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distribution by asking whether ethanol returns can be used to forecast different parts of field crops returns distribution, or vice … Squares. Forecast evaluation relies on quantile-weighed scoring rules, which identify regions of the distribution of interest … by using field crops returns. On the contrary, there is no evidence that ethanol can be used to forecast any region of …
Persistent link: https://www.econbiz.de/10014159279
distribution by asking whether ethanol returns can be used to forecast different parts of field crops returns distribution, or vice … Squares. Forecast evaluation relies on quantile-weighed scoring rules, which identify regions of the distribution of interest … by using field crops returns. On the contrary, there is no evidence that ethanol can be used to forecast any region of …
Persistent link: https://www.econbiz.de/10014159506
distribution by asking whether ethanol returns can be used to forecast different parts of field crops returns distribution, or vice … Squares. Forecast evaluation relies on quantile-weighed scoring rules, which identify regions of the distribution of interest … by using field crops returns. On the contrary, there is no evidence that ethanol can be used to forecast any region of …
Persistent link: https://www.econbiz.de/10014159605
Persistent link: https://www.econbiz.de/10009765836
distribution by asking whether ethanol returns can be used to forecast different parts of field crops returns distribution, or vice … Squares. Forecast evaluation relies on quantile-weighed scoring rules, which identify regions of the distribution of interest … by using field crops returns. On the contrary, there is no evidence that ethanol can be used to forecast any region of …
Persistent link: https://www.econbiz.de/10009737363
distribution by asking whether ethanol returns can be used to forecast different parts of field crops returns distribution, or vice … Squares. Forecast evaluation relies on quantile-weighed scoring rules, which identify regions of the distribution of interest … by using field crops returns. On the contrary, there is no evidence that ethanol can be used to forecast any region of …
Persistent link: https://www.econbiz.de/10013035347
We study the out-of-sample predictability of the real price of crude oil using forecast combinations constructed from …-change forecast at horizons ranging from 1 to 24 months with statistically significant MSFE reductions and directional accuracy. In …
Persistent link: https://www.econbiz.de/10013302008
Electricity price forecasting has become an area of increasing relevance in recent years. Despite the growing interest in predictive algorithms, the challenges are difficult to overcome given the restricted access to relevant data series and the lack of accurate metrics. Multiple models have...
Persistent link: https://www.econbiz.de/10014464238
accounting for the long-term price dynamic (i.e. its independent modeling), has demonstrated its efficiency in gaining forecast … adaptive methods of trend estimation, which are based on different algorithms of the empirical mode decomposition, while not … requiring any a priori setups, still, do not solve the studied issue. In turn, forecast combining conducted for individual …
Persistent link: https://www.econbiz.de/10012864398
forecasts?Methods. To test the effects of forecast accuracy, we applied three evidence-based guidelines to 19 published … known important effects.Findings. Modifying the econometric models to make them more conservative reduced forecast errors … forecast with an equal-weights model forecast reduced error by 7%. (II) Combining forecasts from two Australian models and from …
Persistent link: https://www.econbiz.de/10014108710