Search Results - subject:"Time series analysis"

Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility

Wu, Ping - In: International journal of forecasting 40 (2024) 3, pp. 903-917

Persistent link: https://www.econbiz.de/10014547224

A multi-task encoder-dual-decoder framework for mixed frequency data prediction

Lin, Jiahe; Michailidis, George C. - In: International journal of forecasting 40 (2024) 3, pp. 942-957

Persistent link: https://www.econbiz.de/10014547227

Forecasting euro area inflation using a huge panel of survey expectations

Huber, Florian; Onorante, Luca; Pfarrhofer, Michael - In: International journal of forecasting 40 (2024) 3, pp. 1042-1054

Persistent link: https://www.econbiz.de/10014547252

Connectedness of cryptocurrency markets to crude oil and gold : an analysis of the efect of COVID-19 pandemic

Foroutan, Parisa; Lahmiri, Salim - In: Financial innovation : FIN 10 (2024), pp. 1-23

The notion that investors shift to gold during economic market crises remains unverifed for many cryptocurrency markets. This paper investigates the connectedness between the 10 most traded cryptocurrencies and gold as well as crude oil markets pre-COVID-19 and during COVID-19. Through the...

Persistent link: https://www.econbiz.de/10014547259