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Combination of forecasts across estimation windows: An application to air travel demand
Jungmittag, Andre - Fachbereich Wirtschaft und Recht, Fachhochschule … - 2014
This paper applies combining forecasts of air travel demand generated from the same model but over different estimation … travel demand with distinct seasonal patterns at the largest German airport Frankfurt am Main. Furthermore, forecasts with … forecast horizons from one to twelve months-ahead, which are based on different average estimation windows, expanding windows …
Persistent link: https://www.econbiz.de/10010954153
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Time Series Analysis of Global Airline Passengers Transportation Industry
Okulski, Radoslaw R.; Heshmati, Almas - Technology Management, Economics and Policy Program … - 2010
Technological developments and the global economic crisis are two types of developments that have affected the commercial airline industry in the last decade. This paper investigates time series analysis of the airline industry. The research has been conducted and is being presented, in a number...
Persistent link: https://www.econbiz.de/10008671532
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Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term?
Chèze, Benoît; Chevallier, Julien; Gastineau, Pascal - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2012
This article investigates whether anticipated technological progress can be expected to be strong enough to offset carbon dioxide (CO2) emissions resulting from the rapid growth of air transport. Aviation CO2 emissions projections are provided at the worldwide level and for eight geographical...
Persistent link: https://www.econbiz.de/10010992411
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Will technological progress be sufficient to effectively lead the air transport to a sustainable development in the mid-term (2025)?
Chèze, Benoit; Chevallier, Julien; Gastineau, Pascal - Université Paris-Dauphine (Paris IX) - 2013
emissions, through jet fuel demand forecasts, using specific hypothesis and energy factors. None of our nine scenarios appears … technology and/or travel demand is restricted. …
Persistent link: https://www.econbiz.de/10011072424
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Will technological progress be sufficient to effectively lead the air transport to a sustainable development in the mid-term (2025)?
Cheze, Benoit; Chevallier, Julien; Gastineau, Pascal - Chaire d'Économie du Climat, Université … - 2012
emissions, through jet fuel demand forecasts, using specific hypothesis and energy factors. None of our nine scenarios appears … technology and/or travel demand is restricted. …
Persistent link: https://www.econbiz.de/10011106556
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Biofuels and Food Prices: Searching for the Causal Link
Bastianin, Andrea; Galeotti, Marzio; Manera, Matteo - Istituto di Economia e Politica dell'Energia e … - 2013
We analyze the relationship between the prices of ethanol, agricultural commodities and livestock in Nebraska, the U.S. second largest ethanol producer. The paper focuses on long-run relations and Granger causality linkages between ethanol and the other commodities. The analysis takes possible...
Persistent link: https://www.econbiz.de/10010940837
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Forecasting in Nonstationary Environments: What Works and What Doesn’t in Reduced-Form and Structural Models
Giacomini, Raffaella; Rossi, Barbara - Barcelona Graduate School of Economics (Barcelona GSE) - 2014
This review provides an overview of forecasting methods that can help researchers forecast in the presence of non-stationarities caused by instabilities. The emphasis of the review is both theoretical and applied, and provides several examples of interest to economists. We show that modeling...
Persistent link: https://www.econbiz.de/10011269055
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Forecasting Random Walks Under Drift Instability
Pesaran, M.H.; Pick, A. - Faculty of Economics, University of Cambridge - 2008
This paper considers forecast averaging when the same model is used but estimation is carried out over different … estimation windows. It develops theoretical results for random walks when their drift and/or volatility are subject to one or … more structural breaks. It is shown that compared to using forecasts based on a single estimation window, averaging over …
Persistent link: https://www.econbiz.de/10005207843
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Structural Breaks and Predictive Regressions Models of South African Equity Premium
Aye, Goodness C.; Gupta, Rangan; Modise, Mampho P. - Department of Economics, Faculty of Economic and … - 2012
In this paper, we test for the structural stability of both bivariate and multivariate predictive regression models for equity premium in South Africa over the period of 1990:01 to 2010:12, based on 23 financial and macroeconomic variables. We employ a wide range of methodologies, namely, the...
Persistent link: https://www.econbiz.de/10009652009
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Optimal Forecasts in the Presence of Structural Breaks
Pesaran, M Hashem; Pick, Andreas; Pranovich, Mikhail - de Nederlandsche Bank - 2011
This paper considers the problem of forecasting under continuous and discrete structural breaks and proposes weighting observations to obtain optimal forecasts in the MSFE sense. We derive optimal weights for continuous and discrete break processes. Under continuous breaks, our approach recovers...
Persistent link: https://www.econbiz.de/10009395175