Forecast combinations have flourished remarkably in the forecasting community and, in
recent years, have become part of mainstream forecasting research and activities …

Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …

A variety of methods and ideas have been tried for electricity price forecasting (EPF) over the
last 15 years, with varying degrees of success. This review article aims to explain the …

Handbook of Economic Expectations discusses the state-of-the-art in the collection, study
and use of expectations data in economics, including the modelling of expectations …

In the practice of point prediction, it is desirable that forecasters receive a directive in the
form of a statistical functional. For example, forecasters might be asked to report the mean or …

The Bayesian statistical paradigm provides a principled and coherent approach to
probabilistic forecasting. Uncertainty about all unknowns that characterize any forecasting …

We discuss model and forecast combination in time series forecasting. A foundational
Bayesian perspective based on agent opinion analysis theory defines a new framework for …

We apply a novel methodology for estimating time-varying weights in linear prediction pools,
which we call Dynamic Pools, and use it to investigate the relative forecasting performance …

In recent years several commentators hinted at an increase of the correlation between equity
and commodity returns, blaming for that surging investment in commodity-related products …

Combination is an effective way to improve tourism forecasting accuracy. However,
empirical evidence is limited to point forecasts. Given that interval forecasts can provide …