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Inferring fundamental value and crash nonlinearity from bubble calibration

Yan, Wanfeng; Woodard, Ryan; Sornette, Didier - 2010

nonlinearity from a bubble calibration. In addition to forecasting the time of the end of a bubble, the new models can also …, forecasting their ending times and estimating fundamental value and the crash nonlinearity. The performance of the new models is …

Persistent link: https://www.econbiz.de/10008797688

A creepy world

Sornette, Didier; Cauwels, Peter - 2013

Using the mechanics of creep in material sciences as a metaphor, we present a general framework to understand the evolution of financial, economic and social systems and to construct scenarios for the future. In a nutshell, highly non-linear out-of-equilibrium systems subjected to exogenous...

Persistent link: https://www.econbiz.de/10010257508

Forecasting the oil-gasoline price relationship : do asymmetries help?

Bastianin, Andrea; Galeotti, Marzio; Manera, Matteo - In: Energy economics 46 (2014), pp. 44-56

Persistent link: https://www.econbiz.de/10011299352

Forecasting carbon futures volatility using GARCH models with energy volatilities

Byun, Suk Joon; Cho, Hangjun - In: Energy economics 40 (2013), pp. 207-221

Persistent link: https://www.econbiz.de/10010349571

Time is money : costing the impact of duration misperception in market prices

Ma, Tiejun; Tang, Leilei; McGroarty, Frank; Sung, Ming-chien - In: European journal of operational research : EJOR 255 (2016) 2, pp. 397-410

Persistent link: https://www.econbiz.de/10011532085

Forecasting day-ahead electricity prices : utilizing hourly prices

Raviv, Eran; Bouwman, Kees E.; Dijk, Dick van - In: Energy economics 50 (2015), pp. 227-239

Persistent link: https://www.econbiz.de/10011564052

Forecasting day ahead electricity spot prices : the impact of the EXAA to other European electricity markets

Ziel, Florian; Steinert, Rick; Husmann, Sven - In: Energy economics 51 (2015), pp. 430-444

Persistent link: https://www.econbiz.de/10011564902

Forecasting the real prices of crude oil under economic and statistical constraints

Wang, Yudong; Liu, Li; Diao, Xundi; Wu, Chongfeng - In: Energy economics 51 (2015), pp. 599-608

Persistent link: https://www.econbiz.de/10011565055

Machine learning and oil price point and density forecasting

Costa, Alexandre Bonnet R.; Ferreira, Pedro Cavalcanti; … - In: Energy economics 102 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10013162181

How good are analyst forecasts of oil prices?

Cortazar, Gonzalo; Ortega, Hector; Valencia, Consuelo - In: Energy economics 102 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10013162438