Search Results - subject:"Dynamic Model Averaging"

Heterogeneity of regional carbon emission markets in China : evidence from multidimensional determinants

Dong, Xiyong; Zhang, John F. - In: Energy economics 138 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10015187395

Dynamic partial (co)variance forecasting model

Chen, Zirong; Zhou, Yao - In: Quantitative finance 24 (2024) 5, pp. 643-653

Persistent link: https://www.econbiz.de/10014552126

Forecasting food price inflation during global crises

Toledo Torres, Patricia; Duncan, Roberto - In: Journal of forecasting 43 (2024) 4, pp. 1087-1113

Persistent link: https://www.econbiz.de/10014554063

Forecasting carbon prices under diversified attention : a dynamic model averaging approach with common factors

Zhang, Zhikai; Wang, Yudong; Zhang, Yaojie; Wang, Qunwei - In: Energy economics 133 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10015049680

How do uncertainties affect the connectedness of global financial markets? : changes during the Russia-Ukraine conflict

Wan, Yang; Wang, Wenhao; He, Shi; Hu, Bing - In: Asia-Pacific journal of accounting & economics : … 31 (2024) 5, pp. 848-875

Persistent link: https://www.econbiz.de/10015073612

Selective Attention in Exchange Rate Forecasting

Kapounek, Svatopluk; Kocenda, Evžen; Kucerová, Zuzana - 2021

for the period of 1979–2016. We employ a dynamic model averaging approach to reduce model selection uncertainty and to …

Persistent link: https://www.econbiz.de/10012581964

An approach to increasing forecast‐combination accuracy through VAR error modeling

Weigt, Till; Wilfling, Bernd - In: Journal of Forecasting 40 (2021) 4, pp. 686-699

We consider a situation in which the forecaster has available M individual forecasts of a univariate target variable. We propose a 3-step procedure designed to exploit the interrelationships among the M forecast-error series (estimated from a large time-varying parameter VAR model of the errors,...

Persistent link: https://www.econbiz.de/10012509452

Selective attention in exchange rate forecasting

Kapounek, Svatopluk; Kučerová, Zuzana; Kočenda, Evžen - 2021

for the period of 1979–2016. We employ a dynamic model averaging approach to reduce model selection uncertainty and to …

Persistent link: https://www.econbiz.de/10012433963

Forecasting macroeconomic variables in emerging economies : an application to Vietnam

Le Ha Thu; Leon-Gonzalez, Roberto - 2021

Persistent link: https://www.econbiz.de/10013355436

What should be taken into consideration when forecasting oil implied volatility index?

Delis, Panagiotis; Degiannakis, Stavros; Giannopoulos, … - In: The energy journal 44 (2023) 5, pp. 231-249

Persistent link: https://www.econbiz.de/10014380730