Search Results - subject:"Dynamic model averaging"

What drives currency connectedness? : Evidence from the BRICS currencies

He, Shi; Cheng, Zhengtao; Wang, Wenhao; Luo, Zihao - In: Applied economics 57 (2025) 1, pp. 67-85

Persistent link: https://www.econbiz.de/10015145382

Carbon pricing and stock performance : are carbon prices already more influential than energy prices?

Broadstock, David C.; Fouquet, Roger; Kim, Jeong Won - In: Energy policy : the international journal of the … 206 (2025), pp. 1-16

Persistent link: https://www.econbiz.de/10015549681

Hedge fund return predictability in the presence of model risk

Argyropoulos, Christos; Panopulu, Aikaterinē; … - In: The European journal of finance 28 (2022) 18, pp. 1892-1916

Persistent link: https://www.econbiz.de/10013532365

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

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

Forecasting CPI with multisource data : the value of media and internet information

Zheng, Tingguo; Fan, Xinyue; Jin, Wei; Fang, Kuangnan - In: Journal of forecasting 43 (2024) 3, pp. 702-753

Persistent link: https://www.econbiz.de/10014532380

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

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

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