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Related Papers (84)
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Local regression distribution estimators
errJOURNAL OF ECONOMETRICS
IF4
err2024-03-01
err9
errOAAI
errCattaneo, Matias D.; Jansson, Michael; Ma, Xinwei
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The incremental information in the yield curve about future interest rate risk
errJOURNAL OF BANKING & FINANCE
IF3.8
err2023-10-01
err1
errOAAI
errChristensen, Bent Jesper; Kjaer, Mads Markvart; Veliyev, Bezirgen
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Climate, wind energy, and CO2 emissions from energy production in Denmark
errENERGY ECONOMICS
IF14.2
err2023-09-01
err3
errOAAI
errCarlini, Federico; Christensen, Bent Jesper; Gupta, Nabanita Datta; de Magistris, Paolo Santucci
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Intraday cross-sectional distributions of systematic risk
errJOURNAL OF ECONOMETRICS
IF4
err2023-08-01
err3
PREAI
errAndersen, Torben G.; Riva, Raul; Thyrsgaard, Martin; Todorov, Viktor
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Treatment recommendation with distributional targets?
errJOURNAL OF ECONOMETRICS
IF4
err2023-06-01
err0
errOAAI
errKock, Anders Bredahl; Preinerstorfer, David; Veliyev, Bezirgen
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Targeting predictors in random forest regression
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2023-04-01
err45
errOAAI
errBorup, Daniel; Christensen, Bent Jesper; Muhlbach, Nicolaj Sondergaard; Nielsen, Mikkel Slot
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Estimation of a dynamic multi-level factor model with possible long-range dependence
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2023-01-01
err3
errOAAI
errErgemen, Yunus Emre; Vladimir Rodriguez-Caballero, C.
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Testing for parameter instability and structural change in persistent predictive regressions
errJOURNAL OF ECONOMETRICS
IF4
err2022-12-01
err3
errOAAI
errAndersen, Torben G.; Varneskov, Rasmus T.
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Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
errNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
IF3.9
err2022-11-01
err2
PREAI
errNonejad, Nima
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Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures: A comparative study
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2022-10-01
err3
PREAI
errNonejad, Nima
errShare
errSave
Forecasting cryptocurrency volatility
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2022-07-01
err28
PREAI
errCatania, Leopoldo; Grassi, Stefano
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An interesting finding about the ability of geopolitical risk to forecast aggregate equity return volatility out-of-sample
errFINANCE RESEARCH LETTERS
IF6.9
err2022-06-01
err5
PREAI
errNonejad, Nima
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errSave
Forecasting crude oil price volatility out-of-sample using news-based geopolitical risk index: What forms of nonlinearity help improve forecast accuracy the most?
errFINANCE RESEARCH LETTERS
IF6.9
err2022-05-01
err15
PREAI
errNonejad, Nima
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The drift burst hypothesis
errJOURNAL OF ECONOMETRICS
IF4
err2022-04-01
err11
PREAI
errChristensen, Kim; Oomen, Roel; Reno, Roberto
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Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures: Some new empirical results
errENERGY ECONOMICS
IF14.2
err2021-12-01
err7
PREAI
errNonejad, Nima
errShare
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The price of crude oil and (conditional) out-of-sample predictability of world industrial production
errJOURNAL OF COMMODITY MARKETS
IF4.5
err2021-09-01
err13
PREAI
errNonejad, Nima
errShare
errSave
Consistent inference for predictive regressions in persistent economic systems
errJOURNAL OF ECONOMETRICS
IF4
err2021-09-01
err8
errOAAI
errAndersen, Torben G.; Varneskov, Rasmus T.
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Predicting equity premium using dynamic model averaging. Does the state-space representation matter?
errNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
IF3.9
err2021-07-01
err4
PREAI
errNonejad, Nima
errShare
errSave
Predicting equity premium by conditioning on macroeconomic variables: A prediction selection strategy using the price of crude oil
errFINANCE RESEARCH LETTERS
IF6.9
err2021-07-01
err6
PREAI
errNonejad, Nima
errShare
errSave
Asset pricing and FOMC press conferences
errJOURNAL OF BANKING & FINANCE
IF3.8
err2021-07-01
err5
errOAAI
errBodilsen, Simon; Eriksen, Jonas N.; Gronborg, Niels S.
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