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Report NEP-FOR-2017-05-14
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:
- 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, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/17/02, May.
- Christian Pierdzioch & Rangan Gupta, 2017, "Uncertainty and Forecasts of U.S. Recessions," Working Papers, University of Pretoria, Department of Economics, number 201732, May.
- Jaydip Sen & Tamal Datta Chaudhuri, 2017, "A Time Series Analysis-Based Forecasting Framework for the Indian Healthcare Sector," Papers, arXiv.org, number 1705.01144, Apr.
- Martin, Ian & Kremens, Lukas, 2017, "The Quanto Theory of Exchange Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11970, Apr.
- Marcin Kolasa & Michał Rubaszek & Michele Ca' Zorzi, 2017, "Exchange rate forecasting with DSGE models," NBP Working Papers, Narodowy Bank Polski, number 260.
- 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, Banco de la Republica de Colombia, number 993, May, DOI: 10.32468/be.993.
- Stephen Boyd & Enzo Busseti & Steven Diamond & Ronald N. Kahn & Kwangmoo Koh & Peter Nystrup & Jan Speth, 2017, "Multi-Period Trading via Convex Optimization," Papers, arXiv.org, number 1705.00109, Apr.
- Luigi Grossi & Fany Nan, 2017, "Forecasting electricity prices through robust nonlinear models," Working Papers, University of Verona, Department of Economics, number 06/2017, May.