Report NEP-FOR-2015-04-02

This is the archive for NEP-FOR, a report on new working papers in the area of Forecasting. Rob J Hyndman issued this report. It is usually issued weekly.

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Other reports in NEP-FOR

The following items were announced in this report:

• Lux, Thomas & Segnon, Mawuli & Gupta, Rangan, 2015. "Modeling and forecasting crude oil price volatility: Evidence from historical and recent data," FinMaP-Working Papers 31, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
• Pönkä, Harri, 2014. "Predicting the direction of US stock markets using industry returns," MPRA Paper 62942, University Library of Munich, Germany.
• Katarzyna Maciejowska & Rafal Weron, 2015. "Short- and mid-term forecasting of baseload electricity prices in the UK: The impact of intra-day price relationships and market fundamentals," HSC Research Reports HSC/15/04, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Tim Bollerslev & Andrew J. Patton & Rogier Quaedvlieg, 2015. "Exploiting the Errors: A Simple Approach for Improved Volatility Forecasting," CREATES Research Papers 2015-14, Department of Economics and Business Economics, Aarhus University.
• P. A. Nazarov & Kazakova, Maria, 2014. "Development of Prediction Model of Basic Budget Parameters in Russian Federation," Published Papers r90220, Russian Presidential Academy of National Economy and Public Administration.
• Hilde C. Bjørnland & Francesco Ravazzolo & Leif Anders Thorsrud, 2015. "Forecasting GDP with global components. This time is different," Working Paper 2015/05, Norges Bank.
• Jonas Dovern & Nils Jannsen, 2015. "Systematic Errors in Growth Expectations over the Business Cycle," Kiel Working Papers 1989, Kiel Institute for the World Economy.
• Maximo Camacho & Jaime Martinez-Martin, 2015. "Monitoring the world business cycle," Working Papers 1509, Banco de España.
• Mehmet Balcilar & Rangan Gupta & Renee van Eyden & Kirsten Thompson & Anandamayee Majumdar, 2015. "Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa," Working Papers 201517, University of Pretoria, Department of Economics.
• Nils Wittmann & Eppinger Marcus, 2014. "Market Inefficiencies and Forecastability of Spot Rates in the Shipping Sector," Proceedings of International Academic Conferences 0900012, International Institute of Social and Economic Sciences.
• Dovern, Jonas & Feldkircher, Martin & Huber , Florian, 2015. "Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR," Working Papers 0590, University of Heidelberg, Department of Economics.
• Stelios Bekiros & Rangan Gupta & Alessia Paccagnini, 2015. "Oil Price Forecastability and Economic Uncertainty," Working Papers 201518, University of Pretoria, Department of Economics.