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Report NEP-FOR-2016-03-10
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:
- Rangan Gupta & Anandamayee Majumdar & Mark Wohar, 2016, "The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach," Working Papers, University of Pretoria, Department of Economics, number 201612, Feb.
- BOUSALAM, Issam & HAMZAOUI, Moustapha & ZOUHAYR, Otman, 2016, "Forecasting Daily Stock Volatility Using GARCH-CJ Type Models with Continuous and Jump Variation," MPRA Paper, University Library of Munich, Germany, number 69636, Jan.
- BAUWENS, Luc & BRAIONE, Manuela & STORTI, Giuseppe, 2016, "A dynamic component model for forecasting high-dimensional realized covariance matrices," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016001, Feb.
- Paul Hubert, 2015, "The effect of interest rate and communication shocks on private inflation expectations," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper122, Sep.
- Jakob W. Messner & Georg J. Mayr & Achim Zeileis, 2016, "Non-homogeneous boosting for predictor selection in ensemble post-processing," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2016-04, Feb.
- Jakub Nowotarski & Rafal Weron, 2016, "To combine or not to combine? Recent trends in electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/01, Jan.
- Cédric Join & Michel Fliess & Cyril Voyant & Frédéric Chaxel, 2016, "Solar energy production: Short-term forecasting and risk management," Post-Print, HAL, number hal-01272152, Jun, DOI: 10.1016/j.ifacol.2016.07.790.
- Marie Bessec, 2015, "Revisiting the transitional dynamics of business-cycle phases with mixed frequency data," Post-Print, HAL, number hal-01276824, Jun.
- Nikos Askitas, 2016, "Predicting Road Conditions with Internet Search," RatSWD Working Papers, German Data Forum (RatSWD), number 252, DOI: https://doi.org/10.17620/02671.24.
- Soojin Jo & Rodrigo Sekkel, 2016, "Macroeconomic Uncertainty Through the Lens of Professional Forecasters," Staff Working Papers, Bank of Canada, number 16-5, DOI: 10.34989/swp-2017-5.
- Dufays, A. & Rombouts, V., 2015, "Sparse Change-Point Time Series Models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2015032, Jul.
- Minh Ha-Duong & Franck Nadaud & Martin Jegard, 2016, "Two historical changes in the narrative of energy forecasts," Working Papers, HAL, number hal-01275593, Feb.
- Benoît Sévi, 2014, "Forecasting the volatility of crude oil futures using intraday data," Working Papers, Department of Research, Ipag Business School, number 2014-53, Jan.
- Hassane Abouaïssa & Michel Fliess & Cédric Join, 2016, "On short-term traffic flow forecasting and its reliability," Post-Print, HAL, number hal-01275311, Jun.