Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2025

• Sona Benecka, 2025, "Forecasting Disaggregated Producer Prices: A Fusion of Machine Learning and Econometric Techniques," Working Papers, Czech National Bank, Research and Statistics Department, number 2025/2, Mar.
• Juan Jos√© Rinc√≥n Brice√±o, 2025, "Colombian economic activity nowcasting: addressing nonlinearities and high dimensionality through machine-learning," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 21388, Jun.
• Jorge Rodríguez-Arenas & Jesús Daniel Cañizares Osorio & María C. Jiménez Nicholls, 2025, "Impacto del retorno progresivo a los colegios en el desempeño de los estudiantes de educación media: un estudio pospandemia en Colombia
  [Impact of the gradual return to schools on the performance o," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, volume 101, issue 4, pages 75-98, September, DOI: 10.13043/DYS.101.4.
• José Rodrigo Vélez Molano & María Inés Barbosa Camargo & Andrea Paola Andrade Molero & Michael Steven Ávila Calderón, 2025, "Transmisión entre los precios de los ADR y de las acciones colombianas que cotizan en bolsa: un análisis VAR-X y VEC-X
  [Transmission Between the Prices of ADRs and Colombian Stocks Listed on the St," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 17, pages 1-37, February, DOI: 10.14718/revfinanzpolitecon.v17.202.
• Sascha Becker & David Boll & Hans-Joachim Voth, 2025, "Spatial Unit Roots in Regressions: A Practitioner’s Guide and a Stata Package," RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin), number 2502, Jan.
• Gonzalo, Jesús & Pitarakis, Jean-Yves, 2025, "Detecting sparse cointegration," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 45708, Jan.
• Escribano, Álvaro & Rodríguez, Juan Andrés, 2025, "Modeling the Impact of CO₂ on Arctic and Antarctic Sea-Ice Volume: A Dynamic Nonlinear Approach," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 47734, Jul.
• Escribano, Álvaro & Rodríguez, Juan Andrés, 2025, "Threshold effects of CO₂ on Sea-Ice Volume:Empirical Evidence with Data from Global Circulation Models of the Arctic and Antarctic," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 48471, Nov.
• Tatjana Spaseska & Ilija Hristoski & Dragica Odzaklieska, 2025, "Profitability Puzzles: Insights from North Macedonian Banks," Business Management, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 1 Year 20, pages 5-24.
• Bobasu, Alina & Ciccarelli, Matteo & Notarpietro, Alessandro & Ambrocio, Gene & Auer, Simone & Bonfim, Diana & Bottero, Margherita & Brázdik, František & Buss, Ginters & Byrne, David & Casalis, André , 2025, "Monetary policy transmission: a reference guide through ESCB models and empirical benchmarks," Occasional Paper Series, European Central Bank, number 377, Nov.
• Yambolov, Andrian, 2025, "How to conduct joint Bayesian inference in VAR models?," Working Paper Series, European Central Bank, number 3100, Aug.
• Chen, Chuanglian & Liu, Xiaobin & Yu, Jun & Zeng, Tao, 2025, "The time-varying zone-like and asymmetric preference of central banks: Evidence from China," China Economic Review, Elsevier, volume 94, issue PA, DOI: 10.1016/j.chieco.2025.102517.
• Bitetto, Alessandro & Filomeni, Stefano & Modina, Michele, 2025, "Machine Learning for the Unlisted: Enhancing MSME Default Prediction with Public Market Signals," Journal of Corporate Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.jcorpfin.2025.102830.
• Pellegrino, Filippo, 2025, "Selecting time-series hyperparameters with the artificial jackknife," Computational Statistics & Data Analysis, Elsevier, volume 209, issue C, DOI: 10.1016/j.csda.2025.108173.
• Beckmann, Joscha & Kerkemeier, Marco & Kruse-Becher, Robinson, 2025, "Regime-specific exchange rate predictability," Journal of Economic Dynamics and Control, Elsevier, volume 176, issue C, DOI: 10.1016/j.jedc.2025.105095.
• Meléndez, Alexander & Rodríguez, Gabriel, 2025, "Evolving impacts of fiscal policy on macroeconomic fluctuations in Peru," Economic Analysis and Policy, Elsevier, volume 85, issue C, pages 1135-1158, DOI: 10.1016/j.eap.2024.12.019.
• Wang, Xiaotong & Wang, Yuezhu & Li, Gujie, 2025, "The impact of FDI on the development of China's low-carbon economy in the context of the “Dual Circulation” policy," Economic Analysis and Policy, Elsevier, volume 86, issue C, pages 321-335, DOI: 10.1016/j.eap.2025.03.012.
• Qiu, Yue & Qu, Shaoguang & Shi, Zhentao & Xie, Tian, 2025, "Predicting cryptocurrency volatility: The power of model clustering," Economic Modelling, Elsevier, volume 144, issue C, DOI: 10.1016/j.econmod.2024.106986.
• Hernández, Juan R., 2025, "Covered interest parity: A forecasting approach to estimate the neutral band," Economic Modelling, Elsevier, volume 148, issue C, DOI: 10.1016/j.econmod.2025.107076.
• Rodríguez, Gabriel & Castillo B., Paul & Guevara Ruiz, Brenda & Yamuca Salvatierra, Leonela, 2025, "Time-varying transmission of external shocks in Peru: Reassessing the role of monetary policy," Economic Modelling, Elsevier, volume 152, issue C, DOI: 10.1016/j.econmod.2025.107241.
• Qian, Yihe & Zhang, Yang, 2025, "Long-term forecasting in asset pricing: Machine learning models’ sensitivity to macroeconomic shifts and firm-specific factors," The North American Journal of Economics and Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.najef.2025.102423.
• Raj, Prakash & Bera, Koushik & Selvaraju, N., 2025, "A hybrid model for intraday volatility prediction in Bitcoin markets," The North American Journal of Economics and Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.najef.2025.102426.
• Grobys, Klaus, 2025, "Is energy risk scale Invariant? evidence from crude oil futures," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102476.
• Younker, James, 2025, "Calculating effective degrees of freedom for forecast combinations and ensemble models," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2024.112137.
• Tu, Yundong & Wang, Siwei, 2025, "Consistent model selection for factor-augmented regressions," Economics Letters, Elsevier, volume 253, issue C, DOI: 10.1016/j.econlet.2025.112331.
• Kilian, Lutz, 2025, "Impulse response diagnostics for priors on parameters in structural vector autoregressions," Economics Letters, Elsevier, volume 253, issue C, DOI: 10.1016/j.econlet.2025.112390.
• Sun, Chuanping, 2025, "A correlation-robust shrinkage estimator: Oracle inequality and an application on out-of-sample factor selection," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112480.
• Cirulli, Antonello & Walker, Patrick S., 2025, "Outperforming equal weighting," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112552.
• Fitter, Krischan & Sibbertsen, Philipp, 2025, "A CUSUM test for breaks in fractional cointegration," Economics Letters, Elsevier, volume 256, issue C, DOI: 10.1016/j.econlet.2025.112616.
• Tu, Yundong & Zheng, Jinsha, 2025, "Consistent model selection for factor-augmented regression within hierarchical factor structures," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112697.
• Spoelstra, Peter & Stolp, Tom & Golsteyn, Bart H.H. & Cornelisz, Ilja & van Klaveren, Chris, 2025, "Truncated History Framework for Synthetic Control Approaches," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112701.
• Gonçalves, Sílvia & McCracken, Michael W. & Yao, Yongxu, 2025, "Bootstrapping out-of-sample predictability tests with real-time data," Journal of Econometrics, Elsevier, volume 247, issue C, DOI: 10.1016/j.jeconom.2024.105916.
• Francq, Christian & Zakoïan, Jean-Michel, 2025, "Inference on dynamic systemic risk measures," Journal of Econometrics, Elsevier, volume 247, issue C, DOI: 10.1016/j.jeconom.2024.105936.
• Antoine, Bertille & Sun, Wenqian, 2025, "Simulation-based estimation with many auxiliary statistics applied to long-run dynamic analysis," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105814.
• Doko Tchatoka, Firmin & Dufour, Jean-Marie, 2025, "Exogeneity tests and weak identification in IV regressions: Asymptotic theory and point estimation," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105821.
• Budanova, Sofya, 2025, "Penalized estimation of finite mixture models," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105958.
• Mayer, Alexander & Wied, Dominik & Troster, Victor, 2025, "Quantile Granger causality in the presence of instability," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105992.
• Lin, Tzu-Chi & Liu, Chu-An, 2025, "Model averaging prediction for possibly nonstationary autoregressions," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105994.
• Tu, Yundong & Wang, Siwei, 2025, "Quantile prediction with factor-augmented regression: Structural instability and model uncertainty," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105999.
• Li, Jia & Liao, Zhipeng & Zhou, Wenyu, 2025, "A general test for functional inequalities," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106063.
• Ouyang, Fu & Yang, Thomas T., 2025, "High dimensional binary choice model with unknown heteroskedasticity or instrumental variables," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106069.
• Sun, Yixiao, 2025, "Support vector decision making," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106087.
• Shimizu, Yuya, 2025, "Nonparametric regression under cluster sampling," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106102.
• Lazar, Emese & Zhang, Ning, 2025, "Model Risk of Volatility Models," Econometrics and Statistics, Elsevier, volume 35, issue C, pages 1-22, DOI: 10.1016/j.ecosta.2022.06.002.
• Martins, Luis F. & Gabriel, Vasco J., 2025, "GMM Model Averaging Using Higher Order Approximations," Econometrics and Statistics, Elsevier, volume 36, issue C, pages 37-54, DOI: 10.1016/j.ecosta.2022.09.004.
• Simionescu, Mihaela, 2025, "Inflation, financial development, and income/wealth inequality in the European Union," Economic Systems, Elsevier, volume 49, issue 4, DOI: 10.1016/j.ecosys.2025.101316.
• Diwambuena, Josué & Fonseca, Raquel & Schubert, Stefan, 2025, "Labor market institutions, productivity, and the business cycle: An application to Italy," European Economic Review, Elsevier, volume 178, issue C, DOI: 10.1016/j.euroecorev.2025.105048.
• Lenza, Michele & Moutachaker, Inès & Paredes, Joan, 2025, "Density forecasts of inflation: A quantile regression forest approach," European Economic Review, Elsevier, volume 178, issue C, DOI: 10.1016/j.euroecorev.2025.105079.
• Fok, Dennis & Paap, Richard, 2025, "New misspecification tests for multinomial logit models," Journal of choice modelling, Elsevier, volume 54, issue C, DOI: 10.1016/j.jocm.2024.100531.
• Li, Chen Xu & Li, Chenxu & Li, Chun, 2025, "Implied local volatility models," Journal of Empirical Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jempfin.2024.101567.
• Luo, Jiawen & Chen, Zhenbiao & Cheng, Mingmian, 2025, "Forecasting realized betas using predictors indicating structural breaks and asymmetric risk effects," Journal of Empirical Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jempfin.2024.101575.
• Paschalidou, Eleftheria G. & Thomaidis, Nikolaos S., 2025, "Risk factors in the formulation of day-ahead electricity prices: Evidence from the Spanish case," Energy Economics, Elsevier, volume 142, issue C, DOI: 10.1016/j.eneco.2024.108102.
• Costantini, Valeria & Martini, Chiara & Mina, Benedetta & Zoli, Mariangela, 2025, "The welfare impact of climate action: A distributional analysis for Italy," Energy Economics, Elsevier, volume 143, issue C, DOI: 10.1016/j.eneco.2025.108181.
• Hasanov, Fakhri J. & Aliyeva, Heyran & Almozaini, Majed S. & Bollino, Carlo Andrea, 2025, "Evaluating hypothetical carbon pricing for Saudi Arabia using a macroeconometric modeling framework," Energy Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.eneco.2025.108437.
• Zhou, Xiaoxiao & Zhao, Yongan & Chen, Dengsheng, 2025, "Emissions trading scheme's effect on enterprises' sustainable development in China: A differential game and a quasi-natural experiment," Energy Economics, Elsevier, volume 147, issue C, DOI: 10.1016/j.eneco.2025.108554.
• Gravina, Antonio Francesco & Lanzafame, Matteo, 2025, "‘What's your shape?’ A data-driven approach to estimating the Environmental Kuznets Curve," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108649.
• Goodell, John W. & Muckley, Cal B. & Neelakantan, Parvati & Ryan, Darragh & Yu, Pei-Shan, 2025, "AI culture ‘profiling’ and anti-money laundering: Efficacy vs ethics," International Review of Financial Analysis, Elsevier, volume 101, issue C, DOI: 10.1016/j.irfa.2025.103980.
• Escobar-Anel, Marcos & Hou, Yangyang & Stentoft, Lars, 2025, "The shifted GARCH model with affine variance: Applications in pricing," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106371.
• Blazsek, Szabolcs & Kong, Dejun & Shadoff, Samantha R., 2025, "Within-regime volatility dynamics for observable- and Markov-switching score-driven models," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106631.
• Awartani, Basel & Maghyereh, Aktham, 2025, "The value of cross market volatility in improving the forecast accuracy of risk in the gold, the dollar and the oil futures markets," Finance Research Letters, Elsevier, volume 83, issue C, DOI: 10.1016/j.frl.2025.107668.
• Lee, Im Hyeon, 2025, "Calendar-based clustering of weekly extremes: Empirical failure of stochastic models," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107992.
• Ariefianto, Moch Doddy & French, Joseph J. & Gurdgiev, Constantin, 2025, "Green regulation, market power, and geopolitical risk: the case of Indonesian banks," Finance Research Letters, Elsevier, volume 85, issue PE, DOI: 10.1016/j.frl.2025.108243.
• Krause, Thomas & Sfrappini, Eleonora & Tonzer, Lena & Zgherea, Cristina, 2025, "How do EU banks’ funding costs respond to the CRD IV? An assessment based on the banking union directives database," Journal of Financial Stability, Elsevier, volume 78, issue C, DOI: 10.1016/j.jfs.2025.101416.
• Jones, Callum & Rabanal, Pau, 2025, "Credit Cycles, fiscal policy, and global imbalances," Journal of International Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.jinteco.2025.104063.
• Koike, Takaaki & Chen, Cathy W.S. & Lin, Edward M.H., 2025, "Forecasting and backtesting gradient allocations of expected shortfall," Insurance: Mathematics and Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.insmatheco.2025.103130.
• Asongu, Simplice A. & Nchofoung, Tii N., 2025, "The terrorism-finance nexus contingent on globalisation and governance dynamics in Africa," International Economics, Elsevier, volume 183, issue C, DOI: 10.1016/j.inteco.2025.100622.
• Samartzis, Panagiotis, 2025, "Predicting the relative performance among financial assets: A comparative analysis of different approaches," International Journal of Forecasting, Elsevier, volume 41, issue 4, pages 1428-1449, DOI: 10.1016/j.ijforecast.2024.12.008.
• Zaharieva, Martina Danielova & Virbickaitė, Audronė & Santos, André Portela, 2025, "Intraday volatility transmission in global energy markets: A Bayesian nonparametric approach," Journal of Commodity Markets, Elsevier, volume 39, issue C, DOI: 10.1016/j.jcomm.2025.100496.
• Awijen, Haithem & Ben Zaied, Younes & Ben Jabeur, Sami, 2025, "Mobilizing FDI in natural resources in the post-COP28 era: Spatial drivers, natural capital, and sustainability dynamics," Resources Policy, Elsevier, volume 107, issue C, DOI: 10.1016/j.resourpol.2025.105638.
• Raj, Prakash & Bera, Koushik & Selvaraju, N., 2025, "Power of decomposition in volatility forecasting for Bitcoins," Pacific-Basin Finance Journal, Elsevier, volume 93, issue C, DOI: 10.1016/j.pacfin.2025.102839.
• Babaei, Golnoosh & Giudici, Paolo & Neelakantan, Parvati, 2025, "Explainability, fairness and the Simpson’s paradox in credit lending," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 680, issue C, DOI: 10.1016/j.physa.2025.131030.
• Yoshida, Valter T. & Schiozer, Rafael & de Genaro, Alan & dos Santos, Toni R.E., 2025, "A novel credit model risk measure: Do more data lead to lower model risk?," The Quarterly Review of Economics and Finance, Elsevier, volume 100, issue C, DOI: 10.1016/j.qref.2025.101960.
• Martins, Igor & Freitas Lopes, Hedibert, 2025, "What events matter for exchange rate volatility?," The Quarterly Review of Economics and Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.qref.2025.102073.
• Zhang, Hao & Wang, Feng & Fan, Wenna & Jiang, Hongfei & Ling, Rui & Liu, Juan, 2025, "Estimation of capital stock and the elasticity of capital-labor substitution in provincial industries in China," International Review of Economics & Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.iref.2025.104407.
• Chun, Dohyun & Cho, Hoon & Ryu, Doojin, 2025, "Volatility forecasting and volatility-timing strategies: A machine learning approach," Research in International Business and Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.ribaf.2024.102723.
• Thomas Persson, 2025, "Machine Learning Methods," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 68, issue 2, pages 106-129.
• Perez, Pedro Gurrola & Murphy, David, 2025, "The impulsive approach to procyclicality: measuring the reactiveness of risk-based initial margin models to changes in market conditions using impulse response functions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 128641, Nov.

2024

• Yani Quarta Mondiana & Henny Pramoedyo & Atiek Iriany & Marjono, 2024, "Exploring Geographical Variability in Sugarcane Yields: A Geographically Weighted Panel Regression Approach with MM Estimation," Advances in Decision Sciences, Asia University, Taiwan, volume 28, issue 2, pages 35-65, June.
• Cheikh T. Ndour & Simplice A. Asongu, 2024, "Information Technology, Gender Economic Inclusion and Environment Sustainability in Sub-Sahara Africa," Working Papers of The Association for Promoting Women in Research and Development in Africa (ASPROWORDA)., The Association for Promoting Women in Research and Development in Africa (ASPROWORDA), number 24/004, Jan.
• Alban Moura & Olivier Pierrard, 2024, "Bayesian Evaluation of DSGE Models with Housing and Collateral Effects," Annals of Economics and Statistics, GENES, issue 155, pages 91-124, DOI: 10.2307/48795038.
• Gabrielli Florencia & Culós Verónica & Herrera Gómez Marcos & Willington Manuel, 2024, "Market power in the liquid fuels wholesale chain in Argentina: an empirical analysis," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4732, Nov.
• Marian Nastase & Gabriel Croitoru & Nicoleta Valentina Florea & Nicoleta Cristache & Ramona Lile, 2024, "The Perceptions of Employees from Romanian Companies on Adoption of Artificial Intelligence in Recruitment and Selection Processes," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 26, issue 66, pages 421-421, Aprilie.
• Cheikh T. Ndour & Simplice A. Asongu, 2024, "Information Technology, Gender Economic Inclusion and Environment Sustainability in Sub-Sahara Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 24/001, Jan.
• Kazeem B. Ajide & Olorunfemi Y. Alimi & Simplice A. Asongu, 2024, "Intelligence and its Effects on Environmental Decline: A Worldwide Analysis," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 24/017, Jan.
• Vrins, Frédéric & Wang, Linqi, 2024, "Asymmetric short-rate model without lower bound," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2024005, Jan, DOI: https://doi.org/10.1080/14697688.20.
• Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo & Meloni, Giulia, 2024, "Message in a bottle: Forecasting wine prices," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2024006, May, DOI: https://doi.org/10.1017/jwe.2024.3.
• Merve Kılınç Yılmaz & Yusuf Şahin & Kenan Oğuzhan Oruç, 2024, "Price Forecasting of Feed Raw Materials Used in Dairy Farming: A Methodological Comparison," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 12, issue 3, pages 249-280, December, DOI: https://doi.org/10.17093/alphanumer.
• Адилханова Зарина // Adilkhanova Zarina & Ержан Ислам // Yerzhan Islam, 2024, "Система селективно - комбинированного прогноза инфляции (SSCIF)// Selective-Combined Inflation Forecasting System," Working Papers, National Bank of Kazakhstan, number #2024-13.
• Alberto Vindas-Quesada & Carlos Brenes-Soto & Adriana Sandí-Esquivel & Susan Jiménez-Montero, 2024, "Univariate inflation forecasts in Costa Rica: model evaluation and selection," Notas Técnicas, Banco Central de Costa Rica, number 2405, Oct.
• Jose Pablo Barquero-Romero, 2024, "The Transmission of the Monetary Policy Rate in Costa Rica, 2018-2024," Notas Técnicas, Banco Central de Costa Rica, number 2406, Dec.
• Anna A. Maigur, 2024, "Machine learning algorithms for predicting unemployment duration in Russia," Russian Journal of Economics, ARPHA Platform, volume 10, issue 4, pages 365-384, December, DOI: 10.32609/j.ruje.10.128611.
• Achim Ahrens & Christian B. Hansen & Mark E. Schaffer & Thomas Wiemann, 2024, "Model Averaging and Double Machine Learning," Papers, arXiv.org, number 2401.01645, Jan, revised Sep 2024.
• Takaaki Koike & Cathy W. S. Chen & Edward M. H. Lin, 2024, "Forecasting and Backtesting Gradient Allocations of Expected Shortfall," Papers, arXiv.org, number 2401.11701, Jan, revised Jun 2024.
• Arnaud Dufays & Aristide Houndetoungan & Alain Coen, 2024, "Selective linear segmentation for detecting relevant parameter changes," Papers, arXiv.org, number 2402.05329, Feb.
• Alexander Mayer & Dominik Wied & Victor Troster, 2024, "Quantile Granger Causality in the Presence of Instability," Papers, arXiv.org, number 2402.09744, Feb, revised Dec 2024.
• Daniele Ballinari, 2024, "Calibrating doubly-robust estimators with unbalanced treatment assignment," Papers, arXiv.org, number 2403.01585, Mar, revised Jun 2024.
• Giovanni Angelini & Luca Fanelli & Luca Neri, 2024, "Invalid proxies and volatility changes," Papers, arXiv.org, number 2403.08753, Mar, revised Nov 2025.
• Jannik Kreye & Philipp Sibbertsen, 2024, "Testing for a Forecast Accuracy Breakdown under Long Memory," Papers, arXiv.org, number 2409.07087, Sep.
• Igor Martins & Hedibert Freitas Lopes, 2024, "What events matter for exchange rate volatility ?," Papers, arXiv.org, number 2411.16244, Nov.
• Manuel Benazic & Dean Uckar, 2024, "The Impact Of Selected Macroeconomic Variables On House Prices In Croatia," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 33, issue 1, pages 65-88, june, DOI: 10.17818/EMIP/2024/1.4.
• Ivana Bekic & Jadranka Ivanković & Magdalena Bednjanec, 2024, "Extroversion-Introversion Dimension Of The Hult Prize Participants Due To Creative Innovation Process," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 33, issue 2, pages 405-424, December, DOI: 10.17818/EMIP/2024/2.3.
• Xiaohang Ren & Kang Yuan & Lizhu Tao & Cheng Yan, 2024, "Carbon Prices Forecasting Using Group Information," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 4, issue 4, pages 1-6, DOI: 2024/07/09.
• Svetoslav Borisov, 2024, "Bitcoin – Hedge or Speculative Asset: Analysis of Its Role and Nature," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 148-170.
• Rizwan Raheem Ahmed & Dalia Streimikiene & Justas Streimikis & Indre Siksnelyte-Butkiene, 2024, "A comparative analysis of multivariate approaches for data analysis in management sciences," E&M Economics and Management, Technical University of Liberec, Faculty of Economics, volume 27, issue 1, pages 192-210, March, DOI: 10.15240/tul/001/2024-5-001.
• Musrrat Parveen & Amal Awadh Hadi Alshehri, 2024, "Factors influencing career sustainability in Saudi Arabian banks: A PLS-SEM analysis," E&M Economics and Management, Technical University of Liberec, Faculty of Economics, volume 27, issue 3, pages 154-171, September, DOI: 10.15240/tul/001/2024-5-010.
• Jeffrey Mollins & Rachit Lumb, 2024, "Seasonal Adjustment of Weekly Data," Discussion Papers, Bank of Canada, number 2024-17, Nov, DOI: 10.34989/sdp-2024-17.
• Esther Cáceres, 2024, "The predictive power of house price imbalance indicators," Economic Bulletin, Banco de España, issue 2024/Q3, DOI: https://doi.org/10.53479/37605.
• Simone Narizzano & Marco Orlandi & Antonio Scalia, 2024, "The Bank of Italy’s statistical model for the credit assessment of non-financial firms," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 53, Oct.
• Gary Cornwall & Marina Gindelsky, 2024, "Nowcasting Distributional National Accounts for the United States: A Machine Learning Approach," BEA Papers, Bureau of Economic Analysis, number 0130, Sep.
• Juan R. Hernández, 2024, "Covered interest parity: a forecasting approach to estimate the neutral band," BIS Working Papers, Bank for International Settlements, number 1206, Aug.
• Urmat Dzhunkeev, 2024, "Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks," Russian Journal of Money and Finance, Bank of Russia, volume 83, issue 1, pages 53-76, March.
• Alexandra Bozhechkova & Urmat Dzhunkeev, 2024, "CLARA and CARLSON: Combination of Ensemble and Neural Network Machine Learning Methods for GDP Forecasting," Russian Journal of Money and Finance, Bank of Russia, volume 83, issue 3, pages 45-69, September.
• Matteo Picchio & Michele Ubaldi, 2024, "Unemployment and health: A meta‐analysis," Journal of Economic Surveys, Wiley Blackwell, volume 38, issue 4, pages 1437-1472, September, DOI: 10.1111/joes.12588.
• Hui Chen & Winston Wei Dou & Leonid Kogan, 2024, "Measuring “Dark Matter” in Asset Pricing Models," Journal of Finance, American Finance Association, volume 79, issue 2, pages 843-902, April, DOI: 10.1111/jofi.13317.
• Federica Ciocchetta & Elisa Guglielminetti & Alessandro Mistretta, 2024, "What Drives House Prices in Europe?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 86, issue 5, pages 1089-1121, October, DOI: 10.1111/obes.12601.
• PARTACHI Ion & MIJA Simion, 2024, "Moldova Gdp Forecasting Using Bayesian Multivariate Models," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 76, issue 1, pages 85-93, March, DOI: 10.56043/reveco-2024-0008.
• PARTACHI Ion & MIJA Simion & HERTELIU Claudiu, 2024, "Analysis Of The Impact Of Covid-19 On Key Demographic Indicators In Romania And Moldova Using Econometric Modeling," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 76, issue 4, pages 132-139, December, DOI: 10.56043/reveco-2024-0038.
• Yong Li & Sushanta K. Mallick & Nianling Wang & Jun Yu & Tao Zeng, 2024, "Deviance Information Criterion for Model Selection:Theoretical Justification and Applications," Working Papers, University of Macau, Faculty of Business Administration, number 202415, Aug.
• Yong Li & Zhou Wu & Jun Yu & Tao Zeng, 2024, "A Note on AIC and TIC for Model Selection," Working Papers, University of Macau, Faculty of Business Administration, number 202420, Nov.
• Chuanglian Chen & Xiaobin Liu & Jun Yu & Tao Zeng, 2024, "The Time-varying Zone-like and Asymmetric Preference of Central Banks: Evidence from China," Working Papers, University of Macau, Faculty of Business Administration, number 202421, Nov.
• Giovanni Angelini & Luca Fanelli & Luca Neri, 2024, "Invalid proxies and volatility changes," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1193, Mar.
• Cummins Joseph & Miller Douglas L. & Smith Brock & Simon David, 2024, "Matching on Noise: Finite Sample Bias in the Synthetic Control Estimator," Journal of Econometric Methods, De Gruyter, volume 13, issue 1, pages 67-95, January, DOI: 10.1515/jem-2021-0019.
• Xu Yongdeng, 2024, "Quasi Maximum Likelihood Estimation of Vector Multiplicative Error Model using the ECCC-GARCH Representation," Journal of Time Series Econometrics, De Gruyter, volume 16, issue 1, pages 1-27, DOI: 10.1515/jtse-2022-0018.
• Yang Lixiong, 2024, "High dimensional threshold model with a time-varying threshold based on Fourier approximation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 1, pages 83-117, February, DOI: 10.1515/snde-2021-0047.
• Chernis Tony, 2024, "Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 293-317, April, DOI: 10.1515/snde-2022-0108.
• Jacobi Liana & Kwok Chun Fung & Ramírez-Hassan Andrés & Nghiem Nhung, 2024, "Posterior Manifolds over Prior Parameter Regions: Beyond Pointwise Sensitivity Assessments for Posterior Statistics from MCMC Inference," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 403-434, April, DOI: 10.1515/snde-2022-0116.
• Ayala Astrid & Blazsek Szabolcs & Licht Adrian, 2024, "Volatility Forecasting Using Quasi-Score-Driven Models with an Application to the Coronavirus Pandemic Period," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 5, pages 785-805, DOI: 10.1515/snde-2022-0085.
• Delgado, M. A. & Vainora, J., 2024, "Conditional Distribution Model Specification Testing Using Chi-Square Goodness-of-Fit Tests," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2440, Jul.
• Jemesa Landers & Tom Coupé & Andrea Menclova, 2024, "The Long-Term Impact of Experiencing War on Life Satisfaction: Evidence from the Life in Transition Survey," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 24/12, Aug.
• Xu, Yongdeng & Guan, Bo & Lu, Wenna & Heravi, Saeed, 2024, "Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2024/15, Jul.
• Rodrigo Adao & Arnaud Costinot & Dave Donaldson, 2024, "Putting quantitative models to the test: An application to Trump's trade war," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp2002, Jun.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2024, "The information matrix test for Gaussian mixtures," Working Papers, CEMFI, number wp2024_2401, Feb.
• Briggs, Joseph & Caplin, Andrew & Leth-Petersen, Søren & Tonetti, Christopher, 2024, "Identification of Marginal Treatment Effects using Subjective Expectations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18995, Apr.
• Danieli, Oren & Nevo, Daniel & Walk, Itai & Weinstein, Bar & Zeltzer, Dan, 2024, "Negative Control Falsification Tests for Instrumental Variable Designs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19127, Jun.
• Inoue, Atsushi & Kilian, Lutz, 2024, "When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19227, Jul.
• Blazsek, Szabolcs & Escribano, Álvaro & Kristof, Erzsebet, 2024, "Global, Arctic, and Antarctic sea ice volume predictions: using score-driven threshold climate models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 39546, Jan.
• Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2024, "Anthropogenic effects of climate change: Further evidence from a fractionally integrated ice-age model," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 44712, Oct.
• Choi, Jaedo & Moon, Hyungsik Roger & Cho, Jin Seo, 2024, "Sequentially Estimating The Structural Equation By Power Transformation," Econometric Theory, Cambridge University Press, volume 40, issue 1, pages 98-161, February.
• Shi, Ruoyao, 2024, "An Averaging Estimator For Two-Step M-Estimation In Semiparametric Models," Econometric Theory, Cambridge University Press, volume 40, issue 3, pages 652-687, June.
• Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo & Meloni, Giulia, 2024, "Message in a bottle: Forecasting wine prices," Journal of Wine Economics, Cambridge University Press, volume 19, issue 1, pages 64-91, February.
• Cheikh T. Ndour & Simplice A. Asongu, 2024, "Information Technology, Gender Economic Inclusion and Environment Sustainability in Sub-Sahara Africa," Journal of Africa SEER Centre(ASC), Africa SEER Centre(ASC), number 24/001, Jan.
• Cheikh T. Ndour & Simplice A. Asongu, 2024, "Information Technology, Gender Economic Inclusion and Environment Sustainability in Sub-Sahara Africa," Journal of Africa SEER Centre(ASC), Africa SEER Centre(ASC), number 24/003, Jan.
• Kazeem B. Ajide & Olorunfemi Y. Alimi & Simplice A. Asongu, 2024, "Intelligence and its Effects on Environmental Decline: A Worldwide Analysis," Journal of Africa SEER Centre(ASC), Africa SEER Centre(ASC), number 24/004, Jan.
• Allayioti, Anastasia & Venditti, Fabrizio, 2024, "The role of comovement and time-varying dynamics in forecasting commodity prices," Working Paper Series, European Central Bank, number 2901, Feb.
• Linzenich, Jan & Meunier, Baptiste, 2024, "Nowcasting Made Easier: a toolbox for economists," Working Paper Series, European Central Bank, number 3004, Dec.
• Siphat Lim & Edman Flores & Casey Barnett, 2024, "Analyzing the Effectiveness of a System of Equation Model in Comparison to Single Equation Models for Predicting General Price Level in Cambodia," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 5, pages 156-166, September.
• Ilyes Abidi & Mariem Nsaibi, 2024, "Assessing the Impact of Renewable Energy in Mitigating Climate Change: A Comprehensive Study on Effectiveness and Adaptation Support," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 3, pages 442-454, May.
• Adhitya Nugraha & Hermanto Siregar & Idqan Fahmi & Zenal Asikin & Dikky Indrawan & Harianto Harianto & Salis Aprilian, 2024, "Identification of Factors Affecting Net Zero Emission Level in Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 5, pages 203-210, September.
• Dmitry Kulikov & Nicolas Reigl, 2024, "The natural rate of unemployment in Estonia: empirical determinants and a new semi-structural model," Bank of Estonia Working Papers, Bank of Estonia, number wp2023-6, Feb, revised 23 Feb 2024.
• Barde, Sylvain, 2024, "Bayesian estimation of large-scale simulation models with Gaussian process regression surrogates," Computational Statistics & Data Analysis, Elsevier, volume 196, issue C, DOI: 10.1016/j.csda.2024.107972.
• Cordoni, Francesco & Dorémus, Nicolas & Moneta, Alessio, 2024, "Identification of vector autoregressive models with nonlinear contemporaneous structure," Journal of Economic Dynamics and Control, Elsevier, volume 162, issue C, DOI: 10.1016/j.jedc.2024.104852.
• Wu, Frank C.Z., 2024, "A high-dimensional additive nonparametric model," Journal of Economic Dynamics and Control, Elsevier, volume 166, issue C, DOI: 10.1016/j.jedc.2024.104916.
• Sethi, Chandan & Mishra, Bibhuti Ranjan & Sethi, Dinabandhu, 2024, "Exploring the nexus between inflation targeting and exchange market pressure: Evidence from the global financial crisis," Economic Analysis and Policy, Elsevier, volume 84, issue C, pages 1359-1369, DOI: 10.1016/j.eap.2024.10.027.
• Crespo Cuaresma, Jesús & Fernández, Oscar, 2024, "Explaining long-term bond yields synchronization dynamics in Europe," Economic Modelling, Elsevier, volume 133, issue C, DOI: 10.1016/j.econmod.2024.106684.
• Arbués, Ignacio & Matilla-García, Mariano, 2024, "Multibenchmark reality checks," Economic Modelling, Elsevier, volume 140, issue C, DOI: 10.1016/j.econmod.2024.106848.
• Hampl, Filip & Vágnerová Linnertová, Dagmar & Horváth, Matúš, 2024, "Crypto havens during war times? Evidence from the Russian invasion of Ukraine," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102093.
• Canepa, Alessandra, 2024, "Inflation dynamics and persistence: The importance of the uncertainty channel," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102135.
• Bufalo, Michele & Ceci, Claudia & Orlando, Giuseppe, 2024, "Addressing the financial impact of natural disasters in the era of climate change," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102152.
• Zhao, Jing, 2024, "Impact of green finance on low-carbon transformation: Spatial spillover effects in China," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102202.
• Ren, Tingting & Li, Shaofang & Zhang, Siying, 2024, "Stock market extreme risk prediction based on machine learning: Evidence from the American market," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102241.
• Ballinari, Daniele, 2024, "Calibrating doubly-robust estimators with unbalanced treatment assignment," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111838.
• Tu, Yundong & Wang, Siwei, 2024, "Selection inconsistency for factor-augmented regressions," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111840.
• Cerulli, Giovanni, 2024, "Optimal initial donor selection for the synthetic control method," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111976.
• Hajivassiliou, Vassilis & Savignac, Frédérique, 2024, "Simultaneously Incomplete and Incoherent (SII) Dynamic LDV Models: With an Application to Financing Constraints and Firms’ Decision to Innovate," Journal of Econometrics, Elsevier, volume 238, issue 1, DOI: 10.1016/j.jeconom.2023.105546.
• Angelini, Giovanni & Cavaliere, Giuseppe & Fanelli, Luca, 2024, "An identification and testing strategy for proxy-SVARs with weak proxies," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105604.
• He, Changli & Kang, Jian & Silvennoinen, Annastiina & Teräsvirta, Timo, 2024, "Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model," Journal of Econometrics, Elsevier, volume 239, issue 1, DOI: 10.1016/j.jeconom.2023.105494.
• Jiao, Xiyu & Pretis, Felix & Schwarz, Moritz, 2024, "Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change," Journal of Econometrics, Elsevier, volume 239, issue 1, DOI: 10.1016/j.jeconom.2023.105547.
• Diebold, Francis X. & Rudebusch, Glenn D. & Göbel, Maximilian & Goulet Coulombe, Philippe & Zhang, Boyuan, 2024, "Reprint of: When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume," Journal of Econometrics, Elsevier, volume 239, issue 1, DOI: 10.1016/j.jeconom.2023.105645.
• Li, Yifan & Nolte, Ingmar & Pham, Manh Cuong, 2024, "Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures," Journal of Econometrics, Elsevier, volume 241, issue 2, DOI: 10.1016/j.jeconom.2024.105748.
• Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique, 2024, "Specification tests for non-Gaussian structural vector autoregressions," Journal of Econometrics, Elsevier, volume 244, issue 2, DOI: 10.1016/j.jeconom.2024.105803.
• Armillotta, Mirko & Gorgi, Paolo, 2024, "Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models," Journal of Econometrics, Elsevier, volume 246, issue 1, DOI: 10.1016/j.jeconom.2024.105894.
• Chudik, Alexander & Pesaran, M. Hashem & Sharifvaghefi, Mahrad, 2024, "Variable selection in high dimensional linear regressions with parameter instability," Journal of Econometrics, Elsevier, volume 246, issue 1, DOI: 10.1016/j.jeconom.2024.105900.
• Bermudez, P. de Zea & Marín, J. Miguel & Rue, Håvard & Veiga, Helena, 2024, "Integrated nested Laplace approximations for threshold stochastic volatility models," Econometrics and Statistics, Elsevier, volume 30, issue C, pages 15-35, DOI: 10.1016/j.ecosta.2021.08.006.
• Ahelegbey, Daniel Felix & Billio, Monica & Casarin, Roberto, 2024, "Modeling Turning Points in the Global Equity Market," Econometrics and Statistics, Elsevier, volume 30, issue C, pages 60-75, DOI: 10.1016/j.ecosta.2021.10.004.
• Quainoo, Ruth & Howard, Gregory & Gaur, Vasundhara & Lang, Corey, 2024, "Model choice and framing effects: Do discrete choice modeling decisions affect loss aversion estimates?," Journal of choice modelling, Elsevier, volume 53, issue C, DOI: 10.1016/j.jocm.2024.100524.
• Branco, Rafael R. & Rubesam, Alexandre & Zevallos, Mauricio, 2024, "Forecasting realized volatility: Does anything beat linear models?," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101524.
• Bonaccolto, Giovanni & Caporin, Massimiliano & Iacopini, Matteo, 2024, "Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Comment," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107469.
• Tselika, Kyriaki & Tselika, Maria & Demetriades, Elias, 2024, "Quantifying the short-term asymmetric effects of renewable energy on the electricity merit-order curve," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107471.
• Haas, Christian & Budin, Constantin & d’Arcy, Anne, 2024, "How to select oil price prediction models — The effect of statistical and financial performance metrics and sentiment scores," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107466.
• Blazsek, Szabolcs & Escribano, Alvaro & Kristof, Erzsebet, 2024, "Global, Arctic, and Antarctic sea ice volume predictions using score-driven threshold climate models," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107591.
• Xu, Yongdeng & Guan, Bo & Lu, Wenna & Heravi, Saeed, 2024, "Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107750.
• Zhang, Bo & Nguyen, Bao H. & Sun, Chuanwang, 2024, "Forecasting oil prices: Can large BVARs help?," Energy Economics, Elsevier, volume 137, issue C, DOI: 10.1016/j.eneco.2024.107805.
• Tian, Guangning & Peng, Yuchao & Du, Huancheng & Meng, Yuhao, 2024, "Forecasting crude oil returns in different degrees of ambiguity: Why machine learn better?," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107867.
• Çağlayan-Akay, Ebru & Topal, Kadriye Hilal, 2024, "Forecasting Turkish electricity consumption: A critical analysis of single and hybrid models," Energy, Elsevier, volume 305, issue C, DOI: 10.1016/j.energy.2024.132115.
• Michalski, Lachlan & Low, Rand Kwong Yew, 2024, "Determinants of corporate credit ratings: Does ESG matter?," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103228.
• Esparcia, Carlos & Escribano, Ana & Jareño, Francisco, 2024, "Assessing the crypto market stability after the FTX collapse: A study of high frequency volatility and connectedness," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103287.
• Heger, Julia & Min, Aleksey & Zagst, Rudi, 2024, "Analyzing credit spread changes using explainable artificial intelligence," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103315.
• Cakici, Nusret & Zaremba, Adam, 2024, "What drives stock returns across countries? Insights from machine learning models," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103569.
• Escobar-Anel, Marcos & Spies, Ben & Zagst, Rudi, 2024, "Mean–variance optimization under affine GARCH: A utility-based solution," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104749.
• Reesor, R. Mark & Stentoft, Lars & Zhu, Xiaotian, 2024, "A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105379.
• Jing, Zhongbo & Li, Qin & Zhao, Hongyi & Zhao, Yang, 2024, "Predicting stock price crash risk in China: A modified graph WaveNet model," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105468.
• Zhang, Aoran & Zhou, Chunyang, 2024, "A closed-form solution for spot volatility from options under limited data," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105841.
• Li, Chenxing & Zhang, Zehua & Zhao, Ran, 2024, "Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105824.
• Escobar-Anel, Marcos & Stentoft, Lars & Ye, Xize, 2024, "Not all VIXs are (Informationally) equal: Evidence from affine GARCH option pricing models," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106053.
• Jiang, Fuwei & Ma, Tian & Zhu, Feifei, 2024, "Fundamental characteristics, machine learning, and stock price crash risk," Journal of Financial Markets, Elsevier, volume 69, issue C, DOI: 10.1016/j.finmar.2024.100908.
• Segnon, Mawuli & Gupta, Rangan & Wilfling, Bernd, 2024, "Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks," International Journal of Forecasting, Elsevier, volume 40, issue 1, pages 29-43, DOI: 10.1016/j.ijforecast.2022.11.007.