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Forecasting model
threshold models
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Regime-dependent commodity price dynamics : a predictive analysis
Crespo Cuaresma, Jesús
;
Fortin, Ines
;
Hlouskova, Jaroslava
-
2021
-dependent
threshold
models
considering different threshold variables. We evaluate prediction quality using both loss minimization and …
Persistent link: https://www.econbiz.de/10012415910
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2
The influence of renewables on electricity price forecasting : a robust approach
Grossi, Luigi
;
Nan, Fany
-
2018
Persistent link: https://www.econbiz.de/10011959649
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3
Financial interval time series modelling and forecasting using threshold autoregressive models
Maciel, Leandro
- In:
International journal of business innovation and research
19
(
2019
)
3
,
pp. 285-303
Persistent link: https://www.econbiz.de/10012108746
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4
Robust forecasting of electricity prices : simulations, models and the impact of renewable sources
Grossi, Luigi
;
Nan, Fany
- In:
Technological forecasting & social change : an …
141
(
2019
),
pp. 305-318
Persistent link: https://www.econbiz.de/10012133107
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5
Non-linear interest rate dynamics and forecasting : evidence for US and Australian interest rates
McMillan, David G.
- In:
International journal of finance & economics : IJFE
14
(
2009
)
2
,
pp. 139-155
Persistent link: https://www.econbiz.de/10003824095
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6
Forecasting series containing offsetting breaks : old school and new school methods of forecasting transnational terrorism
Enders, Walter
;
Liu, Yu
;
Prodan, Ruxandra
- In:
Defence and peace economics
20
(
2009
)
6
,
pp. 441-463
Persistent link: https://www.econbiz.de/10003938360
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