Search Results - subject:"Mixed-data"

Hybrid ARDL-MIDAS-Transformer time-series regressions for multi-topic crypto market sentiment driven by price and technology factors

Chalkiadakis, Ioannis; Peters, Gareth; Ames, Matthew - In: Digital finance : smart data analytics, investment … 5 (2023) 2, pp. 295-365

Persistent link: https://www.econbiz.de/10014369259

Mixed Data Sampling

Trojanek, Radoslaw; Hartigan, Luke; Pfeifer, Norbert; … - 2025

Persistent link: https://www.econbiz.de/10015437551

Commodity risk in European dairy firms

Bagnarosa, Guillaume; Cummins, Mark; Dowling, Michael; … - In: European review of agricultural economics 49 (2022) 1, pp. 151-181

Persistent link: https://www.econbiz.de/10012798755

Nowcasting industrial production using linear and non-linear models of electricity demand

Galdi, Giulio; Casarin, Roberto; Ferrari, Davide; … - 2022

Persistent link: https://www.econbiz.de/10013366791

Real-time nowcasting the monthly unemployment rates with daily Google Trends data

Costa, Eduardo André; Silva, Maria Eduarda; Galvão, … - In: Socio-economic planning sciences : the international … 95 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10015097503

Revisiting the nexus between oil prices and economic activity for Asian economies using MIDAS

Karlsson, Hyunjoo Kim; Månsson, Kristofer - In: The energy journal 45 (2024) 4, pp. 109-134

Persistent link: https://www.econbiz.de/10015323360

Stock market and inequality distributions : evidence from the BRICS and G7 countries

Dong Quang Dang; Wu, Weiou; Korkos, Ioannis - In: International review of economics & finance : IREF 92 (2024), pp. 1172-1190

Persistent link: https://www.econbiz.de/10014535084

Multivariate analysis of energy commodities during the COVID-19 pandemic: Evidence from a mixed-frequency approach

Andreani, Mila; Candila, Vincenzo; Morelli, Giacomo; … - In: Risks 9 (2021) 8, pp. 1-20

This paper shows the effects of the COVID-19 pandemic on energy markets. We estimate daily volatilities and correlations among energy commodities relying on a mixed-frequency approach that exploits information from the number of weekly deaths related to COVID-19 in the United States. The...

Persistent link: https://www.econbiz.de/10013200808

Multivariate analysis of energy commodities during the COVID-19 pandemic : evidence from a mixed-frequency approach

Andreani, Mila; Candila, Vincenzo; Morelli, Giacomo; … - In: Risks : open access journal 9 (2021) 8, pp. 1-20

Persistent link: https://www.econbiz.de/10012612379

Regime-dependent nowcasting of the Austrian economy

Fortin, Ines; Hlouskova, Jaroslava - 2023

autoregressive model according to Ghysels (2016) and mixed data sampling approaches, and compare their forecast and nowcast …

Persistent link: https://www.econbiz.de/10014436331