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Default return spread : a powerful predictor of crude oil price returns

Han, Qingxiang; He, Mengxi; Zhang, Yaojie; Umar, Muhammad - In: Journal of forecasting 42 (2023) 7, pp. 1786-1804

Persistent link: https://www.econbiz.de/10014432770

Forecasting volatility of EUA futures : new evidence

Guo, Xiaozhu; Huang, Yisu; Liang, Chao; Umar, Muhammad - In: Energy economics 110 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013349808

Climate policy uncertainty and world renewable energy index volatility forecasting

Liang, Chao; Umar, Muhammad; Ma, Feng; Toan Luu Duc Huynh - In: Technological forecasting & social change : an … 182 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013449113

Inflation prediction in emerging economies : machine learning and FX reserves integration for enhanced forecasting

Mirza, Nawazish; Rizvi, Kumail Abbas; Naqvi, Bushra; … - In: International review of financial analysis 94 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10014543932

Forecasting credit ratings of decarbonized firms : comparative assessment of machine learning models

Yu, Baojun; Li, Changming; Mirza, Nawazish; Umar, Muhammad - In: Technological forecasting & social change : an … 174 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013253230

Forecasting crude oil volatility with uncertainty indicators : new evidence

Li, Xiafei; Liang, Chao; Chen, Zhonglu; Umar, Muhammad - In: Energy economics 108 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013203032

Forecasting gold volatility with geopolitical risk indices

Li, Xiafei; Guo, Qiang; Liang, Chao; Umar, Muhammad - In: Research in international business and finance 64 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014266744

A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting

Li, Yushu - 2014

In this paper, we propose a likelihood ratio and Markov chain based method to evaluate density forecasting. This method can jointly evaluate the unconditional forecasted distribution and dependence of the outcomes. This method is an extension of the widely applied evaluation method for interval...

Persistent link: https://www.econbiz.de/10013056416

The change in stock-selection risk and stock market returns

Liu, Jing; He, Qiubei; Li, Yan; Luu Duc Toan Huynh; … - In: International review of financial analysis 85 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014234959

An investigation into the probability that this is the last year of the economic expansion

Keil, Manfred W.; Leamer, Edward E.; Li, Yao - In: Journal of forecasting 42 (2023) 5, pp. 1228-1244

Persistent link: https://www.econbiz.de/10014338865