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Persistent link: https://www.econbiz.de/10011421805
In this paper, we examine the usefulness of Google Trends data in predicting monthly tourist arrivals and overnight stays in Prague during the period between January 2010 and December 2016. We offer two contributions. First, we analyze whether Google Trends provides significant forecasting...
Persistent link: https://www.econbiz.de/10012002651
are more parsimonious and simpler to implement than multivariatemodels, can be used to forecast the downsize risk of …
Persistent link: https://www.econbiz.de/10012898954
New models to forecast the real price of oil on the basis of macroeconomic indicators and Google search data are …
Persistent link: https://www.econbiz.de/10013055642
The procedure for estimating probabilities of future investment returns using time-shifted indexes is based on the simple principle that a multi-dimensional conditional probability distribution can be envisioned involving investment total returns (for a single investment or a fixed portfolio of...
Persistent link: https://www.econbiz.de/10014198891
The procedure for estimating probabilities of future investment returns using time-shifted indexes is based on the simple principle that a multi-dimensional conditional probability distribution can be envisioned involving investment total returns (for a single investment or a fixed portfolio of...
Persistent link: https://www.econbiz.de/10014072195
We present a model for hourly electricity load forecasting based on stochastically time-varying processes that are designed to account for changes in customer behaviour and in utility production efficiencies. The model is periodic: it consists of different equations and different parameters for...
Persistent link: https://www.econbiz.de/10011373810
The paper compares one-period ahead forecasting performance of linear vector-autoregressive (VAR) models and single-equation Markov-switching (MS) models for two cases: when leading information is available and when it is not. The results show that single-equation MS models tend to perform...
Persistent link: https://www.econbiz.de/10013147524
This paper provides a general framework that enables many existing inference methods for predictive accuracy to be used in applications that involve forecasts of latent target variables. Such applications include the forecasting of volatility, correlation, beta, quadratic variation, jump...
Persistent link: https://www.econbiz.de/10013079416
and provide our recommendations on how to evaluate forecast bias across multiple series.Cite as: Davydenko, A., & Goodwin …, P. (2021). Assessing point forecast bias across multiple time series: Measures and visual tools. International Journal …
Persistent link: https://www.econbiz.de/10013314570