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Forecasting model
Theorie
629,509
Theory
614,607
Schätzung
131,340
Estimation
125,208
USA
56,049
United States
54,203
Volatility
41,137
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40,868
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36,679
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Zeitreihenanalyse
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Mathematische Optimierung
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Mathematical programming
17,562
Time series analysis
17,383
Stochastischer Prozess
17,318
Stochastic process
16,872
EU-Staaten
15,998
Schätztheorie
15,715
EU countries
15,305
Estimation theory
15,295
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13,963
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Gupta, Rangan
200
Diebold, Francis X.
144
Marcellino, Massimiliano
115
Timmermann, Allan
111
Franses, Philip Hans
108
Clark, Todd E.
96
Ma, Feng
96
Pierdzioch, Christian
96
Clements, Michael P.
84
Ravazzolo, Francesco
81
Swanson, Norman R.
78
McAleer, Michael
73
McMillan, David G.
67
Schorfheide, Frank
67
Koop, Gary
65
Hyndman, Rob J.
64
McCracken, Michael W.
64
Pesaran, M. Hashem
63
Koopman, Siem Jan
61
Giannone, Domenico
59
Wang, Yudong
59
Kilian, Lutz
58
Bollerslev, Tim
55
Zhang, Yaojie
55
Hendry, David F.
54
Ghysels, Eric
48
Dijk, Dick van
46
Huber, Florian
46
Härdle, Wolfgang
45
Rossi, Barbara
45
Kapetanios, George
43
Lahiri, Kajal
43
Patton, Andrew J.
42
Schumacher, Christian
42
Dijk, Herman K. van
41
Guidolin, Massimo
41
Korobilis, Dimitris
41
Granger, C. W. J.
40
Bouri, Elie
39
Salisu, Afees A.
39
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National Bureau of Economic Research
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12
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8
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7
Gottfried Wilhelm Leibniz Universität Hannover
7
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
European University Institute / Department of Economics
6
Federal Reserve System / Division of Research and Statistics
6
University of Strathclyde / Department of Economics
6
Zakład Teorii Prognoz <Krakau>
6
Birkbeck College / Department of Economics
5
Centre for Quantitative Economics & Computing
5
Ekonomiska forskningsinstitutet <Stockholm>
5
Federal Reserve Bank of San Francisco
5
Rutgers University / Department of Economics
5
Springer Fachmedien Wiesbaden
5
Centre for International Research on Economic Tendency Surveys
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Econometrisch Instituut <Rotterdam>
4
Erasmus Research Institute of Management
4
Institut für Weltwirtschaft
4
Umeå Universitet / Institutionen för Nationalekonomi
4
University of Cambridge / Department of Applied Economics
4
Brown University / Department of Economics
3
Federal Reserve Bank of Cleveland
3
IGI Global
3
Innocenzo Gasparini Institute for Economic Research <Mailand>
3
Narodna Banka na Republika Makedonija
3
National Institute of Economic and Social Research
3
OECD
3
Rheinische Friedrich-Wilhelms-Universität Bonn
3
Robert Schuman Centre for Advanced Studies
3
School of Economics and Finance <Brisbane>
3
The Wharton Financial Institutions Center
3
Umeå universitet
3
University of Canterbury / Dept. of Economics and Finance
3
University of Exeter / Department of Economics
3
Verlag Dr. Kovač
3
Akademia Ekonomiczna w Krakowie
2
Boston College / Department of Economics
2
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International journal of forecasting
851
Journal of forecasting
560
Finance research letters
232
Energy economics
209
Journal of econometrics
195
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
168
Economic modelling
163
Applied economics
157
International review of financial analysis
141
Journal of banking & finance
139
Discussion paper / Tinbergen Institute
130
Economics letters
129
Applied economics letters
128
Journal of empirical finance
128
Working paper
128
European journal of operational research : EJOR
127
NBER working paper series
122
NBER Working Paper
119
Working paper / National Bureau of Economic Research, Inc.
118
Discussion paper / Centre for Economic Policy Research
117
Computational economics
109
International review of economics & finance : IREF
108
The North American journal of economics and finance : a journal of financial economics studies
105
Journal of applied econometrics
92
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
89
Management science : journal of the Institute for Operations Research and the Management Sciences
86
Working paper / Department of Econometrics and Business Statistics, Monash University
86
Journal of financial economics
85
Risks : open access journal
82
Technological forecasting & social change : an international journal
82
CESifo working papers
81
The European journal of finance
78
Journal of international money and finance
75
Quantitative finance
73
Working paper series / European Central Bank
71
Finance and economics discussion series
65
CREATES research paper
64
The journal of futures markets
64
Journal of risk and financial management : JRFM
63
Journal of economic dynamics & control
62
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ECONIS (ZBW)
19,645
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1
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19,645
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1
The dynamic spillover effects of macroeconomic and financial uncertainty on commodity markets uncertainties
Ben Haddad, Hedi
;
Mezghani, Imed
;
Gouider, Abdessalem
- In:
Economies : open access journal
9
(
2021
)
2
,
pp. 1-22
commodity price uncertainties are proven to be leading indicators of uncertainty rather than
volatility
in commodity markets. In …
Persistent link: https://www.econbiz.de/10012548331
Saved in:
2
Evaluating the effectiveness of modern forecasting models in predicting commodity futures prices in volatile economic times
Vancsura, László
;
Tatay, Tibor
;
Bareith, Tibor
- In:
Risks : open access journal
11
(
2023
)
2
,
pp. 1-16
calm economic environment, the
estimation
accuracy is higher (1.5% vs. 4%), and that the AI-based
estimation
methods …
Persistent link: https://www.econbiz.de/10014233184
Saved in:
3
Volatility
spillovers in commodity markets : a large t-vector autoregressive approach
Barbaglia, Luca
;
Croux, Christophe
;
Wilms, Ines
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012509561
Saved in:
4
Volatility
forecasting in commodity markets using macro uncertainty
Bakas, Dimitrios
;
Triantafyllou, Athanasios
- In:
Energy economics
81
(
2019
),
pp. 79-94
Persistent link: https://www.econbiz.de/10012172661
Saved in:
5
Forecasting
volatility
in commodity markets with long-memory models
Alfeus, Mesias
;
Nikitopoulos, Christina Sklibosios
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014335250
Saved in:
6
Modeling and forecasting extreme commodity prices : a Markov-Switching based extreme value model
Herrera, Rodrigo
;
Rodriguez, Alejandro
;
Pino, Gabriel
- In:
Energy economics
63
(
2017
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011757876
Saved in:
7
Bad
volatility
is not always bad : evidence from the commodity markets
Indriawan, Ivan
;
Lien, Da-hsiang Donald
;
Roh, Tai-Yong
; …
- In:
Applied economics
52
(
2020
)
40
,
pp. 4384-4402
Persistent link: https://www.econbiz.de/10012259062
Saved in:
8
Commodity price changes and the predictability of economic policy uncertainty
Wang, Yudong
;
Zhang, Bing
;
Diao, Xundi
;
Wu, Chongfeng
- In:
Economics letters
127
(
2015
),
pp. 39-42
Persistent link: https://www.econbiz.de/10011382844
Saved in:
9
Forecasting stock prices with commodity prices : new evidence from Feasible Quasi Generalized Least Squares (FQGLS) with non-linearities
Fasanya, Ismail Olaleke
;
Adekoya, Oluwasegun B.
; …
- In:
Economic systems
47
(
2023
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014317524
Saved in:
10
Forecasting stock returns : do commodity prices help?
Black, Angela J.
;
Klinkowska, Olga
;
McMillan, David G.
; …
- In:
Journal of forecasting
33
(
2014
)
8
,
pp. 627-639
Persistent link: https://www.econbiz.de/10011282841
Saved in:
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