Search Results - subject:"Forecast"

Forecasting stock closing prices with an application to airline company data

Xu, Xu; Zhang, Yixiang; McGrory, Clare Anne; Wu, Jinran; … - In: Data science and management : DSM 6 (2023) 4, pp. 239-246

selection via the least absolute shrinkage and selection operator (LASSO) approach can be better used to forecast stock closing …

Persistent link: https://www.econbiz.de/10014518025

COVID-19 pre-pandemic tourism forecasts and post-pandemic signs of recovery assessment for Portugal

Brilhante, Maria de Fátima; Rocha, Maria Luísa - In: Research in globalization 7 (2023), pp. 1-15

exceeded the corresponding non-pandemic forecast value. …

Persistent link: https://www.econbiz.de/10014518460

Volatility predictability in crude oil futures : evidence based on OVX, GARCH and stochastic volatility models

Zhang, Zheng; Raza, Muhammad Yousaf; Wang, Wenxue; Sui, Lu - In: Energy strategy reviews 50 (2023), pp. 1-12

and WTI in America are compared. OVX index is able to provide the optimal forecast for the volatility of Brent's future …

Persistent link: https://www.econbiz.de/10014574074

Forecasting Industrial Commodity Prices

Arroyo-Marioli, Francisco; Khadan, Jeetendra; Ohnsorge, … - 2023

, nickel, tin, and zinc). The model suite adapts six approaches used in the literature and tests their forecast performance … lies in generating forecast scenarios. The sizable forecast error bands generated by the model suite highlight the need for …

Persistent link: https://www.econbiz.de/10014579399

Macro Poverty Outlook for Azerbaijan

World Bank - 2023

In Azerbaijan, economic growth was 4.6 percent in 2022, driven by non-energy sectors supported by recovering demand and fiscal expansion. Inflation accelerated sharply to 13.8 percent, driven by import prices. In the medium-term, growth is expected to moderate as non-energy sector growth returns...

Persistent link: https://www.econbiz.de/10014579666

The effects of sales surprise on inventory turnover : an empirical study

Yousaf, Muhammad; Dehning, Bruce - In: Cogent economics & finance 11 (2023) 2, pp. 1-16

construction. The Czech firms' panel data was used to estimate sales forecasts by four different methods: (i) sales linear forecast … (SLF), (ii) sales change (SCH), (iii) sales growth (SG), and (iv) sales forecast random walk (SRW). The two most accurate … methods were chosen to calculate SS: sales surprise linear forecast (SSLF) and sales surprise random walk (SSRW). After …

Persistent link: https://www.econbiz.de/10014502803

Novel evidence from APEC countries on stock market integration and volatility spillover : a Diebold and Yilmaz approach

Kakran, Shubham; Sidhu, Arpit; Bajaj, Parminder Kaur; … - In: Cogent economics & finance 11 (2023) 2, pp. 1-23

The interconnection of stock markets offers valuable insights into the broader dynamics of global financial markets. This study uses the Diebold and Yilmaz index model to analyze and measure volatility spillovers and interconnectedness among APEC stock markets. The objective is to identify major...

Persistent link: https://www.econbiz.de/10014502815

Fertility response to the COVID-19 Pandemic in developed countries – on pre-pandemic fertility forecasts

Deschermeier, Philipp; Greil, Arthur L.; Vanella, Patrizio - In: Comparative population studies : CPoS ; open acess … 48 (2023), pp. 19-46

The COVID-19 pandemic has affected all areas of our lives. Among other outcomes, the academic literature and popular media both discuss the potential effects of the pandemic on fertility. As fertility is an important determinant of population development and population forecasts are important...

Persistent link: https://www.econbiz.de/10014502844

A hybrid neural network and optimization algorithm for forecasting and trend detection of Forex market indices

Perla, Someswari; Bisoi, Ranjeeta; Dash, P. K. - In: Decision analytics journal 6 (2023), pp. 1-16

An Autoencoder (AE) is an independent feature extractor from data samples and a deep network can be obtained by stacking several AEs. This paper presents a novel hybrid stacked Autoencoder-based Deep Kernel-based Random Vector Functional Link Network (DKRVFLN-AE) for forecasting and trend...

Persistent link: https://www.econbiz.de/10014506454

Analysis and forecasting of the number of overnight visitors in Poland

Klóska, Rafał - In: European research studies 26 (2023) 4, pp. 373-381

Persistent link: https://www.econbiz.de/10014531936