Results 191 to 200 of about 109,853 (293)

Intraday Functional PCA Forecasting of Cryptocurrency Returns

Journal of Forecasting, EarlyView.
ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley   +1 more source

The stabilization and destabilization of marine carbon observations: Co-producing knowledge in murky waters. [PDF]

Marit Stud
Haegele R.
europepmc   +1 more source

Term Spread Volatility as a Leading Indicator of Economic Activity

Journal of Forecasting, EarlyView.
ABSTRACT In this paper, we examine the macroeconomic predictive power of the volatility of the US Treasury yield curve slope (term spread volatility). Our forecasting exercise shows that US term spread volatility has significant predictive power for US industrial production and employment growth.
Anastasios Megaritis, Dimitrios Bakas, Theodora Bermpei, Athanasios Triantafyllou   +3 more
wiley   +1 more source

When I say … space. [PDF]

Med Educ
Mickleborough T.
europepmc   +1 more source

Global Insights Into Term Spreads: Unveiling Their Predictive Power During Unconventional Monetary Policy

Journal of Forecasting, EarlyView.
ABSTRACT This study investigates the predictive power of the term spread for forecasting economic activity across both conventional and unconventional monetary policy regimes. Utilizing data from 22 OECD countries spanning the period from 1985Q1 to 2024Q2, the analysis reveals that the term spread generally maintains its ability to predict GDP growth ...
Petri Kuosmanen, Juuso Vataja
wiley   +1 more source

Russia-Ukraine conflict and Malaysian palm oil: An analysis of market impacts and public sentiment. [PDF]

PLoS One
Mat Enh A, Mustafa H, Ahmed F.
europepmc   +1 more source

Identifying Drivers of Deviations From Rational Expectations: Using a New Irrational Index for Inflation Forecasts

Journal of Forecasting, EarlyView.
ABSTRACT Most studies on inflation forecasts have studied behavioral biases, informational frictions, or external shocks in isolation, without considering how these factors jointly drive deviations from rational expectations. We therefore adopt an integrated framework that simultaneously estimates the behavioral, informational, and external ...
Belen Chocobar, Peter Claeys
wiley   +1 more source

Exploring the Nexus Between Sustainability Index and Central European Stock Markets Competitiveness: Evidence Through Time–Frequency Analysis and SHAP

Journal of Forecasting, EarlyView.
ABSTRACT Sustainability has become an important factor shaping financial markets and investor behavior. This paper examines the relationship between sustainability indices and Central European stock markets using a time–frequency approach. Wavelet coherence is employed to capture time‐varying co‐movements between sustainability indices and stock market
Zuzana Janková, Dipak Kumar Jana, Michal Páleš, Elena Fleaca, Petr Dostál   +4 more
wiley   +1 more source

Twenty years since the 2004 European Union enlargement: what does it mean for health? [PDF]

Eur J Public Health
Hrzic R, Brand H.
europepmc   +1 more source

The Impact of Uncertainty on Forecasting the US Economy

Journal of Forecasting, EarlyView.
ABSTRACT This paper examines the predictive value of uncertainty measures for key macroeconomic indicators across multiple forecast horizons. We evaluate how different uncertainty proxies—economic policy uncertainty (EPU), VIX, geopolitical risk, and measures of macroeconomic and financial uncertainty—enhance forecast accuracy for industrial production,
Angelica Ghiselli
wiley   +1 more source