relies on the present-value model for stock-price determination. This model has the implication of Granger causality from … value of these firms is the price of the commodity they produce and export. Our results are consistent with this theoretical …

directional forecasts can provide a useful framework to assess the economic forecast value when loss functions (or success … directional forecast value is a readily available alternative to the commonly used squared error loss criterion. -- Directional … forecasts ; directional forecast value ; forecast evaluation ; economic forecast value ; mean squared forecast error ; mean …

rates approach forecasting from a different perspective. Rather than focus on forecast errors for bilateral exchange rates …

potential price drivers and adopt several combination/dimension reduction techniques to extract the most relevant determinants …. We build a comprehensive set of models and compare forecast performances across different selling levels and alcohol …

Due to the perishable nature of tomato (Solanum lycopersicum L.), price fluctuates based on supply and demand. It is … necessary to forecast harvest period tomato prices, so growers can make informed production decisions. This study includes … seasonal variation in forecasting price, which is lacking in other models. Forecasting tomato prices was done using time series …

the most relevant determinants of price. Using various combination and dimension reduction techniques, we develop a range … of models to forecast prices across different selling levels and alcohol categories. Our research shows that fine wine …

Forecasting exchange rate movements is extremely difficult. While the usual forecast requires determining the size and … sign of change, we investigate if the direction of change alone is easier to forecast. The accuracy rate of monthly … forecast errors, Binary response variable models such as logit and probit do not seem to improve the accuracy of directional …

% (5%) level, from a total of 895 stocks. These statistical forecast improvements also translate into considerable economic …