Report NEP-FOR-2017-05-14This 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.
The following items were announced in this report:
- Bartosz Uniejewski & Grzegorz Marcjasz & Rafal Weron, 2017. "On the importance of the long-term seasonal component in day-ahead electricity price forecasting. Part II – Probabilistic forecasting," HSC Research Reports HSC/17/02, Hugo Steinhaus Center, Wroclaw University of Technology.
- Christian Pierdzioch & Rangan Gupta, 2017. "Uncertainty and Forecasts of U.S. Recessions," Working Papers 201732, University of Pretoria, Department of Economics.
- Jaydip Sen & Tamal Datta Chaudhuri, 2017. "A Time Series Analysis-Based Forecasting Framework for the Indian Healthcare Sector," Papers 1705.01144, arXiv.org.
- Kremens, Lukas & Martin, Ian, 2017. "The Quanto Theory of Exchange Rates," CEPR Discussion Papers 11970, C.E.P.R. Discussion Papers.
- Marcin Kolasa & Michał Rubaszek & Michele Ca' Zorzi, 2017. "Exchange rate forecasting with DSGE models," NBP Working Papers 260, Narodowy Bank Polski, Economic Research Department.
- Hector M. Zarate-Solano & Daniel R. Zapata-Sanabria, 2017. "Clustering and forecasting inflation expectations using the World Economic Survey: the case of the 2014 oil price shock on inflation targeting countries," Borradores de Economia 993, Banco de la Republica de Colombia.
- Stephen Boyd & Enzo Busseti & Steven Diamond & Ronald N. Kahn & Kwangmoo Koh & Peter Nystrup & Jan Speth, 2017. "Multi-Period Trading via Convex Optimization," Papers 1705.00109, arXiv.org.
- Luigi Grossi & Fany Nan, 2017. "Forecasting electricity prices through robust nonlinear models," Working Papers 06/2017, University of Verona, Department of Economics.