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Forecasting commodity prices out-of-sample : can technical indicators help?

Wang, Yudong; Liu, Li; Wu, Chongfeng - In: International journal of forecasting 36 (2020) 2, pp. 666-683

Persistent link: https://www.econbiz.de/10012415323

Forecasting the real prices of crude oil : what is the role of parameter instability?

Wang, Yudong; Hao, Xianfeng - In: Energy economics 117 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014436646

An ICA-based support vector regression scheme for forecasting crude oil prices

Fan, Liwei; Pan, Sijia; Li, Zimin; Li, Huiping - In: Technological forecasting & social change : an … 112 (2016), pp. 245-253

Persistent link: https://www.econbiz.de/10011612663

Predicting returns for growth and value stocks : a forecast assessment approach using global asset pricing models

Rana, Shailesh; Bommer, William H.; Phillips, G. Michael - In: International journal of economics and financial issues … 10 (2020) 4, pp. 88-106

Persistent link: https://www.econbiz.de/10012300419

Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023

Gupta, Rangan; Ji, Qiang; Pierdzioch, Christian; … - 2023

Persistent link: https://www.econbiz.de/10014304985

The impact of uncertainty on professional exchange rate forecasts

Beckmann, Joscha; Czudaj, Robert - 2016

This paper analyzes the role of uncertainty on both exchange rate expectations and forecast errors of professionals for … Bayesian VAR approach, we observe that effects on forecast errors of professionals turn out to be more significant compared to …

Persistent link: https://www.econbiz.de/10011532311

Models of exchange rate expectations : heterogeneous evidence from panel data

Bénassy-Quéré, Agnès; Larribeau, Sophie; MacDonald, … - 1999

Persistent link: https://www.econbiz.de/10001365260

Early warning signals of financial crises with multi-scale quantile regressions of log-periodic power law singularities

Zhang, Qun; Zhang, Qunzhi; Sornette, Didier - 2015

We augment the existing literature using the Log-Periodic Power Law Singular (LPPLS) structures in the log-price dynamics to diagnose financial bubbles by providing three main innovations. First, we introduce the quantile regression to the LPPLS detection problem. This allows us to disentangle...

Persistent link: https://www.econbiz.de/10011412424

The global component of inflation volatility

Marcellino, Massimiliano; Carriero, Andrea; Corsello, … - 2019

Persistent link: https://www.econbiz.de/10012051863

The global component of inflation volatility

Carriero, Andrea; Corsello, Francesco; Marcellino, … - 2018

Persistent link: https://www.econbiz.de/10011960151

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