When Are Statistical Forecast Gains Economically Relevant? Evidence From Bitcoin Returns
ABSTRACT We study how statistical forecast gains for Bitcoin translate into trading profits. Using real‐time out‐of‐sample forecasts from daily bivariate VARs from October 2021 to February 2024, we show that Bitcoin returns are forecastable and that seven predictive indices yield significant gains in directional accuracy (DA).
Rehan Arain, Stephen Snudden
wiley +1 more source
A netnographic analysis of online active commentaries on Malaysia's tobacco generation end game. [PDF]
Abdul Raob NA +3 more
europepmc +1 more source
ABSTRACT Using online job advertisement data improves the timeliness and granularity depth of analysis in the labor market in domains not covered by official data. Specifically, its variation over time may be used as an anticipator of official employment variations.
Pietro Giorgio Lovaglio +1 more
wiley +1 more source
Empirical analysis of the correlation between China's Macroeconomic Market and Crude Oil Market based on mixed-frequency group factor model. [PDF]
Zhao J, Yin J.
europepmc +1 more source
E-Commerce and global dietary health: a longitudinal analysis of food availability and imports pathways across 64 countries (2008-2022). [PDF]
Quan S, Zhang H.
europepmc +1 more source
Recycling and remanufacturing or technology upgrading? emission reduction decisions of supply chain under carbon cap-and-trade mechanism. [PDF]
Wu X, Miao W, Zhang X, Zuo W, Shen B.
europepmc +1 more source
The Role of Pharmacy Benefit Managers in Access to Biologics for Dermatologic Conditions. [PDF]
Leeolou MC, Jia JL, Harris J, Liao W.
europepmc +1 more source
The role of domestic and international markets in the loss of nature across Brazil
Afonso DL +3 more
europepmc +1 more source
Development of the alcohol-free and low-alcohol drinks market in Great Britain from 2011 to 2022: Narrative timelines based on a documentary review of off-trade retail magazines and market intelligence reports. [PDF]
Critchlow N +6 more
europepmc +1 more source

