This paper examines the robustness of the results found by Douglas and Popova (2008). They examine the electricity … forward premium in relation to gas storage inventories and find that, although electricity is not directly storable …, electricity forward premiums are lower when gas storage inventories are higher, especially on days with high temperatures. Douglas …

__Abstract__ The paper investigates the impact of jumps in forecasting co-volatility, accommodating leverage effects … for forecasting weekly and monthly horizons. …

installed based information and provide several ways in which installed base forecasting can be used. We discuss cases of … installed based forecasting at four companies and list the issues involved. Moreover, we provide some models to assess the value …

-of-sample forecasting exercise to study money-income Granger causality, both linear and nonlinear, we believe is new to the literature. The … forecasting results do not suggest that money is nonlinearly Granger causal for output. In fact, they show that by allowing money … to nonlinearly Granger cause output, the forecasting performance of the STVECM is significantly worsened. …

(p) model for all forecast horizons and different AR models for different horizons. Representation, estimation and forecasting …