Citation analysis for International Journal of Forecasting / Elsevier

Citation Profile [Updated: 2023-01-07 21:26:51]

5 Years H Index

Impact Factor (IF)

1.88

5 Years IF

1.86

Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1985			0		39	39	0	1	0							1
1986			0		77	116	0	6	0							4
1987			0		60	176	0	6	0							2
1988			0		89	265	0	9	0
1989			0		97	362	0	12	0
1990	0.01	0.1	0.04	0.03	75	437	521	17	17	186	2	362	10		0	5	0.07	0.05
1991	0.02	0.1	0.04	0.03	62	499	362	19	36	172	3	398	12		0		0	0.05
1992	0.04	0.11	0.04	0.04	90	589	1217	23	60	137	5	383	15		0		0	0.05
1993	0.05	0.13	0.04	0.03	79	668	766	27	88	152	7	413	13		0		0	0.06
1994	0.02	0.14	0.04	0.05	70	738	487	26	115	169	3	403	19		0	2	0.03	0.06
1995	0.08	0.22	0.17	0.1	61	799	546	136	252	149	12	376	39	80	58.8	9	0.15	0.1
1996	0.15	0.25	0.23	0.16	65	864	425	195	450	131	20	362	57	96	49.2	2	0.03	0.12
1997	0.1	0.24	0.17	0.15	67	931	1587	159	610	126	13	365	55	56	35.2	11	0.16	0.11
1998	0.1	0.28	0.24	0.16	35	966	869	229	842	132	13	342	55	66	28.8	1	0.03	0.13
1999	0.31	0.3	0.35	0.23	39	1005	720	347	1190	102	32	298	69	63	18.2	6	0.15	0.15
2000	0.41	0.35	0.27	0.27	59	1064	1369	279	1472	74	30	267	73	83	29.7	6	0.1	0.16
2001	0.32	0.38	0.26	0.31	45	1109	651	280	1756	98	31	265	82	71	25.4	16	0.36	0.17
2002	0.32	0.41	0.28	0.4	58	1167	693	326	2084	104	33	245	97	87	26.7	34	0.59	0.21
2003	0.52	0.44	0.44	0.53	81	1248	938	533	2638	103	54	236	124	156	29.3	15	0.19	0.22
2004	0.43	0.49	0.42	0.48	69	1317	1595	547	3193	139	60	282	135	95	17.4	25	0.36	0.22
2005	0.53	0.5	0.65	0.55	67	1384	1572	899	4093	150	79	312	171	108	12	28	0.42	0.23
2006	0.68	0.5	0.75	0.54	63	1447	1984	1076	5177	136	93	320	173	502	46.7	24	0.38	0.23
2007	0.87	0.46	0.59	0.59	63	1510	1071	893	6071	130	113	338	201	142	15.9	39	0.62	0.2
2008	1.15	0.49	0.65	0.84	64	1574	1534	1013	7090	126	145	343	287	145	14.3	44	0.69	0.23
2009	0.88	0.47	0.63	0.9	72	1646	1260	1030	8130	127	112	326	295	108	10.5	38	0.53	0.23
2010	1.02	0.48	0.66	0.92	75	1721	982	1127	9269	136	139	329	304	139	12.3	13	0.17	0.21
2011	1.07	0.52	0.92	1.06	148	1869	1540	1697	10980	147	157	337	356	457	26.9	132	0.89	0.24
2012	0.67	0.51	0.77	0.82	64	1933	2155	1477	12467	223	150	422	347	96	6.5	39	0.61	0.22
2013	0.92	0.56	0.88	0.98	56	1989	949	1735	14214	212	194	423	414	194	11.2	39	0.7	0.24
2014	1.72	0.55	1.07	1.22	77	2066	2100	2203	16419	120	206	415	506	194	8.8	112	1.45	0.23
2015	1.89	0.55	1.09	1.2	81	2147	1017	2340	18763	133	252	420	504	244	10.4	78	0.96	0.23
2016	1.95	0.53	1.19	1.4	102	2249	1521	2663	21434	158	308	426	595	326	12.2	137	1.34	0.21
2017	1.48	0.55	1.14	1.69	76	2325	889	2645	24088	183	271	380	641	281	10.6	49	0.64	0.21
2018	1.72	0.57	1.2	1.67	52	2377	619	2830	26938	178	306	392	654	156	5.5	37	0.71	0.24
2019	1.91	0.6	1.45	1.86	128	2505	789	3634	30579	128	245	388	722	490	13.5	87	0.68	0.24
2020	1.96	0.73	1.57	1.84	98	2603	589	4085	34672	180	353	439	807	498	12.2	137	1.4	0.34
2021	1.88	1.02	1.51	1.86	101	2704	223	4074	38746	226	424	456	849	357	8.8	104	1.03	0.38

IF:	Two years Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for all series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Five years Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
SC:	selft citations in y to articles published in y-1 plus y-2
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series

#	Year	Title	Cited
1	2012	Better to give than to receive: Predictive directional measurement of volatility spillovers. (2012). Yilmaz, Kamil ; Diebold, Francis. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:1:p:57-66. Full description at Econpapers \|\| Download paper	1409
2	1997	Testing the equality of prediction mean squared errors. (1997). Leybourne, Stephen ; Harvey, David ; Newbold, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:2:p:281-291. Full description at Econpapers \|\| Download paper	1039
3	1986	Forecasting with Bayesian vector autoregressions -- Five years of experience : Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38. (1986). Litterman, Robert. In: International Journal of Forecasting. RePEc:eee:intfor:v:2:y:1986:i:4:p:497-498c. Full description at Econpapers \|\| Download paper	819
4	1989	Combining forecasts: A review and annotated bibliography. (1989). Clemen, Robert T.. In: International Journal of Forecasting. RePEc:eee:intfor:v:5:y:1989:i:4:p:559-583. Full description at Econpapers \|\| Download paper	646
5	2006	Another look at measures of forecast accuracy. (2006). Hyndman, Rob ; Koehler, Anne B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:4:p:679-688. Full description at Econpapers \|\| Download paper	555
6	1992	Modeling and forecasting US sex differentials in mortality. (1992). Lee, Ronald ; Carter, Lawrence R.. In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:3:p:393-411. Full description at Econpapers \|\| Download paper	466
7	2014	Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, RafaÃâ. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081. Full description at Econpapers \|\| Download paper	445
8	2000	The M3-Competition: results, conclusions and implications. (2000). Hibon, Michele ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476. Full description at Econpapers \|\| Download paper	373
9	1998	Forecasting with artificial neural networks:: The state of the art. (1998). Patuwo, Eddy B. ; Hu, Michael Y. ; Zhang, Guoqiang. In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:1:p:35-62. Full description at Econpapers \|\| Download paper	371
10	2010	Comparing and evaluating Bayesian predictive distributions of asset returns. (2010). Geweke, John ; amisano, gianni. In: International Journal of Forecasting. RePEc:eee:intfor:v:26:y::i:2:p:216-230. Full description at Econpapers \|\| Download paper	268
11	1992	Error measures for generalizing about forecasting methods: Empirical comparisons. (1992). Armstrong, J. ; Collopy, Fred . In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:1:p:69-80. Full description at Econpapers \|\| Download paper	246
12	2002	A state space framework for automatic forecasting using exponential smoothing methods. (2002). Snyder, Ralph ; Hyndman, Rob ; Koehler, Anne B. ; Grose, Simone. In: International Journal of Forecasting. RePEc:eee:intfor:v:18:y:2002:i:3:p:439-454. Full description at Econpapers \|\| Download paper	237
13	1999	The Delphi technique as a forecasting tool: issues and analysis. (1999). Rowe, Gene ; Wright, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:15:y:1999:i:4:p:353-375. Full description at Econpapers \|\| Download paper	213
14	2007	Combining density forecasts. (2007). Mitchell, James ; Hall, Stephen. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:1:p:1-13. Full description at Econpapers \|\| Download paper	205
15	2004	Bridge models to forecast the euro area GDP. (2004). Golinelli, Roberto ; Baffigi, Alberto ; Parigi, Giuseppe . In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:3:p:447-460. Full description at Econpapers \|\| Download paper	196
16	2014	Evaluating early warning indicators of banking crises: Satisfying policy requirements. (2014). Juselius, John ; Drehmann, Mathias. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:759-780. Full description at Econpapers \|\| Download paper	190
17	1995	Forecasting tourism demand: A review of empirical research. (1995). Witt, Christine A.. In: International Journal of Forecasting. RePEc:eee:intfor:v:11:y:1995:i:3:p:447-475. Full description at Econpapers \|\| Download paper	189
18	2006	Modelling and forecasting the diffusion of innovation - A 25-year review. (2006). Islam, Towhidul ; Meade, Nigel. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:519-545. Full description at Econpapers \|\| Download paper	182
19	2005	Macro variables and international stock return predictability. (2005). Wohar, Mark ; Rapach, David E. ; Rangvid, Jesper . In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:1:p:137-166. Full description at Econpapers \|\| Download paper	174
20	2016	Probabilistic electric load forecasting: A tutorial review. (2016). Hong, Tao ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:914-938. Full description at Econpapers \|\| Download paper	171
21	2016	Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond. (2016). Hyndman, Rob ; Hong, Tao ; Pinson, Pierre ; Troccoli, Alberto ; Zareipour, Hamidreza ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:896-913. Full description at Econpapers \|\| Download paper	166
22	2008	Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data. (2008). Schumacher, Christian ; Breitung, JÃÆÃÂ¶rg. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:3:p:386-398. Full description at Econpapers \|\| Download paper	165
23	2006	25 years of time series forecasting. (2006). Hyndman, Rob ; Gooijer, Jan G.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:443-473. Full description at Econpapers \|\| Download paper	165
24	2011	MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:2:p:529-542. Full description at Econpapers \|\| Download paper	163
25	2011	MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:529-542. Full description at Econpapers \|\| Download paper	163
26	2005	Forecasting electricity prices for a day-ahead pool-based electric energy market. (2005). CONEJO, Antonio J. ; Espinola, Rosa ; Plazas, Miguel A. ; Contreras, Javier. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:3:p:435-462. Full description at Econpapers \|\| Download paper	161
27	2008	Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models. (2008). Weron, RafaÃâ ; Misiorek, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:744-763. Full description at Econpapers \|\| Download paper	159
28	2006	Judgmental forecasting: A review of progress over the last 25 years. (2006). Onkal, Dilek ; Goodwin, Paul ; Lawrence, Michael ; O'Connor, Marcus. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:493-518. Full description at Econpapers \|\| Download paper	152
29	2008	The financial analyst forecasting literature: A taxonomy with suggestions for further research. (2008). Shane, Philip ; Ramnath, Sundaresh ; ROCK, STEVE. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:1:p:34-75. Full description at Econpapers \|\| Download paper	151
30	2000	Out-of-sample tests of forecasting accuracy: an analysis and review. (2000). Tashman, Leonard J.. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:437-450. Full description at Econpapers \|\| Download paper	144
31	2013	Combining expert forecasts: Can anything beat the simple average?. (2013). Meyler, Aidan ; Kenny, Geoff ; Genre, Veronique ; Timmermann, Allan. In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:1:p:108-121. Full description at Econpapers \|\| Download paper	140
32	2011	Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search. (2011). Wintoki, Babajide M. ; Zhang, Zelin ; Joseph, Kissan. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:4:p:1116-1127. Full description at Econpapers \|\| Download paper	137
33	2009	Forecasting exchange rates with a large Bayesian VAR. (2009). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, G.. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:2:p:400-417. Full description at Econpapers \|\| Download paper	135
34	2008	Forecasting electricity prices: The impact of fundamentals and time-varying coefficients. (2008). Bunn, Derek W. ; Karakatsani, Nektaria V.. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:764-785. Full description at Econpapers \|\| Download paper	135
35	2009	Effective forecasting and judgmental adjustments: an empirical evaluation and strategies for improvement in supply-chain planning. (2009). Nikolopoulos, Konstantinos ; Lawrence, Michael ; Fildes, Robert ; Goodwin, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:1:p:3-23. Full description at Econpapers \|\| Download paper	132
36	1993	Comments on Earnings forecasting research: its implications for capital markets research by L. Brown. (1993). Brown, Philip. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:331-335. Full description at Econpapers \|\| Download paper	131
37	2004	Efficient market hypothesis and forecasting. (2004). Timmermann, Allan ; Granger, Clive. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:15-27. Full description at Econpapers \|\| Download paper	130
38	1993	Earnings forecasting research: its implications for capital markets research. (1993). Brown, Lawrence D.. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:295-320. Full description at Econpapers \|\| Download paper	130
39	1993	Betting on trends: Intuitive forecasts of financial risk and return. (1993). De Bondt, Werner P. M., . In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:355-371. Full description at Econpapers \|\| Download paper	125
40	2001	How accurate are private sector forecasts? Cross-country evidence from consensus forecasts of output growth. (2001). Loungani, Prakash. In: International Journal of Forecasting. RePEc:eee:intfor:v:17:y:2001:i:3:p:419-432. Full description at Econpapers \|\| Download paper	117
41	2009	Forecasting economic and financial variables with global VARs. (2009). Smith, L. Vanessa ; Schuermann, Til ; Pesaran, M. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:4:p:642-675. Full description at Econpapers \|\| Download paper	117
42	1993	Reply to commentaries on Earnings forecasting research: its implications for capital markets research. (1993). Brown, Lawrence D.. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:343-344. Full description at Econpapers \|\| Download paper	111
43	2017	The predictive power of Google searches in forecasting US unemployment. (2017). D'Amuri, Francesco ; Damuri, Francesco ; Marcucci, Juri . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:801-816. Full description at Econpapers \|\| Download paper	111
44	2005	The accuracy of intermittent demand estimates. (2005). Syntetos, Aris A. ; Boylan, John E.. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:2:p:303-314. Full description at Econpapers \|\| Download paper	110
45	2004	Forecasting seasonals and trends by exponentially weighted moving averages. (2004). Holt, Charles C.. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:5-10. Full description at Econpapers \|\| Download paper	110
46	1992	The evaluation of extrapolative forecasting methods. (1992). Fildes, Robert. In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:1:p:81-98. Full description at Econpapers \|\| Download paper	109
47	2000	A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers. (2000). Thomas, Lyn C.. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:2:p:149-172. Full description at Econpapers \|\| Download paper	105
48	1993	Accuracy measures: theoretical and practical concerns. (1993). Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:4:p:527-529. Full description at Econpapers \|\| Download paper	102
49	2011	Calling recessions in real time. (2011). Hamilton, James. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:4:p:1006-1026. Full description at Econpapers \|\| Download paper	102
50	2004	Authors retrospective on Forecasting seasonals and trends by exponentially weighted moving averages. (2004). Holt, Charles C.. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:11-13. Full description at Econpapers \|\| Download paper	101

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2012	Better to give than to receive: Predictive directional measurement of volatility spillovers. (2012). Yilmaz, Kamil ; Diebold, Francis. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:1:p:57-66. Full description at Econpapers \|\| Download paper	787
2	2006	Another look at measures of forecast accuracy. (2006). Hyndman, Rob ; Koehler, Anne B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:4:p:679-688. Full description at Econpapers \|\| Download paper	224
3	1997	Testing the equality of prediction mean squared errors. (1997). Leybourne, Stephen ; Harvey, David ; Newbold, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:2:p:281-291. Full description at Econpapers \|\| Download paper	181
4	2014	Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, RafaÃâ. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081. Full description at Econpapers \|\| Download paper	178
5	1992	Modeling and forecasting US sex differentials in mortality. (1992). Lee, Ronald ; Carter, Lawrence R.. In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:3:p:393-411. Full description at Econpapers \|\| Download paper	128
6	2016	Probabilistic electric load forecasting: A tutorial review. (2016). Hong, Tao ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:914-938. Full description at Econpapers \|\| Download paper	94
7	1986	Forecasting with Bayesian vector autoregressions -- Five years of experience : Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38. (1986). Litterman, Robert. In: International Journal of Forecasting. RePEc:eee:intfor:v:2:y:1986:i:4:p:497-498c. Full description at Econpapers \|\| Download paper	92
8	1989	Combining forecasts: A review and annotated bibliography. (1989). Clemen, Robert T.. In: International Journal of Forecasting. RePEc:eee:intfor:v:5:y:1989:i:4:p:559-583. Full description at Econpapers \|\| Download paper	80
9	1998	Forecasting with artificial neural networks:: The state of the art. (1998). Patuwo, Eddy B. ; Hu, Michael Y. ; Zhang, Guoqiang. In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:1:p:35-62. Full description at Econpapers \|\| Download paper	79
10	2017	The predictive power of Google searches in forecasting US unemployment. (2017). D'Amuri, Francesco ; Damuri, Francesco ; Marcucci, Juri . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:801-816. Full description at Econpapers \|\| Download paper	79
11	1999	The Delphi technique as a forecasting tool: issues and analysis. (1999). Rowe, Gene ; Wright, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:15:y:1999:i:4:p:353-375. Full description at Econpapers \|\| Download paper	76
12	2016	Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond. (2016). Hyndman, Rob ; Hong, Tao ; Pinson, Pierre ; Troccoli, Alberto ; Zareipour, Hamidreza ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:896-913. Full description at Econpapers \|\| Download paper	75
13	2000	The M3-Competition: results, conclusions and implications. (2000). Hibon, Michele ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476. Full description at Econpapers \|\| Download paper	75
14	2020	The M4 Competition: 100,000 time series and 61 forecasting methods. (2020). Assimakopoulos, Vassilios ; Spiliotis, Evangelos ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:54-74. Full description at Econpapers \|\| Download paper	68
15	2014	Evaluating early warning indicators of banking crises: Satisfying policy requirements. (2014). Juselius, John ; Drehmann, Mathias. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:759-780. Full description at Econpapers \|\| Download paper	68
16	2011	Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search. (2011). Wintoki, Babajide M. ; Zhang, Zelin ; Joseph, Kissan. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:4:p:1116-1127. Full description at Econpapers \|\| Download paper	67
17	2002	A state space framework for automatic forecasting using exponential smoothing methods. (2002). Snyder, Ralph ; Hyndman, Rob ; Koehler, Anne B. ; Grose, Simone. In: International Journal of Forecasting. RePEc:eee:intfor:v:18:y:2002:i:3:p:439-454. Full description at Econpapers \|\| Download paper	67
18	2016	The forecast combination puzzle: A simple theoretical explanation. (2016). Vasnev, Andrey ; Magnus, Jan R ; Claeskens, Gerda ; Wang, Wendun. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:754-762. Full description at Econpapers \|\| Download paper	58
19	2018	The M4 Competition: Results, findings, conclusion and way forward. (2018). Makridakis, Spyros ; Assimakopoulos, Vassilios ; Spiliotis, Evangelos . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:802-808. Full description at Econpapers \|\| Download paper	53
20	2010	Comparing and evaluating Bayesian predictive distributions of asset returns. (2010). Geweke, John ; amisano, gianni. In: International Journal of Forecasting. RePEc:eee:intfor:v:26:y::i:2:p:216-230. Full description at Econpapers \|\| Download paper	53
21	2004	Forecasting seasonals and trends by exponentially weighted moving averages. (2004). Holt, Charles C.. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:5-10. Full description at Econpapers \|\| Download paper	50
22	2016	A new metric of absolute percentage error for intermittent demand forecasts. (2016). Kim, Sung Il . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:669-679. Full description at Econpapers \|\| Download paper	49
23	2000	Out-of-sample tests of forecasting accuracy: an analysis and review. (2000). Tashman, Leonard J.. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:437-450. Full description at Econpapers \|\| Download paper	48
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25	2004	Authors retrospective on Forecasting seasonals and trends by exponentially weighted moving averages. (2004). Holt, Charles C.. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:11-13. Full description at Econpapers \|\| Download paper	47
26	2020	Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks. (2020). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:933-948. Full description at Econpapers \|\| Download paper	46
27	2011	MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:2:p:529-542. Full description at Econpapers \|\| Download paper	45
28	2011	MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:529-542. Full description at Econpapers \|\| Download paper	45
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30	2013	Combining expert forecasts: Can anything beat the simple average?. (2013). Meyler, Aidan ; Kenny, Geoff ; Genre, Veronique ; Timmermann, Allan. In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:1:p:108-121. Full description at Econpapers \|\| Download paper	43
31	2006	Modelling and forecasting the diffusion of innovation - A 25-year review. (2006). Islam, Towhidul ; Meade, Nigel. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:519-545. Full description at Econpapers \|\| Download paper	43
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33	2019	Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO. (2019). Weron, RafaÃâ ; Marcjasz, Grzegorz ; Uniejewski, Bartosz . In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1533-1547. Full description at Econpapers \|\| Download paper	39
34	2008	The financial analyst forecasting literature: A taxonomy with suggestions for further research. (2008). Shane, Philip ; Ramnath, Sundaresh ; ROCK, STEVE. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:1:p:34-75. Full description at Econpapers \|\| Download paper	39
35	2014	Forecasting commodity price indexes using macroeconomic and financial predictors. (2014). Timmermann, Allan ; Gargano, Antonio . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:825-843. Full description at Econpapers \|\| Download paper	39
36	2007	Combining density forecasts. (2007). Mitchell, James ; Hall, Stephen. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:1:p:1-13. Full description at Econpapers \|\| Download paper	38
37	2019	Online big data-driven oil consumption forecasting with Google trends. (2019). Yu, Lean ; Yang, Zebin ; Tang, Ling ; Zhao, Yaqing. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:213-223. Full description at Econpapers \|\| Download paper	36
38	2008	Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models. (2008). Weron, RafaÃâ ; Misiorek, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:744-763. Full description at Econpapers \|\| Download paper	36
39	2015	Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections. (2015). Lenza, Michele ; Giannone, Domenico ; Banbura, Marta ; Babura, Marta. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:739-756. Full description at Econpapers \|\| Download paper	35
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42	2000	The theta model: a decomposition approach to forecasting. (2000). Nikolopoulos, Konstantinos ; Assimakopoulos, V.. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:521-530. Full description at Econpapers \|\| Download paper	33
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44	2020	A hybrid method of exponential smoothing and recurrent neural networks for time series forecasting. (2020). Smyl, Slawek. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:75-85. Full description at Econpapers \|\| Download paper	33
45	2016	Additive models and robust aggregation for GEFCom2014 probabilistic electric load and electricity price forecasting. (2016). Gaillard, Pierre ; Nedellec, Raphael ; Goude, Yannig . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1038-1050. Full description at Econpapers \|\| Download paper	33
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47	2012	Benchmarking regression algorithms for loss given default modeling. (2012). Baesens, Bart ; Brown, Iain ; Loterman, Gert ; Martens, David ; Mues, Christophe . In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:1:p:161-170. Full description at Econpapers \|\| Download paper	32
48	2017	VARX-L: Structured regularization for large vector autoregressions with exogenous variables. (2017). Nicholson, William B ; Bien, Jacob ; Matteson, David S. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:627-651. Full description at Econpapers \|\| Download paper	32
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50	2008	Forecasting electricity prices: The impact of fundamentals and time-varying coefficients. (2008). Bunn, Derek W. ; Karakatsani, Nektaria V.. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:764-785. Full description at Econpapers \|\| Download paper	31

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2021	Whose Inflation Expectations Best Predict Inflation?. (2021). Verbrugge, Randal ; Zaman, Saeed. In: Economic Commentary. RePEc:fip:fedcec:93256. Full description at Econpapers \|\| Download paper
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2021	Do inflation expectations improve model-based inflation forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Banbura, Marta ; Babura, Marta. In: Discussion Papers. RePEc:zbw:bubdps:482021. Full description at Econpapers \|\| Download paper
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2021	Betting on a buzz, mispricing and inefficiency in online sportsbooks. (2021). Singleton, Carl ; Reade, James J ; Ramirez, Philip. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2021-10. Full description at Econpapers \|\| Download paper
2021	A simple linear alternative to multiplicative error models with an application to trading volume. (2021). Clements, Adam ; Volkov, Vladimir ; Hurn, Stan. In: Working Papers. RePEc:tas:wpaper:38716. Full description at Econpapers \|\| Download paper
2021	Using shared sell-through data to forecast wholesaler demand in multi-echelon supply chains. (2021). Verbeke, Wouter ; Guns, Tias ; van Belle, Jente. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:2:p:466-479. Full description at Econpapers \|\| Download paper
2021	Retail sales forecasting with meta-learning. (2021). Fildes, Robert ; Ma, Shaohui. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:1:p:111-128. Full description at Econpapers \|\| Download paper
2021	Forecasting COVID-19 pandemic using optimal singular spectrum analysis. (2021). Kalantari, Mahdi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920309383. Full description at Econpapers \|\| Download paper
2021	Forecasting and planning during a pandemic: COVID-19 growth rates, supply chain disruptions, and governmental decisions. (2021). Vasilakis, Chrysovalantis ; Tsinopoulos, Christos ; Schafers, Andreas ; Punia, Sushil ; Nikolopoulos, Konstantinos. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:1:p:99-115. Full description at Econpapers \|\| Download paper
2021	Forecasting Principles from Experience with Forecasting Competitions. (2021). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:1:p:10-165:d:504406. Full description at Econpapers \|\| Download paper
2021	A novel hybrid model based on Bernstein polynomial with mixture of Gaussians for wind power forecasting. (2021). Zhou, Xiaojun ; Wang, Cong ; Zhang, Hongli ; Dong, Yingchao. In: Applied Energy. RePEc:eee:appene:v:286:y:2021:i:c:s0306261921000921. Full description at Econpapers \|\| Download paper
2021	Kaggle forecasting competitions: An overlooked learning opportunity. (2021). Meldgaard, Jens Peder ; Bojer, Casper Solheim. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:587-603. Full description at Econpapers \|\| Download paper
2021	Gamification to avoid cognitive biases: An experiment of gamifying a forecasting course. (2021). Karpouzis, Kostas ; Legaki, Nikoletta-Zampeta ; Hamari, Juho ; Assimakopoulos, Vassilios. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:167:y:2021:i:c:s0040162521001578. Full description at Econpapers \|\| Download paper
2021	Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Network. (2021). Benchimol, Jonathan ; Caspi, Itamar ; Barkan, Oren ; Koenigstein, Noam ; Hammer, Allon. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2021.06. Full description at Econpapers \|\| Download paper
2021	Investigating the accuracy of cross-learning time series forecasting methods. (2021). Assimakopoulos, Vassilios ; Makridakis, Spyros ; Spiliotis, Evangelos ; Semenoglou, Artemios-Anargyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1072-1084. Full description at Econpapers \|\| Download paper
2021	Dimensionality reduction in forecasting with temporal hierarchies. (2021). Madsen, Henrik ; Moller, Jan K ; Lindstrom, Erik ; Nystrup, Peter. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1127-1146. Full description at Econpapers \|\| Download paper
2021	DÃ©jÃ vu: A data-centric forecasting approach through time series cross-similarity. (2021). Assimakopoulos, Vassilios ; Li, Feng ; Athiniotis, Nikolaos ; Petropoulos, Fotios ; Spiliotis, Evangelos ; Kang, Yanfei. In: Journal of Business Research. RePEc:eee:jbrese:v:132:y:2021:i:c:p:719-731. Full description at Econpapers \|\| Download paper
2021	Long-Term Natural Gas Consumption Forecasting Based on Analog Method and Fuzzy Decision Tree. (2021). Paliski, Andrzej ; Gawe, Bartomiej. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:16:p:4905-:d:612364. Full description at Econpapers \|\| Download paper
2021	Real-time electricity price forecasting of wind farms with deep neural network transfer learning and hybrid datasets. (2021). Schell, Kristen R ; Yang, Haolin. In: Applied Energy. RePEc:eee:appene:v:299:y:2021:i:c:s0306261921006632. Full description at Econpapers \|\| Download paper
2021	Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach. (2021). Lahiri, Kajal ; Hounyo, Ulrich. In: CREATES Research Papers. RePEc:aah:create:2021-14. Full description at Econpapers \|\| Download paper
2021	Intermittent demand forecasting for spare parts: A Critical review. (2021). Meissner, Joern ; Turrini, Laura ; Pine, Era. In: Omega. RePEc:eee:jomega:v:105:y:2021:i:c:s0305048321001225. Full description at Econpapers \|\| Download paper
2021	Temporal Fusion Transformers for interpretable multi-horizon time series forecasting. (2021). Pfister, Tomas ; Loeff, Nicolas ; Arik, Sercan O ; Lim, Bryan. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1748-1764. Full description at Econpapers \|\| Download paper
2021	Product sales probabilistic forecasting: An empirical evaluation using the M5 competition data. (2021). Assimakopoulos, Vassilios ; Kaltsounis, Anastasios ; Makridakis, Spyros ; Spiliotis, Evangelos. In: International Journal of Production Economics. RePEc:eee:proeco:v:240:y:2021:i:c:s0925527321002139. Full description at Econpapers \|\| Download paper
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2021	On Comparing Cross-Validated Forecasting Models with a Novel Fuzzy-TOPSIS Metric: A COVID-19 Case Study. (2021). Alves, Francisco Tarcisio ; Dos, Erivelton Antonio ; Borges, Dalton Garcia ; Vasconcelos, Maria Cristina. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:24:p:13599-:d:698410. Full description at Econpapers \|\| Download paper
2021	The science of statistics versus data science: What is the future?. (2021). Vandeput, Nicolas ; Silva, Emmanuel Sirimal ; Beneki, Christina ; Hassani, Hossein ; Madsen, Dag Oivind. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:173:y:2021:i:c:s0040162521005448. Full description at Econpapers \|\| Download paper
2021	A Statistics and Deep Learning Hybrid Method for Multivariate Time Series Forecasting and Mortality Modeling. (2021). van Zyl, Terence L ; Mathonsi, Thabang. In: Forecasting. RePEc:gam:jforec:v:4:y:2021:i:1:p:1-25:d:708917. Full description at Econpapers \|\| Download paper
2021	A reference model for data-driven sales planning: Development of the models framework and functionality. (2021). Rabe, Markus ; Scheidler, Anne Antonia ; Buttner, Daniel. In: Chapters from the Proceedings of the Hamburg International Conference of Logistics (HICL). RePEc:zbw:hiclch:249625. Full description at Econpapers \|\| Download paper
2021	Conventional or additive manufacturing for spare parts management: An extensive comparison for Poisson demand. (2021). Balugani, Elia ; Lolli, Francesco ; Peron, Mirco ; Sgarbossa, Fabio. In: International Journal of Production Economics. RePEc:eee:proeco:v:233:y:2021:i:c:s092552732030342x. Full description at Econpapers \|\| Download paper
2021	The value of installed base information for spare part inventory control. (2021). Boute, Robert N ; Zhu, Sha ; van der Auweraer, Sarah. In: International Journal of Production Economics. RePEc:eee:proeco:v:239:y:2021:i:c:s0925527321001626. Full description at Econpapers \|\| Download paper
2021	Bayesian forecasting with the structural damped trend model. (2021). Tsionas, Mike G. In: International Journal of Production Economics. RePEc:eee:proeco:v:234:y:2021:i:c:s0925527321000220. Full description at Econpapers \|\| Download paper
2021	ARIMA Models in Electrical Load Forecasting and Their Robustness to Noise. (2021). Nazarko, Ukasz ; Chodakowska, Ewa. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:23:p:7952-:d:689993. Full description at Econpapers \|\| Download paper
2021	Box-office forecasting in Korea using search trend data: a modified generalized Bass diffusion model. (2021). Kang, Daekook. In: Electronic Commerce Research. RePEc:spr:elcore:v:21:y:2021:i:1:d:10.1007_s10660-020-09456-7. Full description at Econpapers \|\| Download paper
2021	Economic sentiment during the COVID pandemic: Evidence from search behaviour in the EU. (2021). van der Wielen, Wouter ; Barrios, Salvador. In: Journal of Economics and Business. RePEc:eee:jebusi:v:115:y:2021:i:c:s0148619520304148. Full description at Econpapers \|\| Download paper
2021	Forecasting Spanish unemployment with Google Trends and dimension reduction techniques. (2021). Garcia-Hiernaux, Alfredo ; Mulero, Rodrigo. In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:12:y:2021:i:3:d:10.1007_s13209-021-00231-x. Full description at Econpapers \|\| Download paper
2021	Forecasting building permits with Google Trends. (2021). Pincheira, Pablo ; Coble, David. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:6:d:10.1007_s00181-020-02011-1. Full description at Econpapers \|\| Download paper
2021	Tourism demand forecasting with online news data mining. (2021). Hu, Mingming ; Park, Jinah. In: Annals of Tourism Research. RePEc:eee:anture:v:90:y:2021:i:c:s0160738321001511. Full description at Econpapers \|\| Download paper
2021	Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802. Full description at Econpapers \|\| Download paper
2021	Strength of words: Donald Trumps tweets, sanctions and Russias ruble. (2021). Ledyaeva, Svetlana ; Fedorova, Elena ; Afanasyev, Dmitriy O. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:184:y:2021:i:c:p:253-277. Full description at Econpapers \|\| Download paper
2021	The signaling effects of central bank tone. (2021). Labondance, Fabien ; Hubert, Paul. In: European Economic Review. RePEc:eee:eecrev:v:133:y:2021:i:c:s0014292121000374. Full description at Econpapers \|\| Download paper
2021	A Century of Economic Policy Uncertainty Through the French-Canadian Lens. (2021). Kassem, Alaa ; Bluteau, Keven ; Ardia, David. In: Papers. RePEc:arx:papers:2106.05240. Full description at Econpapers \|\| Download paper
2021	The Impact of the COVID-19 Pandemic on Consumer and Business Confidence Indicators. (2021). Yue, Xiaoguang ; TERESIENE, DEIMANTE ; Liao, Yiyi ; Keliuotyte-Staniuleniene, Greta ; Hu, Siyan ; Pu, Ruihui ; Kanapickiene, Rasa. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:159-:d:529243. Full description at Econpapers \|\| Download paper
2021	News and narratives in financial systems: Exploiting big data for systemic risk assessment. (2021). Tuckett, David ; Kapadia, Sujit ; Nyman, Rickard. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000543. Full description at Econpapers \|\| Download paper
2021	A century of Economic Policy Uncertainty through the FrenchâCanadian lens. (2021). Ardia, David ; Kassem, Alaa ; Bluteau, Keven. In: Economics Letters. RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002159. Full description at Econpapers \|\| Download paper
2021	Facial expressions and the business cycle. (2021). Clements, Adam ; Aromi, Daniel J. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001528. Full description at Econpapers \|\| Download paper
2021	Enrichment of the Banque de Franceâs monthly business survey: lessons from textual analysis of business leadersâ comments. (2021). Martial, Ranvier ; Mathilde, Gerardin. In: Working papers. RePEc:bfr:banfra:821. Full description at Econpapers \|\| Download paper
2021	Nowcasting euro area GDP with news sentiment: a tale of two crises. (2021). Kalamara, Eleni ; Ashwin, Julian ; Saiz, Lorena. In: Working Paper Series. RePEc:ecb:ecbwps:20212616. Full description at Econpapers \|\| Download paper
2021	Do news sentiment and the economic uncertainty caused by public health events impact macroeconomic indicators? Evidence from a TVP-VAR decomposition approach. (2021). Hamori, Shigeyuki ; Zhang, Yulian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:145-162. Full description at Econpapers \|\| Download paper
2021	Shipping sentiment and the dry bulk shipping freight market: New evidence from newspaper coverage. (2021). Jakher, Astha ; Lee, Jasmine Siu ; Bai, Xiwen. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:155:y:2021:i:c:s1366554521002520. Full description at Econpapers \|\| Download paper
2021	Forecasting spread of COVID-19 using google trends: A hybrid GWO-deep learning approach. (2021). Singh, Uttam ; Prasanth, Sikakollu ; PEter, ; Tikkiwal, Vinay Anand ; Kumar, Arun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920307311. Full description at Econpapers \|\| Download paper
2021	Machine Learning and Oil Price Point and Density Forecasting. (2021). Gaglianone, Wagner ; Lin, Yihao ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:544. Full description at Econpapers \|\| Download paper
2021	Forecasting tourism demand with KPCA-based web search indexes. (2021). Qian, Yatong ; Li, Xin ; Xie, Gang ; Wang, Shouyang. In: Tourism Economics. RePEc:sae:toueco:v:27:y:2021:i:4:p:721-743. Full description at Econpapers \|\| Download paper
2021	Forecasting the U.S. oil markets based on social media information during the COVID-19 pandemic. (2021). Zeng, Yu-Rong ; Wang, Sirui ; Wu, Binrong. In: Energy. RePEc:eee:energy:v:226:y:2021:i:c:s0360544221006526. Full description at Econpapers \|\| Download paper
2021	Returns and volatilities of energy futures markets: Roles of speculative and hedging sentiments. (2021). , Bowei ; Chen, Rongda ; Liu, Jia ; Jin, Chenglu ; Wei, BO. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921000909. Full description at Econpapers \|\| Download paper
2021	Forecasting residential electricity consumption using a hybrid machine learning model with online search data. (2021). Chi, Hong ; Gao, Feng ; Shao, Xueyan . In: Applied Energy. RePEc:eee:appene:v:300:y:2021:i:c:s0306261921007947. Full description at Econpapers \|\| Download paper
2021	The effect of web of science subject categories on clustering: the case of data-driven methods in business and economic sciences. (2021). Schlogl, Christian ; Jesenko, Berndt. In: Scientometrics. RePEc:spr:scient:v:126:y:2021:i:8:d:10.1007_s11192-021-04060-4. Full description at Econpapers \|\| Download paper
2021	Google search volumes and the financial markets during the COVID-19 outbreak. (2021). Santagiustina, Carlo ; Iacopini, Matteo ; Costola, Michele. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320316986. Full description at Econpapers \|\| Download paper
2021	Forecasting the stock returns of Chinese oil companies: Can investor attention help?. (2021). Li, Zhao-Chen ; Zhang, Yue-Jun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:531-555. Full description at Econpapers \|\| Download paper
2021	Now-casting Romanian migration into the United Kingdom by using Google Search engine data. (2021). Winiowski, Arkadiusz ; Avramescu, Andreea. In: Demographic Research. RePEc:dem:demres:v:45:y:2021:i:40. Full description at Econpapers \|\| Download paper
2021	Machine learning and oil price point and density forecasting. (2021). Issler, JoÃÂ£o ; Gaglianone, Wagner ; Cavalcanti, Pedro ; Bonnet, Alexandre ; Lin, Yihao ; Teixeira, Osmani. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003807. Full description at Econpapers \|\| Download paper
2021	A Data-Trait-Driven Rolling Decomposition-Ensemble Model for Gasoline Consumption Forecasting. (2021). Yu, Lean ; Ma, Yueming. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:15:p:4604-:d:604401. Full description at Econpapers \|\| Download paper
2021	Forecasting Internal Migration in Russia Using Google Trends: Evidence from Moscow and Saint Petersburg. (2021). Fantazzini, Dean ; Pushchelenko, Julia ; Kurbatskii, Alexey ; Mironenkov, Alexey. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:4:p:48-803:d:667485. Full description at Econpapers \|\| Download paper
2021	Search and Predictability of Prices in the Housing Market. (2021). SchÃÂ¼tte, Erik Christian ; Timmermann, Allan ; Montes, Erik Christian ; Pedersen, Thomas ; Moller, Stig. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15875. Full description at Econpapers \|\| Download paper
2021	A Random Forests Approach to Predicting Clean Energy Stock Prices. (2021). Sadorsky, Perry. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:48-:d:486224. Full description at Econpapers \|\| Download paper
2021	Predicting Gold and Silver Price Direction Using Tree-Based Classifiers. (2021). Sadorsky, Perry. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:198-:d:546254. Full description at Econpapers \|\| Download paper
2021	A systematic literature review about dimensioning safety stock under uncertainties and risks in the procurement process. (2021). Carvalho, Sameiro M ; Cortez, Paulo ; Barros, Julio. In: Operations Research Perspectives. RePEc:eee:oprepe:v:8:y:2021:i:c:s2214716021000142. Full description at Econpapers \|\| Download paper
2021	Two decades of contagion effect on stock markets: Which events are more contagious?. (2021). Smaga, Pawe ; Kurowski, Ukasz ; Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100067x. Full description at Econpapers \|\| Download paper
2021	Unconventional Monetary Policy and Bond Market Connectedness in the New Normal. (2021). Yilmaz, Kamil ; Akovali, Umut. In: KoÃ§ University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2101. Full description at Econpapers \|\| Download paper
2021	Mapping the electronic word-of-mouth (eWOM) research: A systematic review and bibliometric analysis. (2021). Kumar, Satish ; Donthu, Naveen ; Mishra, Akanksha ; Pandey, Nitesh. In: Journal of Business Research. RePEc:eee:jbrese:v:135:y:2021:i:c:p:758-773. Full description at Econpapers \|\| Download paper
2021	Export sales forecasting using artificial intelligence. (2021). Nazarpour, Ali ; Toorajipour, Reza ; Oghazi, Pejvak ; Sohrabpour, Vahid. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:163:y:2021:i:c:s0040162520313068. Full description at Econpapers \|\| Download paper
2021	Promoting a novel method for warranty claim prediction based on social network data. (2021). Ashrafzadeh, Mahdi ; Ahmadi, Sadra ; Shokouhyar, Sajjad. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:216:y:2021:i:c:s0951832021005196. Full description at Econpapers \|\| Download paper
2021	Impact of COVID-19 on the Customer End of Retail Supply Chains: A Big Data Analysis of Consumer Satisfaction. (2021). Falatouri, Taha ; Darbanian, Farzaneh ; Brandtner, Patrick ; Udokwu, Chibuzor. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:3:p:1464-:d:490269. Full description at Econpapers \|\| Download paper
2021	Stability in the inefficient use of forecasting systems: A case study in a supply chain company. (2021). Goodwin, Paul ; Fildes, Robert. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:1031-1046. Full description at Econpapers \|\| Download paper
2021	A stochastic differential equation approach to the analysis of the 2017 and 2019 UK general election polls. (2021). Fenner, Trevor ; Levene, Mark. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1227-1234. Full description at Econpapers \|\| Download paper
2021	Data resource profile: The ZEW FMS dataset. (2021). Schroder, Michael ; Bruckbauer, Frank. In: ZEW Discussion Papers. RePEc:zbw:zewdip:21100. Full description at Econpapers \|\| Download paper
2021	BBE: Simulating the Microstructural Dynamics of an In-Play Betting Exchange via Agent-Based Modelling. (2021). Cliff, Dave. In: Papers. RePEc:arx:papers:2105.08310. Full description at Econpapers \|\| Download paper
2021	Implementing the BBE Agent-Based Model of a Sports-Betting Exchange. (2021). Lau-Soto, Roberto ; Keen, James ; Hawkins, James ; Cliff, Dave. In: Papers. RePEc:arx:papers:2108.02419. Full description at Econpapers \|\| Download paper
2021	Horses for courses: Mean-variance for asset allocation and 1/N for stock selection. (2021). Sutcliffe, Charles ; Ye, Xiaoxia ; Platanakis, Emmanouil. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:1:p:302-317. Full description at Econpapers \|\| Download paper
2021	A portfolio strategy of stock market based on mean-MF-X-DMA model. (2021). Wu, Congxin ; Chen, Hongtao ; Ye, Xin ; Wang, Feng. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:143:y:2021:i:c:s0960077920310365. Full description at Econpapers \|\| Download paper
2021	Sticky Stock Market Analysts. (2021). Lorenz, Marco ; Judek, Jan Rene ; Filiz, Ibrahim ; Spiwoks, Markus. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:12:p:593-:d:698283. Full description at Econpapers \|\| Download paper
2021	Variational Bayes approximation of factor stochastic volatility models. (2021). Nott, David ; Kohn, Robert ; Gunawan, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1355-1375. Full description at Econpapers \|\| Download paper
2021	Approximating Bayes in the 21st Century. (2021). Robert, Christian P ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-24. Full description at Econpapers \|\| Download paper
2021	Is Price Level Targeting a Robust Monetary Rule?. (2021). Pearlman, Joseph ; Levine, Paul ; Deak, Szabolcs ; Mirza, Afrasiab. In: Discussion Papers. RePEc:exe:wpaper:2104. Full description at Econpapers \|\| Download paper
2021	Short-term exchange rate forecasting: A panel combination approach. (2021). Wang, Qin ; Liang, Xuanxuan ; Ren, YU. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s104244312100086x. Full description at Econpapers \|\| Download paper
2021	Application of bagging in day-ahead electricity price forecasting and factor augmentation. (2021). Yildirim, Dilem ; Ozen, Kadir. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004448. Full description at Econpapers \|\| Download paper
2021	Developing a Parametric Cash Flow Forecasting Model for Complex Infrastructure Projects: A Comparative Study. (2021). Seneviratne, Krisanthi ; Elghaish, Faris ; Msawil, Mahir ; McIlwaine, Stephen. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:20:p:11305-:d:655258. Full description at Econpapers \|\| Download paper
2021	The Effect of Seeding on Tournament Outcomes: Evidence From a Regression-Discontinuity Design. (2021). Schafmeister, Felix ; Merkus, Erik ; Engist, Oliver. In: Journal of Sports Economics. RePEc:sae:jospec:v:22:y:2021:i:1:p:115-136. Full description at Econpapers \|\| Download paper
2021	Sonic Thunder vs Brian the Snail : Fast-sounding racehorse names and prediction accuracy in betting exchange markets. (2019). Franck, Egon ; Flepp, Raphael ; Merz, Oliver. In: Working Papers. RePEc:zrh:wpaper:384. Full description at Econpapers \|\| Download paper
2021	Sonic Thunder vs. Brian the Snail: Are people affected by uninformative racehorse names?. (2021). Franck, Egon ; Flepp, Raphael ; Merz, Oliver. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:93:y:2021:i:c:s2214804321000641. Full description at Econpapers \|\| Download paper
2021	Are sports betting markets semistrong efficient? Evidence from the COVID-19 pandemic. (2021). Franck, Egon ; Flepp, Raphael ; Meier, Pascal Flurin. In: Working Papers. RePEc:zrh:wpaper:387. Full description at Econpapers \|\| Download paper
2021	Managing performance expectations in association football. (2021). Serbera, Jean-Philippe ; Fry, John ; Wilson, Rob. In: Journal of Business Research. RePEc:eee:jbrese:v:135:y:2021:i:c:p:445-453. Full description at Econpapers \|\| Download paper
2021	Underestimating randomness: Outcome bias in betting exchange markets. (2021). Franck, Egon ; Flepp, Raphael ; Merz, Oliver. In: Working Papers. RePEc:zrh:wpaper:390. Full description at Econpapers \|\| Download paper
2021	Forecasting and trading cryptocurrencies with machine learning under changing market conditions. (2021). SebastiÃÂ£o, Helder ; Godinho, Pedro ; Sebastio, Helder. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-020-00217-x. Full description at Econpapers \|\| Download paper
2021	The efficiency of Bitcoin: A strongly typed genetic programming approach to smart electronic Bitcoin markets. (2021). Urquhart, Andrew ; Manahov, Viktor. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302726. Full description at Econpapers \|\| Download paper
2021	Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China. (2021). Wong, Wing-Keung ; van Hoang, Thi Hong ; Lu, Richard ; Ly, Sel ; Pho, Kim Hung. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s105752192100017x. Full description at Econpapers \|\| Download paper
2021	Linearity extensions of the market model: a case of the top 10 cryptocurrency prices during the pre-COVID-19 and COVID-19 periods. (2021). Neslihanoglu, Serdar. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00247-z. Full description at Econpapers \|\| Download paper
2021	Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty. (2021). Xie, Tian ; Qiu, Yue ; Wang, Zongrun ; Zhang, Xinyu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:179-201. Full description at Econpapers \|\| Download paper
2021	Dynamic Ordering Learning in Multivariate Forecasting. (2021). Lopes, Hedibert F ; Bruno, . In: Papers. RePEc:arx:papers:2101.04164. Full description at Econpapers \|\| Download paper
2021	Bitcoin as an Investment and Hedge Alternative. A DCC MGARCH Model Analysis. (2021). Lansdowne, Nicola Jackman ; el Zein, Samer Ajour ; Rudolf, Karl Oton. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:9:p:154-:d:622085. Full description at Econpapers \|\| Download paper
2021	Cryptocurrencies and blockchain. Overview and future perspectives. (2021). Osorio, Paulo Jose ; Corteso, Pedro Manuel ; Osrio, Paulo Jos ; Correia, Helder Miguel. In: International Journal of Economics and Business Research. RePEc:ids:ijecbr:v:21:y:2021:i:3:p:305-342. Full description at Econpapers \|\| Download paper
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2021	Returns, volatility and the cryptocurrency bubble of 2017â18. (2021). Cross, Jamie ; Trinh, Kelly ; Hou, Chenghan. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002327. Full description at Econpapers \|\| Download paper
2021	Crisis and the Role of Money in the Real and Financial EconomiesâAn Innovative Approach to Monetary Stimulus. (2021). Culkin, Nigel ; Dini, Paolo ; Simmons, Richard ; Littera, Giuseppe. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:129-:d:520864. Full description at Econpapers \|\| Download paper
2021	Crisis and the role of money in the real and financial economies: an innovative approach to monetary stimulus. (2021). Littera, Giuseppe ; Culkin, Nigel ; Dini, Paolo ; Simmons, Richard. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:110904. Full description at Econpapers \|\| Download paper
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2021	On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities. (2021). Yfanti, S ; Karanasos, M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000111. Full description at Econpapers \|\| Download paper
2021	Expert performance and crowd wisdom: Evidence from English Premier League predictions. (2021). Butler, Robert ; Eakins, John. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:1:p:170-182. Full description at Econpapers \|\| Download paper
2021	Modeling and pricing longevity derivatives using Skellam distribution. (2021). Wang, Chou-Wen ; Liu, I-Chien ; I-Chien Liu, ; Kung, Ko-Lun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:341-354. Full description at Econpapers \|\| Download paper
2021	Interpretable sports team rating models based on the gradient descent algorithm. (2021). Gagolewski, Marek ; Lasek, Jan. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1061-1071. Full description at Econpapers \|\| Download paper
2021	Score-driven time series models. (2021). Harvey, Andrew. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2133. Full description at Econpapers \|\| Download paper
2021	Evaluating probabilistic forecasts of football matches: the case against the ranked probability score. (2021). Wheatcroft, Edward. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:111494. Full description at Econpapers \|\| Download paper
2021	Forecasting the Olympic medal distribution during a pandemic: a socio-economic machine learning model. (2020). Schreyer, Dominik ; Schlembach, Christoph ; Wunderlich, Linus ; Schmidt, Sascha L. In: Papers. RePEc:arx:papers:2012.04378. Full description at Econpapers \|\| Download paper
2021	Playersâ Role-Based Performance Composite Indicators of Soccer Teams: A Statistical Perspective. (2021). Pasca, Paola ; Ciavolino, Enrico ; Carpita, Maurizio. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:156:y:2021:i:2:d:10.1007_s11205-020-02323-w. Full description at Econpapers \|\| Download paper
2021	A Proposed Sentiment Analysis Deep Learning Algorithm for Analyzing COVID-19 Tweets. (2021). Chang, Victor ; Alankar, Bhavya ; Ul, Shafqat ; Kaur, Harleen. In: Information Systems Frontiers. RePEc:spr:infosf:v:23:y:2021:i:6:d:10.1007_s10796-021-10135-7. Full description at Econpapers \|\| Download paper
2021	Football: Discovering elapsing-time bias in the science of success. (2021). Liti, C ; Levato, T ; Galvan, G ; Galli, L ; Sciandrone, M ; Piccialli, V. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:152:y:2021:i:c:s0960077921007244. Full description at Econpapers \|\| Download paper
2021	Populism, political risk, and pandemics: The challenges of political leadership for business in a post-COVID world. (2021). Hartwell, Christopher ; Devinney, Timothy. In: Journal of World Business. RePEc:eee:worbus:v:56:y:2021:i:4:s1090951621000377. Full description at Econpapers \|\| Download paper
2021	How Local is the Local Inflation Factor? Evidence from Emerging European Countries. (2021). Clements, Michael ; Cepni, Oguzhan. In: Working Papers. RePEc:hhs:cbsnow:2021_008. Full description at Econpapers \|\| Download paper
2021	Measurement and effects of euro/dollar exchange rate uncertainty. (2021). Beckmann, Joscha. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:183:y:2021:i:c:p:773-790. Full description at Econpapers \|\| Download paper
2021	Nonparametric tests for Optimal Predictive Ability. (2021). PotÃÂ¬, Valerio ; Karabati, Selcuk ; Poti, Valerio ; Post, Thierry ; Arvanitis, Stelios. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:881-898. Full description at Econpapers \|\| Download paper
2021	Macroeconomic Forecasting in Poland: Lessons From the COVID-19 Outbreak.. (2021). Rybacki, Jakub ; Gniazdowski, Micha. In: MPRA Paper. RePEc:pra:mprapa:107682. Full description at Econpapers \|\| Download paper
2021	Thirty?year assessment of Asian Development Banks forecasts. (2021). Tsuchiya, Yoichi. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:35:y:2021:i:2:p:18-40. Full description at Econpapers \|\| Download paper
2021	Macrofinancial Causes of Optimism in Growth Forecasts. (2021). CarriÃÂ¨re-Swallow, Yan ; Marzluf, Jose ; Carriere-Swallow, Yan. In: IMF Working Papers. RePEc:imf:imfwpa:2021/275. Full description at Econpapers \|\| Download paper
2021	The Cyclicality of IFC Investments : To Be, or Not to Be, Procyclical. (2021). Blanco, Fernando Andres. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:9746. Full description at Econpapers \|\| Download paper
2021	Forecast of electricity consumption in the Cameroonian residential sector by Grey and vector autoregressive models. (2021). Monkam, Louis ; Wilfried, Tchitile Emmanuel ; Tamba, Jean Gaston ; Guefano, Serge. In: Energy. RePEc:eee:energy:v:214:y:2021:i:c:s0360544220318983. Full description at Econpapers \|\| Download paper
2021	Forecasting with Business and Consumer Survey Data. (2021). Claveria, Oscar. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:1:p:8-134:d:500803. Full description at Econpapers \|\| Download paper
2021	Measuring macroeconomic disagreement â A mixed frequency approach. (2021). Wang, Ben Zhe ; Sheen, Jeffrey. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:189:y:2021:i:c:p:547-566. Full description at Econpapers \|\| Download paper
2021	Uncertainty and Disagreement of Inflation Expectations: Evidence from Household-Level Qualitative Survey Responses. (2021). Zhao, Yongchen. In: Working Papers. RePEc:tow:wpaper:2021-03. Full description at Econpapers \|\| Download paper
2021	Modeling and predicting U.S. recessions using machine learning techniques. (2021). Vrontos, Ioannis D ; Galakis, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:647-671. Full description at Econpapers \|\| Download paper
2021	Economic Recession Prediction Using Deep Neural Network. (2021). Liu, Hongfu ; Xia, Steve Q ; Wang, Zihao. In: Papers. RePEc:arx:papers:2107.10980. Full description at Econpapers \|\| Download paper
2021	Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York. (2021). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9365. Full description at Econpapers \|\| Download paper
2021	A new approach to estimating earnings forecasting models: Robust regression MM-estimation. (2021). Qu, LI. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:1011-1030. Full description at Econpapers \|\| Download paper
2021	The Effect of Inflation Rate on CO 2 Emission: A Framework for Malaysian Construction Industry. (2021). Liew, M S ; Alaloul, Wesam Salah ; Musarat, Muhammad Ali ; Qureshi, Abdul Hannan ; Maqsoom, Ahsen. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:3:p:1562-:d:491729. Full description at Econpapers \|\| Download paper
2021	Impact of COVID-19 on GDP of major economies: Application of the artificial neural network forecaster. (2021). Majhi, Babita ; Managi, Shunsuke ; Kalli, Rajesh ; Jena, Pradyot Ranjan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:324-339. Full description at Econpapers \|\| Download paper
2021	FORECASTING RUSSIAN CPI WITH DATA VINTAGES AND MACHINE LEARNING TECHNIQUES. (2021). Mamedli, Mariam ; Shibitov, Denis. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps70. Full description at Econpapers \|\| Download paper
2021	Point and interval forecasting of electricity supply via pruned ensembles. (2021). de Menezes, Lilian M ; Cyrino, Fernando Luiz ; Meira, Erick. In: Energy. RePEc:eee:energy:v:232:y:2021:i:c:s0360544221012573. Full description at Econpapers \|\| Download paper
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2021	Do Fed Forecast Errors Matter?. (2021). Sinclair, Tara ; Gamber, Edward N ; Tien, Paolin. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:686-712. Full description at Econpapers \|\| Download paper
2021	Forecasting macroeconomic variables in emerging economies. (2021). Leon-Gonzalez, Roberto ; Ha, LE. In: Journal of Asian Economics. RePEc:eee:asieco:v:77:y:2021:i:c:s1049007821001329. Full description at Econpapers \|\| Download paper
2021	The Bureau for Economic Researchs inflation expectations surveys: Know your data. (2021). Reid, Monique ; Siklos, Pierre. In: Working Papers. RePEc:sza:wpaper:wpapers370. Full description at Econpapers \|\| Download paper
2021	An Extensive Comparison of Some Well?Established Value at Risk Methods. (2021). Lettieri, Davi ; Ferioli, Eduardo ; Calmon, Wilson ; Pizzinga, Adrian ; Soares, Johann. In: International Statistical Review. RePEc:bla:istatr:v:89:y:2021:i:1:p:148-166. Full description at Econpapers \|\| Download paper
2021	Dynamic Econometrics in Action: A Biography of David F. Hendry. (2021). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1311. Full description at Econpapers \|\| Download paper
2021	Selecting a Model for Forecasting. (2021). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:3:p:26-:d:582011. Full description at Econpapers \|\| Download paper
2021	Modelling non-stationary âBig Dataâ. (2021). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1556-1575. Full description at Econpapers \|\| Download paper
2021	Gold Against the Machine. (2021). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; Gogas, Periklis. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10019-z. Full description at Econpapers \|\| Download paper
2021	The role of news sentiment in oil futures returns and volatility forecasting: Data-decomposition based deep learning approach. (2021). Wang, Shouyang ; Li, Xuerong ; Jiang, Shangrong. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000451. Full description at Econpapers \|\| Download paper
2021	Economic Evaluation of Cryptocurrency Investment. (2021). Sakemoto, Ryuta. In: MPRA Paper. RePEc:pra:mprapa:108283. Full description at Econpapers \|\| Download paper
2021	Do Chinas macro-financial factors determine the Shanghai crude oil futures market?. (2021). Lin, Boqiang ; Su, Tong. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002738. Full description at Econpapers \|\| Download paper
2021	Multi-step metal prices forecasting based on a data preprocessing method and an optimized extreme learning machine by marine predators algorithm. (2021). Wu, Jing ; Wang, Shouyang ; Sun, Shaolong ; Guo, Jue ; Du, Pei. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003445. Full description at Econpapers \|\| Download paper
2021	Post-processing in solar forecasting: Ten overarching thinking tools. (2021). van der Meer, Dennis ; Yang, Dazhi. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:140:y:2021:i:c:s1364032121000307. Full description at Econpapers \|\| Download paper
2021	State-space modeling for inter-site spread of sea lice with short-term population predictions. (2021). Stryhn, Henrik ; Hammell, Larry ; Vanderstichel, Raphael ; Elghafghuf, Adel. In: Ecological Modelling. RePEc:eee:ecomod:v:452:y:2021:i:c:s0304380021001642. Full description at Econpapers \|\| Download paper
2021	Recurrent Neural Networks for Time Series Forecasting: Current status and future directions. (2021). Bandara, Kasun ; Bergmeir, Christoph ; Hewamalage, Hansika. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:388-427. Full description at Econpapers \|\| Download paper
2021	Understanding forecast reconciliation. (2021). Tipping, Michael E ; Petropoulos, Fotios ; Hollyman, Ross. In: European Journal of Operational Research. RePEc:eee:ejores:v:294:y:2021:i:1:p:149-160. Full description at Econpapers \|\| Download paper
2021	Visitor arrivals forecasts amid COVID-19: A perspective from the Asia and Pacific team. (2021). Ohe, Yasuo ; Pratt, Stephen ; Petit, Sylvain ; Dropsy, Vincent ; Wu, Doris Chenguang. In: Annals of Tourism Research. RePEc:eee:anture:v:88:y:2021:i:c:s0160738321000177. Full description at Econpapers \|\| Download paper
2021	Short-Term Load Forecasting Using Neural Networks with Pattern Similarity-Based Error Weights. (2021). Dudek, Grzegorz. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:11:p:3224-:d:566585. Full description at Econpapers \|\| Download paper
2021	N-BEATS neural network for mid-term electricity load forecasting. (2021). Turkina, Ekaterina ; Peka, Pawe ; Dudek, Grzegorz ; Oreshkin, Boris N. In: Applied Energy. RePEc:eee:appene:v:293:y:2021:i:c:s0306261921003986. Full description at Econpapers \|\| Download paper
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2021	A novel approach to multi-horizon wind power forecasting based on deep neural architecture. (2021). Auer, Hans ; Gumhalter, Michael ; Putz, Dominik. In: Renewable Energy. RePEc:eee:renene:v:178:y:2021:i:c:p:494-505. Full description at Econpapers \|\| Download paper
2021	Loss-Based Variational Bayes Prediction. (2021). Loaiza Maya, RubÃÂ©n ; Frazier, David T ; Koo, Bonsoo ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-8. Full description at Econpapers \|\| Download paper
2021	Electrical load-temperature CNN for residential load forecasting. (2021). Imani, Maryam. In: Energy. RePEc:eee:energy:v:227:y:2021:i:c:s0360544221007295. Full description at Econpapers \|\| Download paper
2021	Review of low voltage load forecasting: Methods, applications, and recommendations. (2021). Voss, Marcus ; Giasemidis, Georgios ; Arora, Siddharth ; Haben, Stephen ; Greetham, Danica Vukadinovi. In: Applied Energy. RePEc:eee:appene:v:304:y:2021:i:c:s0306261921011326. Full description at Econpapers \|\| Download paper
2021	Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Parameter-rich models estimated via the LASSO. (2021). Weron, RafaÅ ; Marcjasz, Grzegorz ; JÄdrzejewski, Arkadiusz. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2104. Full description at Econpapers \|\| Download paper
2021	Importance of the Long-Term Seasonal Component in Day-Ahead Electricity Price Forecasting Revisited: Parameter-Rich Models Estimated via the LASSO. (2021). Weron, RafaÅ ; Marcjasz, Grzegorz ; Jdrzejewski, Arkadiusz. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:11:p:3249-:d:567421. Full description at Econpapers \|\| Download paper
2021	Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark. (2021). Weron, RafaÅ ; de Schutter, Bart ; Marcjasz, Grzegorz ; Lago, Jesus. In: Applied Energy. RePEc:eee:appene:v:293:y:2021:i:c:s0306261921004529. Full description at Econpapers \|\| Download paper
2021	The cost of uncoupling GB interconnectors. (2021). Newbery, David M ; Guo, Bowei. In: Energy Policy. RePEc:eee:enepol:v:158:y:2021:i:c:s0301421521004390. Full description at Econpapers \|\| Download paper
2021	The cost of uncoupling GB interconnectors. (2021). Newbery, D ; Guo, B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2118. Full description at Econpapers \|\| Download paper
2021	Forecasting macroeconomic risks. (2021). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias ; Adams, Patrick A. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1173-1191. Full description at Econpapers \|\| Download paper
2021	Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2021). Lahiri, Kajal ; Sheng, Xuguang Simon ; Peng, Huaming. In: Working Papers. RePEc:gwc:wpaper:2021-005. Full description at Econpapers \|\| Download paper
2021	Disagreement on expectations: firms versus consumers. (2021). Claveria, Oscar. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:12:d:10.1007_s43546-021-00164-4. Full description at Econpapers \|\| Download paper
2021	Probabilistic load forecasting considering temporal correlation: Online models for the prediction of householdsâ electrical load. (2021). Moller, Jan Kloppenborg ; Bacher, Peder ; Lemos-Vinasco, Julian. In: Applied Energy. RePEc:eee:appene:v:303:y:2021:i:c:s0306261921009685. Full description at Econpapers \|\| Download paper
2021	Forecasting UK inflation bottom up. (2021). Potjagailo, Galina ; Kapetanios, George ; Kalamara, Eleni ; Joseph, Andreas. In: Bank of England working papers. RePEc:boe:boeewp:0915. Full description at Econpapers \|\| Download paper
2021	Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them. (2019). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1711. Full description at Econpapers \|\| Download paper
2021	Evaluating forecast performance with state dependence. (2021). Sekhposyan, Tatevik ; Rossi, Barbara ; Odendahl, Florens. In: Economics Working Papers. RePEc:upf:upfgen:1800. Full description at Econpapers \|\| Download paper
2021	Predicting equity premium by conditioning on macroeconomic variables: A prediction selection strategy using the price of crude oil. (2021). Nonejad, Nima. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316068. Full description at Econpapers \|\| Download paper
2021	Multi-Day-Ahead Electricity Price Forecasting: A Comparison of fundamental, econometric and hybrid Models. (2021). Vogler, Arne ; Beran, Philip. In: EWL Working Papers. RePEc:dui:wpaper:2102. Full description at Econpapers \|\| Download paper
2021	Crude oil price point forecasts of the Norwegian GDP growth rate. (2021). Nonejad, Nima. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:5:d:10.1007_s00181-020-01964-7. Full description at Econpapers \|\| Download paper
2021	The price of crude oil and (conditional) out-of-sample predictability of world industrial production. (2021). Nonejad, Nima. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s2405851321000015. Full description at Econpapers \|\| Download paper
2021	Evaluating Forecast Performance with State Dependence. (2021). Sekhposyan, Tatevik ; Rossi, Barbara ; Odendahl, Florens. In: Working Papers. RePEc:bge:wpaper:1295. Full description at Econpapers \|\| Download paper
2021	Day-ahead probabilistic forecasting for French half-hourly electricity loads and quantiles for curve-to-curve regression. (2021). Yao, Qiwei ; Goude, Yannig ; Chen, Ying ; Xu, Xiuqin. In: Applied Energy. RePEc:eee:appene:v:301:y:2021:i:c:s0306261921008539. Full description at Econpapers \|\| Download paper
2021	High dimensional very short-term solar power forecasting based on a data-driven heuristic method. (2021). Joorabian, Mahmood ; Rafati, Amir ; Shaker, Hamid Reza ; Mashhour, Elaheh. In: Energy. RePEc:eee:energy:v:219:y:2021:i:c:s0360544220327547. Full description at Econpapers \|\| Download paper
2021	An overview of performance evaluation metrics for short-term statistical wind power forecasting. (2021). Pakrashi, V ; Gonzalez-Sopea, J M ; Ghosh, B. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:138:y:2021:i:c:s1364032120308005. Full description at Econpapers \|\| Download paper
2021	Online distributed learning in wind power forecasting. (2021). Obst, David ; Messner, Jakob W ; Pinson, Pierre ; Sommer, Benedikt. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:205-223. Full description at Econpapers \|\| Download paper
2021	Forecasting Electricity Prices with Expert, Linear and Non-Linear Models. (2021). Ravazzolo, Francesco ; del Grosso, Filippo ; Gianfreda, Angelica ; Bille, Anna Gloria. In: Working Paper series. RePEc:rim:rimwps:21-20. Full description at Econpapers \|\| Download paper
2021	Very short-term probabilistic wind power prediction using sparse machine learning and nonparametric density estimation algorithms. (2021). Zheng, Xiaodong ; Lv, Jiaqing ; Mikowicz, Marek ; Mo, Weike ; Pawlak, Mirosaw. In: Renewable Energy. RePEc:eee:renene:v:177:y:2021:i:c:p:181-192. Full description at Econpapers \|\| Download paper
2021	New York FED Staff Nowcasts and Reality: What Can We Learn about the Future, the Present, and the Past?. (2021). Siliverstovs, Boriss. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:11-:d:511974. Full description at Econpapers \|\| Download paper
2021	Evaluating the forecasting power of an open-economy DSGE model when estimated in a data-Rich environment. (2021). Gelfer, Sacha. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:129:y:2021:i:c:s0165188921001123. Full description at Econpapers \|\| Download paper
2021	Online estimation of DSGE models. (2021). Schorfheide, Frank ; Sarfati, Reca ; Matlin, Ethan ; Herbst, Edward ; Del, Marco ; Cai, Michael. In: Econometrics Journal. RePEc:oup:emjrnl:v:24:y:2021:i:1:p:c33-c58.. Full description at Econpapers \|\| Download paper
2021	Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601. Full description at Econpapers \|\| Download paper
2021	Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach. (2021). Nguyen, Hoang ; Javed, Farrukh. In: Working Papers. RePEc:hhs:oruesi:2021_015. Full description at Econpapers \|\| Download paper
2021	The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model. (2021). Sivaprasad, Sheeja ; Pappas, Vasileios ; Muradolu, Yaz Gulnur ; Izzeldin, Marwan. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000144. Full description at Econpapers \|\| Download paper
2021	Tail forecasts of inflation using time-varying parameter quantile regressions. (2021). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2103.03632. Full description at Econpapers \|\| Download paper
2021	Unemployment Rate Forecasting: A Hybrid Approach. (2021). Banerjee, Sayak ; Biswas, Munmun ; Chakraborty, Ashis Kumar ; Bhattacharya, Shramana. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10040-2. Full description at Econpapers \|\| Download paper
2021	Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model. (2021). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd. In: Papers. RePEc:arx:papers:2110.03411. Full description at Econpapers \|\| Download paper
2021	Mixed?frequency Bayesian predictive synthesis for economic nowcasting. (2021). McAlinn, Kenichiro. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:5:p:1143-1163. Full description at Econpapers \|\| Download paper
2021	Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR. (2021). Sekhposyan, Tatevik ; Owyang, Michael ; McCracken, Michael W. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2021:q:5:a:8. Full description at Econpapers \|\| Download paper
2021	Forecasting recovery from COVID-19 using financial data: An application to Viet Nam. (2021). Richiardi, Matteo ; Lastunen, Jesse. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp-2021-84. Full description at Econpapers \|\| Download paper
2021	Extensive comparison of physical models for photovoltaic power forecasting. (2021). Grof, Gyula ; Mayer, Martin Janos. In: Applied Energy. RePEc:eee:appene:v:283:y:2021:i:c:s0306261920316330. Full description at Econpapers \|\| Download paper
2021	Prediction of Solar Power Using Near-Real Time Satellite Data. (2021). Kay, Merlinde ; Prasad, Abhnil Amtesh. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:18:p:5865-:d:636858. Full description at Econpapers \|\| Download paper
2021	Short-Term Deterministic Solar Irradiance Forecasting Considering a Heuristics-Based, Operational Approach. (2021). Escobar, Rodrigo ; Boland, John ; Castillejo-Cuberos, Armando. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:18:p:6005-:d:640192. Full description at Econpapers \|\| Download paper
2021	Time-varying Uncertainty of the Federal ReserveÃ¢â¬â¢s Output Gap Estimate. (2020). Berge, Travis J. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-12. Full description at Econpapers \|\| Download paper
2021	Predicting Inflation with Neural Networks. (2021). Paranhos, Livia. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1344. Full description at Econpapers \|\| Download paper
2021	Predicting Inflation with Neural Networks. (2021). Paranhos, Livia. In: Papers. RePEc:arx:papers:2104.03757. Full description at Econpapers \|\| Download paper
2021	Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.01714. Full description at Econpapers \|\| Download paper
2021	Back to the Present: Learning about the Euro Area through a Now-casting Model. (2021). Modugno, Michele ; Giannone, Domenico ; Cascaldi-Garcia, Danilo ; Revil, Thiago. In: International Finance Discussion Papers. RePEc:fip:fedgif:1313. Full description at Econpapers \|\| Download paper
2021	Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances. (2021). ÃÂsterholm, PÃÂ¤r ; Nguyen, Hoang ; Kiss, Tamas ; Osterholm, Par ; Mazur, Stepan. In: Working Papers. RePEc:hhs:oruesi:2021_009. Full description at Econpapers \|\| Download paper
2021	Macroeconomic data transformations matter. (2021). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1338-1354. Full description at Econpapers \|\| Download paper
2021	Forecasting natural gas prices using highly flexible time-varying parameter models. (2021). Nguyen, Bao H ; Hou, Chenghan ; Gao, Shen. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002418. Full description at Econpapers \|\| Download paper
2021	Nowcasting in a pandemic using non-parametric mixed frequency VARs. (2021). Schreiner, Josef ; Pfarrhofer, Michael ; Onorante, Luca ; Koop, Gary ; Huber, Florian. In: Working Paper Series. RePEc:ecb:ecbwps:20212510. Full description at Econpapers \|\| Download paper
2021	Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs. (2021). Pfarrhofer, Michael ; Huber, Florian ; Schreiner, Josef ; Onorante, Luca ; Koop, Gary ; Florian, Huber . In: Working Papers. RePEc:jrs:wpaper:202101. Full description at Econpapers \|\| Download paper
2021	A mixed frequency BVAR for the euro area labour market. (2021). Foroni, Claudia ; Hernandez, Catalina Martinez ; Consolo, Agostino. In: Working Paper Series. RePEc:ecb:ecbwps:20212601. Full description at Econpapers \|\| Download paper
2021	An ensemble methodology for hierarchical probabilistic electric vehicle load forecasting at regular charging stations. (2021). Straka, Milan ; Refa, Nazir ; Proto, Daniela ; Khormali, Shahab ; Ferruzzi, Gabriella ; de Falco, Pasquale ; Buzna, Lubo ; van der Poel, Gijs. In: Applied Energy. RePEc:eee:appene:v:283:y:2021:i:c:s0306261920317207. Full description at Econpapers \|\| Download paper
2021	One-day-ahead electricity demand forecasting in holidays using discrete-interval moving seasonalities. (2021). Troncoso, Alicia ; Garcia-Diaz, Carlos J ; Trull, Oscar. In: Energy. RePEc:eee:energy:v:231:y:2021:i:c:s0360544221012147. Full description at Econpapers \|\| Download paper
2021	Forecasting inflation in the euro area: countries matter!. (2021). Capolongo, Angela ; Pacella, Claudia. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:5:d:10.1007_s00181-020-01959-4. Full description at Econpapers \|\| Download paper
2021	Artificial intelligence to support the integration of variable renewable energy sources to the power system. (2021). Evgeniou, Theodoros ; Boza, Pal. In: Applied Energy. RePEc:eee:appene:v:290:y:2021:i:c:s0306261921002646. Full description at Econpapers \|\| Download paper
2021	The ENSO Cycle and Forecastability of Global Inflation and Output Growth: Evidence from Standard and Mixed-Frequency Multivariate Singular Spectrum Analyses. (2021). GUPTA, RANGAN ; Yeganegi, Mohammad Reza ; Hassani, Hossein. In: Working Papers. RePEc:pre:wpaper:202169. Full description at Econpapers \|\| Download paper
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2021	Refinements of Barndorff-Nielsen and Shephard Model: An Analysis of Crude Oil Price with Machine Learning. (2021). Nganje, William ; Hanson, Erik ; Sengupta, Indranil. In: Annals of Data Science. RePEc:spr:aodasc:v:8:y:2021:i:1:d:10.1007_s40745-020-00256-2. Full description at Econpapers \|\| Download paper
2021	Forecasting of COVID-19 using deep layer Recurrent Neural Networks (RNNs) with Gated Recurrent Units (GRUs) and Long Short-Term Memory (LSTM) cells. (2021). Brenza, Timothy M ; Kawaji, Masahiro ; Sai, Ch Mohan ; Kalaga, Dinesh V ; Arunkumar, K E. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:146:y:2021:i:c:s0960077921002149. Full description at Econpapers \|\| Download paper
2021	A combined architecture of multivariate LSTM with Mahalanobis and Z-Score transformations for oil price forecasting. (2021). Datta, Tapan Kumar ; Sharma, Nikhil ; Urolagin, Siddhaling. In: Energy. RePEc:eee:energy:v:231:y:2021:i:c:s0360544221012111. Full description at Econpapers \|\| Download paper
2021	A text-based monitoring tool for the legitimacy and guidance of technological innovation systems. (2021). Nemeczek, Fabian ; Weiss, Daniel. In: Technology in Society. RePEc:eee:teinso:v:66:y:2021:i:c:s0160791x21001615. Full description at Econpapers \|\| Download paper
2021	Take Bitcoin into your portfolio: a novel ensemble portfolio optimization framework for broad commodity assets. (2021). Wang, Shouyang ; Wei, Yunjie ; Jiang, Shangrong ; Li, Yuze. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00281-x. Full description at Econpapers \|\| Download paper
2021	The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China. (2021). Zhang, Hongwei ; Gao, Wang ; Liu, Yuanyuan ; Niu, Zibo. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001872. Full description at Econpapers \|\| Download paper
2021	Influences of sentiment from news articles on EU carbon prices. (2021). Xue, Minggao ; Ye, Jing. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321002929. Full description at Econpapers \|\| Download paper
2021	Forecasting Crude Oil Price Using Event Extraction. (2021). Huang, Xiaohong ; Liu, Jiangwei. In: Papers. RePEc:arx:papers:2111.09111. Full description at Econpapers \|\| Download paper
2021	Does news tone help forecast oil?. (2021). Ren, Boru ; Lucey, Brian. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002248. Full description at Econpapers \|\| Download paper
2021	A novel multiscale forecasting model for crude oil price time series. (2021). Chen, Xueli ; Heng, Jiani ; Hu, Yucai ; Li, Ranran. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:173:y:2021:i:c:s0040162521006144. Full description at Econpapers \|\| Download paper
2021	A novel method for online real-time forecasting of crude oil price. (2021). Gong, Xue ; Zhang, Weiguo ; Zhao, Yuan ; Wang, Chao. In: Applied Energy. RePEc:eee:appene:v:303:y:2021:i:c:s0306261921009648. Full description at Econpapers \|\| Download paper
2021	Forecasting financial markets with semantic network analysis in the COVIDâ19 crisis. (2021). Violante, Francesco ; Ravazzolo, Francesco ; Grassi, Stefano ; Colladon, Andrea Fronzetti. In: Working Papers. RePEc:crs:wpaper:2021-06. Full description at Econpapers \|\| Download paper
2021	As long as you talk about me: The importance of family firm brands and the contingent role of family-firm identity. (2021). Colladon, Fronzetti A ; Benedetti, C ; Rovelli, P ; de Massis, A. In: Papers. RePEc:arx:papers:2110.13815. Full description at Econpapers \|\| Download paper
2021	Exploring the Antecedents of Consumer Confidence through Semantic Network Analysis of Online News. (2021). Ravazzolo, Francesco ; Guardabascio, B ; Grippa, F ; Colladon, Fronzetti A. In: Papers. RePEc:arx:papers:2105.04900. Full description at Econpapers \|\| Download paper
2021	Probabilistic forecasts of the distribution grid state using data-driven forecasts and probabilistic power flow. (2021). Faulwasser, Timm ; Waczowicz, Simon ; Dupmeier, Clemens ; Kuhnapfel, Uwe ; Akmak, Huseyin ; Liu, Jianlei ; Braun, Eric ; Muhlpfordt, Tillmann ; Appino, Riccardo Remo ; Gonzalez-Ordiano, Jorge Angel ; Hagenmeyer, Veit ; Mikut, Ralf. In: Applied Energy. RePEc:eee:appene:v:302:y:2021:i:c:s0306261921008837. Full description at Econpapers \|\| Download paper
2021	Targeted Price Controls on Supermarket Products. (2021). Cavallo, Alberto ; Aparicio, Diego. In: The Review of Economics and Statistics. RePEc:tpr:restat:v:103:y:2021:i:1:p:60-71. Full description at Econpapers \|\| Download paper
2021	Time matters: How default resolution times impact final loss rates. (2021). Rosch, Daniel ; Kellner, Ralf ; Betz, Jennifer. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:3:p:619-644. Full description at Econpapers \|\| Download paper
2021	Kelly Criterion for Optimal Credit Allocation. (2021). Verhoeven, Peter ; Tran, Son. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:434-:d:631915. Full description at Econpapers \|\| Download paper
2021	Can the Baidu Index predict realized volatility in the Chinese stock market?. (2021). Shen, Dehua ; Yan, Kai ; Zhang, Wei. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-020-00216-y. Full description at Econpapers \|\| Download paper
2021	YOLO trading: Riding with the herd during the GameStop episode. (2021). VÃÂ½rost, TomÃ¡Å¡ ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan. In: EconStor Preprints. RePEc:zbw:esprep:230679. Full description at Econpapers \|\| Download paper
2021	Multivariate volatility forecasts for stock market indices. (2021). Croux, Christophe ; Rombouts, Jeroen ; Wilms, Ines. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:484-499. Full description at Econpapers \|\| Download paper
2021	A machine learning approach to volatility forecasting. (2021). Veliyev, Bezirgen ; Christensen, Kim ; Siggaard, Mathias. In: CREATES Research Papers. RePEc:aah:create:2021-03. Full description at Econpapers \|\| Download paper
2021	What are you searching for? On the equivalence of proxies for online investor attention. (2021). Prange, Philipp ; Behrendt, Simon. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310554. Full description at Econpapers \|\| Download paper
2021	Downside Systematic Risk in Pakistani Stock Market: Role of Corporate Governance, Financial Liberalization and Investor Sentiment. (2021). Malik, Qaisar ; Akbar, Muhammad ; Hussain, Shahzad ; Abbas, Nasir ; Ahmad, Tanveer. In: CAFE Working Papers. RePEc:akf:cafewp:14. Full description at Econpapers \|\| Download paper
2021	The effect of online environmental news on green industry stocks: The mediating role of investor sentiment. (2021). Shen, Xiaohong ; Yu, Guangjin ; Wang, Gaoshan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:573:y:2021:i:c:s037843712100251x. Full description at Econpapers \|\| Download paper
2021	Forecasting volatility using double shrinkage methods. (2021). Cheng, Mingmian ; Yang, Xiye ; Swanson, Norman R. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:46-61. Full description at Econpapers \|\| Download paper
2021	How to gauge investor behavior? A comparison of online investor sentiment measures. (2021). Behrendt, Simon ; Ballinari, Daniele. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:2:d:10.1007_s42521-021-00038-2. Full description at Econpapers \|\| Download paper
2021	The stabilizing effect of social distancing: Cross-country differences in financial market response to COVID-19 pandemic policies. (2021). Torgler, Benno ; Colthurst, Richard ; Chan, Ho Fai ; Brumpton, Martin ; Bickley, Steve J. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000921. Full description at Econpapers \|\| Download paper
2021	Stock Portfolio Optimization Using a Deep Learning LSTM Model. (2021). Mehtab, Sidra ; Dutta, Abhishek ; Sen, Jaydip. In: Papers. RePEc:arx:papers:2111.04709. Full description at Econpapers \|\| Download paper
2021	Realized skewness and the short-term predictability for aggregate stock market volatility. (2021). Wang, Yudong ; Zhang, Yaojie ; He, Mengxi. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002030. Full description at Econpapers \|\| Download paper
2021	Does investor attention increase stock market volatility during the COVID-19 pandemic?. (2021). Sharma, Susan Sunila ; Xu, Liao ; Wang, Hua. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x21001451. Full description at Econpapers \|\| Download paper
2021	Empirical Analysis of MSCI China A-Shares. (2021). Li, Weiping. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:514-:d:665289. Full description at Econpapers \|\| Download paper
2021	Forecasting Realized Volatility Using Machine Learning and Mixed-Frequency Data (the Case of the Russian Stock Market). (2021). Leonova, Aleksandra ; Elizarov, Pavel ; Pyrlik, Vladimir. In: CERGE-EI Working Papers. RePEc:cer:papers:wp713. Full description at Econpapers \|\| Download paper
2021	Examining stock markets and societal mood using Internet memes. (2021). Jeong, Yong Jin ; Jung, Sanghoon. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001192. Full description at Econpapers \|\| Download paper
2021	The Influence of Research Reports on Stock Returns: The Mediating Effect of Machine-Learning-Based Investor Sentiment. (2021). Wang, Yue ; Shen, Xiaohong. In: Discrete Dynamics in Nature and Society. RePEc:hin:jnddns:5049179. Full description at Econpapers \|\| Download paper
2021	Social sentiment segregation: Evidence from Twitter and Google Trends in Chile during the COVID-19 dynamic quarantine strategy. (2021). Henriquez, Pablo A ; Diaz, Fernando. In: PLOS ONE. RePEc:plo:pone00:0254638. Full description at Econpapers \|\| Download paper
2021	Evaluating the Discrimination Ability of Proper Multivariate Scoring Rules. (2021). Alexander, Carol ; Coulon, Michael ; Han, Yang ; Meng, Xiaochun. In: Papers. RePEc:arx:papers:2101.12693. Full description at Econpapers \|\| Download paper
2021	The role of information and experience for households inflation expectations. (2021). Conrad, Christian ; Glas, Alexander ; Enders, Zeno. In: Working Paper series. RePEc:rim:rimwps:21-04. Full description at Econpapers \|\| Download paper
2021	A Closer Look at the Behavior of Uncertainty and Disagreement: Micro Evidence from the Euro Area. (2021). Rich, Robert ; Tracy, Joseph. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:1:p:233-253. Full description at Econpapers \|\| Download paper
2021	The role of information and experience for households inflation expectations. (2021). Glas, Alexander ; Enders, Zeno ; Conrad, Christian. In: Discussion Papers. RePEc:zbw:bubdps:072021. Full description at Econpapers \|\| Download paper
2021	âEmployment uncertainty a year after the irruption of the covid-19 pandemicâ. (2021). SoriÄ, Petar ; Claveria, Oscar ; Soric, Petar. In: AQR Working Papers. RePEc:aqr:wpaper:202104. Full description at Econpapers \|\| Download paper
2021	Employment uncertainty a year after the irruption of the covid-19 pandemic.. (2021). SoriÄ, Petar ; Claveria, Oscar ; Soric, Petar. In: IREA Working Papers. RePEc:ira:wpaper:202112. Full description at Econpapers \|\| Download paper
2021	On the Aggregation of Survey-Based Economic Uncertainty Indicators Between Different Agents and Across Variables. (2021). Claveria, Oscar. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:17:y:2021:i:1:d:10.1007_s41549-020-00050-2. Full description at Econpapers \|\| Download paper
2021	Conditional macroeconomic forecasts: Disagreement, revisions and forecast errors. (2021). Heinisch, Katja ; Glas, Alexander. In: IWH Discussion Papers. RePEc:zbw:iwhdps:72021. Full description at Econpapers \|\| Download paper
2021	ECB communication as a stabilization and coordination device: evidence from ex-ante inflation uncertainty. (2021). Fernandes, Cecilia Melo. In: Working Paper Series. RePEc:ecb:ecbwps:20212582. Full description at Econpapers \|\| Download paper
2021	Heterogeneity of Beliefs and Information Rigidity in the Crude Oil Market: Evidence from Survey Data. (2021). Czudaj, Robert. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep050. Full description at Econpapers \|\| Download paper
2021	Investment irreversibility and cyclical adversity: Implications for the financial performance of European manufacturing companies. (2021). Mannasoo, Kadri ; Kepp, Kaido. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:42:y:2021:i:7:p:1665-1678. Full description at Econpapers \|\| Download paper
2021	FX market volatility modelling: Can we use low-frequency data?. (2021). VÃÂ½rost, TomÃ¡Å¡ ; LyÃÂ³csa, Å tefan ; Vrost, Toma ; Plihal, Toma ; Lyocsa, Tefan. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320315907. Full description at Econpapers \|\| Download paper
2021	Stock market volatility forecasting: Do we need high-frequency data?. (2021). MolnÃÂ¡r, Peter ; LyÃÂ³csa, Å tefan ; Vrost, Toma ; Molnar, Peter ; Lyocsa, Tefan. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1092-1110. Full description at Econpapers \|\| Download paper
2021	Night trading with futures in China: The case of Aluminum and Copper. (2021). Todorova, Neda ; Klein, Tony. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002191. Full description at Econpapers \|\| Download paper
2021	Using mixed-frequency and realized measures in quantile regression. (2020). Gallo, Giampiero ; Candila, Vincenzo ; Petrella, Lea. In: Papers. RePEc:arx:papers:2011.00552. Full description at Econpapers \|\| Download paper
2021	The uncertainty in extreme risk forecasts from covariate-augmented volatility models. (2021). Hoga, Yannick. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:675-686. Full description at Econpapers \|\| Download paper
2021	Evaluating quantile-bounded and expectile-bounded interval forecasts. (2021). Taylor, James W. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:800-811. Full description at Econpapers \|\| Download paper
2021	The implications of globalisation for the ECB monetary policy strategy. (2021). Schmitz, Martin ; Lastauskas, Povilas ; Kataryniuk, IvÃÂ¡n ; JOCHEM, Axel ; Gunnella, Vanessa ; Georgiadis, Georgios ; FontagnÃÂ©, Lionel ; Feldkircher, Martin ; Everett, Mary ; Carvalho, Daniel ; Labhard, Vincent ; Bricongne, Jean-Charles ; Felettigh, Alberto ; Cova, Pietro ; Dimitropoulou, Dimitra ; Hemmerle, Yannick ; Siena, Daniele ; Osbat, Chiara ; Venditti, Fabrizio ; Kuhnlenz, Markus ; Baumann, Ursel ; Zumer, Tina ; Parraga, Susana ; de Luigi, Clara ; Serafini, Roberta ; Mattias, Nilsson ; Carluccio, Juan ; Korhonen, Iikka ; Wacket, Helmut ; Banerjee, Biswajit ; Eichler, Eric ; Giron, Celestino ; Meinen, Philipp ; de Bandt, Olivier ; del Giudice, Davide ; van Schaik, Ilona ; Mozzanica, Mirco Balatti ; Dorrucci, Ettore ; Coim
2021	On the intraday return curves of Bitcoin: Predictability and trading opportunities. (2021). Wang, Shixuan ; Bouri, Elie ; Zhao, Yuqian ; Saeed, Tareq ; Marco, Chi Keung. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001228. Full description at Econpapers \|\| Download paper
2021	Effects of Crude Oil Prices Volatility, the Internet and Inflation on Economic Growth in ASEAN-5 Countries: A Panel Autoregressive Distributed Lag Approach. (2021). Tajuddin, Tajuddin ; Rosnawintang, Rosnawintang ; Saidi, La Ode ; Pasrun, Yuwanda Purnamasari ; Adam, Pasrun. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-3. Full description at Econpapers \|\| Download paper
2021	Dynamic Relationships between Oil Price, Inflation and Economic Growth: A VARMA, GARCH-in-mean, asymmetric BEKK Model for Turkey. (2021). Bozma, Gurkan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00827. Full description at Econpapers \|\| Download paper
2021	Examining the dynamic effect of COVID-19 pandemic on dwindling oil prices using structural vector autoregressive model. (2021). Ahmed, Funmilola F ; Adedeji, Abdulkabir N ; Adam, Shehu U. In: Energy. RePEc:eee:energy:v:230:y:2021:i:c:s0360544221010616. Full description at Econpapers \|\| Download paper
2021	How the fiscal and monetary policy uncertainty of China respond to global oil price volatility: A multi-regime-on-scale approach. (2021). Cheng, Sheng ; Jiang, Qisheng. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001355. Full description at Econpapers \|\| Download paper
2021	Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions. (2021). Nonejad, Nima. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01882-8. Full description at Econpapers \|\| Download paper
2021	Oil shocks and stock market volatility: New evidence. (2021). Zhu, BO ; Wang, Jiqian ; Ma, Feng ; Lu, Xinjie. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004394. Full description at Econpapers \|\| Download paper
2021	Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures: Some new empirical results. (2021). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004977. Full description at Econpapers \|\| Download paper
2021	Asymmetries in the effect of oil rent shocks on economic growth: A sectoral analysis from the perspective of the oil curse. (2021). Szulczyk, Kenneth ; Badeeb, Ramez ; Lean, Hooi Hooi. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003366. Full description at Econpapers \|\| Download paper
2021	Bayesian model averaging and the conditional volatility process: an application to predicting aggregate equity returns by conditioning on economic variables. (2021). Nonejad, Nima. In: Quantitative Finance. RePEc:taf:quantf:v:21:y:2021:i:8:p:1387-1411. Full description at Econpapers \|\| Download paper
2021	Profitability Analysis in Stock Investment Using an LSTM-Based Deep Learning Model. (2021). Mehtab, Sidra ; Dutta, Abhishek ; Sen, Jaydip. In: Papers. RePEc:arx:papers:2104.06259. Full description at Econpapers \|\| Download paper
2021	Design and Analysis of Robust Deep Learning Models for Stock Price Prediction. (2021). Mehtab, Sidra ; Sen, Jaydip. In: Papers. RePEc:arx:papers:2106.09664. Full description at Econpapers \|\| Download paper
2021	Forecasting crude oil volatility with geopolitical risk: Do time-varying switching probabilities play a role?. (2021). Ma, Feng ; Wang, LU ; Gao, Xinxin ; Hao, Jianyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921000983. Full description at Econpapers \|\| Download paper
2021	Asymmetric volatility spillovers between crude oil and Chinas financial markets. (2021). Li, Shouwei ; Wang, HU. In: Energy. RePEc:eee:energy:v:233:y:2021:i:c:s036054422101416x. Full description at Econpapers \|\| Download paper
2021	Analysis of Sectoral Profitability of the Indian Stock Market Using an LSTM Regression Model. (2021). Mehtab, Sidra ; Mondal, Saikat ; Sen, Jaydip. In: Papers. RePEc:arx:papers:2111.04976. Full description at Econpapers \|\| Download paper
2021	Do the stocks returns and volatility matter under the COVID-19 pandemic? A Case Study of Pakistan Stock Exchange. (2021). Usman, Muhammad Ahmad ; Ahmad, Ijaz ; Saeed, Muhammad. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:3:y:2021:i:1:p:13-26. Full description at Econpapers \|\| Download paper
2021	Forecasting government support in Irish general elections: Opinion polls and structural models. (2021). Lewis-Beck, Michael S ; Quinlan, Stephen. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1654-1665. Full description at Econpapers \|\| Download paper
2021	Validating intra-day risk premium in cross-sectional return curves. (2021). Zhao, Yuqian. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s154461232100101x. Full description at Econpapers \|\| Download paper
2021	Determinants of Non-Performing Loans in Greece: the intricate role of fiscal expansion. (2021). Louri, Helen ; Karadima, Maria. In: GreeSE â Hellenic Observatory Papers on Greece and Southeast Europe. RePEc:hel:greese:160. Full description at Econpapers \|\| Download paper
2021	A predictive indicator using lender composition for loan evaluation in P2P lending. (2021). Luo, Chunyu ; Zhou, Wenjun ; Jiang, Shuai ; Guo, Yanhong ; Xiong, Hui. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00261-1. Full description at Econpapers \|\| Download paper
2021	Determinants of non-performing loans in Greece: the intricate role of fiscal expansion. (2021). Louri, Helen ; Karadima, Maria. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:110741. Full description at Econpapers \|\| Download paper
2021	Bank Survival Around the World A Meta?Analytic Review. (2021). KoÄenda, EvÅ¾en ; Iwasaki, Ichiro ; Koenda, Even. In: CEI Working Paper Series. RePEc:hit:hitcei:2021-02. Full description at Econpapers \|\| Download paper
2021	Inefficiency source tracking: evidence from data envelopment analysis and random forests. (2021). Bou-Hamad, Imad ; Anouze, Abdel Latef. In: Annals of Operations Research. RePEc:spr:annopr:v:306:y:2021:i:1:d:10.1007_s10479-020-03883-3. Full description at Econpapers \|\| Download paper
2021	The Rationality of USDA Forecasts under Multivariate Asymmetric Loss. (2021). Kuethe, Todd ; Katchova, Ani L ; Bora, Siddhartha S. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:103:y:2021:i:3:p:1006-1033. Full description at Econpapers \|\| Download paper
2021	Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx. (2021). Weron, RafaÅ ; Marcjasz, Grzegorz ; Dubrawski, Artur ; Challu, Cristian ; Olivares, Kin G. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2107. Full description at Econpapers \|\| Download paper
2021	A data-driven operational model for traffic at the Dallas Fort Worth International Airport. (2021). Phillips, Caleb ; Ge, Yanbo ; Eash, Matthew ; Ugirumurera, Juliette ; Ficenec, Karen ; Severino, Joseph ; Williams, Lindy ; Lunacek, Monte. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:94:y:2021:i:c:s0969699721000442. Full description at Econpapers \|\| Download paper
2021	Demand Forecasting of Individual Probability Density Functions with Machine Learning. (2021). Wolf, Moritz ; Hahn, Martin ; Kerzel, Ulrich ; Wick, Felix ; Feindt, Michael ; Ernst, Jakob ; Stemmer, Daniel ; Singhal, Trapti. In: SN Operations Research Forum. RePEc:spr:snopef:v:2:y:2021:i:3:d:10.1007_s43069-021-00079-8. Full description at Econpapers \|\| Download paper
2021	Enhancing load, wind and solar generation for day-ahead forecasting of electricity prices. (2021). Weron, Tomasz ; Nitka, Weronika ; Maciejowska, Katarzyna. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s014098832100178x. Full description at Econpapers \|\| Download paper
2021	Short-term risk management for electricity retailers under rising shares of decentralized solar generation. (2021). Keles, Dogan ; Bertsch, Valentin ; Kraft, Emil ; Russo, Marianna. In: Working Paper Series in Production and Energy. RePEc:zbw:kitiip:57. Full description at Econpapers \|\| Download paper
2021	Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data. (2021). Salisu, Afees ; GUPTA, RANGAN ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:202122. Full description at Econpapers \|\| Download paper
2021	Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks. (2021). Demirer, Riza ; Ji, Qiang ; Gupta, Rangan ; Luo, Jiawen. In: Working Papers. RePEc:pre:wpaper:202130. Full description at Econpapers \|\| Download paper
2021	OPEC news and jumps in the oil market. (2021). Yoon, Seong-Min ; Pierdzioch, Christian ; Gupta, Rangan ; Gkillas, Konstantinos. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000013. Full description at Econpapers \|\| Download paper
2021	Dynamic spillovers of geopolitical risks and gold prices: New evidence from 18 emerging economies. (2021). Chen, Jinyu ; Huang, Jianbai ; Li, Yingli. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309685. Full description at Econpapers \|\| Download paper
2021	Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty. (2021). Salisu, Afees ; GUPTA, RANGAN ; Karmakar, Sayar ; Das, Sonali. In: Working Papers. RePEc:pre:wpaper:202133. Full description at Econpapers \|\| Download paper
2021	A Comparative Analysis on Probability of Volatility Clusters on Cryptocurrencies, and FOREX Currencies. (2021). Chinthapalli, Usha Rekha. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:308-:d:589162. Full description at Econpapers \|\| Download paper
2021	Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data. (2021). Salisu, Afees ; GUPTA, RANGAN ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:202146. Full description at Econpapers \|\| Download paper
2021	The time-varying effects of financial and geopolitical uncertainties on commodity market dynamics: A TVP-SVAR-SV analysis. (2021). Huang, Jianbai ; Ding, Qian ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000945. Full description at Econpapers \|\| Download paper
2021	Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?. (2021). Charif, Husni ; Assaf, Ata ; Mokni, Khaled. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001264. Full description at Econpapers \|\| Download paper
2021	Analyzing the time-frequency connectedness among oil, gold prices and BRICS geopolitical risks. (2021). Zhang, Hongwei ; Gao, Wang ; Huang, Jianbai ; Li, Yingli. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001483. Full description at Econpapers \|\| Download paper
2021	Exchange Rate Jumps and Geopolitical Risks. (2021). GUPTA, RANGAN ; Vortelinos, Dimitrios ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:202171. Full description at Econpapers \|\| Download paper
2021	Forecasting power of infectious diseases-related uncertainty for gold realized variance. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Gkillas, Konstantinos. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000179. Full description at Econpapers \|\| Download paper
2021	Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data. (2021). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Energy. RePEc:eee:energy:v:235:y:2021:i:c:s0360544221015814. Full description at Econpapers \|\| Download paper
2021	A note on investor happiness and the predictability of realized volatility of gold. (2021). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320303524. Full description at Econpapers \|\| Download paper
2021	Asymmetry of Risk Evolution in Crude Oil Market: From the Perspective of Dual Attributes of Oil. (2021). Yao, Yanyan ; Li, Zhenghui ; Liu, Yanqiong ; Dong, Hao. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:13:p:4063-:d:589038. Full description at Econpapers \|\| Download paper
2021	Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers. (2021). Pierdzioch, Christian ; GUPTA, RANGAN. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:14:p:4173-:d:591975. Full description at Econpapers \|\| Download paper
2021	Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment. (2021). Pierdzioch, Christian ; GUPTA, RANGAN. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:23:p:8085-:d:693917. Full description at Econpapers \|\| Download paper
2021	El NiÃ±o, La NiÃ±a, and the Forecastability of the Realized Variance of Heating Oil Price Movements. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:14:p:7987-:d:596011. Full description at Econpapers \|\| Download paper
2021	Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty. (2021). Salisu, Afees ; GUPTA, RANGAN ; Das, Sonali ; Karmakar, Sayar. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_017. Full description at Econpapers \|\| Download paper
2021	Bayesian MIDAS penalized regressions: Estimation, selection, and prediction. (2021). Mogliani, Matteo ; Simoni, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:833-860. Full description at Econpapers \|\| Download paper
2021	Forecasting imports with information from abroad. (2021). Lehmann, Robert ; Grimme, Christian ; Noeller, Marvin. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:109-117. Full description at Econpapers \|\| Download paper
2021	Measuring the Business Cycle Chronology with a Novel Business Cycle Indicator for Germany. (2021). Mayer, Thomas ; Gehringer, Agnieszka. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:17:y:2021:i:1:d:10.1007_s41549-021-00054-6. Full description at Econpapers \|\| Download paper
2021	Time-Varying Dynamics of the German Business Cycle: A Comprehensive Investigation. (2021). Reif, Magnus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9271. Full description at Econpapers \|\| Download paper
2021	Predicting the German Economy: Headline Survey Indices Under Test. (2021). Reif, Magnus ; Lehmann, Robert. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:17:y:2021:i:2:d:10.1007_s41549-021-00055-5. Full description at Econpapers \|\| Download paper
2021	Minnesota-type adaptive hierarchical priors for large Bayesian VARs. (2021). Chan, Joshua. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1212-1226. Full description at Econpapers \|\| Download paper
2021	Decoupling Shrinkage and Selection for the Bayesian Quantile Regression. (2021). Kohns, David ; Szendrei, Tibor. In: Papers. RePEc:arx:papers:2107.08498. Full description at Econpapers \|\| Download paper
2021	Modelling Five Variables BVAR for Economic Policies and Growth in Azerbaijan, Kazakhstan and Russia: 2005â2020. (2021). Stankevich, Ivan Pavlovich ; Pilnik, Nikolay Petrovich ; Kopytin, Ivan Aleksandrovich. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-05-58. Full description at Econpapers \|\| Download paper
2021	Flexible Mixture Priors for Large Time-varying Parameter Models. (2021). Hauzenberger, Niko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:87-108. Full description at Econpapers \|\| Download paper
2021	The investment narrative: Improving private investment forecasts with media data. (2021). Schmidt, Torsten ; Jentsch, Carsten ; Muller, Henrik ; Blagov, Boris. In: Ruhr Economic Papers. RePEc:zbw:rwirep:921. Full description at Econpapers \|\| Download paper
2021	The Risk of Algorithm Transparency: How Algorithm Complexity Drives the Effects on Use of Advice. (2021). Thonemann, Ulrich W ; Fugener, Andreas ; Lehmann, Cedric A ; Haubitz, Christiane B. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:078. Full description at Econpapers \|\| Download paper
2021	Construction of a Predictive Model for MLB Matches. (2021). Chang, Chia-Hao. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:1:p:7-112:d:499928. Full description at Econpapers \|\| Download paper
2021	Narratives in economics. (2021). Reccius, Matthias ; Roos, Michael. In: Papers. RePEc:arx:papers:2109.02331. Full description at Econpapers \|\| Download paper
2021	Narratives in economics. (2021). Reccius, Matthias. In: Ruhr Economic Papers. RePEc:zbw:rwirep:922. Full description at Econpapers \|\| Download paper
2021	How Market Prices React to Information: Evidence from a Natural Experiment. (2020). Page, Lionel ; Author, Romain Gauriot. In: Working Papers. RePEc:nad:wpaper:20200058. Full description at Econpapers \|\| Download paper
2021	Efficiency Testing of Prediction Markets: Martingale Approach, Likelihood Ratio and Bayes Factor Analysis. (2021). Vecer, Jan ; Richard, Mark. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:2:p:31-:d:490735. Full description at Econpapers \|\| Download paper
2021	Regularized quantile regression averaging for probabilistic electricity price forecasting. (2021). Weron, RafaÅ ; Uniejewski, Bartosz. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000268. Full description at Econpapers \|\| Download paper
2021	National-scale electricity peak load forecasting: Traditional, machine learning, or hybrid model?. (2021). Cho, Youngsang ; Lee, Juyong. In: Papers. RePEc:arx:papers:2107.06174. Full description at Econpapers \|\| Download paper
2021	Probabilistic Day-Ahead Wholesale Price Forecast: A Case Study in Great Britain. (2021). Verma, Jake ; Caudron, Julien ; Haben, Stephen. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:3:p:38-632:d:623967. Full description at Econpapers \|\| Download paper
2021	Learning spatiotemporal dynamics in wholesale energy markets with dynamic mode decomposition. (2021). Dowling, Alexander W ; Elmore, Clay T. In: Energy. RePEc:eee:energy:v:232:y:2021:i:c:s0360544221012615. Full description at Econpapers \|\| Download paper
2021	Event-Based Evaluation of Electricity Price Ensemble Forecasts. (2021). Ziel, Florian ; Vogler, Arne. In: Forecasting. RePEc:gam:jforec:v:4:y:2021:i:1:p:4-71:d:713504. Full description at Econpapers \|\| Download paper
2021	Application of Bagging in Day-Ahead Electricity Price Forecasting and Factor Augmentation. (2021). Yildirim, Dilem ; Ozen, Kadir. In: ERC Working Papers. RePEc:met:wpaper:2101. Full description at Econpapers \|\| Download paper
2021	A Spectral Model of Grid Frequency for Assessing the Impact of Inertia Response on Wind Turbine Dynamics. (2021). Schlipf, David ; Guo, Feng. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:9:p:2492-:d:544353. Full description at Econpapers \|\| Download paper
2021	Volatility and Dispersion of Hourly Electricity Contracts on the German Continuous Intraday Market. (2021). Naumann, Michael ; Baule, Rainer. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:22:p:7531-:d:676816. Full description at Econpapers \|\| Download paper
2021	Comprehensive Review on Electricity Market Price and Load Forecasting Based on Wind Energy. (2021). Garcia, Fausto Pedro ; Acarolu, Hakan. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:22:p:7473-:d:675237. Full description at Econpapers \|\| Download paper
2021	Rational repricing of risk during COVID?19: Evidence from Indian single stock options market. (2021). Virmani, Vineet ; Varma, Jayanth R ; Agarwalla, Sobhesh Kumar. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:10:p:1498-1519. Full description at Econpapers \|\| Download paper
2021	Systemic risk measures and distribution forecasting of macroeconomic shocks. (2021). Zhang, YU ; Liu, Yanzhen ; Chen, Guojin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:178-196. Full description at Econpapers \|\| Download paper
2021	Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll. (2021). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202143. Full description at Econpapers \|\| Download paper
2021	Estimating robot strengths with application to selection of alliance members in FIRST robotics competitions. (2021). Teng, Jen-Chieh ; Chiang, Chin-Tsang ; Lim, Alejandro. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:158:y:2021:i:c:s0167947321000153. Full description at Econpapers \|\| Download paper
2021	Intraday shelf replenishment decision support for perishable goods. (2021). Stuckenschmidt, Heiner ; Huber, Jakob. In: International Journal of Production Economics. RePEc:eee:proeco:v:231:y:2021:i:c:s0925527320301985. Full description at Econpapers \|\| Download paper
2021	Machine learning and optimization models for supplier selection and order allocation planning. (2021). Wardley, Leslie J ; Amin, Saman Hassanzadeh ; Islam, Samiul. In: International Journal of Production Economics. RePEc:eee:proeco:v:242:y:2021:i:c:s0925527321002917. Full description at Econpapers \|\| Download paper
2021	The state of artificial intelligence: Procurement versus sales and marketing. (2021). Bode, Christoph ; Stuckenschmidt, Heiner ; Spreitzenbarth, Jan. In: Chapters from the Proceedings of the Hamburg International Conference of Logistics (HICL). RePEc:zbw:hiclch:249617. Full description at Econpapers \|\| Download paper
2021	Using Textual and Economic Features to Predict the RMB Exchange Rate. (2021). Hung, Chihli ; Chou, Hsien-Ming ; Chung, Yi-Chen. In: Advances in Management and Applied Economics. RePEc:spt:admaec:v:11:y:2021:i:6:f:11_6_8. Full description at Econpapers \|\| Download paper
2021	The predictive strength of MBS yield spreads during asset bubbles. (2021). Deku, Solomon ; Semeyutin, Artur ; Kara, Alper. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:56:y:2021:i:1:d:10.1007_s11156-020-00888-8. Full description at Econpapers \|\| Download paper
2021	Semiparametric time series models driven by latent factor. (2021). Ombao, Hernando ; de Souza, Fernando ; Barreto-Souza, Wagner ; de Oliveira, Gisele. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1463-1479. Full description at Econpapers \|\| Download paper
2021	Global equity market volatilities forecasting: A comparison of leverage effects, jumps, and overnight information. (2021). Wei, YU ; Ma, Feng ; Li, Yan ; Liang, Chao. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000922. Full description at Econpapers \|\| Download paper
2021	The role of US implied volatility index in forecasting Chinese stock market volatility: Evidence from HAR models. (2021). Wang, Xiong ; Zhao, Yupei ; Wen, Fenghua ; Xiao, Jihong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:74:y:2021:i:c:p:311-333. Full description at Econpapers \|\| Download paper
2021	Return connectedness among commodity and financial assets during the COVID-19 pandemic: Evidence from China and the US. (2021). Liang, Chao ; Wei, YU ; Bai, Lan. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s030142072100180x. Full description at Econpapers \|\| Download paper
2021	Forecasting realized volatility: The role of implied volatility, leverage effect, overnight returns, and volatility of realized volatility. (2021). Tsakou, Katerina ; McMillan, David G ; Kambouroudis, Dimos S. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:10:p:1618-1639. Full description at Econpapers \|\| Download paper
2021	Is investor sentiment stronger than VIX and uncertainty indices in predicting energy volatility?. (2021). Umar, Muhammad ; Liang, Chao ; Chen, Zhonglu. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004001. Full description at Econpapers \|\| Download paper
2021	Interest rate trends in a global context. (2021). Tesar, Linda L ; Stolyarov, Dmitriy. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001218. Full description at Econpapers \|\| Download paper
2021	Predicting risk in energy markets: Low-frequency data still matter. (2021). VÃÂ½rost, TomÃ¡Å¡ ; Vrost, Toma ; Todorova, Neda ; Lyocsa, Tefan. In: Applied Energy. RePEc:eee:appene:v:282:y:2021:i:pa:s0306261920315567. Full description at Econpapers \|\| Download paper
2021	Time?varying dynamics of expected shortfall in commodity futures markets. (2021). Auer, Benjamin R ; Mehlitz, Julia S. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:6:p:895-925. Full description at Econpapers \|\| Download paper
2021	Quantile-based GARCH-MIDAS: Estimating value-at-risk using mixed-frequency information. (2021). Liu, Hening ; Wang, Xinyu ; Xu, Yan. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000465. Full description at Econpapers \|\| Download paper
2021	Forecasting Canadian GDP Growth with Machine Learning. (2021). Demers, Fanny S ; Chu, BA ; Qureshi, Shafiullah. In: Carleton Economic Papers. RePEc:car:carecp:21-05. Full description at Econpapers \|\| Download paper
2021	EURQ: A New Web Search?based Uncertainty Index. (2021). Golinelli, Roberto ; Bontempi, Maria ; Frigeri, Michele ; Squadrani, Matteo. In: Economica. RePEc:bla:econom:v:88:y:2021:i:352:p:969-1015. Full description at Econpapers \|\| Download paper
2021	Intraday return predictability in Chinaâs crude oil futures market: New evidence from a unique trading mechanism. (2021). Zhang, Yaojie ; Wang, Yudong ; Wen, Danyan. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:209-219. Full description at Econpapers \|\| Download paper
2021	Modeling and Probababilistic Forecasting of Natural Gas Prices. (2020). Ziel, Florian ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2010.06227. Full description at Econpapers \|\| Download paper
2021	Development of a hybrid framework for inventory leanness in Technical Services Organizations. (2021). Syed, Tasweer Hussain ; Mirza, Muhammad Zeeshan ; Ahmad, Yasir ; Naseem, Afshan ; Rehmani, Khurram. In: PLOS ONE. RePEc:plo:pone00:0247144. Full description at Econpapers \|\| Download paper
2021	Sustainable construction supply chain management with the spotlight of inventory optimization under uncertainty. (2021). Ghannadpour, Seyed Farid ; Mohammadnazari, Zahra. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:23:y:2021:i:7:d:10.1007_s10668-020-01095-0. Full description at Econpapers \|\| Download paper
2021	The power of text-based indicators in forecasting the Italian economic activity. (2021). Monteforte, Libero ; Marcucci, Juri ; aprigliano, valentina ; Luciani, Andrea ; Guaitoli, Gabriele ; Emiliozzi, Simone. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1321_21. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2021

Year	Citing document
2021	General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred M. In: Papers. RePEc:arx:papers:2102.13393. Full description at Econpapers \|\| Download paper
2021	Tail forecasts of inflation using time-varying parameter quantile regressions. (2021). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2103.03632. Full description at Econpapers \|\| Download paper
2021	Interpretability in deep learning for finance: a case study for the Heston model. (2021). Brigo, Damiano ; de Ocariz, Haitz Saez ; Pallavicini, Andrea ; Huang, Xiaoshan. In: Papers. RePEc:arx:papers:2104.09476. Full description at Econpapers \|\| Download paper
2021	Next-Day Bitcoin Price Forecast Based on Artificial intelligence Methods. (2021). Yang, Liping. In: Papers. RePEc:arx:papers:2106.12961. Full description at Econpapers \|\| Download paper
2021	Multiplicative Error Models: 20 years on. (2021). Gallo, Giampiero M ; Cipollini, Fabrizio. In: Papers. RePEc:arx:papers:2107.05923. Full description at Econpapers \|\| Download paper
2021	Understanding the nature of the long-range memory phenomenon in socioeconomic systems. (2021). Gontis, Vygintas ; Kaulakys, Bronislovas ; Kononovicius, Aleksejus ; Kazakevicius, Rytis. In: Papers. RePEc:arx:papers:2108.02506. Full description at Econpapers \|\| Download paper
2021	Look Whos Talking: Interpretable Machine Learning for Assessing Italian SMEs Credit Default. (2021). Liberati, Caterina ; Repetto, Marco ; Crosato, Lisa. In: Papers. RePEc:arx:papers:2108.13914. Full description at Econpapers \|\| Download paper
2021	A Multi-criteria Approach to Evolve Sparse Neural Architectures for Stock Market Forecasting. (2021). La Torre, Davide ; Swain, Akshya ; Broekaert, Jan ; Hafiz, Faizal . In: Papers. RePEc:arx:papers:2111.08060. Full description at Econpapers \|\| Download paper
2021	Optimal Portfolio Choice and Stock Centrality for Tail Risk Events. (2021). Katsouris, Christis. In: Papers. RePEc:arx:papers:2112.12031. Full description at Econpapers \|\| Download paper
2021	Evolving Temperature Dynamics in Canada: Preliminary Evidence Based on 60 Years of Data. (2021). Amano, Robert ; McDonald-Guimond, Julien ; Gosselin, Marc-Andre. In: Staff Working Papers. RePEc:bca:bocawp:21-22. Full description at Econpapers \|\| Download paper
2021	Do inflation expectations improve model-based inflation Forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Babura, Marta. In: Working Papers. RePEc:bde:wpaper:2138. Full description at Econpapers \|\| Download paper
2021	Forecasting Italian GDP growth with epidemiological data. (2021). Villa, Stefania ; Flaccadoro, Marco ; Conteduca, Francesco ; Emiliozzi, Simone ; Borin, Alessandro ; Aprigliano, Valentina ; Marchetti, Sabina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_664_21. Full description at Econpapers \|\| Download paper
2021	Nowcasting South African gross domestic product using a suite of statistical models. (2021). Steenkamp, Daan ; Botha, Byron ; van Jaarsveld, Rossouw ; Reid, Geordie ; Olds, Tim. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:526-554. Full description at Econpapers \|\| Download paper
2021	Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs. (2021). Koop, Gary ; Hou, Chenghan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0100. Full description at Econpapers \|\| Download paper
2021	High Public Debt in an Uncertain World: Post-Covid-19 Dangers for Public Finance. (2021). Gros, Daniel. In: EconPol Policy Brief. RePEc:ces:econpb:_38. Full description at Econpapers \|\| Download paper
2021	Combining Bayesian VARs with survey density forecasts: does it pay off?. (2021). Ravazzolo, Francesco ; Paredes, Joan ; Brenna, Federica ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212543. Full description at Econpapers \|\| Download paper
2021	The COVID-19 shock and challenges for time series models. (2021). Hartwig, Benny ; Bobeica, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20212558. Full description at Econpapers \|\| Download paper
2021	Do inflation expectations improve model-based inflation forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Banbura, Marta ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212604. Full description at Econpapers \|\| Download paper
2021	Fan charts 2.0: flexible forecast distributions with expert judgement. (2021). Sokol, Andrej. In: Working Paper Series. RePEc:ecb:ecbwps:20212624. Full description at Econpapers \|\| Download paper
2021	Heat load forecasting using adaptive temporal hierarchies. (2021). Madsen, Henrik ; Guericke, Daniela ; Palsson, Olafur Petur ; Nystrup, Peter ; Moller, Jan Kloppenborg ; Bergsteinsson, Hjorleifur G. In: Applied Energy. RePEc:eee:appene:v:292:y:2021:i:c:s0306261921003603. Full description at Econpapers \|\| Download paper
2021	Minimization of natural gas consumption of domestic boilers with convolutional, long-short term memory neural networks and genetic algorithm. (2021). Bampos, Zafeirios N ; Tsoumalis, Georgios I ; Keranidis, Stratos D ; Biskas, Pandelis N ; Chatzis, Georgios V. In: Applied Energy. RePEc:eee:appene:v:299:y:2021:i:c:s0306261921006760. Full description at Econpapers \|\| Download paper
2021	A novel method for online real-time forecasting of crude oil price. (2021). Gong, Xue ; Zhang, Weiguo ; Zhao, Yuan ; Wang, Chao. In: Applied Energy. RePEc:eee:appene:v:303:y:2021:i:c:s0306261921009648. Full description at Econpapers \|\| Download paper
2021	Review of low voltage load forecasting: Methods, applications, and recommendations. (2021). Voss, Marcus ; Giasemidis, Georgios ; Arora, Siddharth ; Haben, Stephen ; Greetham, Danica Vukadinovi. In: Applied Energy. RePEc:eee:appene:v:304:y:2021:i:c:s0306261921011326. Full description at Econpapers \|\| Download paper
2021	A multivariate HAR-RV model with heteroscedastic errors and its WLS estimation. (2021). Hong, Won-Tak ; Hwang, Eunju. In: Economics Letters. RePEc:eee:ecolet:v:203:y:2021:i:c:s0165176521001324. Full description at Econpapers \|\| Download paper
2021	Application of bagging in day-ahead electricity price forecasting and factor augmentation. (2021). Yildirim, Dilem ; Ozen, Kadir. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004448. Full description at Econpapers \|\| Download paper
2021	Point and interval forecasting of electricity supply via pruned ensembles. (2021). de Menezes, Lilian M ; Cyrino, Fernando Luiz ; Meira, Erick. In: Energy. RePEc:eee:energy:v:232:y:2021:i:c:s0360544221012573. Full description at Econpapers \|\| Download paper
2021	Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19. (2021). Shao, Liuguo ; Chen, Jinyu ; Zhang, Hua. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001629. Full description at Econpapers \|\| Download paper
2021	Forecasting mortality with international linkages: A global vector-autoregression approach. (2021). Shi, Yanlin ; Li, Hong. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:59-75. Full description at Econpapers \|\| Download paper
2021	Assessing mortality inequality in the U.S.: What can be said about the future?. (2021). Hyndman, Rob J ; Li, Han. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:152-162. Full description at Econpapers \|\| Download paper
2021	Longevity risk and capital markets: The 2019-20 update. (2021). , Andrew ; Blake, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:395-439. Full description at Econpapers \|\| Download paper
2021	Dimensionality reduction in forecasting with temporal hierarchies. (2021). Madsen, Henrik ; Moller, Jan K ; Lindstrom, Erik ; Nystrup, Peter. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1127-1146. Full description at Econpapers \|\| Download paper
2021	30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial. (2021). Ruiz, Esther ; Pea, Daniel ; Escribano, Alvaro. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1333-1337. Full description at Econpapers \|\| Download paper
2021	Factor extraction using Kalman filter and smoothing: This is not just another survey. (2021). Ruiz, Esther ; Miranda, Karen ; Poncela, Pilar. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1399-1425. Full description at Econpapers \|\| Download paper
2021	Principles and algorithms for forecasting groups of time series: Locality and globality. (2021). Hyndman, Rob ; Montero-Manso, Pablo. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1632-1653. Full description at Econpapers \|\| Download paper
2021	A Practical Guide to harnessing the HAR volatility model. (2021). Clements, Adam ; Daniel, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002417. Full description at Econpapers \|\| Download paper
2021	Clustering commodity markets in space and time: Clarifying returns, volatility, and trading regimes through unsupervised machine learning. (2021). Vo, Xuan Vinh ; Ur, Mobeen ; Chen, James Ming. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001768. Full description at Econpapers \|\| Download paper
2021	The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China. (2021). Zhang, Hongwei ; Gao, Wang ; Liu, Yuanyuan ; Niu, Zibo. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001872. Full description at Econpapers \|\| Download paper
2021	Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach. (2021). Umar, Zaghum ; Gabauer, David ; Balcilar, Mehmet. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002300. Full description at Econpapers \|\| Download paper
2021	Forecasting electricity consumption of OECD countries: A global machine learning modeling approach. (2021). Gunay, Erdem M ; Murat, K M ; Sen, Doruk. In: Utilities Policy. RePEc:eee:juipol:v:70:y:2021:i:c:s0957178721000564. Full description at Econpapers \|\| Download paper
2021	Stochastic coherency in forecast reconciliation. (2021). Kourentzes, Nikolaos ; Svetunkov, Ivan ; Pritularga, Kandrika F. In: International Journal of Production Economics. RePEc:eee:proeco:v:240:y:2021:i:c:s0925527321001973. Full description at Econpapers \|\| Download paper
2021	A novel multiscale forecasting model for crude oil price time series. (2021). Chen, Xueli ; Heng, Jiani ; Hu, Yucai ; Li, Ranran. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:173:y:2021:i:c:s0040162521006144. Full description at Econpapers \|\| Download paper
2021	Risk Mitigation in Business Activities on Emerging Markets. (2021). Rubaj, Piotr. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:4b:p:699-712. Full description at Econpapers \|\| Download paper
2021	Multivariate Analysis of Cryptocurrencies. (2021). Candila, Vincenzo. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:3:p:28-:d:586873. Full description at Econpapers \|\| Download paper
2021	Predicting the Economic Impact of the COVID-19 Pandemic in the United Kingdom Using Time-Series Mining. (2021). Rady, Dina ; Hettiarachchi, Hansi ; Rakha, Ahmed ; Abdelsamea, Mohammed M ; Gaber, Mohamed Medhat. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:4:p:137-:d:644305. Full description at Econpapers \|\| Download paper
2021	A Bayesian Model to Forecast the Time Series Kinetic Energy Data for a Power System. (2021). Gonzalez-Longatt, Francisco ; Ghimire, Bishal ; Shrestha, Ashish. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:11:p:3299-:d:568983. Full description at Econpapers \|\| Download paper
2021	Distributed Learning Applications in Power Systems: A Review of Methods, Gaps, and Challenges. (2021). Musilek, Petr ; Gholizadeh, Nastaran. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:12:p:3654-:d:577869. Full description at Econpapers \|\| Download paper
2021	A Pattern New in Every Moment: The Temporal Clustering of Markets for Crude Oil, Refined Fuels, and Other Commodities. (2021). Ur, Mobeen ; Chen, James Ming. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:19:p:6099-:d:642541. Full description at Econpapers \|\| Download paper
2021	Prediction of Extreme Conditional Quantiles of Electricity Demand: An Application Using South African Data. (2021). Ranganai, Edmore ; Sigauke, Caston ; Maswanganyi, Norman. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:20:p:6704-:d:657229. Full description at Econpapers \|\| Download paper
2021	Forecasting Commodity Prices: Looking for a Benchmark. (2021). Rubaszek, MichaÅ ; Kwas, Marek. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:27-459:d:577877. Full description at Econpapers \|\| Download paper
2021	The Wisdom of the Data: Getting the Most Out of Univariate Time Series Forecasting. (2021). Spiliotis, Evangelos ; Petropoulos, Fotios. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:3:p:29-497:d:580455. Full description at Econpapers \|\| Download paper

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Recent citations received in 2020

Year	Citing document
2020	Forecasting inflation with twitter. (2020). Aromi, J. Daniel ; Llada, Martin. In: AsociaciÃ³n Argentina de EconomÃa PolÃtica: Working Papers. RePEc:aep:anales:4308. Full description at Econpapers \|\| Download paper
2020	Beating the naive: Combining LASSO with naive intraday electricity price forecasts. (2020). Weron, RafaÃâ ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2001. Full description at Econpapers \|\| Download paper
2020	Trading on short-term path forecasts of intraday electricity prices. (2020). Weron, RafaÅ ; Chawla, Yash ; Marcjasz, Grzegorz ; Serafin, Tomasz. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2017. Full description at Econpapers \|\| Download paper
2020	Focused Bayesian Prediction. (2019). Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Papers. RePEc:arx:papers:1912.12571. Full description at Econpapers \|\| Download paper
2020	Ensemble Forecasting for Intraday Electricity Prices: Simulating Trajectories. (2020). Ziel, Florian ; Narajewski, Michal. In: Papers. RePEc:arx:papers:2005.01365. Full description at Econpapers \|\| Download paper
2020	Neural Networks and Value at Risk. (2020). Weisheit, Stefan ; Klawunn, Michael ; Hoepner, Andreas ; Borth, Damian ; Arimond, Alexander. In: Papers. RePEc:arx:papers:2005.01686. Full description at Econpapers \|\| Download paper
2020	Flexible Mixture Priors for Large Time-varying Parameter Models. (2020). Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2006.10088. Full description at Econpapers \|\| Download paper
2020	Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566. Full description at Econpapers \|\| Download paper
2020	Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark. (2020). Weron, RafaÃâ ; Marcjasz, Grzegorz ; de Schutter, Bart ; Lago, Jesus. In: Papers. RePEc:arx:papers:2008.08004. Full description at Econpapers \|\| Download paper
2020	How is Machine Learning Useful for Macroeconomic Forecasting?. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.12477. Full description at Econpapers \|\| Download paper
2020	Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary. (2020). Schnaitmann, Julie ; Liu, Xiaochun ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2009.07341. Full description at Econpapers \|\| Download paper
2020	Large Time-Varying Volatility Models for Electricity Prices. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0088. Full description at Econpapers \|\| Download paper
2020	Time-Varying Trend Models for Forecasting Inflation in Australia. (2020). Cross, Jamie ; Zhang, BO ; Guo, NA. In: Working Papers. RePEc:bny:wpaper:0092. Full description at Econpapers \|\| Download paper
2020	Tracking and Predicting the German Economy: ifo vs. PMI. (2020). Reif, Magnus ; Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8145. Full description at Econpapers \|\| Download paper
2020	The Forecasting Power of the ifo Business Survey. (2020). Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8291. Full description at Econpapers \|\| Download paper
2020	Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach. (2020). Hallin, Marc ; Trucios, Carlos. In: Working Papers ECARES. RePEc:eca:wpaper:2013/315983. Full description at Econpapers \|\| Download paper
2020	Cross-temporal aggregation: Improving the forecast accuracy of hierarchical electricity consumption. (2020). Assimakopoulos, Vassilios ; Kourentzes, Nikolaos ; Petropoulos, Fotios ; Spiliotis, Evangelos. In: Applied Energy. RePEc:eee:appene:v:261:y:2020:i:c:s0306261919320264. Full description at Econpapers \|\| Download paper
2020	Ensemble forecasting for intraday electricity prices: Simulating trajectories. (2020). Ziel, Florian ; Narajewski, Micha. In: Applied Energy. RePEc:eee:appene:v:279:y:2020:i:c:s0306261920312824. Full description at Econpapers \|\| Download paper
2020	Wind speed big data forecasting using time-variant multi-resolution ensemble model with clustering auto-encoder. (2020). Chen, Chao ; Duan, Zhu ; Liu, Hui. In: Applied Energy. RePEc:eee:appene:v:280:y:2020:i:c:s0306261920314252. Full description at Econpapers \|\| Download paper
2020	Macroeconomic news and acquirer returns in M&As: The impact of investor alertness. (2020). Saunders, Anthony ; Adra, Samer ; Barbopoulos, Leonidas G. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920300274. Full description at Econpapers \|\| Download paper
2020	Volatility forecasting using related marketsÃ¢â¬â¢ information for the Tokyo stock exchange. (2020). Su, Jen-Je ; Li, Bin ; Todorova, Neda ; Jayawardena, Nirodha I. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:143-158. Full description at Econpapers \|\| Download paper
2020	Global predictive power of the upside and downside variances of the U.S. equity market. (2020). Zhang, Liguo ; Xiao, Jun ; Xu, Yahua. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:605-619. Full description at Econpapers \|\| Download paper
2020	Generalizing the Theta method for automatic forecasting. (2020). Makridakis, Spyros ; Assimakopoulos, Vassilios ; Spiliotis, Evangelos. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:2:p:550-558. Full description at Econpapers \|\| Download paper
2020	Asymmetric effects of geopolitical risks on energy returns and volatility under different market conditions. (2020). Zhang, Zitao ; Chen, Jinyu ; Hong, Kairong ; Qin, Yun . In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301912. Full description at Econpapers \|\| Download paper
2020	Which sentiment index is more informative to forecast stock market volatility? Evidence from China. (2020). Tang, Linchun ; Liang, Chao ; Wei, YU. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301964. Full description at Econpapers \|\| Download paper
2020	An encyclopedia for stock markets? Wikipedia searches and stock returns. (2020). Peter, Franziska J ; Behrendt, Simon ; Zimmermann, David J. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302076. Full description at Econpapers \|\| Download paper
2020	Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic: VIX vs EPU?. (2020). Lu, Xinjie ; Wang, Jiqian ; Ma, Feng ; He, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302404. Full description at Econpapers \|\| Download paper
2020	Structural breaks in online investor sentiment: A note on the nonstationarity of financial chatter. (2020). Behrendt, Simon ; Ballinari, Daniele. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319311821. Full description at Econpapers \|\| Download paper
2020	The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic. (2020). Wang, Jiqian ; Ma, Feng ; Liang, Chao. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320308515. Full description at Econpapers \|\| Download paper
2020	Fear of the coronavirus and the stock markets. (2020). VÃÂ½rost, TomÃ¡Å¡ ; MolnÃÂ¡r, Peter ; LyÃÂ³csa, Å tefan ; Baumohl, Eduard ; Molnar, Peter ; Vrost, Toma ; Lyocsa, Tefan. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320310813. Full description at Econpapers \|\| Download paper
2020	Forecasting in social settings: The state of the art. (2020). Petropoulos, Fotios ; Hyndman, Rob J ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:15-28. Full description at Econpapers \|\| Download paper
2020	The M4 Competition: 100,000 time series and 61 forecasting methods. (2020). Assimakopoulos, Vassilios ; Spiliotis, Evangelos ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:54-74. Full description at Econpapers \|\| Download paper
2020	A brief history of forecasting competitions. (2020). Hyndman, Rob J. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:7-14. Full description at Econpapers \|\| Download paper
2020	Forecasting and forecast narratives: The Bank of England Inflation Reports. (2020). Reade, J ; Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1488-1500. Full description at Econpapers \|\| Download paper
2020	Forecasting with news sentiment: Evidence with UK newspapers. (2020). Rambaccussing, Dooruj ; Kwiatkowski, Andrzej. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1501-1516. Full description at Econpapers \|\| Download paper
2020	Fear of hazards in commodity futures markets. (2020). Miffre, Joelle ; Gonzalez-Fernandez, Marcos ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301680. Full description at Econpapers \|\| Download paper
2020	The predictive power of oil price shocks on realized volatility of oil: A note. (2020). Shahzad, Syed Jawad Hussain ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad ; Pierdzioch, Christian. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308874. Full description at Econpapers \|\| Download paper
2020	When US sneezes, clichÃ©s spread: How do the commodity index funds react then?. (2020). Phani, B V ; Rahman, Abdul ; Ahmad, Wasim ; Awasthi, Kritika. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308898. Full description at Econpapers \|\| Download paper
2020	Demand forecasting in the presence of systematic events: Cases in capturing sales promotions. (2020). Fahimnia, Behnam ; Eshragh, Ali ; Hurley, Jason ; Abolghasemi, Mahdi. In: International Journal of Production Economics. RePEc:eee:proeco:v:230:y:2020:i:c:s0925527320302553. Full description at Econpapers \|\| Download paper
2020	The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach. (2020). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie ; Ji, Qiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920307273. Full description at Econpapers \|\| Download paper
2020	Predicting housing prices in China based on modified Holts exponential smoothing incorporating whale optimization algorithm. (2020). Wu, Lifeng ; Liu, Lianyi. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:72:y:2020:i:c:s0038012119306299. Full description at Econpapers \|\| Download paper
2020	Nowcasting Tail Risks to Economic Activity with Many Indicators. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:87955. Full description at Econpapers \|\| Download paper
2020	Monetary Policy with Judgment. (2020). Manganelli, Simone ; Gelain, Paolo. In: Working Papers. RePEc:fip:fedcwq:88033. Full description at Econpapers \|\| Download paper
2020	Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach. (2020). Zaman, Saeed ; Knotek, Edward. In: Working Papers. RePEc:fip:fedcwq:88961. Full description at Econpapers \|\| Download paper
2020	. Full description at Econpapers \|\| Download paper
2020	Infectious Diseases, Market Uncertainty and Oil Market Volatility. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Bouri, Elie. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:16:p:4090-:d:395806. Full description at Econpapers \|\| Download paper
2020	Measuring the Risk of Supply and Demand Imbalance at the Monthly to Seasonal Scale in France. (2020). Plougonven, Riwal ; Drobinski, Philippe ; Alonzo, Bastien ; Tankov, Peter. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:18:p:4888-:d:415383. Full description at Econpapers \|\| Download paper
2020	Electricity Price Forecasting Based on Self-Adaptive Decomposition and Heterogeneous Ensemble Learning. (2020). de Lima, Jose Donizetti ; Stefenon, Stefano Frizzo ; Dal, Matheus Henrique ; Santos, Leandro Dos ; Mariani, Viviana Cocco ; Nied, Ademir. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:19:p:5190-:d:424029. Full description at Econpapers \|\| Download paper
2020	The Impacts of Energy Consumption, Energy Prices and Energy Import-Dependency on Gross and Sectoral Value-Added in Sri Lanka. (2020). Murshed, Muntasir ; Mahmood, Haider ; Bassim, Mohga ; Yousef, Tarek Tawfik. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:24:p:6565-:d:461230. Full description at Econpapers \|\| Download paper
2020	Load Nowcasting: Predicting Actuals with Limited Data. (2020). Ziel, Florian. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:6:p:1443-:d:334632. Full description at Econpapers \|\| Download paper

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Recent citations received in 2019

Year	Citing document
2019	In search of a job: Forecasting employment growth using Google Trends. (2019). Montes, Erik Christian ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2019-13. Full description at Econpapers \|\| Download paper
2019	Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models. (2019). Rossini, Luca ; Bohte, Rick. In: Papers. RePEc:arx:papers:1909.06599. Full description at Econpapers \|\| Download paper
2019	Estimating Large Mixed-Frequency Bayesian VAR Models. (2019). Ankargren, Sebastian ; Jon, Paulina. In: Papers. RePEc:arx:papers:1912.02231. Full description at Econpapers \|\| Download paper
2019	When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2019). Simoni, Anna ; Ferrara, Laurent. In: Working papers. RePEc:bfr:banfra:717. Full description at Econpapers \|\| Download paper
2019	Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area. (2019). Ganics, Gergely ; Odendahl, Florens. In: Working papers. RePEc:bfr:banfra:733. Full description at Econpapers \|\| Download paper
2019	Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162. Full description at Econpapers \|\| Download paper
2019	Detecting Imbalances in House Prices: What Goes Up Must Come Down?. (2019). Anundsen, Andre K. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:121:y:2019:i:4:p:1587-1619. Full description at Econpapers \|\| Download paper
2019	A New Economic Framework: A DSGE Model with Cryptocurrency. (2019). Lorusso, Marco ; Asimakopoulos, Stylianos ; Ravazzolo, Francesco. In: Working Papers. RePEc:bny:wpaper:0079. Full description at Econpapers \|\| Download paper
2019	Forecasting GDP all over the world using leading indicators based on comprehensive survey data. (2019). Wohlrabe, Klaus ; Lehmann, Robert ; Garnitz, Johanna. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7691. Full description at Econpapers \|\| Download paper
2019	Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8000. Full description at Econpapers \|\| Download paper
2019	Extracting information on economic activity from business and consumer surveys in an emerging economy (Chile). (2019). Pedersen, Michael ; Figueroa, Camila. In: Journal EconomÃÂa Chilena (The Chilean Economy). RePEc:chb:bcchec:v:22:y:2019:i:3:p:098-131. Full description at Econpapers \|\| Download paper
2019	How is Machine Learning Useful for Macroeconomic Forecasting?. (2019). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: CIRANO Working Papers. RePEc:cir:cirwor:2019s-22. Full description at Econpapers \|\| Download paper
2019
2019	Central bank tone and the dispersion of views within monetary policy committees. (2019). Labondance, Fabien ; Hubert, Paul. In: Working Papers. RePEc:crb:wpaper:2019-08. Full description at Econpapers \|\| Download paper
2019	When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2019). Simoni, Anna ; Ferrara, Laurent. In: Working Papers. RePEc:crs:wpaper:2019-04. Full description at Econpapers \|\| Download paper
2019	Designing Robust Monetary Policy Using Prediction Pools. (2019). Levine, Paul ; Deak, Szabolcs ; Pearlman, J ; Mirza, A. In: Working Papers. RePEc:cty:dpaper:19/11. Full description at Econpapers \|\| Download paper
2019	Digital currency forecasting with chaotic meta-heuristic bio-inspired signal processing techniques. (2019). Bekiros, Stelios ; Altan, Ayta ; Karasu, Sekin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:126:y:2019:i:c:p:325-336. Full description at Econpapers \|\| Download paper
2019	Expected currency returns and volatility risk premia. (2019). Haas, Jose Renato. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:206-234. Full description at Econpapers \|\| Download paper
2019	The importance of social learning for non-market valuation. (2019). Stoeckl, Natalie ; Grainger, Daniel. In: Ecological Economics. RePEc:eee:ecolec:v:164:y:2019:i:c:36. Full description at Econpapers \|\| Download paper
2019	To what extent can new web-based technology improve forecasts? Assessing the economic value of information derived from Virtual Globes and its rate of diffusion in a financial market. (2019). , Johnnie ; Ma, Tiejun ; Sung, Ming-Chien ; Green, Lawrence . In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:1:p:226-239. Full description at Econpapers \|\| Download paper
2019	Probabilistic forecast reconciliation with applications to wind power and electric load. (2019). Jeon, Joo Young ; Petropoulos, Fotios ; Panagiotelis, Anastasios. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:2:p:364-379. Full description at Econpapers \|\| Download paper
2019	Crude oil futures trading and uncertainty. (2019). Czudaj, Robert. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:793-811. Full description at Econpapers \|\| Download paper
2019	An effective and robust decomposition-ensemble energy price forecasting paradigm with local linear prediction. (2019). Wei, Yi-Ming ; Chu, Xianghua ; Li, LI ; He, Huangda ; Xie, Kangqiang ; Qin, Quande ; Wu, Teresa. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:402-414. Full description at Econpapers \|\| Download paper
2019	Forecasting sales in the supply chain: Consumer analytics in the big data era. (2019). Boone, Tonya ; Sanders, Nada R ; Jain, Aditya ; Ganeshan, Ram. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:170-180. Full description at Econpapers \|\| Download paper
2019	Demand forecasting with user-generated online information. (2019). Schaer, Oliver ; Fildes, Robert ; Kourentzes, Nikolaos. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:197-212. Full description at Econpapers \|\| Download paper
2019	Do IMF forecasts respect OkunÃ¢â¬â¢s law? Evidence for advanced and developing economies. (2019). Loungani, Prakash ; Jalles, Joao ; Ball, Laurence. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1131-1142. Full description at Econpapers \|\| Download paper
2019	Some observations on forecasting and policy. (2019). Wright, Jonathan H. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1186-1192. Full description at Econpapers \|\| Download paper
2019	Neural networks for GEFCom2017 probabilistic load forecasting. (2019). Herre, L ; Mazidi, P ; Dimoulkas, I. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1409-1423. Full description at Econpapers \|\| Download paper
2019	Machine learning methods for GEFCom2017 probabilistic load forecasting. (2019). Hua, Grace N ; Smyl, Slawek. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1424-1431. Full description at Econpapers \|\| Download paper
2019	An ensemble approach to GEFCom2017 probabilistic load forecasting. (2019). Landgraf, Andrew J. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1432-1438. Full description at Econpapers \|\| Download paper
2019	Reconciled boosted models for GEFCom2017 hierarchical probabilistic load forecasting. (2019). Roach, Cameron. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1439-1450. Full description at Econpapers \|\| Download paper
2019	Data visualization and forecast combination for probabilistic load forecasting in GEFCom2017 final match. (2019). Abdulla, Khalid ; de Hoog, Julian. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1451-1459. Full description at Econpapers \|\| Download paper
2019	Data preprocessing and quantile regression for probabilistic load forecasting in the GEFCom2017 final match. (2019). Quintana, J M ; Kanda, Isao . In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1460-1468. Full description at Econpapers \|\| Download paper
2019	Predicting relative forecasting performance: An empirical investigation. (2019). Sekhposyan, Tatevik ; Granziera, Eleonora. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1636-1657. Full description at Econpapers \|\| Download paper
2019	Forecasting GDP growth with NIPA aggregates: In search of core GDP. (2019). Knotek, Edward S ; Garciga, Christian . In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1814-1828. Full description at Econpapers \|\| Download paper
2019	Forecasting spare part demand using service maintenance information. (2019). Boute, Robert ; van der Auweraer, Sarah. In: International Journal of Production Economics. RePEc:eee:proeco:v:213:y:2019:i:c:p:138-149. Full description at Econpapers \|\| Download paper
2019	A credit cycle model with market sentiments. (2019). Zoerner, Thomas ; Gardini, Laura ; Commendatore, Pasquale ; Zorner, Thomas O ; Kubin, Ingrid. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:50:y:2019:i:c:p:159-174. Full description at Econpapers \|\| Download paper
2019	Spare Parts Inventory Control based on Maintenance Planning. (2019). Dekker, Rommert ; van Jaarsveld, W L ; Zhu, S. In: Econometric Institute Research Papers. RePEc:ems:eureir:114791. Full description at Econpapers \|\| Download paper
2019	The Output Gap and Youth Unemployment: An Analysis Based on Okunâs Law. (2019). Seputiene, Janina ; Butkus, Mindaugas. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:4:p:108-:d:283496. Full description at Econpapers \|\| Download paper
2019	Short-Term Electricity Demand Forecasting Using Components Estimation Technique. (2019). Ali, Sajid ; Iftikhar, Hasnain ; Shah, Ismail ; Wang, Depeng. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:13:p:2532-:d:244687. Full description at Econpapers \|\| Download paper
2019	Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting. (2019). Weron, RafaÅ ; Uniejewski, Bartosz ; Serafin, Tomasz. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:13:p:2561-:d:245313. Full description at Econpapers \|\| Download paper
2019	Weighting Factor Selection of the Ensemble Model for Improving Forecast Accuracy of Photovoltaic Generating Resources. (2019). Hur, Jin ; Kim, Kihan. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:17:p:3315-:d:261701. Full description at Econpapers \|\| Download paper
2019	Energy Scheduling Using Decision Trees and Emulation: Agriculture Irrigation with Run-of-the-River Hydroelectricity and a PV Case Study. (2019). Vale, Zita ; Faria, Pedro ; Abrishambaf, Omid ; Corchado, Juan M. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:20:p:3987-:d:278446. Full description at Econpapers \|\| Download paper
2019	Forecasting the Price Distribution of Continuous Intraday Electricity Trading. (2019). Steinke, Florian ; Janke, Tim. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:22:p:4262-:d:285033. Full description at Econpapers \|\| Download paper
2019	Modeling Intraday Markets under the New Advances of the Cross-Border Intraday Project (XBID): Evidence from the German Intraday Market. (2019). Kath, Christopher. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:22:p:4339-:d:286894. Full description at Econpapers \|\| Download paper
2019	Estimation and Simulation of the Transaction Arrival Process in Intraday Electricity Markets. (2019). Ziel, Florian ; Narajewski, Micha. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:23:p:4518-:d:291644. Full description at Econpapers \|\| Download paper
2019	Neural Network Based Model Comparison for Intraday Electricity Price Forecasting. (2019). Ugurlu, Umut ; Oksuz, Ilkay. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:23:p:4557-:d:292342. Full description at Econpapers \|\| Download paper
2019	Day-Ahead vs. IntradayâForecasting the Price Spread to Maximize Economic Benefits. (2019). Weron, Tomasz ; Nitka, Weronika ; Maciejowska, Katarzyna. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:4:p:631-:d:206429. Full description at Econpapers \|\| Download paper
2019	Automatic Grouping in Singular Spectrum Analysis. (2019). Hassani, Hossein ; Kalantari, Mahdi. In: Forecasting. RePEc:gam:jforec:v:1:y:2019:i:1:p:13-204:d:281648. Full description at Econpapers \|\| Download paper
2019	Bitcoin at High Frequency. (2019). Sandholdt, Mads ; Catania, Leopoldo. In: JRFM. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:36-:d:206409. Full description at Econpapers \|\| Download paper

More than 50 citations. List broken...

Recent citations received in 2018

Year	Citing document
2018	Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). TerÃÆÃÂ¤svirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2018-14. Full description at Econpapers \|\| Download paper
2018	Can Media and Text Analytics Provide Insights into Labour Market Conditions in China?. (2018). Thanabalasingam, Sri ; Liu, Yu-Hsien ; Kruger, Mark ; Bailliu, Jeannine. In: Staff Working Papers. RePEc:bca:bocawp:18-12. Full description at Econpapers \|\| Download paper
2018	Monetary Policy Uncertainty: A Tale of Two Tails. (2018). Sekhposyan, Tatevik ; Dahlhaus, Tatjana. In: Staff Working Papers. RePEc:bca:bocawp:18-50. Full description at Econpapers \|\| Download paper
2018	Can media and text analytics provide insights into labour market conditions in China?. (2018). Thanabalasingam, Sri ; Kruger, Mark ; Liu, Yu-Hsien ; Bailliu, Jeannine. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_009. Full description at Econpapers \|\| Download paper
2018	Nowcasting Japanese GDPs. (2018). Kido, Yosuke ; Hirakata, Naohisa ; Kyosuke, Naohisa Hirakata. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e18. Full description at Econpapers \|\| Download paper
2018	Modelling Volatility of Cryptocurrencies Using Markov-Switching Garch Models. (2018). Caporale, Guglielmo Maria ; Zekokh, Timur. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7167. Full description at Econpapers \|\| Download paper
2018	Experimental validation of an electrical and thermal energy demand model for rapid assessment of rural health centers in sub-Saharan Africa. (2018). Orosz, Matthew ; Lemort, Vincent ; Mueller, Amy ; Altes-Buch, Queralt. In: Applied Energy. RePEc:eee:appene:v:218:y:2018:i:c:p:382-390. Full description at Econpapers \|\| Download paper
2018	Crude oil risk forecasting: New evidence from multiscale analysis approach. (2018). He, Kaijian ; Liu, Jia ; Zou, Yingchao . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:574-583. Full description at Econpapers \|\| Download paper
2018	The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems. (2018). Chai, Shanglei ; Zhou, P. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:64-75. Full description at Econpapers \|\| Download paper
2018	Estimation of game-level attendance in major league soccer: Outcome uncertainty and absolute quality considerations. (2018). Sung, Hojun ; Mills, Brian M. In: Sport Management Review. RePEc:eee:spomar:v:21:y:2018:i:5:p:519-532. Full description at Econpapers \|\| Download paper
2018	Energy Commodity Price Forecasting with Deep Multiple Kernel Learning. (2018). Wu, Cheng-Feng ; Huang, Shian-Chang. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:11:p:3029-:d:180549. Full description at Econpapers \|\| Download paper
2018	Smart Meter Forecasting from One Minute to One Year Horizons. (2018). Marrocu, Marino ; Massidda, Luca. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3520-:d:191309. Full description at Econpapers \|\| Download paper
2018	Oil Market Efficiency under a Machine Learning Perspective. (2018). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; Gogas, Periklis ; Dimitriadou, Athanasia. In: Forecasting. RePEc:gam:jforec:v:1:y:2018:i:1:p:11-168:d:175388. Full description at Econpapers \|\| Download paper
2018	. Full description at Econpapers \|\| Download paper
2018	Regime-Switching Determinants for Spreads of Emerging Markets Sovereign Credit Default Swaps. (2018). Ho, Kung-Cheng ; Deng, Xiang ; Ma, Jason Z ; Tsai, Sang-Bing. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:8:p:2730-:d:161653. Full description at Econpapers \|\| Download paper
2018	ARE CONSUMER INFLATION EXPECTATIONS AN INTERNATIONAL PHENOMENON? Results of spatial panel regressions models. (2018). ÃÂ iraÃËovÃÂ¡, MÃÆÃÂ¡ria ; Tura-Gawron, Karolina ; Fisikowski, Karol ; Siranova, Maria. In: GUT FME Working Paper Series A. RePEc:gdk:wpaper:50. Full description at Econpapers \|\| Download paper
2018	Going with your Gut: The (In)accuracy of Forecast Revisions in a Football Score Prediction Game. (2018). Singleton, Carl ; Reade, J ; Brown, Alsdair. In: Working Papers. RePEc:gwc:wpaper:2018-006. Full description at Econpapers \|\| Download paper
2018	Estimation of effects of recent macroprudential policies in a sample of advanced open economies. (2018). Nymoen, Ragnar ; Sjberg, Jon Ivar ; Pedersen, Kari. In: Memorandum. RePEc:hhs:osloec:2018_005. Full description at Econpapers \|\| Download paper
2018	An Algorithmic Crystal Ball: Forecasts-based on Machine Learning. (2018). Ter-Martirosyan, Anna ; Patnam, Manasa ; Jung, Jin-Kyu. In: IMF Working Papers. RePEc:imf:imfwpa:2018/230. Full description at Econpapers \|\| Download paper
2018	Monitoring Bank Failures in a Data-Rich Environment. (2018). Moran, Kevin ; Gnagne, Jean Armand . In: Cahiers de recherche. RePEc:lvl:crrecr:1815. Full description at Econpapers \|\| Download paper
2018	Economic Policy Uncertainty in Greece: Measuring Uncertainty for the Greek Macroeconomy. (2018). Fountas, Stilianos ; Tzika, Paraskevi ; Karatasi, Panagiota. In: Discussion Paper Series. RePEc:mcd:mcddps:2018_05. Full description at Econpapers \|\| Download paper
2018	Efficient generation of time series with diverse and controllable characteristics. (2018). Li, Feng ; Hyndman, Rob ; Kang, Yanfei. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-15. Full description at Econpapers \|\| Download paper
2018	Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). TerÃÆÃÂ¤svirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: NIPE Working Papers. RePEc:nip:nipewp:07/2018. Full description at Econpapers \|\| Download paper
2018	. Full description at Econpapers \|\| Download paper
2018	Balanced Growth Approach to Forecasting Recessions. (2018). Boczon, Marta. In: Working Paper. RePEc:pit:wpaper:6487. Full description at Econpapers \|\| Download paper
2018	Effective energy commoditiesÃ¢â¬â¢ risk management: Econometric modeling of price volatility. (2018). HALKOS, GEORGE ; Tzirivis, Apostolos. In: MPRA Paper. RePEc:pra:mprapa:90781. Full description at Econpapers \|\| Download paper
2018	Economic Policy Uncertainty in Greece: Measuring Uncertainty for the Greek Macroeconomy. (2018). Fountas, Stilianos ; Tzika, Paraskevi ; Karatasi, Panagiota. In: South-Eastern Europe Journal of Economics. RePEc:seb:journl:v:16:y:2018:i:1:p:80-92. Full description at Econpapers \|\| Download paper
2018	Applications for DSGE Models in Central Banking: Key Issues Explored During Research Workshop of the National Bank of Ukraine. (2018). Kiiashko, Sergii. In: Visnyk of the National Bank of Ukraine. RePEc:ukb:journl:y:2018:i:246:p:4-9. Full description at Econpapers \|\| Download paper
2018	Big data analytics in economics: What have we learned so far, and where should we go from here?. (2018). Swanson, Norman ; Xiong, Weiqi. In: Canadian Journal of Economics/Revue canadienne d'ÃÂ©conomique. RePEc:wly:canjec:v:51:y:2018:i:3:p:695-746. Full description at Econpapers \|\| Download paper
2018	. Full description at Econpapers \|\| Download paper
2018	How far can we forecast? Statistical tests of the predictive content. (2018). KnÃÆÃÂ¼ppel, Malte ; Breitung, JÃÆÃÂ¶rg ; Knuppel, Malte. In: Discussion Papers. RePEc:zbw:bubdps:072018. Full description at Econpapers \|\| Download paper
2018	Assessing the uncertainty in central banks inflation outlooks. (2018). KnÃÆÃÂ¼ppel, Malte ; Schultefrankenfeld, Guido ; Knuppel, Malte. In: Discussion Papers. RePEc:zbw:bubdps:562018. Full description at Econpapers \|\| Download paper
2018	Einige bewertungstheoretische Anmerkungen zur Marktwertanalyse der Plattform transfermarkt.de. (2018). Follert, Florian ; Ackermann, Phil. In: Working Papers of the European Institute for Socioeconomics. RePEc:zbw:eiswps:23. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	International Journal of Forecasting / Elsevier	81	2225
2	Papers / arXiv.org	80	961
3	Energies / MDPI	47	748
4	European Journal of Operational Research / Elsevier	121	556
5	Energy Economics / Elsevier	148	493
6	MPRA Paper / University Library of Munich, Germany	119	475
7	Sustainability / MDPI	58	374
8	Applied Energy / Elsevier	107	361
9	Energy / Elsevier	101	336
10	Empirical Economics / Springer	67	298
11	Economic Modelling / Elsevier	77	278