Report NEP-FOR-2025-02-17

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:

• Jiawen Luo & Shengjie Fu & Oguzhan Cepni & Rangan Gupta, 2025. "The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach," Working Papers 202501, University of Pretoria, Department of Economics.
• Prashant Pilla & Raji Mekonen, 2025. "Forecasting S&P 500 Using LSTM Models," Papers 2501.17366, arXiv.org.
• Stéphane Surprenant, 2025. "Quantile VARs and Macroeconomic Risk Forecasting," Staff Working Papers 25-4, Bank of Canada.
• Laura Capera Romero & Anne Opschoor, 2024. "Realized Variances vs. Correlations: Unlocking the Gains in Multivariate Volatility Forecasting," Tinbergen Institute Discussion Papers 24-059/III, Tinbergen Institute.
• Andrea Bastianin & Xiao Li & Luqman Shamsudin, 2025. "Forecasting the Volatility of Energy Transition Metals," Papers 2501.16069, arXiv.org, revised Jan 2025.
• Ying Chen & Paul Griffin & Paolo Recchia & Lei Zhou & Hongrui Zhang, 2025. "Hybrid Quantum Neural Networks with Amplitude Encoding: Advancing Recovery Rate Predictions," Papers 2501.15828, arXiv.org, revised Feb 2025.