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Co-movements between crude oil and food prices : a post-commodity boom perspective
Lucotte, Yannick - In: Economics letters 147 (2016), pp. 142-147
Persistent link: https://www.econbiz.de/10011619569
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Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho; Hecq, Alain W. J.; … - 2013
Persistent link: https://www.econbiz.de/10011455896
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Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho; Hecq, Alain W. J.; … - 2014
Persistent link: https://www.econbiz.de/10011456434
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Künstliche neuronale Netze versus ökonometrische und zeitreihenanalytische Verfahren zur Prognose ökonomischer Zeitreihen
Zimmerer, Thomas - 1997
Persistent link: https://www.econbiz.de/10012699281
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Do spot food commodity and oil prices predict futures prices?
Cartwright, Phillip A.; Riabko, Natalija - In: Review of quantitative finance and accounting 53 (2019) 1, pp. 153-194
Persistent link: https://www.econbiz.de/10012173033
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Market risk forecasting for high dimensional portfolios via factor copulas with GAS dynamics
Bartels, Mariana; Ziegelmann, Flávio A. - In: Insurance / Mathematics & economics 70 (2016), pp. 66-79
Persistent link: https://www.econbiz.de/10011597172
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Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda; Herrera, Rodrigo; Clements, Adam - In: International journal of forecasting 39 (2023) 2, pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
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On single point forecasts for fat-tailed variables
Taleb, Nassim Nicholas; Bar-Yam, Yaneer; Cirillo, Pasquale - In: International journal of forecasting 38 (2022) 2, pp. 413-422
Persistent link: https://www.econbiz.de/10013348601
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Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.; Gupta, Rangan; Pierdzioch, Christian; … - In: International review of finance : the official journal … 23 (2023) 2, pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
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Forecasting and backtesting systemic risk in the cryptocurrency market
Fang, Sheng; Cao, Guangxi; Egan, Paul - In: Finance research letters 54 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014472755