Search Results - subject:"multi-frequency"

Reservoir computing for macroeconomic forecasting with mixed-frequency data

Ballarin, Giovanni; Dellaportas, Petros; Grigoryeva, … - In: International journal of forecasting 40 (2024) 3, pp. 1206-1237

Persistent link: https://www.econbiz.de/10014547272

Forecasting multi-frequency intraday exchange rates using deep learning models

Arslan, Muhammad; Hunjra, Ahmed Imran; Ahmed, Wajid Shakeel - In: Journal of forecasting 43 (2024) 5, pp. 1338-1355

Persistent link: https://www.econbiz.de/10015108386

Do uncertainties affect clean energy markets? : comparisons from a multi-frequency and multi-quantile framework

Li, Yiying; Yan, Cheng; Ren, Xiaohang - In: Energy economics 121 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014439027

Research on the time-varying effects among green finance markets in China : a fresh evidence from multi-frequency scale perspective

Liu, Rongyan; He, Lingyun; Xia, Yufei; Fu, Yating; … - In: The North American journal of economics and finance : a … 66 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014483739

Modelling Australian dollar volatility at multiple horizons with high-frequency data

In: Risks 8 (2020) 3, pp. 1-16

Long-range dependency of the volatility of exchange-rate time series plays a crucial role in the evaluation of exchange-rate risks, in particular for the commodity currencies. The Australian dollar is currently holding the fifth rank in the global top 10 most frequently traded currencies. The...

Persistent link: https://www.econbiz.de/10013200622

Modelling Australian dollar volatility at multiple horizons with high-frequency data

Long Hai Vo; Duc Hong Vo - In: Risks : open access journal 8 (2020) 3/89, pp. 1-16

Persistent link: https://www.econbiz.de/10012293280

Long-run dynamics of exchange rates : a multi-frequency investigation

Long Hai Vo; Duc Hong Vo - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012665655

A Linearized Large Signal Model of an LCL-Type Resonant Converter

Li, Hong-Yu; Li, Xiaodong; Lu, Ming; Hu, Song - In: Energies 8 (2015) 3, pp. 1848-1864

>d–q</em> frame using multi-frequency modeling. In the dc stage, all dc quantities are represented by their average values with …

Persistent link: https://www.econbiz.de/10011194440

The Dynamics of Inflation and GDP Growth: A Mixed Frequency Model Approach

Franco, Ray John Gabriel; Mapa, Dennis S. - Volkswirtschaftliche Fakultät, … - 2014

Frequency mismatch has been a problem in econometrics for quite some time. Many monthly economic and financial indicators are normally aggregated to match quarterly macroeconomic series such as GDP when analysed in a statistical model. However, temporal aggregation, although widely accepted, is...

Persistent link: https://www.econbiz.de/10011114497

Are crude oil spot and futures prices cointegrated? Not always!

Wang, Yudong; Wu, Chongfeng - In: Economic Modelling 33 (2013) C, pp. 641-650

the price differentials are larger than the threshold value. Moreover, we use a multi-frequency analysis based on low …

Persistent link: https://www.econbiz.de/10010737969