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Forecasting model
Theorie
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Theory
719,381
Portfolio-Management
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44,597
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Diebold, Francis X.
140
Timmermann, Allan
123
Franses, Philip Hans
106
Clark, Todd E.
99
Clements, Michael P.
95
Marcellino, Massimiliano
92
Gupta, Rangan
75
Armstrong, J. Scott
70
Hyndman, Rob J.
68
Pesaran, M. Hashem
68
Ravazzolo, Francesco
68
Swanson, Norman R.
65
Dijk, Herman K. van
63
McCracken, Michael W.
61
Schorfheide, Frank
61
Giannone, Domenico
57
Hendry, David F.
57
Kilian, Lutz
55
Ma, Feng
50
Härdle, Wolfgang
49
Bollerslev, Tim
48
Fildes, Robert
48
Dijk, Dick van
46
Koopman, Siem Jan
46
Koop, Gary
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McAleer, Michael
45
Lahiri, Kajal
43
Guidolin, Massimo
42
Athanasopoulos, George
40
Granger, C. W. J.
40
Makridakis, Spyros G.
39
Satchell, Stephen
39
Ghysels, Eric
38
Petropoulos, Fotios
38
Rossi, Barbara
38
Wang, Yudong
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Christoffersen, Peter F.
36
Patton, Andrew J.
36
Korobilis, Dimitris
35
McMillan, David G.
35
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National Bureau of Economic Research
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Gottfried Wilhelm Leibniz Universität Hannover
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Ekonomiska forskningsinstitutet <Stockholm>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Zakład Teorii Prognoz <Krakau>
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Birkbeck College / Department of Economics
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Christian-Albrechts-Universität zu Kiel
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European Commission / Directorate-General for Research
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European University Institute / Department of Economics
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Federal Reserve Bank of San Francisco
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Federal Reserve Bank of St. Louis
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IGI Global
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OECD
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Springer Fachmedien Wiesbaden
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Centre for International Research on Economic Tendency Surveys
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Centre for Quantitative Economics & Computing
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Econometrisch Instituut <Rotterdam>
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Erasmus Research Institute of Management
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European Central Bank
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Rutgers University / Department of Economics
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Umeå Universitet / Institutionen för Nationalekonomi
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University of Cambridge / Department of Applied Economics
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University of Strathclyde / Department of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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European Co-operation in the field of Scientific and Technical Research
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Leibniz-Institut für Wirtschaftsforschung Halle
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National Research Council <USA> / Transportation Research Board
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Robert Schuman Centre for Advanced Studies
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Rodney L. White Center for Financial Research
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School of Economics and Finance <Brisbane>
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The Wharton Financial Institutions Center
3
University of Warwick / Department of Economics
3
Verlag Dr. Kovač
3
Akademia Ekonomiczna w Krakowie
2
Boston College / Department of Economics
2
Brown University / Department of Economics
2
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International journal of forecasting
846
Journal of forecasting
579
Finance research letters
165
European journal of operational research : EJOR
157
Journal of econometrics
156
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
146
Energy economics
142
NBER working paper series
122
NBER Working Paper
121
Computational economics
119
Journal of banking & finance
118
Discussion paper / Tinbergen Institute
116
Economic modelling
114
Applied economics
112
Journal of empirical finance
112
Working paper
111
Working paper / National Bureau of Economic Research, Inc.
102
Discussion paper / Centre for Economic Policy Research
100
Risks : open access journal
97
Applied economics letters
96
Economics letters
96
International review of financial analysis
94
Technological forecasting & social change : an international journal
89
Management science : journal of the Institute for Operations Research and the Management Sciences
84
Quantitative finance
79
International review of economics & finance : IREF
78
Journal of financial economics
78
The North American journal of economics and finance : a journal of financial economics studies
76
Working paper / Department of Econometrics and Business Statistics, Monash University
75
The European journal of finance
72
International journal of production economics
71
Journal of applied econometrics
71
Discussion papers / CEPR
69
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
64
Journal of risk and financial management : JRFM
64
International journal of production research
62
Journal of economic dynamics & control
61
CESifo working papers
60
Finance and economics discussion series
59
The journal of futures markets
59
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ECONIS (ZBW)
19,109
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1
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19,109
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1
Distributional predictability between commodity spot and futures : evidence from nonparametric causality-in-quantiles tests
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Hammoudeh, …
- In:
Energy economics
78
(
2019
),
pp. 615-628
Persistent link: https://www.econbiz.de/10012160046
Saved in:
2
Forecasting volatility in commodity markets with long-memory models
Alfeus, Mesias
;
Nikitopoulos, Christina Sklibosios
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014335250
Saved in:
3
Can futures price be a powerful predictor? : frequency domain analysis on Chinese commodity market
Yang, Linghubo
;
Zhang, Dongxiang
- In:
Economic modelling
35
(
2013
),
pp. 264-271
Persistent link: https://www.econbiz.de/10010259451
Saved in:
4
Adaptive expectations and commodity risk premiums
Bianchi, Daniele
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012666934
Saved in:
5
Speculation,
hedging
and commodity price forecasts
Labys, Walter C.
;
Granger, C. W. J.
-
1970
Persistent link: https://www.econbiz.de/10000571163
Saved in:
6
Speculation,
hedging
and commodity price forecasts
Labys, Walter C.
;
Granger, C. W. J.
-
1970
-
2. print.
Persistent link: https://www.econbiz.de/10014416600
Saved in:
7
"Time series momentum" in commodity markets
Chevallier, Julien
;
Ielpo, Florian
- In:
Managerial finance
40
(
2014
)
7
,
pp. 662-680
Persistent link: https://www.econbiz.de/10010391104
Saved in:
8
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
Saved in:
9
Essays in finance : commodity derivatives, volatility forecasting, and the carbon market
Vicedom, Sebastian
-
2016
Persistent link: https://www.econbiz.de/10011613013
Saved in:
10
The role of the threshold effect for the dynamics of futures and spot prices of energy commodities
Rubaszek, Michal
;
Karolak, Zuzanna
;
Kwas, Marek
;
Uddin, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
5
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012406037
Saved in:
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