Report NEP-FOR-2026-04-20

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:

• Hilde C. Bjornland & Nicolas Hardy & Dimitris Korobilis, 2026, "Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach," Papers, arXiv.org, number 2604.12927, Apr.
• Tenghan Zhong, 2026, "Risk-Sensitive Specialist Routing for Volatility Forecasting," Papers, arXiv.org, number 2604.10402, Apr, revised Apr 2026.
• Marcin Dec, 2026, "When 3% Means Nothing: Calibrating Escalation Limits to a Bank’s Own Forecasting Error Distribution," GRAPE Working Papers, GRAPE Group for Research in Applied Economics, number 114.
• Pu Cheng & Juncheng Liu & Yunshen Long, 2026, "PolyBench: Benchmarking LLM Forecasting and Trading Capabilities on Live Prediction Market Data," Papers, arXiv.org, number 2604.14199, Apr.
• Onur Polat & Rangan Gupta & Dhanashree Somani & Sayar Karmakar, 2026, "Machine Learning Forecasting of U.S. Stock Market Volatility: The Role of Stock and Oil Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202611, Apr.
• Guo, Hongfei & Marín Díazaraque, Juan Miguel & Veiga, Helena, 2026, "Target-Driven Bayesian Stacking of Realized and Implied Volatility Forecasts," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 49851, Apr.
• Dalibor Stevanovic, 2026, "Who Saw It Coming? Historical Experience and the 2021 Inflation Forecast Failure," Papers, arXiv.org, number 2604.14467, Apr.
• Nicolás Bonino-Gayoso & Mónica Correa-López, 2026, "Unexpecting the Expected in Real-Time Inflation Forecasting: The Inflation Expectations Channel?," Working Papers, Banco de España, number 2613, Mar, DOI: https://doi.org/10.53479/42915.
• Xiang Ao & Jingxuan Zhang & Xinyu Zhao, 2026, "Dynamic Forecasting and Temporal Feature Evolution of Stock Repurchases in Listed Companies Using Attention-Based Deep Temporal Networks," Papers, arXiv.org, number 2604.09650, Mar.
• Alessandro Falezza, 2026, "When Forecast Accuracy Fails: Rank Correlation and Decision Quality in Multi-Market Battery Storage Optimization," Papers, arXiv.org, number 2604.12082, Apr, revised Apr 2026.
• Ezra Karger & Otto Kuusela & Jason Abaluck & Kevin A. Bryan & Basil Halperin & Todd R. Jones & Connacher Murphy & Philip Trammell & Matt Reynolds & Dan Mayland & Ria Viswanathan & Ananaya Mittal & Reb, 2026, "Forecasting the Economic Effects of AI," NBER Working Papers, National Bureau of Economic Research, Inc, number 35046, Apr.
• Karmanpartap Singh Sidhu & Junyi Fan & Maryam Pishgar, 2026, "Which Voices Move Markets? Speaker Identity and the Cross-Section of Post-Earnings Returns," Papers, arXiv.org, number 2604.13260, Apr.
• Fantazzini, Dean & Kurbatskii, Alexey, 2026, "Nowcasting and Forecasting Russian Regional CPI: Sparse Models and the Time-Varying Value of Online Data," MPRA Paper, University Library of Munich, Germany, number 128456.
• Tae-Hwy Lee & Saerom Lee, 2026, "Exploiting Heterogeneity in the Survey of Professional Forecasters," Working Papers, University of California at Riverside, Department of Economics, number 202602, Apr.