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Report NEP-FOR-2020-05-18
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:
- Tomasz Serafin & Bartosz Uniejewski & Rafal Weron, 2019, "Averaging predictive distributions across calibration windows for day-ahead electricity price forecasting," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/19/08, Jun, revised 06 Jul 2019.
- Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy, 2020, "Interest Rate Uncertainty and the Predictability of Bank Revenues," Working Papers, University of Pretoria, Department of Economics, number 202040, May.
- Darvas, Zsolt & Schepp, Zoltán, 2020, "Forecasting exchange rates of major currencies with long maturity forward rates," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2020/01, Mar.
- Sium Bodha Hannadige & Jiti Gao & Mervyn J. Silvapulle & Param Silvapulle, 2020, "Forecasting a Nonstationary Time Series with a Mixture of Stationary and Nonstationary Factors as Predictors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/20.
- Item repec:rim:rimwps:20-16 is not listed on IDEAS anymore
- Marcus Cobb & Jennifer Peña, 2020, "Proyecciones de corto plazo para el PIB trimestral: Desempeño reciente de una serie de modelos estándar," Working Papers Central Bank of Chile, Central Bank of Chile, number 871, Apr.
- Natalia Bailey & Zvi Hochman & Yufeng Mao & Mervyn J. Silvapulle & Param Silvapulle, 2020, "Statistical Modelling and Forecast Evaluation of the Impact of Extreme Temperatures on Wheat Crops in North Western Victoria," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/20.
- Christos Bouras & Christina Christou & Rangan Gupta & Keagile Lesame, 2020, "Forecasting State- and MSA-Level Housing Returns of the US: The Role of Mortgage Default Risks," Working Papers, University of Pretoria, Department of Economics, number 202037, May.
- Roman Frydman & Nicholas Mangee & Josh Stillwagon, 2020, "How Market Sentiment Drives Forecasts of Stock Returns," Working Papers Series, Institute for New Economic Thinking, number inetwp115, Apr, DOI: 10.36687/inetwp115.
- Milan Fičura, 2019, "Forecasting Foreign Exchange Rate Movements with k-Nearest-Neighbour, Ridge Regression and Feed-Forward Neural Networks," FFA Working Papers, Prague University of Economics and Business, number 1.001, Nov, revised 24 Nov 2019.
- Fabrizio Cipollini & Giampiero M. Gallo & Alessandro Palandri, 2020, "A dynamic conditional approach to portfolio weights forecasting," Papers, arXiv.org, number 2004.12400, Apr.
- Karina Arias-Calluari & Fernando Alonso-Marroquin & Morteza Nattagh-Najafi & Michael Harr'e, 2020, "Methods for forecasting the effect of exogenous risk on stock markets," Papers, arXiv.org, number 2005.03969, May, revised Jul 2020.
- Franses, Ph.H.B.F., 2020, "An introduction to time-varying lag autoregression," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2020-05, Apr.
- Tao Hong & Pierre Pinson & Yi Wang & Rafal Weron & Dazhi Yang & Hamidreza Zareipour, 2020, "Energy forecasting: A review and outlook," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/20/08, May.
- Benjamin Jones, 2020, "Revenue forecasting in the mining industries: A data-driven approach," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2020-22.
- Payne, Jason Leslie & Morgan, Anthony, 2020, "COVID-19 and Violent Crime: A comparison of recorded offence rates and dynamic forecasts (ARIMA) for March 2020 in Queensland, Australia," SocArXiv, Center for Open Science, number g4kh7, Apr, DOI: 10.31219/osf.io/g4kh7.