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Report NEP-FOR-2014-07-13
This is the archive for NEP-FOR, a report on new working papers in the area of Forecasting. Rob J Hyndman issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FOR
The following items were announced in this report:
- Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron, 2014, "Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/09, Jun.
- Anthony Garratt & Kevin Lee & Kalvinder Shields, 2014, "Forecasting Global Recessions in a GVAR Model of Actual and Expected Output in the G7," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 2014/06, Jun.
- Jesus Crespo Cuaresma & Mauro Costantini & Jaroslava Hlouskova, 2014, "Can Macroeconomists Get Rich Forecasting Exchange Rates?," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp176, Jun.
- Item repec:imf:imfwpa:14/31 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:14/24 is not listed on IDEAS anymore
- Walid Chkili & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014, "Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory," Working Papers, Department of Research, Ipag Business School, number 2014-389, Jan.
- Proietti, Tommaso, 2014, "Exponential Smoothing, Long Memory and Volatility Prediction," MPRA Paper, University Library of Munich, Germany, number 57230, Jul.
- Jungmittag, Andre, 2014, "Combination of forecasts across estimation windows: An application to air travel demand," Working Paper Series, Frankfurt University of Applied Sciences, Faculty of Business and Law, number 05.
- Item repec:sda:ibrief:2014547 is not listed on IDEAS anymore
- Siemroth, Christoph, 2014, "Why prediction markets work : The role of information acquisition and endogenous weighting," Working Papers, University of Mannheim, Department of Economics, number 14-02.
- Clemens J. M. Kool Author-Name-First Clemens J. M. & Daniel L. Thornton Author-Name-First Daniel L., 2014, "How Effective Is Central Bank Forward Guidance?," Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 1405.
- Ernesto Garnier & Reinhard Madlener, 2014, "Balancing Forecast Errors in Continuous-Trade Intraday Markets," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 2/2014, Feb.
- Carlo Altavilla & Domenico Giannone, 2014, "The effectiveness of non-standard monetary policy measures: evidence from survey data," Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 1406.
- Item repec:dgr:uvatin:20140075 is not listed on IDEAS anymore
- Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik, 2014, "Does historical volatility term structure contain valuable in-formation for predicting volatility index futures?," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-18.
- Abdelhamid Ouakasse & Guy Melard, 2014, "On-line estimation of ARMA models using Fisher-scoring," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/13844.