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Energy markets and global economic conditions

Baumeister, Christiane; Korobilis, Dimitris; Lee, Thomas - 2020

usefulness for forecasting real oil prices and global petroleum consumption. We find that world industrial production is one of …

Persistent link: https://www.econbiz.de/10012213172

A dynamic panel data approach to the forecasting of the GDP of German Länder

Cholodilin, Konstantin Arkadʹevič; Siliverstovs, Boriss; … - 2007 - Corrected version

even more pronounced at longer forecasting horizons (the forecast accuracy gain as measured by the root mean squared … spatial dependence structure into regional forecasting models, especially, when long-term forecasts are made. …

Persistent link: https://www.econbiz.de/10012039490

Advanced statistical learning on short term load process forecasting

Hu, Junjie; López Cabrera, Brenda; Melzer, Awdesch - 2021

-of-sample forecasting accuracy by the Diebold-Mariano (DM) test with several metrics. The predictive information is fundamental for the risk …

Persistent link: https://www.econbiz.de/10012657670

Advanced Statistical Learning on Short Term Load Process Forecasting

Hu, Junjie; Cabrera, Brenda López; Melzer, Awdesch - 2021

-of-sample forecasting accuracy by the Diebold-Mariano (DM) test with several metrics. The predictive information is fundamental for the risk …

Persistent link: https://www.econbiz.de/10013323724

Hints of Earlier and Other Creation : Unsupervised Machine Learning in Financial Time-Series Analysis

Chen, James Ming; Agiropoulos, Charalampos - 2023

This study extends previous work applying unsupervised machine learning to commodity markets. "Clustering Commodity Markets in Space and Time" [DOI: 10.1016/j.resourpol.2021.102162] examined returns and volatility in commodity markets. That paper supported the conventional ontology of commodity...

Persistent link: https://www.econbiz.de/10014356740

Does accounting for spatial effects help forecasting the growth of Chinese provinces?

Girardin, Eric; Cholodilin, Konstantin Arkadʹevič - 2009

shown that effect of accounting for spatial dependence is even more pronounced at longer forecasting horizons (the forecast …-year horizon). -- Chinese provinces ; forecasting ; dynamic panel model ; spatial autocorrelation ; group-specific spatial …