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Report NEP-FOR-2022-05-09
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:
- Bohan Zhang & Yanfei Kang & Anastasios Panagiotelis & Feng Li, 2022, "Optimal reconciliation with immutable forecasts," Papers, arXiv.org, number 2204.09231, Apr.
- Oliver Grothe & Fabian Kachele & Fabian Kruger, 2022, "From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting," Papers, arXiv.org, number 2204.10154, Apr.
- Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino, 2022, "Forecasting US Inflation Using Bayesian Nonparametric Models," Papers, arXiv.org, number 2202.13793, Feb.
- Julia Nasiadka & Weronika Nitka & Rafa{l} Weron, 2022, "Calibration window selection based on change-point detection for forecasting electricity prices," Papers, arXiv.org, number 2204.00872, Apr.
- Souhir Ben Amor & Heni Boubaker & Lotfi Belkacem, 2022, "Predictive Accuracy of a Hybrid Generalized Long Memory Model for Short Term Electricity Price Forecasting," Papers, arXiv.org, number 2204.09568, Apr.
- Rudrani Bhattacharya & Bornali Bhandari & Sudipto Mundle, 2021, "Nowcasting India's Quarterly GDP Growth: A Factor Augmented Time-Varying Coefficient Regression Model (FA-TVCRM)," NCAER Working Papers, National Council of Applied Economic Research, number 130, Oct.
- Arkadiusz Jk{e}drzejewski & Jesus Lago & Grzegorz Marcjasz & Rafa{l} Weron, 2022, "Electricity Price Forecasting: The Dawn of Machine Learning," Papers, arXiv.org, number 2204.00883, Apr.
- Xinyu Wang & Liang Zhao & Ning Zhang & Liu Feng & Haibo Lin, 2022, "Stability of China's Stock Market: Measure and Forecast by Ricci Curvature on Network," Papers, arXiv.org, number 2204.06692, Apr.
- Jozef Barunik & Lubos Hanus, 2022, "Learning Probability Distributions in Macroeconomics and Finance," Papers, arXiv.org, number 2204.06848, Apr.