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Report NEP-FOR-2019-12-16
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 & Weronika Nitka & Tomasz Weron, 2019, "Enhancing load, wind and solar generation forecasts in day-ahead forecasting of spot and intraday electricity prices," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/08, Dec.
- Bett, Philip E & Thornton, Hazel E. & Troccoli, Alberto & De Felice, Matteo & Suckling, Emma & Dubus, Laurent & Saint-Drenan, Yves-Marie & Brayshaw, David J., 2019, "A simplified seasonal forecasting strategy, applied to wind and solar power in Europe," Earth Arxiv, Center for Open Science, number kzwqx, Apr, DOI: 10.31219/osf.io/kzwqx.
- Dimos Kambouroudis & David McMillan & Katerina Tsakou, 2019, "Forecasting Realized Volatility: The role of implied volatility, leverage effect, overnight returns and volatility of realized volatility," Working Papers, Swansea University, School of Management, number 2019-03, Dec.
- Nyoni, Thabani, 2019, ""Incredible India"-an empirical confrimation from the Box-Jenkins ARIMA technique," MPRA Paper, University Library of Munich, Germany, number 96909, Nov.
- Shaogao Lv & Yongchao Hou & Hongwei Zhou, 2019, "Financial Market Directional Forecasting With Stacked Denoising Autoencoder," Papers, arXiv.org, number 1912.00712, Dec.
- Christophe Hurlin & Christophe Pérignon, 2019, "Machine Learning et nouvelles sources de données pour le scoring de crédit," Working Papers, HAL, number halshs-02377886, Nov.
- Martínez-Martin, Jaime & Morris, Richard & Onorante, Luca & Piersanti, Fabio M., 2019, "Merging structural and reduced-form models for forecasting: opening the DSGE-VAR box," Working Paper Series, European Central Bank, number 2335, Dec.
- Omer Berat Sezer & Mehmet Ugur Gudelek & Ahmet Murat Ozbayoglu, 2019, "Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019," Papers, arXiv.org, number 1911.13288, Nov.
- Stephan Smeekes & Etienne Wijler, 2019, "High-Dimensional Forecasting in the Presence of Unit Roots and Cointegration," Papers, arXiv.org, number 1911.10552, Nov.
- Alain Hecq & Elisa Voisin, 2019, "Predicting crashes in oil prices during the COVID-19 pandemic with mixed causal-noncausal models," Papers, arXiv.org, number 1911.10916, Nov, revised May 2022.