The increasing use of demand-side management as a tool to reliably meet electricity demand at peak time has stimulated interest among researchers, consumers and producer organizations, managers, regulators and policymakers, This research reviews the growing literature on models used to study...

In this paper, we study the methods of combining different volatility forecasts using various GARCH models. Given that the major risk exposure for many investors in energy is the volatility of the electricity price, our motivation stems from the fact that there is no single best model for...

The increasing use of demand-side management as a tool to reliably meet electricity demand at peak time has stimulated interest among researchers, consumers and producer organizations, managers, regulators and policymakers, This research reviews the growing literature on models used to study...

We show analysts’ own earnings forecasts predict error in their own forecasts of earnings at other horizons, which we argue provides a measure of the extent to which analysts inefficiently use information. We construct our measure by exploiting two sources of variation in analysts’...

We show analysts’ own earnings forecasts predict error in their own forecasts of earnings at other horizons, which we argue provides a measure of the extent to which analysts inefficiently use information. We construct our measure by exploiting two sources of variation in analysts’...

This paper assesses to what extent forecasters make efficient use of competitors' forecasts. Using a panel of forecasters, I find that forecasters underuse information from their competitors in their forecasts for current and next year's annual GDP growth and in ation. The results also show that...

This paper assesses to what extent forecasters make effcient use of competitors' forecasts. Usinga panel of forecasters, I find that forecasters underuse information from their competitors in their forecasts for current and next year's annual GDP growth and inflation. The results also show that...