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The role of the threshold effect for the dynamics of futures and spot prices of energy commodities

Rubaszek, Michal; Karolak, Zuzanna; Kwas, Marek; Uddin, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 5, pp. 1-20

Persistent link: https://www.econbiz.de/10012406037

Regime-dependent commodity price dynamics : a predictive analysis

Crespo Cuaresma, Jesús; Fortin, Ines; Hlouskova, Jaroslava - 2021

We develop an econometric modelling framework to forecast commodity prices taking into account potentially different dynamics and linkages existing at different states of the world and using different performance measures to validate the predictions. We assess the extent to which the quality of...

Persistent link: https://www.econbiz.de/10012415910

Enhancing the forecasting power of exchange rate models by introducing nonlinearity : does it work?

Burns, Kelly; Moosa, Imad A. - In: Economic modelling 50 (2015), pp. 27-39

Persistent link: https://www.econbiz.de/10011439608

Intraday realised volatility forecasting and announcements

Vortelinos, Dimitrios I.; Gillas, Konstantinos Gkillas - In: International journal of banking, accounting and finance 9 (2018) 1, pp. 88-118

Persistent link: https://www.econbiz.de/10011955197

Forecasting series containing offsetting breaks : old school and new school methods of forecasting transnational terrorism

Enders, Walter; Liu, Yu; Prodan, Ruxandra - In: Defence and peace economics 20 (2009) 6, pp. 441-463

Persistent link: https://www.econbiz.de/10003938360

The influence of renewables on electricity price forecasting : a robust approach

Grossi, Luigi; Nan, Fany - 2018

Persistent link: https://www.econbiz.de/10011959649

Equity premium prediction using the price of crude oil : uncovering the nonlinear predictive impact

Nonejad, Nima - In: Energy economics 115 (2022), pp. 1-24

Persistent link: https://www.econbiz.de/10013541756

Biases in Individual Forecasts: Experimental Evidence

Ackert, Lucy; Church, Bryan K.; Ely, Kristen - 2008

Trueman [1994] provides a model of forecasting behavior in which analysts do not always make forecasts that are … sessions to investigate individual forecasting behavior. In each session, four individuals predict earnings based on possibly … forecasting behavior suggested by Trueman [1994]. …

Persistent link: https://www.econbiz.de/10009459094

Can a relative purchasing power parity-based model outperform a random walk in forecasting short-term exchange rates?

Simpson, Marc W.; Grossmann, Axel - In: International journal of finance & economics : IJFE 16 (2011) 4, pp. 375-392

Persistent link: https://www.econbiz.de/10009508870

Forecasting exchange rates : the multi-state Markov-switching model with smoothing

Yuan, Chunming - In: International review of economics & finance : IREF 20 (2011) 2, pp. 342-362

Persistent link: https://www.econbiz.de/10009304115

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