Journal of Forecasting
SCOPUS (1982-2023)SSCI-ISI
0277-6693
1099-131X
Anh Quốc
Cơ quản chủ quản: WILEY , John Wiley and Sons Ltd
Lĩnh vực:
Computer Science ApplicationsManagement Science and Operations ResearchEconomics and EconometricsModeling and SimulationStatistics, Probability and UncertaintyStrategy and Management
Các bài báo tiêu biểu
Improved methods of combining forecastsAbstract It is well known that a linear combination of forecasts can outperform individual forecasts. The common practice, however, is to obtain a weighted average of forecasts, with the weights adding up to unity. This paper considers three alternative approaches to obtaining linear combinations. It is shown that the best method is to add a constant term and not to... ... hiện toàn bộ
Tập 3 Số 2 - Trang 197-204 - 1984
Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008?ABSTRACT Recently developed structural models of the global crude oil market imply that the surge in the real price of oil between mid 2003 and mid 2008 was driven by repeated positive shocks to the demand for all industrial commodities, reflecting unexpectedly high growth mainly in emerging Asia. We evaluate this proposition using an alternative data source and a d... ... hiện toàn bộ
Tập 32 Số 5 - Trang 385-394 - 2013
From forecasting to foresight processes—new participative foresight activities in GermanyAbstract The definitions of forecasting vary to a certain extent, but they all have the view into the future in common. The future is unknown, but the broad, general directions can be guessed at and reasonably dealt with. Foresight goes further than forecasting, including aspects of networking and the preparation of decisions concerning the future. This is one reaso... ... hiện toàn bộ
Tập 22 Số 2-3 - Trang 93-111 - 2003
Estimation procedures for structural time series modelsAbstract A univariate structural time series model based on the traditional decomposition into trend, seasonal and irregular components is defined. A number of methods of computing maximum likelihood estimators are then considered. These include direct maximization of various time domain likelihood function. The asymptotic properties of the estimators are given and ... ... hiện toàn bộ
Tập 9 Số 2 - Trang 89-108 - 1990
The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS ApproachABSTRACT This paper applies the GARCH‐MIDAS (mixed data sampling) model to examine whether information contained in macroeconomic variables can help to predict short‐term and long‐term components of the return variance. A principal component analysis is used to incorporate the information contained in different variables. Our results show that including low‐frequenc... ... hiện toàn bộ
Tập 32 Số 7 - Trang 600-612 - 2013
Forecasting football results and the efficiency of fixed‐odds bettingAbstract An ordered probit regression model estimated using 10 years' data is used to forecast English league football match results. As well as past match results data, the significance of the match for end‐of‐season league outcomes, the involvement of the teams in cup competition and the geographical distance between the two teams' home towns all contribute to the... ... hiện toàn bộ
Tập 23 Số 1 - Trang 51-66 - 2004
Adaptive modelling and forecasting of offshore wind power fluctuations with Markov‐switching autoregressive modelsABSTRACT Wind power production data at temporal resolutions of a few minutes exhibit successive periods with fluctuations of various dynamic nature and magnitude, which cannot be explained (so far) by the evolution of some explanatory variable. Our proposal is to capture this regime‐switching behaviour with an approach relying on Markov‐switching autoregressive (MSA... ... hiện toàn bộ
Tập 31 Số 4 - Trang 281-313 - 2012
Rough sets bankruptcy prediction models versus auditor signalling ratesAbstract Both international and US auditing standards require auditors to evaluate the risk of bankruptcy when planning an audit and to modify their audit report if the bankruptcy risk remains high at the conclusion of the audit. Bankruptcy prediction is a problematic issue for auditors as the development of a cause–effect relationship between attributes that may ca... ... hiện toàn bộ
Tập 22 Số 8 - Trang 569-586 - 2003
Prediction uncertainty in an ecological model of the oosterschelde estuaryAbstract A storm surge barrier was constructed in 1987 in the Oosterschelde estuary in the south‐western delta of Holland to provide protection from flooding, while largely maintaining the tidal characteristics of the estuary. Despite efforts to minimize the hydraulic changes resulting from the barrage, it was expected that exchange with the North Sea, suspended sed... ... hiện toàn bộ
Tập 10 Số 1-2 - Trang 191-209 - 1991
Modeling and forecasting commodity market volatility with long‐term economic and financial variablesAbstract This paper investigates the time‐varying volatility patterns of some major commodities as well as the potential factors that drive their long‐term volatility component. For this purpose, we make use of a recently proposed generalized autoregressive conditional heteroskedasticity–mixed data sampling approach, which typically allows us to examine the role of ... ... hiện toàn bộ
Tập 39 Số 2 - Trang 126-142 - 2020