Which factors drive Bitcoin volatility: Macroeconomic, technical, or both?
- Published in:
- Journal of Forecasting, 2023, v. 42, n. 4, p. 970, doi. 10.1002/for.2930
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- Article
Works matching IS 02776693 AND DT 2023 AND VI 42 AND IP 4
Results: 16
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A comparison of methods for forecasting value at risk and expected shortfall of cryptocurrencies.
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- Journal of Forecasting, 2023, v. 42, n. 4, p. 989, doi. 10.1002/for.2929
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- Article
3
Uncertainties and disagreements in expectations of professional forecasters: Evidence from an inflation targeting developing country.
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- Journal of Forecasting, 2023, v. 42, n. 4, p. 937, doi. 10.1002/for.2928
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- Article
4
Electricity demand forecasting and risk management using Gaussian process model with error propagation.
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- Journal of Forecasting, 2023, v. 42, n. 4, p. 957, doi. 10.1002/for.2925
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- Article
5
Extensions of the Lee–Carter model to project the data‐driven rotation of age‐specific mortality decline and forecast coherent mortality rates.
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- Journal of Forecasting, 2023, v. 42, n. 4, p. 813, doi. 10.1002/for.2924
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- Article
6
Uncertainty‐driven oil volatility risk premium and international stock market volatility forecasting.
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- Journal of Forecasting, 2023, v. 42, n. 4, p. 872, doi. 10.1002/for.2923
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- Article
7
Forecasting and trading Bitcoin with machine learning techniques and a hybrid volatility/sentiment leverage.
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- Journal of Forecasting, 2023, v. 42, n. 4, p. 852, doi. 10.1002/for.2922
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- Article
8
A retrospective analysis of Journal of Forecasting: From 1982 to 2019.
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- Journal of Forecasting, 2023, v. 42, n. 4, p. 1008, doi. 10.1002/for.2921
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- Article
9
Using shapely values to define subgroups of forecasts for combining.
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- Journal of Forecasting, 2023, v. 42, n. 4, p. 905, doi. 10.1002/for.2920
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- Article
10
A new recurrent pi‐sigma artificial neural network inspired by exponential smoothing feedback mechanism.
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- Journal of Forecasting, 2023, v. 42, n. 4, p. 802, doi. 10.1002/for.2919
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- Article
11
A review of scenario planning for emissions in environmental assessments.
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- Journal of Forecasting, 2023, v. 42, n. 4, p. 924, doi. 10.1002/for.2918
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- Article
12
A dynamic performance evaluation of distress prediction models.
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- Journal of Forecasting, 2023, v. 42, n. 4, p. 756, doi. 10.1002/for.2915
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- Article
13
El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach.
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- Journal of Forecasting, 2023, v. 42, n. 4, p. 785, doi. 10.1002/for.2914
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14
Issue Information.
- Published in:
- Journal of Forecasting, 2023, v. 42, n. 4, p. 739, doi. 10.1002/for.2864
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- Article
15
Semiparametric estimation of expected shortfall and its application in finance.
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- Journal of Forecasting, 2023, v. 42, n. 4, p. 835, doi. 10.1002/for.2917
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- Article
16
An evolutionary cost‐sensitive support vector machine for carbon price trend forecasting.
- Published in:
- Journal of Forecasting, 2023, v. 42, n. 4, p. 741, doi. 10.1002/for.2916
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- Article