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Forecasting model
Theorie
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Theory
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Schätzung
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Estimation
125,049
USA
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United States
57,268
Welt
43,144
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21,173
Prognoseverfahren
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Kapitaleinkommen
18,946
Capital income
18,879
Spillover-Effekt
18,534
Spillover effect
18,134
Zeitreihenanalyse
18,095
Time series analysis
17,604
Mathematische Optimierung
17,241
EU-Staaten
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Mathematical programming
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EU countries
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Schätztheorie
15,825
Estimation theory
15,406
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Gupta, Rangan
205
Diebold, Francis X.
142
Marcellino, Massimiliano
112
Franses, Philip Hans
109
Timmermann, Allan
108
Pierdzioch, Christian
98
Ma, Feng
97
Clark, Todd E.
96
Ravazzolo, Francesco
96
McAleer, Michael
89
Clements, Michael P.
82
Kilian, Lutz
79
Swanson, Norman R.
76
McMillan, David G.
68
McCracken, Michael W.
66
Schorfheide, Frank
66
Hyndman, Rob J.
65
Koop, Gary
63
Pesaran, M. Hashem
63
Wang, Yudong
63
Koopman, Siem Jan
59
Zhang, Yaojie
59
Bollerslev, Tim
55
Giannone, Domenico
55
Hendry, David F.
54
Dijk, Herman K. van
49
Ghysels, Eric
48
Baumeister, Christiane
47
Rossi, Barbara
47
Huber, Florian
46
Guidolin, Massimo
45
Härdle, Wolfgang
45
Dijk, Dick van
43
Lahiri, Kajal
43
Salisu, Afees A.
43
Caporin, Massimiliano
42
Patton, Andrew J.
42
Bouri, Elie
40
Granger, C. W. J.
40
Korobilis, Dimitris
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Gottfried Wilhelm Leibniz Universität Hannover
7
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Federal Reserve System / Division of Research and Statistics
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University of Canterbury / Dept. of Economics and Finance
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University of Strathclyde / Department of Economics
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Zakład Teorii Prognoz <Krakau>
6
Birkbeck College / Department of Economics
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Centre for Quantitative Economics & Computing
5
Ekonomiska forskningsinstitutet <Stockholm>
5
European University Institute / Department of Economics
5
Federal Reserve Bank of San Francisco
5
Rutgers University / Department of Economics
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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
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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
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IGI Global
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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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 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
857
Journal of forecasting
570
Energy economics
264
Finance research letters
241
Journal of econometrics
192
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
171
Applied economics
167
Economic modelling
162
International review of financial analysis
145
Journal of banking & finance
141
Working paper
136
Journal of empirical finance
131
European journal of operational research : EJOR
130
Discussion paper / Tinbergen Institute
129
Applied economics letters
127
Economics letters
127
NBER working paper series
125
Discussion paper / Centre for Economic Policy Research
123
NBER Working Paper
121
Working paper / National Bureau of Economic Research, Inc.
121
Computational economics
112
International review of economics & finance : IREF
111
The North American journal of economics and finance : a journal of financial economics studies
110
Journal of applied econometrics
90
Working paper / Department of Econometrics and Business Statistics, Monash University
88
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
86
Management science : journal of the Institute for Operations Research and the Management Sciences
86
Technological forecasting & social change : an international journal
86
Journal of financial economics
84
CESifo working papers
82
Risks : open access journal
82
The European journal of finance
78
Journal of international money and finance
77
Quantitative finance
74
The journal of futures markets
71
Working paper series / European Central Bank
65
Finance and economics discussion series
64
Journal of risk and financial management : JRFM
64
Applied financial economics
63
Journal of economic dynamics & control
62
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ECONIS (ZBW)
19,925
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1
The relationship between spot and futures oil prices : do structural breaks matter?
Chen, Pei-fen
;
Lee, Chien-chiang
;
Zeng, Jhih-hong
- In:
Energy economics
43
(
2014
),
pp. 206-217
Persistent link: https://www.econbiz.de/10010504823
Saved in:
2
Effect of crude oil futures trading on spot market
volatility
: a panel data-based counterfactual prediction analysis
Yao, Xin
;
Liu, Qiang
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
4
,
pp. 918-931
Persistent link: https://www.econbiz.de/10011764621
Saved in:
3
Forecasting the conditional
volatility
of oil spot and futures prices with structural breaks and long memory models
Arouri, Mohamed
;
Lahiani, Amine
;
Lévy, Aldo
;
Nguyen, …
- In:
Energy economics
34
(
2012
)
1
,
pp. 283-293
Persistent link: https://www.econbiz.de/10009618848
Saved in:
4
Forecasting
volatility
returns of oil price using gene expression programming approach
Amo Baffour, Alexander
;
Jingchun, Feng
;
Fan, Liwei
; …
- In:
Journal of time series econometrics
11
(
2019
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012022879
Saved in:
5
Estimating multi-period value at risk of oil futures prices
Zhou, Chunyang
;
Qin, Xiao
;
Diao, Xundi
;
He, Yingchen
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 2994-3004
Persistent link: https://www.econbiz.de/10011615344
Saved in:
6
Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models : evidence from the first commitment period (2008-2012)
Zeitlberger, Alexander C. M.
;
Brauneis, Alexander
- In:
Central European journal of operations research : CEJOR …
24
(
2016
)
1
,
pp. 149-176
Persistent link: https://www.econbiz.de/10011665786
Saved in:
7
Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures : some new empirical results
Nonejad, Nima
- In:
Energy economics
104
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013364254
Saved in:
8
Forecasting crude oil
volatility
with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
9
Which determinant is the most informative in forecasting crude oil market
volatility
: fundamental, speculation, or uncertainty?
Wei, Yu
;
Liu, Jing
;
Lai, Xiaodong
;
Hu, Yang
- In:
Energy economics
68
(
2017
),
pp. 141-150
Persistent link: https://www.econbiz.de/10011905038
Saved in:
10
Higher moment risk premiums for the crude oil market : a downside and upside conditional decomposition
Fonseca, José da
;
Xu, Yahua
- In:
Energy economics
67
(
2017
),
pp. 410-422
Persistent link: https://www.econbiz.de/10011897942
Saved in:
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