JournalTOCs

Journal of Forecasting
Journal Prestige (SJR): 0.792

Citation Impact (citeScore): 1
Number of Followers: 20

Hybrid journal (It can contain Open Access articles)
ISSN (Print) 0277-6693 - ISSN (Online) 1099-131X
Published by John Wiley and Sons

[1766 journals]

Issue Information
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Abstract: Journal of Forecasting, Volume 42, Issue 3, Page 453-454, April 2023.
  PubDate: 2023-03-05T09:44:28-08:00
  DOI: 10.1002/for.2863
  Issue No: Vol. 42, No. 3 (2023)
Assessing Components of Uncertainty in Demographic Forecasts with an
Application to Fiscal Sustainability
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Juha Alho; Jukka Lassila
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-02-24T09:58:05-08:00
  DOI: 10.1002/for.2976
Forecasting stock return volatility: Realized volatility‐type or
duration‐based estimators
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Tianlun Fei; Xiaoquan Liu, Conghua Wen
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-02-17T12:19:55-08:00
  DOI: 10.1002/for.2974
Forecasting global stock market volatility: The impact of volatility
spillover index in spatial‐temporal graph‐based model
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Bumho Son; Yun Young Lee, Seongwan Park, Jaewook Lee
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-02-16T11:43:42-08:00
  DOI: 10.1002/for.2975
Analysis of the Relevance of Sentiment Data for the Prediction of Excess
Returns in a Multi‐Asset Framework
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Perceval Desforges; Christophe Geissler, Fei Liu
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-02-15T10:59:33-08:00
  DOI: 10.1002/for.2967
Forecasting stock volatility with a large set of predictors: A new
forecast combination method
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Xue Gong; Weiguo Zhang, Yuan Zhao, Xin Ye
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-02-15T01:32:08-08:00
  DOI: 10.1002/for.2973
Modelling uncertainty in financial tail risk: a forecast combination and
weighted quantile approach
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Giuseppe Storti; Chao Wang
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-02-14T09:38:55-08:00
  DOI: 10.1002/for.2972
FAMA‐FRENCH THREE vs. FIVE, WHICH MODEL IS BETTER' A MACHINE
LEARNING APPROACH
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Boubacar Diallo; Aliyu Bagudu, Qi Zhan
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-02-14T07:48:16-08:00
  DOI: 10.1002/for.2970
FORECASTING THE 2020 AND 2024 U.S. PRESIDENTIAL ELECTIONS
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: David A. Walker
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-02-13T07:13:03-08:00
  DOI: 10.1002/for.2969
A bi‐level ensemble learning approach to complex time series
forecasting: Taking exchange rates as an example
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Jun Hao; Qian Qian Feng, Jianping Li, Xiaolei Sun
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-02-13T06:43:01-08:00
  DOI: 10.1002/for.2971
Deep Learning Model for Temperature Prediction: An Empirical Study
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Virendra Kumar Shrivastava; Aastik Shrivastava, Nonita Sharma, Sachi Nandan Mohanty, Chinmaya Ranjan Pattanaik
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-02-12T05:44:50-08:00
  DOI: 10.1002/for.2966
Does Herding Effect Help Forecast Market Volatility' ‐ Evidence
from Chinese Stock Market
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Yide Wang; Chao Yu, Xujie Zhao
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-02-10T02:03:10-08:00
  DOI: 10.1002/for.2968
Meta‐learning how to forecast time series
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Thiyanga S. Talagala; Rob J. Hyndman, George Athanasopoulos
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-02-09T07:04:38-08:00
  DOI: 10.1002/for.2963
Modeling and Forecasting Percent Changes in National Park Visitation Using
Social Media
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Russell Goebel; Austin Schmaltz, Beth Ann Brackett, Spencer A. Wood, Kimihiro Noguchi
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-02-09T02:08:20-08:00
  DOI: 10.1002/for.2965
How media content influences economic expectations: evidence from a global
expert survey
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Dorine Boumans; Henrik Müller, Stefan Sauer
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-02-08T12:56:14-08:00
  DOI: 10.1002/for.2961
Can Brazilian Central Bank Communication help to predict the yield
curve'
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Cassio Roberto Andrade Alves; Kuruvilla Joseph Abraham, Marcio Poletti Laurini
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-02-08T11:48:09-08:00
  DOI: 10.1002/for.2964
PREDICTING CUSTOMER CHURN USING GREY WOLF OPTIMIZATION BASED SUPPORT
VECTOR MACHINE WITH PRINCIPAL COMPONENT ANALYSIS
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Betul Durkaya Kurtcan; Tuncay Ozcan
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-02-08T05:27:52-08:00
  DOI: 10.1002/for.2960
Forecasting air quality index considering socio‐economic indicators and
meteorological factors: A data granularity perspective
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Chih‐Hsuan Wang; Chia‐Rong Chang
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-02-08T04:53:50-08:00
  DOI: 10.1002/for.2962
Cross‐sectional return dispersion and stock market volatility: Evidence
from high‐frequency data
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Zibo Niu; Riza Demirer, Muhammad Tahir Suleman, Hongwei Zhang
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-02-08T01:48:46-08:00
  DOI: 10.1002/for.2959
Using a Machine Learning Approach and Big Data to Augment WASDE Forecasts:
Empirical Evidence from US Corn Yield
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Mitchell Roznik; Ashok K. Mishra, Milton Boyd
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-02-07T12:35:10-08:00
  DOI: 10.1002/for.2956
Bayesian Bilinear Neural Network for Predicting the Mid‐price Dynamics
in Limit‐Order Book Markets
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Martin Magris; Mostafa Shabani, Alexandros Iosifidis
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-02-07T12:00:00-08:00
  DOI: 10.1002/for.2955
Nowcasting the state of the Italian economy: the role of financial markets
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Donato Ceci; Andrea Silvestrini
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-02-07T10:58:35-08:00
  DOI: 10.1002/for.2958
Forecasting the Exchange Rate with the Taylor Rule Model during Times of
Alternative Monetary Policies
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Rudan Wang; Bruce Morley
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-02-07T10:25:06-08:00
  DOI: 10.1002/for.2957
Stock price prediction with technical analysis and market sentiment via
dual‐attention networks
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Shuaijie Deng; Changjiang Zhang
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-02-07T06:45:01-08:00
  DOI: 10.1002/for.2954
A DEEP LEARNING MODEL FOR ONLINE DOCTOR RATING PREDICTION
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Anurag Kulshrestha; Venkataraghavan Krishnaswamy, Mayank Sharma
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-02-07T05:14:34-08:00
  DOI: 10.1002/for.2953
Jump Forecasting in Foreign Exchange Markets: A High‐Frequency
Analysis
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Sevcan Uzun; Ahmet Sensoy, Duc Khuong Nguyen
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-01-30T04:39:14-08:00
  DOI: 10.1002/for.2951
Evaluation and indirect inference estimation of inattentive features in a
new Keynesian framework
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Jenyu Chou; Yifei Cao, Patrick Minford
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-01-29T12:00:00-08:00
  DOI: 10.1002/for.2950
Forecasting Term Structure of the Japanese Bond Yields in the Presence of
a Liquidity Trap
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Albert K. Tsui; Junxiang Wu, Zhaoyong Zhang, Zhongxi Zheng
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-01-29T08:29:04-08:00
  DOI: 10.1002/for.2952
Advances in Forecasting: An introduction in light of the debate on
inflation forecasting
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Anindya Banerjee; Stephen G. Hall, Georgios P. Kouretas, George S. Tavlas
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-01-26T02:49:10-08:00
  DOI: 10.1002/for.2949
Worse than you think: Public debt forecast errors in advanced and
developing economies
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Julia Estefania Flores; Davide Furceri, Siddharth Kothari, Jonathan D. Ostry
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-01-24T07:18:08-08:00
  DOI: 10.1002/for.2942
Forecasting inflation: the use of dynamic factor analysis and nonlinear
combinations
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Stephen G. Hall; George S. Tavlas, Yongli Wang
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-01-22T10:14:24-08:00
  DOI: 10.1002/for.2948
Assessing the Informational Content of Card Transactions for Nowcasting
Retail Trade: Evidence for Latvia
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Anete Brinke; Ludmila Fadejeva, Boriss Siliverstovs, Karlis Vilerts
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-01-18T12:00:00-08:00
  DOI: 10.1002/for.2945
The effects of shocks to interest‐rate expectations in the euro area:
estimates at the country level
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Martin Mandler; Michael Scharnagl
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-01-18T12:00:00-08:00
  DOI: 10.1002/for.2943
Nowcasting inflation with Lasso‐regularized vector autoregressions
and mixed frequency data
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Tesi Aliaj; Milos Ciganovic, Massimiliano Tancioni
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-01-18T05:28:33-08:00
  DOI: 10.1002/for.2944
Macro‐financial Effects of Monetary Policy Easing
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: George N. Apostolakis; Nikolaos Giannellis, Athanasios P. Papadopoulos
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-01-18T05:14:34-08:00
  DOI: 10.1002/for.2947
Forecasting housing investment
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Carlos Cañizares Martínez; Gabe J. Bondt, Arne Gieseck
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-01-17T10:04:33-08:00
  DOI: 10.1002/for.2946
An Investigation into the Probability That This is the Last Year of the
Economic Expansion
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Manfred Keil; Edward Leamer, Yao Li
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-01-17T06:49:22-08:00
  DOI: 10.1002/for.2939
The Role of Expectations for Currency Crisis Dynamics ‐ The Case of
the Turkish Lira
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Joscha Beckmann; Robert L. Czudaj
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-01-15T07:37:58-08:00
  DOI: 10.1002/for.2940
Forecasting In.ation in Open Economies: What Can a NOEM Model Do'_
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Roberto Duncan; Enrique Martínez‐García
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-01-14T07:19:12-08:00
  DOI: 10.1002/for.2941
Forecasting Sovereign Risk in the Euro Area via Machine Learning
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Guillaume Belly; Lukas Boeckelmann, Carlos Mateo Caicedo Graciano, Alberto Di Iorio, Klodiana Istrefi, Vasileios Siakoulis, Arthur Stalla‐Bourdillon
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2023-01-14T06:43:02-08:00
  DOI: 10.1002/for.2938
Multi‐class financial distress prediction based on one‐versus‐one
decomposition integrated with improved decision directed acyclic graph
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Jie Sun; Jie Li, Hamido Fujita, Wenguo Ai
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2022-11-28T02:21:27-08:00
  DOI: 10.1002/for.2937
Forecasting financial markets with semantic network analysis in the
COVID‐19 crisis
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Andrea Fronzetti Colladon; Stefano Grassi, Francesco Ravazzolo, Francesco Violante
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2022-11-25T12:00:00-08:00
  DOI: 10.1002/for.2936
A Hybrid Prediction Model with Time‐Varying Gain Tracking Differentiator
in Taylor Expansion: Evidence from Precious Metals
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Zhidan Luo; Wei Guo, Qingfu Liu, Yiuman Tse
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2022-11-18T10:34:15-08:00
  DOI: 10.1002/for.2935
Dynamic Forecasting for Non‐Stationary High‐frequency Financial Data
with Jumps based on Series Decomposition and Reconstruction
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Yuping Song; Zhenwei Li, Zhiren Ma, Xiaoyu Sun
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2022-11-17T10:03:33-08:00
  DOI: 10.1002/for.2934
Early prediction of Ibex 35 movements
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: I. Marta Miranda‐García; María‐Jesús Segovia‐Vargas, Usue Mori, José A. Lozano
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2022-11-17T09:50:17-08:00
  DOI: 10.1002/for.2933
A new model for forecasting VaR and ES using intraday returns aggregation
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Shijia Song; Handong Li
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2022-11-12T05:49:34-08:00
  DOI: 10.1002/for.2932
Which factors drive Bitcoin volatility: macroeconomic, technical, or
both'
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Jiqian Wang; Feng Ma, Elie Bouri, Yangli Guo
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2022-11-10T07:09:25-08:00
  DOI: 10.1002/for.2930
A Comparison of Methods for Forecasting Value‐at‐Risk and Expected
Shortfall of Cryptocurrencies
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Carlos Trucíos; James W. Taylor
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2022-11-10T05:26:08-08:00
  DOI: 10.1002/for.2929
Interpreting the prediction results of the tree‐based gradient boosting
models for financial distress prediction with an explainable machine
learning approach
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Jiaming Liu; Chengzhang Li, Peng Ouyang, Jiajia Liu, Chong Wu
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2022-11-10T04:28:39-08:00
  DOI: 10.1002/for.2931
Uncertainties and disagreements in expectations of professional
forecasters Evidence from an inflation targeting developing country
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Gabriel Caldas Montes; Igor Mendes Marcelino
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2022-11-09T09:43:45-08:00
  DOI: 10.1002/for.2928
Risk‐neutral moments and return predictability: International
evidence
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Junyu Zhang; Xinfeng Ruan, Jin E. Zhang
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2022-11-09T09:05:19-08:00
  DOI: 10.1002/for.2926
Reference Class Selection in Similarity‐Based Forecasting of
Corporate Sales Growth
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Etienne Theising; Dominik Wied, Daniel Ziggel
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2022-11-09T07:29:28-08:00
  DOI: 10.1002/for.2927
Electricity Demand Forecasting and Risk Management Using Gaussian Process
Model with Error Propagation
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Kuangyu Wen; Wenbin Wu, Ximing Wu
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2022-11-08T04:20:17-08:00
  DOI: 10.1002/for.2925
Extensions of the Lee‐Carter Model to Project the Data‐driven Rotation
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Cuixia Liu; Yanlin Shi
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2022-10-18T09:41:55-07:00
  DOI: 10.1002/for.2924
Uncertainty‐driven oil volatility risk premium and international stock
market volatility forecasting
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Tong Fang; Deyu Miao, Zhi Su, Libo Yin
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2022-10-17T06:29:54-07:00
  DOI: 10.1002/for.2923
Forecasting and trading Bitcoin with machine learning techniques and a
hybrid volatility/sentiment leverage
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Mingzhe Wei; Georgios Sermpinis, Charalampos Stasinakis
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2022-10-17T06:29:40-07:00
  DOI: 10.1002/for.2922
A retrospective analysis of Journal of Forecasting: From 1982 to 2019
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Dejian Yu; Libo Sheng, Shunshun Shi
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2022-10-14T07:59:58-07:00
  DOI: 10.1002/for.2921
Semiparametric Estimation of Expected Shortfall and Its Application in
Finance
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Yan Fang; Jian Li, Yinglin Liu, Yunfan Zhao
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2022-10-13T10:49:01-07:00
  DOI: 10.1002/for.2917
A Review of Scenario Planning for Emissions in Environmental Assessments
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Venmathy Samanaseh; Zainura Zainon Noor, Siti Norasyiqin, Che Hafizan, Muhammad Amani Mazlan, Florianna Lendai Michael
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2022-10-13T10:35:42-07:00
  DOI: 10.1002/for.2918
A New Recurrent Pi Sigma Artificial Neural Network inspired by Exponential
Smoothing Feedback Mechanism
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Eren Baş; Erol Eğrioğlu
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2022-10-13T08:44:23-07:00
  DOI: 10.1002/for.2919
Using Shapely Values to Define Subgroups of Forecasts for Combining
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Zhenni Ding; Huayou Chen, Ligang Zhou
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2022-10-13T03:03:19-07:00
  DOI: 10.1002/for.2920
A Dynamic Performance Evaluation of Distress Prediction Models
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Mohammad Mahdi Mousavi; Jamal Ouenniche, Kaoru Tone
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2022-10-03T12:23:06-07:00
  DOI: 10.1002/for.2915
An evolutionary cost‐sensitive support vector machine for carbon
price trend forecasting
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Bangzhu Zhu; Jingyi Zhang, Chunzhuo Wan, Julien Chevallier, Ping Wang
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2022-10-01T03:18:41-07:00
  DOI: 10.1002/for.2916
El Niño, La Niña, and Forecastability of the Realized Variance of
Agricultural Commodity Prices: Evidence from a Machine Learning Approach
- Free pre-print version: Loading...
  Rate this result: What is this?
  
  Please help us test our new pre-print finding feature by giving the pre-print link a rating.
  A 5 star rating indicates the linked pre-print has the exact same content as the published article.
  
  Authors: Matteo Bonato; Oğuzhan Çepni, Rangan Gupta, Christian Pierdzioch
  Abstract: Journal of Forecasting, Accepted Article.
  PubDate: 2022-09-28T12:00:00-07:00
  DOI: 10.1002/for.2914