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  • Search: subject:"Bayesian forecasting"
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Year of publication
Subject
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Bayesian forecasting 40 Bayes-Statistik 23 Bayesian inference 23 Forecasting model 23 Prognoseverfahren 23 Theorie 13 Theory 12 Forecast 11 Prognose 11 Oil price 9 Forecast density combination 8 Instabilities 8 Model uncertainty 8 Risiko 7 Risk 7 Time series analysis 7 Zeitreihenanalyse 7 Oil market 6 VAR model 6 VAR-Modell 6 Ölmarkt 6 Ölpreis 6 Volatility 3 Volatilität 3 Bayesian Forecasting 2 Benchmark neutral portfolio 2 Demand 2 Dynamic factor models 2 Economic forecast 2 Estimation 2 Exponential smoothing 2 Factor analysis 2 Faktorenanalyse 2 Latent threshold dynamic models 2 M4 forecasting competition 2 Monte Carlo methods 2 Mortality 2 Multivariate stochastic volatility 2 Multivariate time series 2 Nachfrage 2
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Online availability
All
Undetermined 21 Free 18 CC license 1
Type of publication
All
Article 30 Book / Working Paper 15 Other 1
Type of publication (narrower categories)
All
Article in journal 17 Aufsatz in Zeitschrift 17 Working Paper 12 Arbeitspapier 7 Graue Literatur 7 Non-commercial literature 7
Language
All
English 30 Undetermined 15 Polish 1
Author
All
Aastveit, Knut Are 9 Cross, Jamie 8 Dijk, Herman K. van 5 West, Mike 5 Bermúdez, José D. 3 Corberán-Vallet, Ana 3 Nakajima, Jouchi 3 Vercher, Enriqueta 3 Frazier, David T. 2 Loiza-Maya, Ruben 2 Martin, Gael M. 2 McAlinn, Kenichiro 2 McNelis, Paul D. 2 Pajor, Anna 2 Ríos Insua, David 2 Zhou, Xiaocong 2 van Dijk, Herman K. 2 Adebanji, Atinuke 1 Aknouche, Abdelhakim 1 Alfaro, Cesar 1 Andrawis, Robert R. 1 Angers, Jean-François 1 Anzola-Bravo, César 1 Atiya, Amir F. 1 Basak, Melek 1 Bernal, Francisco 1 Berry, Lindsay R. 1 Biswas, Atanu 1 Cai, Yanpeng 1 Cheng, Guanhui 1 Christopher J O’Donnell 1 Demirel, Duygun Fatih 1 Demmouche, Nacer 1 Dimitrakopoulos, Stefanos 1 Dong, Cong 1 Drachal, Krzysztof 1 Duncan, George 1 El-Shishiny, Hisham 1 Elvira, Verónica 1 Folmer, Henk 1
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Institution
All
Department of Economics, Faculty of Business and Economics 1 Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong 1 IBMEC Business School - Rio de Janeiro 1
Published in...
All
International Journal of Forecasting 3 International journal of forecasting 3 Discussion paper / Tinbergen Institute 2 Energy economics 2 Journal of forecasting 2 Socio-economic planning sciences : the international journal of public sector decision-making 2 Tinbergen Institute Discussion Paper 2 Working Paper 2 Working paper / Department of Econometrics and Business Statistics, Monash University 2 Bank i kredyt 1 Borradores de economía 1 CAMP working paper series 1 Central European Journal of Economic Modelling and Econometrics 1 Computational Management Science 1 Department of Economics - Working Papers Series 1 European journal of industrial engineering : EJIE 1 IBMEC RJ Economics Discussion Papers 1 INFORMS journal on applied analytics 1 International Journal of Information Technology & Decision Making (IJITDM) 1 International journal of internet marketing and advertising : IJIMA 1 Journal of Forecasting 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of econometrics 1 Journal of geographical systems : geographical information, analysis, theory, and decision 1 Management Science 1 Manufacturing & Service Operations Management 1 Mathematics and Computers in Simulation (MATCOM) 1 Pacific-Basin Finance Journal 1 Papers in Regional Science 1 Review of Quantitative Finance and Accounting 1 Staff Report 1 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1 Working Papers / Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong 1 Working paper / Norges Bank 1
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Source
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ECONIS (ZBW) 24 RePEc 16 EconStor 5 BASE 1
Showing 1 - 10 of 46
Cover Image
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are; Cross, Jamie; Dijk, Herman K. van - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
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Cover Image
Spatiotemporal forecasting models with and without a confounded covariate
Jaya, I. Gede Nyoman Mindra; Folmer, Henk - In: Journal of geographical systems : geographical … 27 (2025) 1, pp. 113-146
Persistent link: https://www.econbiz.de/10015332250
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Cover Image
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil
Aastveit, Knut Are; Cross, Jamie; van Dijk, Herman K. - 2021
We propose a novel and numerically efficient quantification approach to forecast uncertainty of the real price of oil using a combination of probabilistic individual model forecasts. Our combination method extends earlier approaches that have been applied to oil price forecasting, by allowing...
Persistent link: https://www.econbiz.de/10012797259
Saved in:
Cover Image
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are; Cross, Jamie; van Dijk, Herman K. - 2021
We propose a novel and numerically efficient quantification approach to forecast uncertainty of the real price of oil using a combination of probabilistic individual model forecasts. Our combination method extends earlier approaches that have been applied to oil price forecasting, by allowing...
Persistent link: https://www.econbiz.de/10012606019
Saved in:
Cover Image
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are; Cross, Jamie - 2021
We propose a novel and numerically efficient quantification approach to forecast uncertainty of the real price of oil using a combination of probabilistic individual model forecasts. Our combination method extends earlier approaches that have been applied to oil price forecasting, by allowing...
Persistent link: https://www.econbiz.de/10012661575
Saved in:
Cover Image
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are; Cross, Jamie; Dijk, Herman K. van - 2021
Persistent link: https://www.econbiz.de/10012628398
Saved in:
Cover Image
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are; Cross, Jamie; Dijk, Herman K. van - 2021
We propose a novel and numerically efficient quantification approach to forecast uncertainty of the real price of oil using a combination of probabilistic individual model forecasts. Our combination method extends earlier approaches that have been applied to oil price forecasting, by allowing...
Persistent link: https://www.econbiz.de/10012544443
Saved in:
Cover Image
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are; Cross, Jamie; Dijk, Herman K. van - 2021
We propose a novel and numerically efficient quantification approach to forecast uncertainty of the real price of oil using a combination of probabilistic individual model forecasts. Our combination method extends earlier approaches that have been applied to oil price forecasting, by allowing...
Persistent link: https://www.econbiz.de/10012545165
Saved in:
Cover Image
Loss-based variational Bayes prediction
Frazier, David T.; Loiza-Maya, Ruben; Martin, Gael M.; … - 2021
Persistent link: https://www.econbiz.de/10012614593
Saved in:
Cover Image
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil
Aastveit, Knut Are; Cross, Jamie; Dijk, Herman K. van - 2021
We propose a novel and numerically efficient quantification approach to forecast uncertainty of the real price of oil using a combination of probabilistic individual model forecasts. Our combination method extends earlier approaches that have been applied to oil price forecasting, by allowing...
Persistent link: https://www.econbiz.de/10012795319
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