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Testing the Predictive Accuracy of COVID-19 Forecasts

Coroneo, Laura; Iacone, Fabrizio; Paccagnini, Alessia; … - 2021

We test the predictive accuracy of forecasts of the number of COVID-19 fatalities produced by several forecasting teams and collected by the United States Centers for Disease Control and Prevention during the first and second waves of the epidemic in the United States. We find three main...

Persistent link: https://www.econbiz.de/10013216474

Modeling and forecasting the volatility of petroleum futures prices

Kang, Sang Hoon; Yoon, Seong-min - In: Energy economics 36 (2013), pp. 354-362

Persistent link: https://www.econbiz.de/10009724686

Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models

Arouri, Mohamed; Lahiani, Amine; Lévy, Aldo; Nguyen, … - In: Energy economics 34 (2012) 1, pp. 283-293

Persistent link: https://www.econbiz.de/10009618848

Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory

Chkili, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong - In: Energy economics 41 (2014), pp. 1-18

Persistent link: https://www.econbiz.de/10010374635

Persistence and cycles in historical oil price data

Gil-Alaña, Luis A.; Gupta, Rangan - In: Energy economics 45 (2014), pp. 511-516

Persistent link: https://www.econbiz.de/10010506552

Fundamental pricing laws and long memory effects in the day-ahead power market

Thomaidis, Nikolaos S.; Biskas, Pandelis N. - In: Energy economics 100 (2021), pp. 1-24

Persistent link: https://www.econbiz.de/10012990262

Forecasting crude oil and refined products volatilities and correlations : new evidence from fractionally integrated multivariate GARCH models

Marchese, Malvina; Kyriakou, Ioannis; Tamvakis, Michael; … - In: Energy economics 88 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012516745

Bidding structure, market efficiency and persistence in a multi-time tariff setting

Avci-Surucu, Ezgi; Aydogan, A. Kursat; Akgul, Doganbey - In: Energy economics 54 (2016), pp. 77-87

Persistent link: https://www.econbiz.de/10011662760

Energy production in Brazil : empirical facts based on persistence, seasonality and breaks

Barros, Carlos Pestana; Gil-Alaña, Luis A.; Wanke, Peter - In: Energy economics 54 (2016), pp. 88-95

Persistent link: https://www.econbiz.de/10011662770

Oil price volatility forecast with mixture memory GARCH

Klein, Tony; Walther, Thomas - In: Energy economics 58 (2016), pp. 46-58

Persistent link: https://www.econbiz.de/10011698485

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