:: Library Catalog

Image de couverture de livre

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Ravazzolo, Francesco, Rossini, Luca, Viselli, Andrea
Format:	Preprint
Publié:	2025
Sujets:	Econometrics
Accès en ligne:	https://arxiv.org/abs/2506.23289
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Comparing predictive ability in presence of instability over a very short time
par: Iacone, Fabrizio, et autres
Publié: (2024)

Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications
par: Iacopini, Matteo, et autres
Publié: (2022)

Model selection confidence sets for time series models with applications to electricity load data
par: De Bortoli, Piersilvio, et autres
Publié: (2026)

What drives the European carbon market? Macroeconomic factors and forecasts
par: Bastianin, Andrea, et autres
Publié: (2024)

Forecasting Oil Consumption: The Statistical Review of World Energy Meets Machine Learning
par: Ditzen, Jan, et autres
Publié: (2026)

A Real-Time Framework for Forecasting Metal Prices
par: Bastianin, Andrea, et autres
Publié: (2025)

A Quantile Nelson-Siegel model
par: Iacopini, Matteo, et autres
Publié: (2024)

Machine Learning for Detecting Collusion and Capacity Withholding in Wholesale Electricity Markets
par: Proz, Jeremy, et autres
Publié: (2025)

Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model
par: Barbaglia, Luca, et autres
Publié: (2024)

Regional Price Dynamics and Market Integration in the U.S. Beef Industry: An Econometric Analysis
par: Manríquez-Méndez, Leonardo
Publié: (2025)

An Econometric Analysis of Large Flexible Cryptocurrency-mining Consumers in Electricity Markets
par: Majumder, Subir, et autres
Publié: (2024)

Environmental Policy and Firm Performance in Europe: A Difference-in-Differences Approach with Spillovers
par: Ciaccio, Andrea, et autres
Publié: (2025)

Market Sensitivities and Growth Differentials Across Australian Housing Markets
par: Sijp, Willem P
Publié: (2025)

Estimating Discrete Choice Demand Models with Sparse Market-Product Shocks
par: Lu, Zhentong, et autres
Publié: (2025)

Modelling and Forecasting Energy Market Volatility Using GARCH and Machine Learning Approach
par: Chung, Seulki
Publié: (2024)

Institutional Learning and Volatility Transmission in ASEAN Equity Markets: A Network-Integrated Regime-Dependent Approach
par: Yang, Junlin
Publié: (2025)

Robust Market Interventions
par: Galeotti, Andrea, et autres
Publié: (2024)

Peer Effects in Labor Market Training
par: Unterhofer, Ulrike
Publié: (2022)

Big Data Analytics-Enabled Dynamic Capabilities and Market Performance: Examining the Roles of Marketing Ambidexterity and Competitor Pressure
par: Haider, Gulfam, et autres
Publié: (2024)

Functional Factor Regression with an Application to Electricity Price Curve Modeling
par: Otto, Sven, et autres
Publié: (2025)

Distributional Difference-in-Differences Models with Multiple Time Periods
par: Ciaccio, Andrea
Publié: (2024)

Invalid proxies and volatility changes
par: Angelini, Giovanni, et autres
Publié: (2024)

Lassoed Boosting and Linear Prediction in the Equities Market
par: Huang, Xiao
Publié: (2021)

Informing DSGE Models Through Dynamic Factor Models
par: Mario Forni, et autres
Publié: (2025)

Causal Inference under Interference through Designed Markets
par: Munro, Evan
Publié: (2025)

Party On: The Labor Market Returns to Social Networks in Adolescence
par: Lleras-Muney, Adriana, et autres
Publié: (2022)

Revisiting the Identification of the Conduct Parameter in Homogeneous Goods Markets
par: Matsumura, Yuri, et autres
Publié: (2024)

Dynamic Regression Discontinuity: An Event-Study Approach
par: Ruggieri, Francesco
Publié: (2023)

Treatment Effects in Market Equilibrium
par: Munro, Evan, et autres
Publié: (2021)

Return and Volatility Forecasting Using On-Chain Flows in Cryptocurrency Markets
par: Chi, Yeguang, et autres
Publié: (2024)

Electric vehicle pricing and battery costs: A misaligned assumption
par: Woodley, Lucas, et autres
Publié: (2024)

Optimizing Sales Forecasts through Automated Integration of Market Indicators
par: Döring, Lina, et autres
Publié: (2024)

Your MMM is Broken: Identification of Nonlinear and Time-varying Effects in Marketing Mix Models
par: Dew, Ryan, et autres
Publié: (2024)

Ordered Correlation Forest
par: Di Francesco, Riccardo
Publié: (2023)

Aggregation Trees
par: Di Francesco, Riccardo
Publié: (2024)

Predicting the Price of Gold in the Financial Markets Using Hybrid Models
par: Rashidi, Mohammadhossein, et autres
Publié: (2025)

New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings
par: Margaritella, Luca, et autres
Publié: (2024)

Beyond Validity: SVAR Identification Through the Proxy Zoo
par: Huang, Jiaming, et autres
Publié: (2026)

Evaluating Program Sequences with Double Machine Learning: An Application to Labor Market Policies
par: Muny, Fabian
Publié: (2025)

Equity Markets Volatility, Regime Dependence and Economic Uncertainty: The Case of Pacific Basin
par: Adrangi, Bahram, et autres
Publié: (2025)