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Predicting the prices of electricity derivatives on the energy exchange
Kratochvíl, Štěpán; Starý, Oldřich - In: Acta oeconomica Pragensia : vědecký časopis Vysoke … 21 (2013) 6, pp. 65-81
Persistent link: https://www.econbiz.de/10010400360
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Density prediction of stock index returns using GARCH models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F.; Ardia, David; Corré, Nienke - In: Economics letters 116 (2012) 3, pp. 322-325
Persistent link: https://www.econbiz.de/10009674398
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Bias corrections for exponentially transformed forecasts : are they worth the effort?
Demetrescu, Matei; Golosnoy, Vasyl; Titova, Anna - In: International journal of forecasting 36 (2020) 3, pp. 761-780
Persistent link: https://www.econbiz.de/10012496846
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Exchange rates forecasting : can jump models combined with macroeconomic fundamentals help?
Bunčák, Tomáš - In: Prague economic papers : a bimonthly journal of … 25 (2016) 5, pp. 527-546
Persistent link: https://www.econbiz.de/10011643619
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Macroeconomic uncertainty and management earnings forecasts
Kim, Kyonghee; Pandit, Shailendra; Wasley, Charles E. - In: Accounting horizons : a quarterly publication of the … 30 (2016) 1, pp. 157-172
Persistent link: https://www.econbiz.de/10011458140
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The predictive qualities of earnings volatility and earnings uncertainty
Donelson, Dain C.; Resutek, Robert J. - In: Review of accounting studies 20 (2015) 1, pp. 470-500
Persistent link: https://www.econbiz.de/10010503364
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Financial uncertainty in Germany and its impact on Western European terrorism
Jovanović, Mario - 2011
(1982), lagged financial uncertainty contains information for the risk of terror events. Estimation results of the negative … Finanzmarktunsicherheit Informationen für das Risiko von Terroranschlägen enthält. Schätzergebnisse eines effizienten Zähldatenmodells …
Persistent link: https://www.econbiz.de/10009581042
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How to incorporate volatility and risk in electricity price forecasting
Deb, Rajat (contributor) - In: The electricity journal 13 (2000) 4, pp. 65-75
Persistent link: https://www.econbiz.de/10001483903
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Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian - 2022
Persistent link: https://www.econbiz.de/10013166706
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What Drives the Expected Return on a Stock : Short-Run or Long-Run Risk?
Dorion, Christian - 2020
This paper addresses this question with an asset-pricing model featuring endogenous corporate policies. Long-run risk … reflects a firm's profit exposure to slowly-moving expected consumption growth, whereas short-run risk captures the exposure to … frequent unexpected changes in consumption growth. Long-run risk reduces a firm's optimal leverage while driving most of the …
Persistent link: https://www.econbiz.de/10012852955