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The impact of COVID-19 on the interdependence between US and Chinese oil futures markets
Zhang, Yongmin; Ding, Shusheng; Shi, Haili - In: The journal of futures markets 42 (2022) 11, pp. 2041-2052
Persistent link: https://www.econbiz.de/10013465862
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Bond flotation with exotic commodity collateral
Dempster, Michael A. H. - In: Quantitative finance 20 (2020) 12, pp. 1903-1925
Persistent link: https://www.econbiz.de/10012313526
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Keynes as a trader in commodity futures
Marcuzzo, Maria Cristina; Sanfilippo, Eleonora - In: Financial markets in perspective : lessons from …, (pp. 61-81). 2022
While Keynes is known for his theory of normal backwardation in futures markets, he is less known as a trader in these … markets. The question arises whether his theory acted as a guide to his trading activity or, rather, whether it was his … trading activity that shaped his theory. Backwardation was not viewed by Keynes as a permanent feature of futures market, but …
Persistent link: https://www.econbiz.de/10013172071
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An application of the disequilibrium adjustment framework to small area forecasting and impact analysis
Hewings, Geoffrey; Jae Hong Kim - 2011
The disequilibrium adjustment frameworks, pioneered by Carlino & Mills (1987) and further extended by Boarnet (1994a), have been widely adopted by various regional and intra-regional studies, 1) determining whether jobs follow people or people follow jobs or the both; 2) examining the...
Persistent link: https://www.econbiz.de/10011524162
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Another look at forecast selection and combination : evidence from forecast pooling
Kourentzes, Nikolaos; Barrow, Devon; Petropoulos, Fotios - In: International journal of production economics 209 (2019), pp. 226-235
Persistent link: https://www.econbiz.de/10012013269
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Forecasting regional labour markets with GVAR models and indicators
Schanne, Norbert - 2010
The development of employment and unemployment in regional labour markets is known to spatially interdependent. Global Vector-Autoregressive (GVAR) models generate a link between the local and the surrounding labour markets and thus might be useful when analysing and forecasting employment and...
Persistent link: https://www.econbiz.de/10011574910
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Theory-coherent forecasting
Giacomini, Raffaella; Ragusa, Giuseppe - In: Journal of econometrics 182 (2014) 1, pp. 145-155
Persistent link: https://www.econbiz.de/10010497096
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A structured review of long-term care demand modelling
Worrall, Philip; Chaussalet, Thierry J. - In: Health care management science 18 (2015) 2, pp. 173-194
Persistent link: https://www.econbiz.de/10011287001
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Consumer confidence and consumption forecast : a non-parametric approach
Bruno, Giancarlo - In: Empirica : journal of european economics 41 (2014) 1, pp. 37-52
Persistent link: https://www.econbiz.de/10010437232
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Revealing priors from posteriors with an application to inflation forecasting in the UK
Ikefuji, Masako; Magnus, Jan R.; Yamagata, Takashi - In: The econometrics journal 27 (2024) 1, pp. 151-170
Persistent link: https://www.econbiz.de/10014528096