Printed from https://ideas.repec.org/n/nep-for/2018-09-03.html
Report NEP-FOR-2018-09-03
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FOR
The following items were announced in this report:
- Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2018. "Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?," HSC Research Reports HSC/18/05, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
- Katarzyna Hubicka & Grzegorz Marcjasz & Rafal Weron, 2018. "A note on averaging day-ahead electricity price forecasts across calibration windows," HSC Research Reports HSC/18/03, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
- Laura Liu, 2017. "Density Forecasts in Panel Models: A semiparametric Bayesian Perspective," PIER Working Paper Archive 17-006, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 28 Apr 2017.
- Laura Liu & Hyungsik Moon & Frank Schorfheide, 2016. "Forecasting with Dynamic Panel Data Models," PIER Working Paper Archive 16-022, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 21 Dec 2016.
- Vasilios Plakandaras & Rangan Gupta & Wing-Keung Wong, 2018. "Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks," Working Papers 201847, University of Pretoria, Department of Economics.
- Kremens, Lukas & Martin, Ian, 2019. "The quanto theory of exchange rates," LSE Research Online Documents on Economics 89839, London School of Economics and Political Science, LSE Library.
- Bartosz Uniejewski & Rafal Weron, 2018. "Efficient forecasting of electricity spot prices with expert and LASSO models," HSC Research Reports HSC/18/02, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
- Ray Fair, 2018. "Information Content of DSGE Forecasts," Papers 1808.02910, arXiv.org.