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Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility

Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 1, pp. 61-82

Persistent link: https://www.econbiz.de/10014506888

Robust estimation and forecasting of climate change using score-driven ice-age models

Blazsek, Szabolcs; Escribano, Álvaro - In: Econometrics : open access journal 10 (2022) 1, pp. 1-29

We use data on the following climate variables for the period of the last 798 thousand years: global ice volume (Icet), atmospheric carbon dioxide level (CO2,t), and Antarctic land surface temperature (Tempt). Those variables are cyclical and are driven by the following strongly exogenous...

Persistent link: https://www.econbiz.de/10013041132

Forecasting gasoline prices with mixed random forest error correction models

Escribano, Álvaro; Wang, Dandan - 2020

Persistent link: https://www.econbiz.de/10012310571

Prediction accuracy of bivariate score-driven risk premium and volatility filters : an illustration for the Dow Jones

Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2020

Persistent link: https://www.econbiz.de/10012310604

Score-driven threshold ice-age models : benchmark models for long-run climate forecasts

Blazsek, Szabolcs; Escribano, Álvaro - In: Energy economics 118 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014247850

30 years of cointegration and dynamic factor models forecasting and its future with big data : editorial

Escribano, Álvaro; Peña, Daniel; Ruiz, Esther - In: International journal of forecasting 37 (2021) 4, pp. 1333-1337

Persistent link: https://www.econbiz.de/10013274271

Mixed random forest, cointegration, and forecasting gasoline prices

Escribano, Álvaro; Wang, Dandan - In: International journal of forecasting 37 (2021) 4, pp. 1442-1462

Persistent link: https://www.econbiz.de/10013274291

Score-driven threshold ice-age models : benchmark models for long-run climate forecasts

Blazsek, Szabolcs; Escribano, Álvaro - 2022

Persistent link: https://www.econbiz.de/10013259822

Robust estimation and forecasting of climate change using score-driven ice-age models

Blazsek, Szabolcs; Escribano, Álvaro - 2021

Persistent link: https://www.econbiz.de/10013259967

Global, Arctic, and Antarctic sea ice volume predictions : using score-driven threshold climate models

Blazsek, Szabolcs; Escribano, Álvaro; Kristof, Erzsebet - 2024

Persistent link: https://www.econbiz.de/10014517265

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