Results 271 to 280 of about 126,466 (342)

Forecasting and Modeling Macroeconomic Vulnerabilities in CESEE

Journal of Forecasting, EarlyView.
ABSTRACT This paper develops a nonparametric multivariate model for assessing risks to macroecononomic outcomes in three major CESEE countries. Our model builds on Bayesian additive regression trees (BART) that remains agnostic on the relationship between the macro series and the lags thereof.
Florian Huber, Josef Schreiner
wiley   +1 more source

Research on emission reduction investment strategies for low carbon technology enterprises. [PDF]

PLoS One
Li J, Yang T, Shi L.
europepmc   +1 more source

Forecasting With Machine Learning Shadow‐Rate VARs

Journal of Forecasting, EarlyView.
ABSTRACT Interest rates are fundamental in macroeconomic modeling. Recent studies integrate the effective lower bound (ELB) into vector autoregressions (VARs). This paper studies shadow‐rate VARs by using interest rates as a latent variable near the ELB to estimate their shadow‐rate values.
Michael Grammatikopoulos
wiley   +1 more source

The levelized cost of energy in the presence of uncertainty on the offshore wind speed. [PDF]

Heliyon
Arenas-López JP, Badaoui M.
europepmc   +1 more source

Forecasting Carbon Prices: A Literature Review

Journal of Forecasting, EarlyView.
ABSTRACT Carbon emissions trading is utilized by a growing number of states as a significant tool for addressing greenhouse gas emissions (GHG), global warming problem and the climate crisis. Accurate forecasting of carbon prices is essential for effective policy design and investment strategies in climate change mitigation.
Konstantinos Bisiotis, Dimitris Christopoulos, George Tzougas   +2 more
wiley   +1 more source

Network Analysis on the Symmetric Coordination in a Reinforcement-Learning-Based Minority Game. [PDF]

Entropy (Basel)
Shao C, Rao W, Xu W, Wei L.
europepmc   +1 more source

A Novel Approach to Forecasting After Large Forecast Errors

Journal of Forecasting, EarlyView.
ABSTRACT A sequence of increasingly large same‐sign 1‐step‐ahead forecast errors are most likely due to a sudden unexpected shift. Large forecast errors can be expensive, but also contain valuable information. Impulse indicators acting as intercept corrections to set forecasts back on track can be quickly tested for replacing outliers, a location shift
Jennifer L. Castle, Jurgen A. Doornik, David F. Hendry   +2 more
wiley   +1 more source

Time-consistent robust investment-reinsurance strategy with common shock dependence under CEV model. [PDF]

PLoS One
Li L, Qiu Z.
europepmc   +1 more source

Optimal Variance Forecasting in a Trading Context

Journal of Forecasting, EarlyView.
ABSTRACT In financial trading, the economic value of return and variance forecasts arises from three key components: an investor's risk preference, the quality of return predictions, and the accuracy of risk estimates. This study isolates the third component—risk knowledge—and demonstrates that its contribution is a non‐linear function of realized and ...
Nick Taylor
wiley   +1 more source

Environmental Gradients Linked to Human Impacts, Not Species Richness, Drive Regional Variation in Community Stability in Coral Reef Fishes. [PDF]

Ecol Lett
Tsai CH, Connolly SR.
europepmc   +1 more source