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~isPartOf:"Applied financial economics"
~isPartOf:"The journal of futures markets"
~language:"eng"
~type:"article"
~type_genre:"Article in journal"
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Forecasting model
190
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190
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68
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63
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60
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60
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McMillan, David G.
5
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Asai, Manabu
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Barkoulas, John T.
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Applied financial economics
The journal of futures markets
International journal of forecasting
1,631
Journal of forecasting
911
Technological forecasting & social change : an international journal
404
Applied economics
369
Energy economics
346
Economic modelling
325
Finance research letters
298
Journal of econometrics
282
Economics letters
268
Applied economics letters
263
European journal of operational research : EJOR
260
Studies on Russian economic development : the official journal of the Institute of Economic Forecasting, Russian Academy of Sciences
248
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
240
International review of financial analysis
232
Journal of banking & finance
229
Journal of empirical finance
187
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184
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The North American journal of economics and finance : a journal of financial economics studies
172
International review of economics & finance : IREF
171
Journal of applied econometrics
165
Journal of money, credit and banking : JMCB
155
Computational economics
153
Journal of international money and finance
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Journal of financial economics
146
Journal of economic dynamics & control
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International journal of production economics
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The accounting review : a publication of the American Accounting Association
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Risks : open access journal
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118
Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
236
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236
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1
Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning
;
Gong, Yujing
;
Xue, Xiaohan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1332-1372
Persistent link: https://www.econbiz.de/10014339438
Saved in:
2
Market-wide overconfidence and stock returns
Chen, Qiang
;
Han, Yu
;
Huang, Ying
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 3-26
Persistent link: https://www.econbiz.de/10014475421
Saved in:
3
Predictability of commodity futures returns with machine learning models
Wang, Shirui
;
Zhang, Tianyang
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 302-322
Persistent link: https://www.econbiz.de/10014475477
Saved in:
4
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
5
Climate change attention and carbon futures return prediction
Gong, Xu
;
Li, Mengjie
;
Guan, Keqin
;
Sun, Chuanwang
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1261-1288
Persistent link: https://www.econbiz.de/10014339406
Saved in:
6
The predictability of iron ore futures prices : a product-material lead-lag effect
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1289-1304
Persistent link: https://www.econbiz.de/10014339412
Saved in:
7
Commodity network and predictable returns
Xu, Qi
;
Ye, Yang
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1423-1449
Persistent link: https://www.econbiz.de/10014339453
Saved in:
8
Anger in predicting the index futures returns
Cao, Zhen
;
Shen, Jiancheng
;
Wei, Xinbei
;
Zhang, Qunzi
- In:
The journal of futures markets
43
(
2023
)
4
,
pp. 437-454
Persistent link: https://www.econbiz.de/10014293110
Saved in:
9
Forecasting variance swap payoffs
Dark, Jonathan
;
Gao, Xin
;
Heijden, Thijs van der
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2135-2164
Persistent link: https://www.econbiz.de/10013465873
Saved in:
10
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
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