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~isPartOf:"Energy economics"
~isPartOf:"International journal of forecasting"
~subject:"Forecasting model"
~subject:"Share price"
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Forecasting model
Share price
Estimation
659
Schätzung
659
Prognoseverfahren
251
Oil price
201
Ölpreis
201
Volatility
192
Volatilität
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Koopman, Siem Jan
8
Wang, Yudong
8
Ma, Feng
6
Athanasopoulos, George
4
Balcilar, Mehmet
3
Ericsson, Neil R.
3
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3
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3
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3
Nonejad, Nima
3
Park, Sung Y.
3
Salisu, Afees A.
3
Wang, Shouyang
3
Wei, Yu
3
Xiao, Jihong
3
Zhang, Yaojie
3
Angelini, Giovanni
2
Baumeister, Christiane
2
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2
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2
Gerlach, Richard
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Giovannelli, Alessandro
2
González-Rivera, Gloria
2
Guo, Yawei
2
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Energy economics
International journal of forecasting
Finance research letters
182
Applied economics letters
161
Applied economics
155
NBER working paper series
151
Working paper / National Bureau of Economic Research, Inc.
150
International review of financial analysis
148
Journal of banking & finance
146
Economic modelling
144
International review of economics & finance : IREF
135
NBER Working Paper
132
Journal of empirical finance
130
Journal of forecasting
128
The North American journal of economics and finance : a journal of financial economics studies
121
Journal of econometrics
116
Discussion paper / Centre for Economic Policy Research
104
Applied financial economics
102
Journal of financial economics
101
Journal of international financial markets, institutions & money
90
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88
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Economics letters
79
Research in international business and finance
79
CESifo working papers
78
Discussion paper / Tinbergen Institute
73
Pacific-Basin finance journal
73
Journal of risk and financial management : JRFM
71
Review of quantitative finance and accounting
68
The European journal of finance
68
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
63
Journal of international money and finance
63
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
61
The journal of futures markets
57
International journal of economics and finance
56
Management science : journal of the Institute for Operations Research and the Management Sciences
55
International journal of finance & economics : IJFE
53
Finance and economics discussion series
49
Cogent economics & finance
48
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
304
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1
Forecasting commodity prices returns : the role of partial least squares approach
Wen, Chufu
;
Zhu, Haoyang
;
Dai, Zhifeng
- In:
Energy economics
125
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014478814
Saved in:
2
Forecasting the real prices of crude oil : a robust weighted least squares approach
Wang, Yudong
;
Hao, Xianfeng
- In:
Energy economics
116
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013542061
Saved in:
3
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
4
The RWDAR model : a novel state-space approach to forecasting
Sbrana, Giacomo
;
Silvestrini, Andrea
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 922-937
Persistent link: https://www.econbiz.de/10014465165
Saved in:
5
A fully Bayesian tracking algorithm for mitigating disparate prediction misclassification
Short, Martin B.
;
Mohler, George O.
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1238-1252
Persistent link: https://www.econbiz.de/10014465280
Saved in:
6
Forecast combination for VARs in large N and T panels
Greenaway-McGrevy, Ryan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 142-164
Persistent link: https://www.econbiz.de/10013347744
Saved in:
7
Informational efficiency and behaviour within in-play prediction markets
Angelini, Giovanni
;
De Angelis, Luca
;
Singleton, Carl
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 282-299
Persistent link: https://www.econbiz.de/10013347790
Saved in:
8
Random coefficient state-space model : estimation and performance in M3-M4 competitions
Sbrana, Giacomo
;
Silvestrini, Andrea
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 352-366
Persistent link: https://www.econbiz.de/10013347811
Saved in:
9
Forecasting for COVID-19 has failed
Ioannidis, John P. A.
;
Cripps, Sally
;
Tanner, Martin A.
- In:
International journal of forecasting
38
(
2022
)
2
,
pp. 423-438
Persistent link: https://www.econbiz.de/10013348602
Saved in:
10
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
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