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Combination of forecasts for the price of crude oil on the spot market

Azevedo, Vitor G.; Campos, Lucila M. S. - In: International journal of production research 54 (2016) 17/18, pp. 5219-5235

Persistent link: https://www.econbiz.de/10011530194

Economic indicators for automobile claim frequencies

Boj, Eva; Castañer, Anna; Claramunt, Maria Mercè; … - In: Estudios de economía 46 (2019) 2, pp. 245-271

This article examines the relationship between observed claim frequencies in the automobile insurance line and the evolution of selected economic magnitudes. From a variety of economic variables, we aim to identify the main factors affec - ting claim frequencies, while controlling for other...

Persistent link: https://www.econbiz.de/10012268143

Chapter 14. Variable Selection in Predictive Regressions

Ng, Serena - 2013

small relative to the sample size, T , are reviewed. Then the large N case is covered. Regularization and dimension … reduction methods are then discussed. Irrespective of the model size, there is an unavoidable tension between prediction …

Persistent link: https://www.econbiz.de/10014025234

Machine learning advances for time series forecasting

Masini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F. - In: Journal of economic surveys 37 (2023) 1, pp. 76-111

Persistent link: https://www.econbiz.de/10014287800

Day-ahead electricity price forecasting with high-dimensional structures : univariate vs. multivariate modeling frameworks

Ziel, Florian; Weron, Rafał - In: Energy economics 70 (2018), pp. 396-420

Persistent link: https://www.econbiz.de/10011942844

Forecasting financial and macroeconomic variables using data reduction methods : new empirical evidence

Kim, Hyun Hak; Swanson, Norman R. - In: Journal of econometrics 178 (2014) 1, pp. 352-367

Persistent link: https://www.econbiz.de/10010256842

A comparison of forecasting methods : fundamentals, polling, prediction markets, and experts

Pathak, Deepak; Rothschild, David; Dudik, Miroslav - In: The journal of prediction markets 9 (2015) 2, pp. 1-31

Persistent link: https://www.econbiz.de/10011415546

Forecasting tail risk measures for financial time series : an extreme value approach with covariates

James, Robert; Leung, Henry; Leung, Jessica Wai Yin; … - In: Journal of empirical finance 71 (2023), pp. 29-50

Persistent link: https://www.econbiz.de/10014292519

Variable selection in predictive regressions

Ng, Serena - 2013

Persistent link: https://www.econbiz.de/10011507028

Macroeconomic forecasting for Australia using a large number of predictors

Panagiotelis, Anastasios; Athanasopoulos, George; … - In: International journal of forecasting 35 (2019) 2, pp. 616-633

Persistent link: https://www.econbiz.de/10012300705

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