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Non linear models and the load of an electricity distributor
Simões, Mário Domingues de Paula; Klotzle, Marcelo Cabus - In: International journal of energy sector management : IJESM 9 (2015) 1, pp. 38-56
Persistent link: https://www.econbiz.de/10011305165
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A new consensus between the mean and median combination methods to improve forecasting accuracy
Aras, Serkan; Gülay, Emrah - In: Serbian journal of management : an international … 12 (2017) 2, pp. 217-236
To improve the forecasting accuracies, researchers have long been using various combination techniques. In particular …, the use of dissimilar methods for forecasting time series data is expected to provide superior results. Although numerous …
Persistent link: https://www.econbiz.de/10011823167
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Modelling exchange rate volatility with random level shifts
Li, Ye; Perron, Pierre; Xu, Jiawen - In: Applied economics 49 (2017) 26, pp. 2579-2589
Persistent link: https://www.econbiz.de/10011819611
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The economic importance of rare earth elements volatility forecasts
Proelss, Juliane; Schweizer, Denis; Seiler, Volker - In: International review of financial analysis 71 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012435747
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A SHARP model of bid-ask spread forecasts
Cattivelli, Luca; Pirino, Davide - In: International journal of forecasting 35 (2019) 4, pp. 1211-1225
Persistent link: https://www.econbiz.de/10012305253
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Modeling and forecasting firm-specific volatility : the role of asymmetry and long-memory
González-Pla, Francisco; Lovreta, Lidija - In: Finance research letters 48 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013463084
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Binary gravity search algorithm and support vector machine for forecasting and trading stock indices
Kang, Haijun; Zong, Xiangyu; Wang, Jianyong; Chen, Haonan - In: International review of economics & finance : IREF 84 (2023), pp. 507-526
Persistent link: https://www.econbiz.de/10014364113
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On the validity of tests for asymmetry in residual-based threshold cointegration models
Schild, Karl-Heinz; Schweikert, Karsten - In: Econometrics : open access journal 7 (2019) 1/12, pp. 1-13
This paper investigates the properties of tests for asymmetric long-run adjustment which are often applied in empirical studies on asymmetric price transmissions. We show that substantial size distortions are caused by preconditioning the test on finding sufficient evidence for cointegration in...
Persistent link: https://www.econbiz.de/10012025641
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On the regime-switching and asymmetric dynamics of economic growth in the OECD countries
Singh, Tarlok - In: Research in economics : an international review of economics 68 (2014) 2, pp. 169-192
Persistent link: https://www.econbiz.de/10010465650
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Nonlinearities in the oil effects on the sovereign credit risk: a self-exciting threshold autoregression approach
Sabkha, Saker; Peretti, Christian de; Hmaied, Dorra Mezzez - In: Research in international business and finance 50 (2019), pp. 106-133
Persistent link: https://www.econbiz.de/10012177033