Central banks' operations and eciency arguments would suggest that the intraday interest rate should be set to zero … of point and density forecasting. The relative accuracy is higher when the full distribution is predicted. We also …

wholesale power markets have only recently been deregulated. We introduce the weather factor into well-known forecasting models …

-of-sample forecasting experiment. Our results show that exploiting the informational content in a common global business cycle factor … improves forecasting accuracy in terms of both point and density forecast evaluation across a large panel of countries. In line … earlier in the evaluation sample. However, this time is different also in other respects. On longer forecasting horizons the …

benchmarks in terms of point and density forecasting. The gains are particular high when the full distribution is predicted and … probabilistic assessments of future movements of the interest rate derived by the model can be used as a policy tool for central …

Central banks' operations and eciency arguments would suggest that the intraday interest rate should be set to zero … of point and density forecasting. The relative accuracy is higher when the full distribution is predicted. We also …

Central banks' operations and efficiency arguments would suggest that the intraday interest rate should be set to zero … point and density forecasting. The relative accuracy is higher when the full distribution is predicted. We also document …

Central banks' operations and eciency arguments would suggest that the intraday interest rate should be set to zero … of point and density forecasting. The relative accuracy is higher when the full distribution is predicted. We also …

volatility specifications, in terms of point forecasting to some degree and density forecasting to a greater degree. …