Search Results - subject:"Probability forecast"

Discrete probability forecasts : what to expect when you are expecting a monetary policy decision

Aguilar, Alicia; Gimeno, Ricardo - 2024

Persistent link: https://www.econbiz.de/10015167043

Expected information of noisy attribute forecasts for probabilistic forecasts

Ardakani, Omid M.; Bordley, Robert F.; Soofi, Ehsan S. - In: European journal of operational research : EJOR 323 (2025) 3, pp. 1013-1023

Persistent link: https://www.econbiz.de/10015432962

Carl and his pot : measuring risks in commodity markets

Algieri, Bernardina; Leccadito, Arturo - In: Risks : open access journal 8 (2020) 1/27, pp. 1-15

The present study aims at modelling market risk for four commodities, namely West Texas Intermediate (WTI) crude oil, natural gas, gold and corn for the period 2007-2017. To this purpose, we use Extreme Value Theory (EVT) together with a set of Conditional Auto-Regressive Logit (CARL) models to...

Persistent link: https://www.econbiz.de/10012203657

Carl and his pot: Measuring risks in commodity markets

Algieri, Bernardina; Leccadito, Arturo - In: Risks 8 (2020) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10013200562

Forecasting inflation in Argentina : a probabilistic approach

Marinozzi, Tomás - In: Ensayos económicos 81 (2023), pp. 81-110

Persistent link: https://www.econbiz.de/10014441031

Applying machine learning algorithms to predict default probability in the online credit market : evidence from China

Liu, Yi; Yang, Menglong; Wang, Yudong; Li, Yongshan; … - In: International review of financial analysis 79 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013349857

Bootstrap based probability forecasting in multiplicative error models

Perera, Indeewara; Silvapulle, Mervyn J. - In: Journal of econometrics 221 (2021) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10012618609

Scoring probability forecasts by a user's bets against a market consensus

Johnstone, David; Jones, Stewart; Jones, Oliver; Tulig, … - In: Decision analysis : a journal of the Institute for … 18 (2021) 3, pp. 169-184

Persistent link: https://www.econbiz.de/10012654939

Prequential forecasting in the presence of structure breaks in natural gas spot markets

Duangnate, Kannika; Mjelde, James W. - In: Empirical economics : a journal of the Institute for … 59 (2020) 5, pp. 2363-2384

Persistent link: https://www.econbiz.de/10012314345

Global prediction of recessions

Dovern, Jonas; Huber, Florian - 2015

We present evidence that global vectorautoregressive (GVAR) models produce significantly more accurate recession forecasts than country-specific time-series models in a Bayesian framework. This result holds for most countries and forecast horizons as well as for several country groups.

Persistent link: https://www.econbiz.de/10010504670