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Forecasting profitability
Rosenzweig, Mark; Udry, Christopher - 2013
We use newly-available Indian panel data to estimate how the returns to planting-stage investments vary by rainfall realizations. We show that the forecasts significantly affect farmer investment decisions and that these responses account for a substantial fraction of the inter-annual...
Persistent link: https://www.econbiz.de/10009782148
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Forecasting profitability
Rosenzweig, Mark; Udry, Chris - 2013
We use newly-available Indian panel data to estimate how the returns to planting-stage investments vary by rainfall realizations. We show that the forecasts significantly affect farmer investment decisions and that these responses account for a substantial fraction of the inter-annual...
Persistent link: https://www.econbiz.de/10010369064
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Strategic management optimization of the regional agricultural sector by means of modern forecast modeling instruments
Tranchenko, Liudmyla; Petrenko, Nataliya; Kustrich, Liliia - In: Problems and perspectives in management : PPM ; … 16 (2018) 4, pp. 64-74
Persistent link: https://www.econbiz.de/10011998235
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Lasso-type and heuristic strategies in model selection and forecasting
Savin, Ivan; Winker, Peter - 2012
Several approaches for subset recovery and improved forecasting accuracy have been proposed and studied. One way is to …
Persistent link: https://www.econbiz.de/10010291802
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The effects of exchange-rate exposures on equity asset markets
Jumah, Adusei; Kunst, Robert M. - 2001
in forecasting from using bivariate models remained small otherwise. …
Persistent link: https://www.econbiz.de/10010292735
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Forecasting euro exchange rates: How much does model averaging help?
Crespo Cuaresma, Jesus - 2007
. While the forecasting error of the combined forecast tends to be systematically smaller than that of the individual model …
Persistent link: https://www.econbiz.de/10010293409
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Modelling and forecasting oil prices: The role of asymmetric cycles
Crespo Cuaresma, Jesus; Jumah, Adusei; Karbuz, Sohbet - 2007
We propose a new time series model aimed at forecasting crude oil prices. The proposed specification is an unobserved …
Persistent link: https://www.econbiz.de/10010293428
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The multi-fractal model of asset returns: Its estimation via GMM and its use for volatility forecasting
Lux, Thomas - 2003
forecasting financial volatility. We use the auto-covariances of log increments of the multi-fractal process in order to estimate … ?scaling? approach. Our empirical estimates are used in out-of-sample forecasting of volatility for a number of important …
Persistent link: https://www.econbiz.de/10010295056
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The Markov-switching multi-fractal model of asset returns: GMM estimation and linear forecasting of volatility
Lux, Thomas - 2004
Bayesian forecasting of volatility. However, applicability of MLE is restricted to cases with a discrete distribution of … leads to gains in forecasting accuracy for some time series. …
Persistent link: https://www.econbiz.de/10010295106
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The Markov-Switching Multifractal Model of asset returns: GMM estimation and linear forecasting of volatility
Lux, Thomas - 2006
forecasting of volatility. However, applicability of MLE is restricted to cases with a discrete distribution of volatility … leads to gains in forecasting accuracy for some time series. …
Persistent link: https://www.econbiz.de/10010295151