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Modelling and forecasting of day-ahead electricity price in Indian energy exchange : evidence from MSARIMA-EGARCH model

Ghosh, Sajal; Kanjilal, Kakali - In: International journal of Indian culture and business … 8 (2014) 3, pp. 413-423

Persistent link: https://www.econbiz.de/10010401577

Forecasting the Sensex and Nifty indices using ARIMA and GARCH models

Tejesh H. R.; Jeelan Basha V. - In: Mudra : journal of finance and accounting 10 (2023) 1, pp. 57-75

Persistent link: https://www.econbiz.de/10014372845

Forecasting spanish GDPs with spectral analysis

Rostan, Pierre; Rostan, Alexandra - In: Estudios de economía aplicada : revista promovida por … 36 (2018) 1, pp. 217-134

Persistent link: https://www.econbiz.de/10011972723

Predicting crude oil prices during a pandemic : a comparison of Arima and Garch models

Haque, Mohammad Imdadul; Shaik, Abdul Rahman - In: Montenegrin journal of economics 17 (2021) 1, pp. 197-207

Persistent link: https://www.econbiz.de/10012436043

Short-term forecasting airport passenger flow during periods of volatility : comparative investigation of time series vs. neural network models

Hopfe, David H.; Lee, Kiljae; Yu, Chunyan - In: Journal of air transport management : a new … 115 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10015076481

Forecasting USDTRY rate by ARIMA method

Yıldıran, Cenk Ufuk; Fettahoğlu, Abdurrahman - In: Cogent economics & finance 5 (2017) 1, pp. 1-11

This paper conducts a USDTRY rate forecast by ARIMA method using 3,069 daily observations between the dates of 3 … forecast using ARIMA method generate static models, and none of them conduct multi-step prediction or out of sample fit. The …-term ARIMAs in predicting accuracy. Specifically, for the short-term ARIMAs appropriate specification is raised as ARIMA (2 …

Persistent link: https://www.econbiz.de/10011881287

Post‑COVID recovery and long‑run forecasting of Indian GDP with Factor‑Augmented Error Correction Model (FECM)

Maiti, Dibyendu; Kumar, Naveen; Jha, Debajit; Sarkar, … - In: Computational economics 63 (2024) 3, pp. 1095-1120

Persistent link: https://www.econbiz.de/10014546333

The future of regional inequalities : an ARIMA forecast

Duran, Hasan Engin - In: Letters in spatial and resource sciences : LSRS 17 (2024) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10015123519

Applying ARMA-GARCH approaches to forecasting short-term electricity prices

Liu, Heping; Shi, Jing - In: Energy economics 37 (2013), pp. 152-166

Persistent link: https://www.econbiz.de/10009760851

Investigating seasonality, policy intervention and forecasting in the Indian gold futures market : a comparison based on modeling non-constant variance using two different methods

Nargunam, Rupel; Wei, William W. S.; Anuradha, N. - In: Financial innovation : FIN 7 (2021), pp. 1-15

and the ARIMA/GARCH modelling method to compare the forecast performance on the gold futures prices. The results from the … analysis show that while the standard variance transformation method may provide better point forecast values, the ARIMA …/GARCH modelling method provides much shorter forecast intervals. The empirical results of this study which rationalise the effect of …

Persistent link: https://www.econbiz.de/10012617371