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Jeerawadee Pumjaroen,Preecha Vichitthamaros,Yuthana Sethapramote
Pág. 47 - 57
The study proposes a partial least squares structural equation modeling (PLS-SEM) evaluating the relationship among composite leading indices (CLIs) to forecast the economic cycle (EC) instead of using only individual CLI. The model of quarterly data in ...
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Hokuto Ishii
In this paper, we examined and compared the forecast performances of the dynamic Nelson?Siegel (DNS), dynamic Nelson?Siegel?Svensson (DNSS), and arbitrage-free Nelson?Siegel (AFNS) models after the financial crisis period. The best model for the forecast...
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Athanasia Dimitriadou, Periklis Gogas, Theophilos Papadimitriou and Vasilios Plakandaras
Forecasting commodities and especially oil prices have attracted significant research interest, often concluding that oil prices are not easy to forecast and implying an efficient market. In this paper, we revisit the efficient market hypothesis of the o...
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Jason W. Miller
The trucking sector in the United States is a $700 billion plus a year industry and represents a large percentage of many firms? logistics spend. Consequently, there is interest in accurately forecasting prices for truck transportation. This manuscript u...
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Ailton Cassettari,Jose Raymundo Novaes Chiappin
Pág. 337 - 369
The focus of the paper is to present a new methodology for forecasting the Term Structure of Interest Rates (ETTJ). The objective is to answer the question: given the ETTJ curve at any given time, what is the ETTJ at a future date? Thus, we seek to const...
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