Results 241 to 250 of about 406,832 (292)

Forecasting Energy Efficiency in Manufacturing: Impact of Technological Progress in Productive Service and Commodity Trades

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT This paper employs the theory of biased technological progress to assess the effects of technological advancements across diverse trades, with a particular emphasis on predicting energy efficiency. A translog cost function model is developed, integrating five critical types of energy inputs.
Zixiang Wei   +4 more
wiley   +1 more source

A hybrid simulation model of HIV program interventions: from transmission behavior to macroeconomic impacts. [PDF]

open access: yesTher Adv Drug Saf
Crown W   +9 more
europepmc   +1 more source

Climate Change Risk and Financial Market Response: An International Evidence From Performance Forecasts by Financial Analysts

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT This study examines the effect of climate change exposure on analysts' forecasted stock performance operationalized by their actual recommendations. Our results indicate that firms with higher exposure to climate change receive less favorable recommendations from analysts.
Cyrine Khiari   +4 more
wiley   +1 more source

Measuring the Default Risk of Small Business Loans: Improved Credit Risk Prediction Using Deep Learning

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT This paper proposes a multilayer artificial neural network (ANN) method to predict the probability of default (PD) within a survival analysis framework. The ANN method captures hidden interconnections among covariates that influence PD, potentially leading to improved predictive performance compared to both logit and skewed logit models.
Yiannis Dendramis   +2 more
wiley   +1 more source

The Information Content of Overnight Information for Volatility Forecasting: Evidence From China's Stock Market

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT Using overnight volatility as the proxy for overnight information, this paper models future Chinese stock market realized range–based volatility (RRV) within a class of heterogeneous autoregressive models augmented by this proxy. We confirm the important role of overnight information in volatility forecasting models with strong evidence from ...
Yi Zhang, Long Zhou, Zhidong Liu
wiley   +1 more source

Commodity Option Return Predictability

open access: yesJournal of Futures Markets, EarlyView.
ABSTRACT This paper investigates the predictability of delta‐hedged commodity option returns using 103 predictors. We estimate several linear and nonlinear machine learning models and forecast ensembles using futures options data on seven commodities.
Constant Aka   +2 more
wiley   +1 more source

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