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Persistent link: https://www.econbiz.de/10012133107

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

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A robust test for predictability with unknown persistence

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Non-linear interest rate dynamics and forecasting : evidence for US and Australian interest rates

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

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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

Financial interval time series modelling and forecasting using threshold autoregressive models

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Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations

Amado, Cristina; Teräsvirta, Timo - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 1, pp. 69-87

Persistent link: https://www.econbiz.de/10010380478