Forecasting crude oil price volatility out-of-sample using news-based geopolitical risk index: What forms of nonlinearity help improve forecast accuracy the most?
Sign Up to like & getrecommendations! Published in 2021 at "Finance Research Letters"
DOI: 10.1016/j.frl.2021.102310
Abstract: Abstract We evaluate the degree to which the geopolitical risk (GPR) index suggested in Caldara and Iacoviello (2018) helps improve the accuracy of one-month ahead out-of-sample point (density) forecasts of West Texas Intermediate (WTI) crude… read more here.
Keywords: geopolitical risk; accuracy; nonlinearity; crude oil ... See more keywords
Mitigating forecast errors from product variety through information sharing
Sign Up to like & getrecommendations! Published in 2018 at "International Journal of Production Research"
DOI: 10.1080/00207543.2018.1449974
Abstract: We examine the impact of increasing product variety on two measures of a firm’s forecast performance – forecast accuracy and forecast bias – and test whether shared information mitigates this impact. With companies under pressure… read more here.
Keywords: information; impact; variety; forecast accuracy ... See more keywords
Micro Data analytics: a test for analytical procedures
Sign Up to like & getrecommendations! Published in 2021 at "Meditari Accountancy Research"
DOI: 10.1108/medar-02-2020-0767
Abstract: Purpose Despite the potential of Big Data analytics, the analysis of Micro Data represents the main way of forecasting the expected values of recorded amounts and/or ratios for small auditing firms and certified public accountants… read more here.
Keywords: data analytics; micro data; forecast accuracy; analytical procedures ... See more keywords
Use of temperature to improve West Nile virus forecasts
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DOI: 10.1371/journal.pcbi.1006047
Abstract: Ecological and laboratory studies have demonstrated that temperature modulates West Nile virus (WNV) transmission dynamics and spillover infection to humans. Here we explore whether inclusion of temperature forcing in a model depicting WNV transmission improves… read more here.
Keywords: temperature; forecast accuracy; model; wnv transmission ... See more keywords
Weighting Factor Selection of the Ensemble Model for Improving Forecast Accuracy of Photovoltaic Generating Resources
Sign Up to like & getrecommendations! Published in 2019 at "Energies"
DOI: 10.3390/en12173315
Abstract: Among renewable energy sources, solar power is rapidly growing as a major power source for future power systems. However, solar power has uncertainty due to the effects of weather factors, and if the penetration rate… read more here.
Keywords: selection; forecast accuracy; power; model ... See more keywords