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Rahul, T.; Majhi, Ritanjali - In: International journal of business information systems : … 19 (2015) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10011326767

Can energy predict the regional prices of carbon emission allowances in China?

Guo, Li-Yang; Feng, Chao; Yang, Jun - In: International review of financial analysis 82 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013431308

Bias-variance trade-off and shrinkage of weights in forecast combination

Blanc, Sebastian M.; Setzer, Thomas - In: Management science : journal of the Institute for … 66 (2020) 12, pp. 5720-5737

Persistent link: https://www.econbiz.de/10012391413

Overfitting in judgment-based economic forecasts : the case of IMF growth projections

Hellwig, Klaus-Peter - 2018

I regress real GDP growth rates on the IMF's growth forecasts and find that IMF forecasts behave similarly to those generated by overfitted models, placing too much weight on observable predictors and underestimating the forces of mean reversion. I identify several such variables that explain...

Persistent link: https://www.econbiz.de/10011978442

Forecasting the real prices of crude oil : what is the role of parameter instability?

Wang, Yudong; Hao, Xianfeng - In: Energy economics 117 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014436646

Demand forecasting under fill rate constraints-the case of re-order points

Bruzda, Joanna - In: International journal of forecasting 36 (2020) 4, pp. 1342-1361

Persistent link: https://www.econbiz.de/10012546774

Elicitability and identifiability of set-valued measures of systemic risk

Fissler, Tobias; Hlavinová, Jana; Rudloff, Birgit - In: Finance and stochastics 25 (2021) 1, pp. 133-165

Persistent link: https://www.econbiz.de/10012433518