Report NEP-FOR-2022-05-09

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.

Other reports in NEP-FOR

The following items were announced in this report:

• Bohan Zhang & Yanfei Kang & Anastasios Panagiotelis & Feng Li, 2022. "Optimal reconciliation with immutable forecasts," Papers 2204.09231, arXiv.org.
• Oliver Grothe & Fabian Kachele & Fabian Kruger, 2022. "From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting," Papers 2204.10154, arXiv.org.
• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino, 2022. "Forecasting US Inflation Using Bayesian Nonparametric Models," Papers 2202.13793, arXiv.org.
• Julia Nasiadka & Weronika Nitka & Rafa{l} Weron, 2022. "Calibration window selection based on change-point detection for forecasting electricity prices," Papers 2204.00872, arXiv.org.
• Souhir Ben Amor & Heni Boubaker & Lotfi Belkacem, 2022. "Predictive Accuracy of a Hybrid Generalized Long Memory Model for Short Term Electricity Price Forecasting," Papers 2204.09568, arXiv.org.
• Rudrani Bhattacharya & Bornali Bhandari & Sudipto Mundle, 2021. "Nowcasting India's Quarterly GDP Growth: A Factor Augmented Time-Varying Coefficient Regression Model (FA-TVCRM)," NCAER Working Papers 130, National Council of Applied Economic Research.
• Arkadiusz Jk{e}drzejewski & Jesus Lago & Grzegorz Marcjasz & Rafa{l} Weron, 2022. "Electricity Price Forecasting: The Dawn of Machine Learning," Papers 2204.00883, arXiv.org.
• Xinyu Wang & Liang Zhao & Ning Zhang & Liu Feng & Haibo Lin, 2022. "Stability of China's Stock Market: Measure and Forecast by Ricci Curvature on Network," Papers 2204.06692, arXiv.org.
• Jozef Barunik & Lubos Hanus, 2022. "Learning Probability Distributions in Macroeconomics and Finance," Papers 2204.06848, arXiv.org.