demonstrate the forecasting ability of Time Charter rates and Futures for future Spot rates in the cargo shipping sector and … simple Random Walks. VAR models outperform all other models in terms of Root Mean Squared Error (RMSE) and can therefore be …

We propose a new family of easy-to-implement realized volatility based forecasting models. The models exploit the …

Factor models have been applied extensively for forecasting when high dimensional datasets are available. In this case … estimated factors with lower uncertainty or better forecasting results. This paper investigates the usefulness of partial least …-known Stock and Watson database to check the forecasting performance of our approach. The proposed dynamic sparse models show a …

performance measures, the paper shows that monetary models do better (in-sample and out-of-sample forecasting) than a simple …