Journal of Scientific Research and Modern Technology. RePEc:daw:ijsrmt:v:4:y:2025:i:10:p:103-114:id:910. Full description at Econpapers || Download paper | |
| 2025 | Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Plakandaras, Vasilios ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202518. Full description at Econpapers || Download paper | |
| 2025 | Rare disasters and multilayer spillovers between volatility and skewness in international stock markets over a century of data: The role of geopolitical risk. (2025). Plakandaras, Vasilios ; GUPTA, RANGAN ; Bouri, Elie ; Foglia, Matteo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003466. Full description at Econpapers || Download paper | |
| 2025 | Neural ARFIMA model for forecasting BRIC exchange rates with long memory under oil shocks and policy uncertainties. (2025). Chakraborty, Tanujit ; Besher, Donia ; Panja, Madhurima ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2509.06697. Full description at Econpapers || Download paper | |
| 2025 | Beneath the colorness skies: Does weather influence consumer color preference?. (2025). Wang, Hongguo ; Liu, Cengceng ; Chu, Yongjie. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:82:y:2025:i:c:s0969698924004508. Full description at Econpapers || Download paper | |
| 2025 | Explaining Business Sentiment: Insights from the ifo Business Survey. (2025). Wohlrabe, Klaus ; Sauer, Stefan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12007. Full description at Econpapers || Download paper | |
| 2025 | A New Approach to Understanding Population Change in Central and Eastern Europe. (2025). Tóth, Csaba ; Tth, Csaba G. In: SocArXiv. RePEc:osf:socarx:3qn82_v1. Full description at Econpapers || Download paper | |
| 2025 | MIKTA maritime research gaps: Data-driven machine learning approach for sustainable collaboration. (2025). Lee, Yong-Jae. In: Journal of Transport Geography. RePEc:eee:jotrge:v:128:y:2025:i:c:s0966692325002662. Full description at Econpapers || Download paper | |
| 2025 | Measuring and Forecasting Stock Market Volatilities with High-Frequency Data. (2025). Vo, Minh. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10674-6. Full description at Econpapers || Download paper | |
| 2025 | Market microstructure to enhance sustainable investment decision and asset growth through financial literacy. (2025). Satish, A B ; Nair, Arjun J ; Manohar, Sridhar ; Sharma, Nitika. In: Journal of Innovation and Entrepreneurship. RePEc:spr:joiaen:v:14:y:2025:i:1:d:10.1186_s13731-025-00517-5. Full description at Econpapers || Download paper | |
| 2025 | Is machine learning a necessity? A regression-based approach for stock return prediction. (2025). Zhao, Junyi ; Bo, Albert ; Jiang, Shan ; Cheng, Tingting. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000209. Full description at Econpapers || Download paper | |
| 2025 | Using explainable deep learning to improve decision quality: Evidence from carbon trading market. (2025). Wang, Jianzhou ; Lv, Mengzheng ; Zheng, Jingwei ; Zhao, Yang. In: Omega. RePEc:eee:jomega:v:133:y:2025:i:c:s0305048325000076. Full description at Econpapers || Download paper | |
| 2025 | Forecasting carbon price: A novel multi-factor spatial-temporal GNN framework integrating Graph WaveNet and self-attention mechanism. (2025). Cao, Jin-Hui ; Xie, Chi ; Zhou, Yang ; Wang, Gang-Jin ; Zhu, You. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001410. Full description at Econpapers || Download paper | |
| 2025 | Forecasting Inflation Using News Indices. (2025). Volgina, Elizaveta. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:1:p:26-59. Full description at Econpapers || Download paper | |
| 2025 | Non-linear Phillips Curve for India: Evidence from Explainable Machine Learning. (2025). Pawar, Amit ; Pratap, Bhanu ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2504.05350. Full description at Econpapers || Download paper | |
| 2025 | Inflation Forecasting: LSTM Networks vs. Traditional Models for Accurate Predictions. (2025). Rygh, Tormod ; Vaage, Camilla ; Westgaard, Sjur ; de Lange, Petter Eilif. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:7:p:365-:d:1692241. Full description at Econpapers || Download paper | |
| 2025 | Harnessing artificial intelligence for monitoring financial markets. (2025). Gelos, R. Gaston ; Perez-Cruz, Fernando ; Park, Taejin ; Godoy, Douglas Kiarelly ; Aquilina, Matteo. In: BIS Working Papers. RePEc:bis:biswps:1291. Full description at Econpapers || Download paper | |
| 2025 | Pandemic and War Inflation: Lessons from the International Experience. (2025). MartÃnez GarcÃa, Enrique ; Lipinska, Anna ; Schwartzman, Felipe ; Garca, Enrique Martnez. In: Working Papers. RePEc:fip:feddwp:101768. Full description at Econpapers || Download paper | |
| 2025 | Pandemic and War Inflation: Lessons from the International Experience. (2025). MartÃnez GarcÃa, Enrique ; Lipinska, Anna ; Schwartzman, Felipe ; Garca, Enrique Martnez. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-71. Full description at Econpapers || Download paper | |
| 2025 | Can Storage Momentum and Its Difference of a Nonferrous Metal Predict Price Return?. (2025). Peng, Liang ; Lo, Chia Chun ; Ko, Stanley Latmeng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:7:p:831-843. Full description at Econpapers || Download paper | |
| 2025 | Major Issues in High-Frequency Financial Data Analysis: A Survey of Solutions. (2025). Hua, Lei ; Zhang, LU. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:3:p:347-:d:1573432. Full description at Econpapers || Download paper | |
| 2025 | Debt Dynamics and Economic Growth. (2025). Idrees, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:125658. Full description at Econpapers || Download paper | |
| 2025 | Fiscal Forecast Errors in the Eurozone: The Influence of Independent Fiscal Institutions (IFIs) and Monetary Policy. (2025). Grijalba, Miguel Angoitia ; Romero, Daniel Fernndez ; Mora-Ruano, Rubn ; Lorenti, Nicols A. In: Hacienda Pública Española / Review of Public Economics. RePEc:hpe:journl:y:2025:v:254:i:3:p:119-156. Full description at Econpapers || Download paper | |
| 2025 | An Infinite Hidden Markov Model with GARCH for Short-Term Interest Rates. (2025). Li, Chenxing ; Yang, Qiao. In: MPRA Paper. RePEc:pra:mprapa:123200. Full description at Econpapers || Download paper | |
| 2025 | An infinite hidden Markov model with GARCH for short-term interest rates. (2025). Li, Chenxing ; Yang, Qiao. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325005574. Full description at Econpapers || Download paper | |
| 2025 | Unveiling Bidirectional Forecasting Between Volatility of VIX and Stock Market: Insights From Asymmetric Jumps and Cojumps. (2025). Jiang, Gongyue ; Qiao, Gaoxiu ; Liang, Chao. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:10:p:1717-1739. Full description at Econpapers || Download paper |
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| 2025 | Beyond the Mean: Limit Theory and Tests for Infinite-Mean Autoregressive Conditional Durations. (2025). Cavaliere, Giuseppe ; Mikosch, Thomas ; Vilandt, Frederik ; Rahbek, Anders. In: Papers. RePEc:arx:papers:2505.06190. Full description at Econpapers || Download paper | |
| 2025 | Neural ARFIMA model for forecasting BRIC exchange rates with long memory under oil shocks and policy uncertainties. (2025). Chakraborty, Tanujit ; Besher, Donia ; Panja, Madhurima ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2509.06697. Full description at Econpapers || Download paper | |
| 2025 | Are the Bank of Koreas Inflation Forecasts Biased Toward the Target?. (2025). Lee, Seojeong ; Seong, Eunkyu. In: Papers. RePEc:arx:papers:2512.16068. Full description at Econpapers || Download paper | |
| 2025 | Inflation Forecast Targeting Revisited. (2025). Müller, Gernot ; Enders, Zeno ; Conrad, Christian ; Mller, Gernot. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12006. Full description at Econpapers || Download paper | |
| 2025 | Disentangling market drivers and macro uncertainty risks in crude oil futures pricing: A multi-scale quantile regression and causal forest approach. (2025). Zhu, Junhua ; Zhang, Aixin ; Wang, Feng ; Liu, Jia ; Yu, Xiaobing ; Mao, Yaqi. In: Energy. RePEc:eee:energy:v:332:y:2025:i:c:s0360544225029044. Full description at Econpapers || Download paper | |
| 2025 | Impact of carbon emissions, green energy, artificial intelligence and high-tech policy uncertainty on Chinaâs financial market. (2025). Wu, Ran ; Ma, Shenglin ; Zeng, Hongjun ; Li, Guangwu ; Zhang, Xilin. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s154461232500858x. Full description at Econpapers || Download paper | |
| 2025 | Does risk aversion predict the future real economy?. (2025). Ryu, Doojin ; Cho, Hoon ; Kim, Jinhwan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001275. Full description at Econpapers || Download paper | |
| 2025 | Multiscale Stochastic Models for Bitcoin: Fractional Brownian Motion and Duration-Based Approaches. (2025). Rathie, Pushpa N ; da Fonseca, Tiago A ; Saulo, Helton ; Quintino, Felipe ; Pereira, Arthur Rodrigues. In: FinTech. RePEc:gam:jfinte:v:4:y:2025:i:3:p:51-:d:1753532. Full description at Econpapers || Download paper | |
| 2025 | SCS-Net: Stratified Compressive Sensing Network for Large-Scale Crowd Flow Prediction. (2025). Tan, Xiaoyong ; Liu, Baoju ; Deng, Min ; Chen, Kaiqi ; Tu, Youjun ; Zhao, Zhiyuan ; Wu, Sheng. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:10:p:1686-:d:1660858. Full description at Econpapers || Download paper | |
| 2025 | A Hybrid EGARCHâInformer Model with Consistent Risk Calibration for Volatility and CVaR Forecasting. (2025). Lee, Ming Che. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:19:p:3108-:d:1760321. Full description at Econpapers || Download paper | |
| 2025 | The 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. Full description at Econpapers || Download paper | |
| 2025 | Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Plakandaras, Vasilios ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202518. Full description at Econpapers || Download paper | |
| 2025 | Electricity Sales and Forecasting of Stock Market Realized Volatility: A State-Level Analysis of the United States. (2025). Bonato, Matteo ; Cepni, Oguzhan ; Pierdzioch, Christian ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202540. Full description at Econpapers || Download paper | |
| 2025 | Quantile ARDL Estimation of the Relationship between the Confirmed COVID-19 Cases and Deaths in the U.S.. (2025). Cho, Jin Seo ; Jing, Xin. In: Working papers. RePEc:yon:wpaper:2025rwp-247. Full description at Econpapers || Download paper |
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| 2024 | Behavioral Macroeconomics: A Systematic Review for Policy Insights. (2024). Ridolfi, Samuele. In: Journal of Behavioral Economics for Policy. RePEc:beh:jbepv1:v:8:y:2024:i:s2:p:35-42. Full description at Econpapers || Download paper | |
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| 2024 | A novel link prediction model for interval-valued crude oil prices based on complex network and multi-source information. (2024). Tao, Zhifu ; Luo, Rui ; Zhao, Xiaoman ; Liu, Jinpei. In: Applied Energy. RePEc:eee:appene:v:376:y:2024:i:pb:s0306261924016441. Full description at Econpapers || Download paper | |
| 2024 | Is there a dark side to financial inclusion? Understanding the relationship between financial inclusion and market risk. (2024). Righi, Marcelo ; Muller, Fernanda Maria ; Foguesatto, Cristian Rogerio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000652. Full description at Econpapers || Download paper | |
| 2024 | Forecasting crude oil returns in different degrees of ambiguity: Why machine learn better?. (2024). Du, Huancheng ; Meng, Yuhao ; Tian, Guangning ; Peng, Yuchao. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005759. Full description at Econpapers || Download paper | |
| 2024 | Can the sentiment of the official media predict the return volatility of the Chinese crude oil futures?. (2024). Gan, Shiqi ; Xu, Zhiwei ; Xiong, Yujie ; Hua, Xia. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006753. Full description at Econpapers || Download paper | |
| 2024 | Interpretable wind power forecasting combining seasonal-trend representations learning with temporal fusion transformers architecture. (2024). Niu, Zhewen ; Wu, Yuxiang ; Han, Xiaoqing ; Lan, Songyan ; Zhang, Dongxia. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224022564. Full description at Econpapers || Download paper | |
| 2024 | DMPR: A novel wind speed forecasting model based on optimized decomposition, multi-objective feature selection, and patch-based RNN. (2024). Zhou, Jianguo ; Zhang, Leyao ; Cai, Chenhao. In: Energy. RePEc:eee:energy:v:310:y:2024:i:c:s0360544224030536. Full description at Econpapers || Download paper | |
| 2024 | A state-of-the-art analysis on decomposition method for short-term wind speed forecasting using LSTM and a novel hybrid deep learning model. (2024). Hu, Gang ; Zhang, Jize ; Liang, Yang. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s0360544224036041. Full description at Econpapers || Download paper | |
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| 2024 | Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?. (2024). Li, Chenxing ; Zhang, Zehua ; Zhao, Ran. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008547. Full description at Econpapers || Download paper | |
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| 2024 | Investor behavior in times of conflict: A natural experiment on the interplay of geopolitical risk and defense stocks. (2024). Klein, Tony. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:222:y:2024:i:c:p:294-313. Full description at Econpapers || Download paper | |
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| 2024 | Advanced Optimal System for Electricity Price Forecasting Based on Hybrid Techniques. (2024). Shao, Yuanyuan ; Luo, Hua. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:19:p:4833-:d:1486714. Full description at Econpapers || Download paper | |
| 2024 | Does Investorsâ Online Public Opinion Divergence Increase the Trading Volume? Evidence from the CSI 300 Index Constituents. (2024). Huang, Zihuang ; Wang, Xinyu ; Xu, Qing. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:8:p:316-:d:1441449. Full description at Econpapers || Download paper | |
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| 2024 | Statistical Modeling to Improve Time Series Forecasting Using Machine Learning, Time Series, and Hybrid Models: A Case Study of Bitcoin Price Forecasting. (2024). Iftikhar, Hasnain ; Qureshi, Moiz ; Rodrigues, Paulo Canas ; Atif, S A ; Rehman, Mohd Ziaur. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:23:p:3666-:d:1527322. Full description at Econpapers || Download paper | |
| 2024 | Civil Aviation Passenger Traffic Forecasting: Application and Comparative Study of the Seasonal Autoregressive Integrated Moving Average Model and Backpropagation Neural Network. (2024). Zhang, Zhezhe ; Gu, Weifan ; Lu, HE ; Guo, Baohua. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:10:p:4110-:d:1394360. Full description at Econpapers || Download paper | |
| 2024 | Forecasting Visitor Arrivals at Tourist Attractions: A Time Series Framework with the N-BEATS for Sustainable Tourism. (2024). Zheng, Tianxiang ; Jing, Xiuli ; Tan, Hongbo ; Huang, Junhao ; Zhang, Junli ; Xu, KE. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:18:p:8227-:d:1482665. Full description at Econpapers || Download paper | |
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| 2024 | Managing crash risks through supply chain transparency: evidence from China. (2024). Lee, Chien-Chiang ; Song, Qinghua ; Zhong, Qiming. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00633-3. Full description at Econpapers || Download paper | |
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| 2024 | Forecasting inflation: A comparison of the ECBs short-term inflation projections and inflation-linked swaps. (2024). Laine, Olli-Matti ; Anttonen, Jetro. In: BoF Economics Review. RePEc:zbw:bofecr:306300. Full description at Econpapers || Download paper |
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| 2023 | BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438. Full description at Econpapers || Download paper | |
| 2023 | International spillovers of U.S. monetary uncertainty and equity market volatility to Chinaâs stock markets. (2023). Lee, Chien-Chiang. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001312. Full description at Econpapers || Download paper | |
| 2023 | Digital financial inclusion and poverty alleviation: Evidence from the sustainable development of China. (2023). Lee, Chien-Chiang ; Lou, Runchi ; Wang, Fuhao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:418-434. Full description at Econpapers || Download paper | |
| 2023 | Green recovery through financial inclusion of mobile payment: A study of low- and middle-income Asian countries. (2023). Lee, Chien-Chiang ; Chen, Pei-Fen ; Chu, Pin-Jie. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:729-747. Full description at Econpapers || Download paper | |
| 2023 | Corporate investment and the dilemma of the monetary policy: Evidence from China. (2023). Lee, Chien-Chiang ; Wan, Jianjun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:106-121. Full description at Econpapers || Download paper | |
| 2023 | Systemic risk of Chinese financial institutions and asset price bubbles. (2023). Lee, Chien-Chiang ; Tian, Yiming ; Zhang, Xiaoming ; Wei, Chunyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000037. Full description at Econpapers || Download paper | |
| 2023 | Research on the time-varying effects among green finance markets in China: A fresh evidence from multi-frequency scale perspective. (2023). Xia, Yufei ; Fu, Yating ; Liu, Rongyan ; He, Lingyun ; Chen, Ling. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000372. Full description at Econpapers || Download paper | |
| 2023 | Towards net-zero emissions: Can green bond policy promote green innovation and green space?. (2023). Lee, Chien-Chiang ; Chang, Yu-Fang ; Wang, Fuhao. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001731. Full description at Econpapers || Download paper | |
| 2023 | An empirical analysis of the dynamic relationship between clean and dirty energy markets. (2023). Tiwari, Aviral ; Lee, Chien-Chiang ; Abakah, Emmanuel ; Nasreen, Samia ; Trabelsi, Nader ; Aikins, Emmanuel Joel. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002645. Full description at Econpapers || Download paper | |
| 2023 | Jumps in the Chinese crude oil futures volatility forecasting: New evidence. (2023). Guo, Yangli ; Li, Pan ; Wu, Hanlin. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s014098832300453x. Full description at Econpapers || Download paper | |
| 2023 | Transformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices. (2023). Wang, Xiuqing ; Hao, Yun ; Huang, Wenyang ; Gao, Tianxiao. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323006047. Full description at Econpapers || Download paper | |
| 2023 | A novel crude oil futures trading strategy based on volume-price time-frequency decomposition with ensemble deep reinforcement learning. (2023). Tang, Zhenpeng ; Du, Xiaoxu ; Chen, Kaijie. In: Energy. RePEc:eee:energy:v:285:y:2023:i:c:s0360544223027883. Full description at Econpapers || Download paper | |
| 2023 | U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging. (2023). Tiwari, Aviral ; Lee, Chien-Chiang ; Abakah, Emmanuel ; Nasreen, Samia ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000303. Full description at Econpapers || Download paper | |
| 2023 | Forecasting 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. Full description at Econpapers || Download paper | |
| 2023 | Geopolitical risk and economic policy uncertainty: Different roles in Chinas financial cycle. (2023). Zhu, Zixiang ; Li, Yujia ; Che, Ming. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003836. Full description at Econpapers || Download paper | |
| 2023 | Attention! 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. Full description at Econpapers || Download paper | |
| 2023 | Pass-through from temperature intervals to Chinas commodity futuresâ interval-valued returns: Evidence from the varying-coefficient ITS model. (2023). Cao, Yaru ; Dai, Xingyu ; Zhao, Ruikun ; Wang, Qunwei ; Wu, Dan. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s154461232300661x. Full description at Econpapers || Download paper | |
| 2023 | FinTech development and commercial bank efficiency in China. (2023). Lee, Chien-Chiang ; Zhang, Xiaoming ; Ni, Wenjie. In: Global Finance Journal. RePEc:eee:glofin:v:57:y:2023:i:c:s1044028323000455. Full description at Econpapers || Download paper | |
| 2023 | Government debt forecast errors and the net expenditure rule in EU countries: Undue optimism at a cost. (2023). McQuinn, Kieran ; Cronin, David. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:6:p:1113-1131. Full description at Econpapers || Download paper | |
| 2023 | Dynamic spillover effects among international crude oil markets from the time-frequency perspective. (2023). Lee, Chien-Chiang ; Zhang, Xiaoming ; Zhou, Hegang ; Xu, Chao. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006614. Full description at Econpapers || Download paper | |
| 2023 | Does green finance promote renewable energy? Evidence from China. (2023). Lee, Chien-Chiang ; Chang, Yu-Fang ; Wang, Fuhao. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001472. Full description at Econpapers || Download paper | |
| 2023 | Asymmetric effects and volatility transmission from metals markets to solar energy stocks: Evidence from DCC, ADCC, and quantile regression approach. (2023). Lee, Chien-Chiang ; Abbas, Ghulam ; Yahya, Farzan. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300209x. Full description at Econpapers || Download paper | |
| 2023 | The effect of energy price shocks on commodity currencies during the war in Ukraine. (2023). Lee, Chien-Chiang ; Iftiolu, Serhan ; Sokhanvar, Amin. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002829. Full description at Econpapers || Download paper | |
| 2023 | Green finance and the socio-politico-economic factorsâ impact on the future oil prices: Evidence from machine learning. (2023). Mohsin, Muhammad ; Jamaani, Fouad. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723004919. Full description at Econpapers || Download paper | |
| 2023 | Sustainable development through digital innovation: A new era for natural resource extraction and trade. (2023). Hou, Xinmeng ; Yue, Peiwen ; Dorduncu, Hazar ; Su, Chi Wei. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006311. Full description at Econpapers || Download paper | |
| 2023 | âWatch your tone!â: Forecasting mining industry commodity prices with financial report tone. (2023). Hardy, Nicolas ; Ferreira, Tiago ; Magner, Nicolas S ; Quinteros, Maria J. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009625. Full description at Econpapers || Download paper | |
| 2023 | Can U.S. strategic petroleum reserves calm a tight market exacerbated by the RussiaâUkraine conflict?. (2023). Razek, Noha ; Galvani, Valentina ; Rajan, Surya ; McQuinn, Brian. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723007730. Full description at Econpapers || Download paper | |
| 2023 | The relationship between cash flow uncertainty and extreme risk: International evidence. (2023). Lee, Chien-Chiang ; Wu, Lin-Tan ; Wang, Chih-Wei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002220. Full description at Econpapers || Download paper | |
| 2023 | Green development, climate risks, and cash flow: International evidence. (2023). Lee, Chien-Chiang ; Wang, Chih-Wei ; Thinh, Bui Tien. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000872. Full description at Econpapers || Download paper | |
| 2023 | How does central bank transparency affect systemic risk? Evidence from developed and developing countries. (2023). Lee, Chien-Chiang ; Zhang, Xiaoming ; Liang, Qian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:101-115. Full description at Econpapers || Download paper | |
| 2023 | Dynamic reliability and sensitivity analysis based on HMM models with Markovian signal process. (2023). Raya-Miranda, R ; Gmiz, M L ; Segovia-Garca, M C ; Navas-Gmez, F. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:239:y:2023:i:c:s095183202300412x. Full description at Econpapers || Download paper | |
| 2023 | How does green finance drive the decarbonization of the economy? Empirical evidence from China. (2023). Lee, Chien-Chiang ; Lou, Runchi ; Wang, Keying. In: Renewable Energy. RePEc:eee:renene:v:204:y:2023:i:c:p:671-684. Full description at Econpapers || Download paper | |
| 2023 | Multidimensional cultural distance and self-employment of internal migrants in China. (2023). Lee, Chien-Chiang ; Shi, Xing ; Hong, Jin ; Zhu, Chen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:58-81. Full description at Econpapers || Download paper | |
| 2023 | Corporate governance and systemic risk: Evidence from Chinese-listed banks. (2023). Lee, Chien-Chiang ; Wang, Yurong ; Zhang, Xiaoming. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:180-202. Full description at Econpapers || Download paper | |
| 2023 | Measurement and prediction of systemic risk in Chinaâs banking industry. (2023). Lee, Chien-Chiang ; Zhao, Yue ; Zhang, Xinsong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002604. Full description at Econpapers || Download paper | |
| 2023 | The impact of central bank digital currency variation on firms implied volatility. (2023). Lee, Chien-Chiang ; Chen, Wen-Ling ; Hsieh, Hsin-Yi ; Wang, Chih-Wei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000041. Full description at Econpapers || Download paper | |
| 2023 | Government debt forecast errors and the net expenditure rule in EU countries. (2023). Cronin, David ; McGowan, Kieran. In: Papers. RePEc:esr:wpaper:wp756. Full description at Econpapers || Download paper | |
| 2023 | Automation in Regional Economic Synthetic Index Construction with Uncertainty Measurement. (2023). Espinosa, Priscila ; Pavia, Jose M. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:2:p:23-442:d:1127745. Full description at Econpapers || Download paper | |
| 2023 | Bankruptcy Prediction for Sustainability of Businesses: The Application of Graph Theoretical Modeling. (2023). Baa, Martin ; Mokriova, Martina ; Horvathova, Jarmila. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:24:p:4966-:d:1301003. Full description at Econpapers || Download paper | |
| 2023 | Multi-Criteria Decision Analysis for Evaluating the Effectiveness of Alternative Energy Sources in China. (2023). Cai, Xinyu ; Xue, Xiangwen ; Ponkratov, Vadim V ; Zhang, QI. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:10:p:8142-:d:1148975. Full description at Econpapers || Download paper | |
| 2023 | Harnessing the power of AI: Advanced deep learning models optimization for accurate SARS-CoV-2 forecasting. (2023). Tariq, Muhammad Usman ; Ismail, Shuhaida Binti ; Babar, Muhammad ; Ahmad, Ashir. In: PLOS ONE. RePEc:plo:pone00:0287755. Full description at Econpapers || Download paper | |
| 2023 | Financial Stress and Realized Volatility: The Case of Agricultural Commodities. (2023). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202320. Full description at Econpapers || Download paper | |
| 2023 | Energy-Related Uncertainty and International Stock Market Volatility. (2023). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202336. Full description at Econpapers || Download paper | |
| 2023 | ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Lahiri, Kajal ; Yang, Cheng. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:2:d:10.1007_s41549-023-00082-4. Full description at Econpapers || Download paper | |
| 2023 | Nowcasting Turkish Food Inflation Using Daily Online Prices. (2023). Kaya, Huseyin ; Yazgan, Ege M ; Soybilgen, Bari. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:2:d:10.1007_s41549-023-00084-2. Full description at Econpapers || Download paper | |
| 2023 | Nowcasting consumer price inflation using high-frequency scanner data: Evidence from Germany. (2023). Wieland, Elisabeth ; Schnorrenberger, Richard ; Menz, Jan-Oliver ; Carstensen, Kai ; Beck, Guenter. In: Discussion Papers. RePEc:zbw:bubdps:282982. Full description at Econpapers || Download paper |
| Year | Citing document | |
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| 2022 | Forecasting 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. Full description at Econpapers || Download paper | |
| 2022 | Macroeconomic Forecasting Using Filtered Signals from a Stock Market Cross Section. (2022). Stalla-Bourdillon, Arthur ; Chatelais, Nicolas ; Chinn, Menzie. In: Working papers. RePEc:bfr:banfra:903. Full description at Econpapers || Download paper | |
| 2022 | Forecasting Regional Industrial Production with High-Frequency Electricity Consumption Data. (2022). Möhrle, Sascha ; Lehmann, Robert ; Mohrle, Sascha. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9917. Full description at Econpapers || Download paper | |
| 2022 | Nowcasting GDP using machine learning methods. (2022). de Winter, Jasper ; Kant, Dennis ; Pick, Andreas. In: Working Papers. RePEc:dnb:dnbwpp:754. Full description at Econpapers || Download paper | |
| 2022 | Time-varying risk aversion and renminbi exchange rate volatility: Evidence from CARR-MIDAS model. (2022). Wu, Xinyu ; Zhang, Huanming ; Xie, Haibin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000559. Full description at Econpapers || Download paper | |
| 2022 | Economic policy uncertainty and stock market sector time-varying spillover effect: Evidence from China. (2022). Dai, Zhifeng ; Peng, Yongxin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000936. Full description at Econpapers || Download paper | |
| 2022 | Measuring the impact of digital exchange cyberattacks on Bitcoin Returns. (2022). Ah, Seung ; Milunovich, George. In: Economics Letters. RePEc:eee:ecolet:v:221:y:2022:i:c:s0165176522003676. Full description at Econpapers || Download paper | |
| 2022 | Convolutional neural network forecasting of European Union allowances futures using a novel unconstrained transformation method. (2022). Chevallier, Julien ; Wei, Yigang ; Huang, Wenyang ; Wang, Huiwen ; Qin, Haotong. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322002171. Full description at Econpapers || Download paper | |
| 2022 | A novel framework for carbon price forecasting with uncertainties. (2022). Wang, Minggang ; Zhu, Mengrui ; Tian, Lixin. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003164. Full description at Econpapers || Download paper | |
| 2022 | Chinas urban-rural inequality caused by carbon neutrality: A perspective from carbon footprint and decomposed social welfare. (2022). Jia, Zhijie ; Liu, YU ; Wen, Shiyan. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003437. Full description at Econpapers || Download paper | |
| 2022 | Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty?. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Pienaar, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003723. Full description at Econpapers || Download paper | |
| 2022 | Interval forecasting of carbon price: A novel multiscale ensemble forecasting approach. (2022). Wang, Ping ; Zhu, Bangzhu. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s014098832200490x. Full description at Econpapers || Download paper | |
| 2022 | Natural gas volatility prediction: Fresh evidence from extreme weather and extended GARCH-MIDAS-ES model. (2022). Xia, Zhenglan ; Lai, Xiaodong ; Wang, LU ; Liang, Chao. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005667. Full description at Econpapers || Download paper | |
| 2022 | How macro-variables drive crude oil volatility? Perspective from the STL-based iterated combination method. (2022). Zhang, Yaojie ; Pan, Zhigang ; Wang, Xunxiao. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001052. Full description at Econpapers || Download paper | |
| 2022 | Forecasting Chinas crude oil futures volatility: How to dig out the information of other energy futures volatilities?. (2022). Zhang, Yaojie ; He, Mengxi ; Xing, LU ; Jin, Daxiang. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002987. Full description at Econpapers || Download paper | |
| 2022 | Delta-hedging demand and intraday momentum: Evidence from China. (2022). Li, Xiang ; Yuan, Xianghui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:600:y:2022:i:c:s0378437122003624. Full description at Econpapers || Download paper | |
| 2022 | Uncover the response of the U.S grain commodity market on El NiñoâSouthern Oscillation. (2022). Su, Yuandong ; Zeng, Qing ; Zhang, LI ; Liang, Chao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:81:y:2022:i:c:p:98-112. Full description at Econpapers || Download paper | |
| 2022 | Forecasting power load: A hybrid forecasting method with intelligent data processing and optimized artificial intelligence. (2022). Dai, Yeming ; Yang, Xinyu ; Leng, Mingming. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:182:y:2022:i:c:s0040162522003821. Full description at Econpapers || Download paper | |
| 2022 | An Alternative to Index-Based Gas Sourcing Using Neural Networks. (2022). Lee, Won Hee ; Schluter, Stephan ; Jung, Sejung ; von Dollen, Andreas. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:13:p:4708-:d:849005. Full description at Econpapers || Download paper | |
| 2022 | Modeling Electricity Price Dynamics Using Flexible Distributions. (2022). Tashpulatov, Sherzod N. In: Mathematics. RePEc:gam:jmathe:v:10:y:2022:i:10:p:1757-:d:820670. Full description at Econpapers || Download paper | |
| 2022 | A Wavelet PM2.5 Prediction System Using Optimized Kernel Extreme Learning with Boruta-XGBoost Feature Selection. (2022). Akhoondzadeh, Mehdi ; Chen, Huiling ; Heidari, Ali Asghar. In: Mathematics. RePEc:gam:jmathe:v:10:y:2022:i:19:p:3566-:d:929588. Full description at Econpapers || Download paper | |
| 2022 | Artificial Intelligence Technologies for Forecasting Air Pollution and Human Health: A Narrative Review. (2022). Subramaniam, Shankar ; Dixit, Saurav ; Rajavel, Nithyaprakash ; Raju, Naveen Kumar ; Chenniappan, Maheswari ; Prakash, Chander ; Basak, Animesh Kumar ; Pramanik, Alokesh ; Ganesan, Abbas. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:16:p:9951-:d:886046. Full description at Econpapers || Download paper | |
| 2022 | Earnings management model for Visegrad Group as an immanent part of creative accounting. (2022). Durana, Pavol ; Kovacova, Maria ; Hrosova, Lenka ; Horak, Jakub. In: Oeconomia Copernicana. RePEc:pes:ieroec:v:13:y:2022:i:4:p:1143-1176. Full description at Econpapers || Download paper | |
| 2022 | Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach. (2022). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202211. Full description at Econpapers || Download paper | |
| 2022 | The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks. (2022). Wang, Shixuan ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202219. Full description at Econpapers || Download paper | |
| 2022 | Short-Term Forecasting of Global Energy and Metal Prices: VAR and VECM Approaches. (2022). Balioz, Diana. In: Visnyk of the National Bank of Ukraine. RePEc:ukb:journl:y:2022:i:254:p:15-28. Full description at Econpapers || Download paper | |
| 2022 | Effects of classification, feature selection, and resampling methods on bankruptcy prediction of small and mediumâsized enterprises. (2022). Papik, Mario ; Papikova, Lenka. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:29:y:2022:i:4:p:254-281. Full description at Econpapers || Download paper |