2023 June - 8 articles
Forecasters have been using various criteria to select the most appropriate model from a pool of candidate models. This includes measurements on the in-sample accuracy of the models, information criteria, and cross-validation, among others. Although...
This study analyzes the transmission of market uncertainty on key European financial markets and the cryptocurrency market over an extended period, encompassing the pre-, during, and post-pandemic periods. Daily financial market indices and price obs...
The paper is focused on predicting the financial performance of a small open economy with an automotive industry with an above-standard share. The paper aims to predict the probability distribution of the decomposed relative economic value-added meas...
We present a technique to solve the linear integer model with variable bounding. By using the continuous optimal solution of the linear integer model, the variable bounds for the basic variables are approximated and then used to calculate the optimal...
Subnational jurisdictions, compared to the apparatuses of countries and large institutions, have less resources and human capital available to carry out an updated conjunctural follow-up of the economy (nowcasting) and for generating economic predict...
Climate change is considered one of the biggest challenges around the globe as it has been causing alterations in hydrological extremes. Climate change and variability have an impact on future streamflow conditions, water quality, and ecological bala...
Understanding how, why and when energy consumption changes provides a tool for decision makers throughout the power networks. Thus, energy forecasting provides a great service. This research proposes a probabilistic approach to capture the five inher...
The price of oil is nowadays a hot topic as it affects many areas of the world economy. The price of oil also plays an essential role in how the economic situation is currently developing (such as the COVID-19 pandemic, inflation and others) or the p...
