Nothing Special   »   [go: up one dir, main page]
create a website
Managing electricity price modeling risk via ensemble forecasting: The case of Turkey. (2018). Avci, Ezgi ; van Heck, Eric ; Ketter, Wolfgang.
In: Energy Policy.
RePEc:eee:enepol:v:123:y:2018:i:c:p:390-403.

Full description at Econpapers || Download paper

Cited: 4

Citations received by this document

Cites: 94

References cited by this document

Cocites: 22

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices. (2023). Ziel, Florian ; Berrisch, Jonathan.
    In: Papers.
    RePEc:arx:papers:2303.10019.

    Full description at Econpapers || Download paper

  2. Short-Term Electricity Price Forecasting with Recurrent Regimes and Structural Breaks. (2020). Bello, Antonio ; Bunn, Derek W ; de Marcos, Rodrigo A ; Reneses, Javier.
    In: Energies.
    RePEc:gam:jeners:v:13:y:2020:i:20:p:5452-:d:431117.

    Full description at Econpapers || Download paper

  3. Uncertainty in electricity markets from a semi-nonparametric approach. (2020). Perote, Javier ; Cortes, Lina M ; Trespalacios, Alfredo.
    In: Energy Policy.
    RePEc:eee:enepol:v:137:y:2020:i:c:s0301421519306780.

    Full description at Econpapers || Download paper

  4. Uncertainty in Electricity Markets from a seminonparametric Approach. (2019). Perote, Javier ; Cortes, Lina M ; Trespalacios, Alfredo.
    In: Documentos de Trabajo CIEF.
    RePEc:col:000122:017304.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Aggarwal, S.K. ; Saini, L.M. ; Kumar, A. Electricity price forecasting in deregulated markets: a review and evaluation. 2009 Int. J. Electr. Power Energy Syst.. 31 13-22
    Paper not yet in RePEc: Add citation now
  2. Akram, M. ; Hyndman, R. ; Ord, J. Exponential smoothing and non-negative data. 2009 Aust. N.Z. J. Stat.. 51 415-432
    Paper not yet in RePEc: Add citation now

  3. Altavilla, C. ; De Grauwe, P. Forecasting and combining competing models of exchange rate determination. 2010 Appl. Econ.. 42 3455-3480

  4. Amjady, N. ; Hemmati, M. Energy price forecasting. 2006 IEEE Power Energy Mag.. 20-29
    Paper not yet in RePEc: Add citation now
  5. Anderson, C.L. ; Davison, M. A hybrid system-econometric model for electricity spot prices: considering spike sensitivity to forced outage distributions. 2008 IEEE Trans. Power Syst.. 23 927-937
    Paper not yet in RePEc: Add citation now

  6. Avci-Surucu, E. ; Aydogan, A.K. ; Akgul, D. Bidding structure, market efficiency and persistence in a multi-time tariff setting. 2016 Energy Econ.. 54 77-87

  7. Baillie, R.T. ; Bollerslev, T. ; Mikkelsen, H.O. Fractionally integrated generalized autoregressive conditional heteroskedasticity. 1996 J. Econ.. 74 3-30

  8. Bates, J.M. ; Granger, C.W. The combination of forecasts. 1969 J. Oper. Res. Soc.. 20 451-468
    Paper not yet in RePEc: Add citation now

  9. Bordignon, S. ; Bunn, D.W. ; Lisi, F. ; Nan, F. Combining day-ahead forecasts for British electricity prices. 2013 Energy Econ.. 35 88-103

  10. Borenstein, S. The Trouble with Electricity Markets (and Some Solutions). 2001 University of California Energy Institute:
    Paper not yet in RePEc: Add citation now
  11. Bunn, D.W. A Bayesian approach to the linear combination of forecasts. 1975 Oper. Res. Q. (1970–1977). 26 325-329
    Paper not yet in RePEc: Add citation now
  12. Bunn, D.W. A comparative evaluation of the outperformance and minimum variance procedures for the linear synthesis of forecasts. 1977 Oper. Res. Q. (1970–1977). 28 653-662
    Paper not yet in RePEc: Add citation now
  13. Bunn, D.W. Modelling prices in competitive electricity markets. 2004 Wiley:
    Paper not yet in RePEc: Add citation now

  14. Bunn, D.W. Statistical efficiency in the linear combination of forecasts. 1985 Int. J. Forecast.. 1 151-163

  15. Bunn, D.W., Karakatsani, N., 2003. Forecasting electricity prices. Working Paper, London Business School.
    Paper not yet in RePEc: Add citation now

  16. Cartea, A. ; Figueroa, M. ; Geman, H. Modelling electricity prices with forward looking capacity constraints. 2009 Appl. Math. Financ.. 16 103-122

  17. Catalao, J.P.S. ; Mariano, S.J.P.S. ; Mendes, V.M.F. ; Ferreira, L.A.F.M. Short-term electricity prices forecasting in a competitive market: a neural network approach. 2007 Electr. Power Syst. Res.. 77 1297-1304
    Paper not yet in RePEc: Add citation now
  18. Chen, D. ; Bunn, D.W. Analysis of the nonlinear response of electricity prices to fundamental and strategic factors. 2010 IEEE Trans. Power Syst.. 25 595-606
    Paper not yet in RePEc: Add citation now

  19. Chen, Z. ; Yang, Y. Time series models for forecasting: testing or combining?. 2007 Stud. Nonlinear Dyn. Econ.. 11 -

  20. Clark, T.E. ; McCracken, M.W. Combining forecasts from nested models. 2009 Oxf. Bull. Econ. Stat.. 71 303-329

  21. Clemen, R.T. Combining forecasts: a review and annotated bibliography. 1989 Int. J. Forecast.. 5 559-583

  22. Crane, D.B. ; Crotty, J.R. A two-stage forecasting model: exponential smoothing and multiple regression. 1967 Manag. Sci.. 13 -

  23. Davison, M. ; Anderson, C.L. ; Marcus, B. ; Anderson, K. Development of a hybrid model for electrical power spot prices. 2002 IEEE Trans. Power Syst.. 17 257-264
    Paper not yet in RePEc: Add citation now
  24. De Livera, A.M. ; Hyndman, R.J. ; Snyder, R.D. Forecasting time series with complex seasonal patterns using exponential smoothing. 2011 J. Am. Stat. Assoc.. 106 1513-1527
    Paper not yet in RePEc: Add citation now

  25. De Menezes, L.M. ; Bunn, D.W. ; Taylor, L.W. Review of guidelines for the use of combined forecasts. 2000 Eur. J. Oper. Res.. 120 190-204

  26. Diebold, F.X. ; Mariano, R.S. Comparing predictive accuracy. 1995 J. Bus. Econ. Stat.. 13 253-263

  27. Eydeland, A. ; Wolyniec, K. . 2003 John Wiley & Sons:
    Paper not yet in RePEc: Add citation now

  28. Gaillard, P. ; Goude, Y. ; Nedellec, R. Additive models and robust aggregation for GEFCom2014 probabilistic electric load and electricity price forecasting. 2016 Int. J. Forecast.. 32 1038-1050

  29. Gao, F. ; Cao, X. ; Papalexopoulous, A. Forecasting power market clearing price and quantity using a neural network method. 2000 IEEE Power Eng. Soc. Summer Meet.. 4 2183-2188
    Paper not yet in RePEc: Add citation now

  30. Geman, H. ; Roncoroni, A. Understanding the fine structure of electricity prices. 2006 J. Bus.. 79-

  31. Georgilakis, P.S. (2006). Market clearing price forecasting in deregulated electricity markets using adaptively trained neural networks. Lecture notes in artificial intelligence LNAI 3955. Berlin, Heidelberg, Springer-Verlag, 2006, pp. 56–66.
    Paper not yet in RePEc: Add citation now

  32. Glachant, J.M., Saguan, M., 2007. An institutional frame to compare alternative market designs in EU electricity balancing.

  33. Guo, J. ; Luh, P.B. Improving market clearing price prediction by using a committee machine of neural networks. 2004 IEEE Trans. Power Syst.. 19 1867-1876
    Paper not yet in RePEc: Add citation now
  34. Guo, J. ; Luh, P.B. Selecting input factors for clusters of Gaussian radial basis function networks to improve market clearing price prediction. 2003 IEEE Trans. Power Syst.. 18 655-672
    Paper not yet in RePEc: Add citation now
  35. Guthrie, G. ; Videbeck, S. Electricity spot price dynamics: beyond financial models. 2002 Energy Policy. 35 5614-5621
    Paper not yet in RePEc: Add citation now
  36. Harris, C. Electricity Markets: Pricing, Structures and Economics. 2006 Wiley: Chichester
    Paper not yet in RePEc: Add citation now

  37. Haugom, E. ; Ullrich, C.J. Forecasting spot price volatility using the short-term forward curve. 2012 Energy Econ.. 34 1826-1833

  38. Hayfavi, A. ; Talasli, I. Stochastic multifactor modeling of spot electricity prices. 2014 J. Comput. Appl. Math.. 259 434-442
    Paper not yet in RePEc: Add citation now

  39. Hibon, M. ; Evgeniou, T. To combine or not to combine: selecting among forecasts and their combinations. 2005 Int. J. Forecast.. 21 15-24

  40. Hong, T. Crystal Ball Lessons in Predictive Analytics. 2015 Spring: EnergyBiz
    Paper not yet in RePEc: Add citation now

  41. Huisman, R. ; Huurman, C. ; Mahieu, R. Hourly electricity prices in day-ahead markets. 2007 Energy Econ.. 29 240-248

  42. Hyndman, R.J. ; Koehler, A.B. ; Snyder, R.D. ; Grose, S. A state space framework for automatic forecasting using exponential smoothing methods. 2002 Int. J. Forecast.. 18 439-454

  43. Janczura, J. ; Trueck, S. ; Weron, R. ; Wolff, R. Identifying spikes and seasonal components in electricity spot price data: a guide to robust modeling. 2013 Energy Econ.. 38 96-110

  44. Kölmek, M.A. ; Navruz, İ. Forecasting the day-ahead price in electricity balancing and settlement market of Turkey by using articial neural networks. 2013 Turk. J. Electr. Eng. Comp. Sci.. 23 841-852
    Paper not yet in RePEc: Add citation now

  45. Karakatsani, N.V. ; Bunn, D.W. Forecasting electricity prices: the impact of fundamentals and time-varying coefficients. 2008 Int. J. Forecast.. 24 764-785

  46. Karakatsani, N.V. ; Bunn, D.W. Fundamental and behavioral drivers of electricity price volatility. 2010 Stud. Nonlinear Dyn. Econ.. 14 -

  47. Keles, D. ; Scelle, J. ; Paraschiv, F. ; Fichtner, W. Extended forecast methods for day-ahead electricity spot prices applying artificial neural networks. 2016 Appl. Energy. 162 218-230

  48. Ketter, W. ; Collins, J. ; Gini, M. ; Gupta, A. ; Schrater, P. Detecting and forecasting economic regimes in multi-agent automated exchanges. 2009 Decis. Support Syst.. 47 307-318
    Paper not yet in RePEc: Add citation now

  49. Ketter, W. ; Collins, J. ; Gini, M. ; Gupta, A. ; Schrater, P. Real-time tactical and strategic sales management for intelligent agents guided by economic regimes. 2012 Inf. Syst. Res.. 23 1263-1283

  50. Knittel, C.R. ; Roberts, M.R. An empirical examination of restructured electricity prices. 2005 Energy Econ.. 27 791-817

  51. Lildholdt, P. Long Memory and ARFIMA Modelling of Inflation Rates (M.Sc. Dissertation). 2000 Department of Economics, University of Aarhus:
    Paper not yet in RePEc: Add citation now
  52. Lin, T. ; Horne, B.G. ; Tino, P. ; Giles, C.L. Learning long-term dependencies in NARX recurrent neural networks. 1996 IEEE Trans. Neural Netw.. 7 1329-1338
    Paper not yet in RePEc: Add citation now

  53. Lisi, F. ; Nan, F. Component estimation for electricity prices: procedures and comparisons. 2014 Energy Econ.. 44 143-159

  54. Lucia, J.J. ; Schwartz, E.S. Electricity prices and power derivatives: evidence from the Nordic power exchange. 2002 Rev. Deriv. Res.. 5 5-50
    Paper not yet in RePEc: Add citation now

  55. Maciejowska, K. ; Nowotarski, J. A hybrid model for GEFCom2014 probabilistic electricity price forecasting. 2016 Int. J. Forecast.. 32 1051-1056

  56. Maciejowska, K. ; Nowotarski, J. ; Weron, R. Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging. 2016 Int. J. Forecast.. 32 957-965

  57. Maciejowska, K., 2014. Fundamental and speculative shocks, what drives electricity prices? In: IEEE Conference Proceedings-EEM14.

  58. Makridakis, S. ; Anderson, A. ; Carbone, R. ; Fildes, R. ; Hibon, M. ; Lewandowski, R. ; Newton, J. ; Parzen, E. ; Winkler, R. The accuracy of extrapolation (Time Series) methods: results of a forecasting competition. 1982 Int. J. Forecast.. 1 111-153
    Paper not yet in RePEc: Add citation now

  59. Makridakis, S. ; Hibon, M. The M3-competition: results, conclusions and implications. 2000 Int. J. Forecast.. 16 451-476

  60. Makridakis, S. ; Wheelwright, S.C. ; Hyndman, R.J. Forecasting: methods and Applications. 1998 Wiley: New York
    Paper not yet in RePEc: Add citation now

  61. Makridakis, S. ; Winkler, R.L. Averages of forecasts: some empirical results. 1983 Manag. Sci.. 29 987-996

  62. Mandal, P. ; Senjyu, T. ; Urasaki, N. ; Funabashi, T. A neural network based several hour-ahead electric load forecasting using similar days approach. 2006 Electr. Power Energy Syst.. 28 367-373
    Paper not yet in RePEc: Add citation now
  63. Maryniak, P. Using Indicated Demand and Generation Data to Predict Price Spikes in the UK Power Market (M.Sc. Thesis). 2013 Wrocław University of Technology:
    Paper not yet in RePEc: Add citation now

  64. Maryniak, P., Weron, R., 2014. Forecasting the occurrence of electricity price spikes in the UK power market (No. HSC/14/11). Hugo Steinhaus Center, Wroclaw University of Technology.

  65. Misiorek, A. ; Trueck, S. ; Weron, R. Point and interval forecasting of spot electricity prices: linear vs. non-linear time series models. 2006 Stud. Nonlinear Dyn. Econ.. 10 2-

  66. Nan, F. Forecasting Next-day Electricity Prices: From Different Models to Combination (Ph.D. Thesis). 2009 Universita degli Studi di Padova:
    Paper not yet in RePEc: Add citation now

  67. Nowotarski, J. ; Raviv, E. ; Trück, S. ; Weron, R. An empirical comparison of alternative schemes for combining electricity spot price forecasts. 2014 Energy Econ.. 46 395-412

  68. Nowotarski, J. ; Weron, R. On the importance of the long-term seasonal component in day-ahead electricity price forecasting. 2016 Energy Econ.. 57 228-235

  69. Ord, J.K. ; Koehler, A.B. ; Snyder, R.D. Estimation and prediction for a class of dynamic nonlinear statistical models. 1997 J. Am. Stat. Assoc.. 92 1621-1629
    Paper not yet in RePEc: Add citation now

  70. Ozyildirim, C. ; Beyazit, M.F. Forecasting and modeling of electricity prices by radial basis functions: Turkish electricity market experiment. 2014 Iktisat Islet. Finans. 29 31-54

  71. Petrella, A. and Sapio, S. (2009). A time series analysis of day-ahead prices on the italian power exchange. In 6th International Conference on theEuropean Energy Market, 2009., pages 1–6. IEEE.
    Paper not yet in RePEc: Add citation now
  72. Pino, R. ; Parreno, J. ; Gomez, A. ; Priore, P. Forecasting next-day price of electricity in the Spanish energy market using artificial neural networks. 2008 Eng. Appl. Artif. Intell.. 21 53-62
    Paper not yet in RePEc: Add citation now

  73. Ramanathan, R. ; Engle, R. ; Granger, C.W. ; Vahid-Araghi, F. ; Brace, C. Short-run forecasts of electricity loads and peaks. 1997 Int. J. Forecast.. 13 161-174

  74. Reid, D.J. A Comparative Study of Time Series Prediction Techniques on Economic Data (Ph.D. Thesis). 1969 University of Nottingham: Nottingham
    Paper not yet in RePEc: Add citation now
  75. Reid, D.J. Combining three estimates of gross domestic product. 1968 Economica. 35 431-444
    Paper not yet in RePEc: Add citation now

  76. Sapio, S. Markets design, bidding rules, and long memory in electricity prices. 2004 Rev. deconomie Ind. Program. Natl. Perse.. 107 151-170

  77. Shahidehpour, M. ; Yamin, H. ; Li, Z. Market Operations in Electric Power Systems: Forecasting, Scheduling, and Risk Management. 2002 Wiley:
    Paper not yet in RePEc: Add citation now
  78. Smith, D.G. Combination of forecasts in electricity demand prediction. 1989 J. Forecast.. 8 349-356
    Paper not yet in RePEc: Add citation now

  79. Smith, J. ; Wallis, K.F. A simple explanation of the forecast combination puzzle. 2009 Oxf. Bull. Econ. Stat.. 71 331-355

  80. Snyder, R. ; Koehler, A. ; Ord, J. Forecasting for Inventory Control with Exponential Smoothing. 2002 Int. J. Forecast.. 18 5-18

  81. Stock, J.H. ; Watson, M.W. Combination forecasts of output growth in a seven‐country data set. 2004 J. Forecast.. 23 405-430

  82. Taylor, J.W. Short-term electricity demand forecasting using double seasonal exponential smoothing. 2003 J. Oper. Res. Soc.. 54 799-805

  83. Taylor, J.W. Triple seasonal methods for short-term electricity demand forecasting. 2010 Eur. J. Oper. Res.. 204 139-152

  84. Taylor, J.W. ; Majithia, S. Using combined forecasts with changing weights for electricity demand profiling. 2000 J. Oper. Res. Soc.. 51 72-82

  85. Taysi, Z.C., Biricik, G., Bozkurt, O.O., 2015. Evaluation of price forecast systems for Turkish Electric Market. In: Proceedings of the IEEE Signal Processing and Communications Applications Conference (SIU),pp. 620–623.
    Paper not yet in RePEc: Add citation now
  86. Timmermann, A.G. . 2006 Elsevier: Amsterdam
    Paper not yet in RePEc: Add citation now
  87. Unlu, K.D. Temperature in Turkey and Turkish day Ahead Electricity Market Prices: Modeling and Forecasting (M.Sc. Thesis). 2012 Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University:
    Paper not yet in RePEc: Add citation now
  88. Vahidinasab, V. ; Jadid, S. ; Kazemi, A. Day-ahead price forecasting in restructured power systems using artificial neural networks. 2008 Electr. Power Syst. Res.. 78 1332-1342
    Paper not yet in RePEc: Add citation now

  89. Von der Fehr, N.H.M., 2013. Transparency in electricity markets (No. 13/2013). Memorandum, Department of Economics, University of Oslo.

  90. Weron, R. Electricity price forecasting: a review of the state-of-the-art with a look into the future. 2014 Int. J. Forecast.. 30 1030-1081

  91. Weron, R. Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach. 2006 Wiley:

  92. Weron, R. ; Misiorek, A. Forecasting spot electricity prices: a comparison of parametric and semiparametric time series models. 2008 Int. J. Forecast.. 24 744-763

  93. Yıldırım, M.H. ; Özmen, A. ; Bayrak, Ö.T. ; Weber, G.W. Electricity Price Modelling for Turkey. Operations Research Proceedings 2011. 2012 Springer:
    Paper not yet in RePEc: Add citation now
  94. Zhang, L. ; Luh, P.B. Neural network-based market clearing price prediction and confidence interval estimation with an improved extended Kalman filter method. 2005 IEEE Trans. Power Syst.. 20 59-66
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden.
    In: LCERPA Working Papers.
    RePEc:wlu:lcerpa:jc0148.

    Full description at Econpapers || Download paper

  2. Customized forecasting with Adaptive Ensemble Generator. (2022). Sinha, Ankur ; Laha, Arnab Kumar ; Waychal, Nachiketas.
    In: IIMA Working Papers.
    RePEc:iim:iimawp:14678.

    Full description at Econpapers || Download paper

  3. Forecasting indian rupee/us dollar: arima, exponential smoothing, naïve, nardl, combination techniques. (2020). Sabri, Rabia ; Ayubi, Sharique ; Tabash, Mosab I ; Mujahid, Hira ; Asadullah, Muhammad.
    In: MPRA Paper.
    RePEc:pra:mprapa:111150.

    Full description at Econpapers || Download paper

  4. Fundamentals versus speculation in oil market: The role of asymmetries in price adjustment?. (2020). Akdoan, Kurma .
    In: Resources Policy.
    RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420719310244.

    Full description at Econpapers || Download paper

  5. Size and sign asymmetries in house price adjustments. (2019). Akdoaan, Kurma .
    In: Applied Economics.
    RePEc:taf:applec:v:51:y:2019:i:48:p:5268-5281.

    Full description at Econpapers || Download paper

  6. Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models. (2018). GUPTA, RANGAN ; Das, Sonali ; Silva, Emmanuel Sirimal ; Hassani, Hossein.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:509:y:2018:i:c:p:121-139.

    Full description at Econpapers || Download paper

  7. Managing electricity price modeling risk via ensemble forecasting: The case of Turkey. (2018). Avci, Ezgi ; van Heck, Eric ; Ketter, Wolfgang.
    In: Energy Policy.
    RePEc:eee:enepol:v:123:y:2018:i:c:p:390-403.

    Full description at Econpapers || Download paper

  8. Unemployment hysteresis and structural change in Europe. (2017). Akdoğan, Kurmaş ; Akdoan, Kurma.
    In: Empirical Economics.
    RePEc:spr:empeco:v:53:y:2017:i:4:d:10.1007_s00181-016-1171-8.

    Full description at Econpapers || Download paper

  9. How accurate are professional forecasts in Asia? Evidence from ten countries. (2016). Deschamps, Bruno ; Costantini, Mauro ; Chen, Qiwei.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:1:p:154-167.

    Full description at Econpapers || Download paper

  10. Forecasting the price of gold. (2015). GUPTA, RANGAN ; Hassani, Hossein ; Segnon, Mawuli K ; Silva, Emmanuel Sirimal.
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:39:p:4141-4152.

    Full description at Econpapers || Download paper

  11. Are aggregate corporate earnings forecasts unbiased and efficient?. (2015). Deschamps, Bruno.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:45:y:2015:i:4:p:803-818.

    Full description at Econpapers || Download paper

  12. Forecast Combination under Heavy-Tailed Errors. (2015). Yang, Yuhong ; Wang, Sicong ; Cheng, Gang.
    In: Econometrics.
    RePEc:gam:jecnmx:v:3:y:2015:i:4:p:797-824:d:59295.

    Full description at Econpapers || Download paper

  13. Unemployment Hysteresis and Structural Change in Europe. (2015). Akdoan, Kurma .
    In: EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey.
    RePEc:eyd:cp2015:266.

    Full description at Econpapers || Download paper

  14. How are Exchange Rates Managed? Evidence of an Anchor-Based Heuristic. (2015). Chen, Kang ; Kwan, Chang Yee .
    In: The World Economy.
    RePEc:bla:worlde:v:38:y:2015:i:6:p:1006-1014.

    Full description at Econpapers || Download paper

  15. Asymmetric Behaviour of Inflation around the Target in Inflation-Targeting Countries. (2015). AkdoÄŸan, KurmaÅŸ ; Akdoan, Kurma .
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:62:y:2015:i:5:p:486-504.

    Full description at Econpapers || Download paper

  16. On the usefulness of cross-validation for directional forecast evaluation. (2014). Costantini, Mauro ; Bergmeir, Christoph ; Benitez, Jose M..
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:76:y:2014:i:c:p:132-143.

    Full description at Econpapers || Download paper

  17. Exchange Rate Exposure of Sectoral Returns and Volatilities: Further Evidence From Japanese Industrial Sectors. (2014). Zhang, Zhaoyong ; Tsui, Albert ; Jayasinghe, Prabhath .
    In: Pacific Economic Review.
    RePEc:bla:pacecr:v:19:y:2014:i:2:p:216-236.

    Full description at Econpapers || Download paper

  18. DAILY EXCHANGE RATE DETERMINATION: SHORT-TERM SPECULATION AND LONGERTERM EXPECTATION. (2014). Seddha-Udom, Thanaporn.
    In: Review of Applied Economics.
    RePEc:ags:reapec:264594.

    Full description at Econpapers || Download paper

  19. Conditional Forecast Selection from Many Forecasts: An Application to the Yen/Dollar Exchange Rate. (2013). Kawakami, Kei.
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:1167.

    Full description at Econpapers || Download paper

  20. Conditional forecast selection from many forecasts: An application to the Yen/Dollar exchange rate. (2013). Kawakami, Kei.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:28:y:2013:i:c:p:1-18.

    Full description at Econpapers || Download paper

  21. Adaptively combined forecasting for discrete response time series. (2013). Zou, Guohua ; Lu, Zudi ; Zhang, Xinyu.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:176:y:2013:i:1:p:80-91.

    Full description at Econpapers || Download paper

  22. Forecasting Macroeconomic Variables Using Data Dimension Reduction Methods: The Case of Korea. (2013). Kim, Hyun Hak.
    In: Working Papers.
    RePEc:bok:wpaper:1326.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-12 18:18:51 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.