International Journal of Forecasting, 2008

Volume 24, n° 4, October-December 2008

Special Issue: Energy Forecasting

Introduction

• TAYLOR James W., ESPASA Antoni - Energy forecasting, pp. 561-565

Energy demand

• DORDONNAT V., KOOPMAN S. J., OOMS M., DESSERTAINE A., COLLET J. - An hourly periodic state space model for modelling French national electricity load, pp. 566-587
• CANCELO José Ramón, ESPASA Antoni, GRAFE Rosmarie - Forecasting the electricity load from one day to one week ahead for the Spanish system operator, pp. 588-602
• AMARAL Luiz Felipe, CASTRO SOUZA Reinaldo, STEVENSON Maxwell - A smooth transition periodic autoregressive (STPAR) model for short-term load forecasting, pp. 603-615
• ALVES DA SILVA Alexandre P., FERREIRA Vitor H., VELASQUEZ Roberto M.G. - Input space to neural network based load forecasters, pp. 616-629
• SOARES Lacir J., MEDEIROS Marcelo C. - Modeling and forecasting short-term electricity load: A comparison of methods with an application to Brazilian data, pp. 630-644
• TAYLOR James W. - An evaluation of methods for very short-term load forecasting using minute-by-minute British data, pp. 645-658
• BRABEC Marek, KONÁR Ondřej, PELIKÁN Emil, MALÝ Marek - A nonlinear mixed effects model for the prediction of natural gas consumption by individual customers, pp. 659-678

Wind power

• SÁNCHEZ Ismael - Adaptive combination of forecasts with application to wind energy, pp. 679-693
• JURSA René, ROHRIG Kurt - Short-term wind power forecasting using evolutionary algorithms for the automated specification of artificial intelligence models, pp. 694-709

Electricity price

• PANAGIOTELIS Anastasios, SMITH Michael - Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions, pp. 710-727
• CHAN Kam Fong, GRAY Philip, VAN CAMPEN Bart - A new approach to characterizing and forecasting electricity price volatility, pp. 728-743
• WERON Rafał, MISIOREK Adam - Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models, pp. 744-763
• KARAKATSANI Nektaria V., BUNN Derek W. - Forecasting electricity prices: The impact of fundamentals and time-varying coefficients, pp. 764-785

(résumés du n° 4/2008)

Volume 24, n° 3, July-September 2008

Regular Articles

• HYNDMAN Rob J., BOOTH Heather - Stochastic population forecasts using functional data models for mortality, fertility and migration, pp. 323-342
• ALHO Juha - Aggregation across countries in stochastic population forecasts, pp. 343-353
• BOERO Gianna, SMITH Jeremy, WALLIS Kenneth F. - Evaluating a three-dimensional panel of point forecasts: The Bank of England Survey of External Forecasters, pp. 354-367
• GOLINELLI Roberto, PARIGI Giuseppe - Real-time squared: A real-time data set for real-time GDP forecasting, pp. 368-385
• SCHUMACHER Christian, BREITUNG Jörg - Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data, pp. 386-398
• QIN Duo, CAGAS Marie Anne, DUCANES Geoffrey, MAGTIBAY-RAMOS Nedelyn, QUISING Pilipinas - Automatic leading indicators versus macroeconometric structural models: A comparison of inflation and GDP growth forecasting, pp. 399-413
• LEMMENS Aurélie, CROUX Christophe, DEKIMPE Marnik G. - Measuring and testing Granger causality over the spectrum: An application to European production expectation surveys, pp. 414-431
• DOORNIK Jurgen A., OOMS Marius - Multimodality in GARCH regression models, pp. 432-448
• ASAI Manabu, MCALEER Michael - A Portfolio Index GARCH model, pp. 449-461
• TAYLOR Nicholas - Can idiosyncratic volatility help forecast stock market volatility?, pp. 462-479
• HOOPER Vincent J., NG Kevin, REEVES Jonathan J. - Quarterly beta forecasting: An evaluation, pp. 480-489
• VICENTE José, TABAK Benjamin M. - Forecasting bond yields in the Brazilian fixed income market, pp. 490-497
• RUBASZEK Michał, SKRZYPCZYNSKI Paweł - On the forecasting performance of a small-scale DSGE model, pp. 498-512
• TAYLOR James W. - Exponentially weighted information criteria for selecting among forecasting models, pp. 513-524
• CHEN Huijing, BOYLAN John E. - Empirical evidence on individual, group and shrinkage seasonal indices, pp. 525-534
• MANZAN Sebastiano, ZEROM Dawit - A bootstrap-based non-parametric forecast density, pp. 535-550

Book Reviews

• GOODWIN Paul - The Black Swan. The impact of the highly improbable, Nassim Nicholas Taleb and Allen Lane, Editors, Hardcover (2007), pp. 551-552
• FILDES Robert - Francis X. Diebold, Editor, Elements of Forecasting (4th ed.), Thomson, South-Western: Ohio, US (2007), pp. 552-553
• SYNTETOS Aris A. - Advances in Business and Management Forecasting, Kenneth D. Lawrence & Michael D. Geurts (Eds.), (vol. 5), Elsevier: JAI Press, pp. 553-554

(résumés du n° 3/2008)

Volume 24, n° 2, April-June 2008

Special Issue : US Presidential Election Forecasting

• CAMPBELL James E., LEWIS-BECK Michael S. - US presidential election forecasting: An introduction, pp. 189-192
• STEGER Wayne P. - Forecasting the presidential primary vote: Viability, ideology and momentum, pp. 193-208
• ABRAMOWITZ Alan I. - It's about time: Forecasting the 2008 presidential election with the time-for-change model, pp. 209-217
• ERIKSON Robert S., WLEZIEN Christopher - The economy and the presidential vote: What leading indicators reveal well in advance, pp. 218-226
• LEWIS-BECK Michael S., TIEN Charles - Forecasting presidential elections: When to change the model, pp. 227-236
• SIDMAN Andrew H., MAK Maxwell, LEBO Matthew J. - Forecasting non-incumbent presidential elections: Lessons learned from the 2000 election, pp. 237-256
• CAMPBELL James E. - Evaluating U.S. presidential election forecasts and forecasting equations, pp. 257-269
• PICKUP Mark, JOHNSTON Richard - Campaign trial heats as election forecasts: Measurement error and bias in 2004 presidential campaign polls, pp. 270-282
• BERG Joyce E., NELSON Forrest D., RIETZ Thomas A. - Prediction market accuracy in the long run, pp. 283-298
• LICHTMAN Allan J. - The keys to the white house: An index forecast for 2008, pp. 299-307
• JONES Jr. Randall J. - The state of presidential election forecasting: The 2004 experience, pp. 308-319

(résumés du n° 2/2008)

Volume 24, n° 1, January-March 2008

Elusive Return Predictability

• TIMMERMANN Allan - Elusive return predictability, pp. 1-18
• BROWN Stephen J. - Elusive return predictability: Discussion, pp. 19-21
• HENDRY David F., READE J. James - Elusive return predictability: Discussion, pp. 22-28
• TIMMERMANN Allan - Reply to the discussion of Elusive Return Predictability, pp. 29-30

Regular Papers

• FRANSES Philip Hans - Merging models and experts, pp. 31-33
• RAMNATH Sundaresh, ROCK Steve, SHANE Philip - The financial analyst forecasting literature: A taxonomy with suggestions for further research, pp. 34-75
• CLEMENTS Michael P. - Consensus and uncertainty: Using forecast probabilities of output declines, pp. 76-86
• HEIJ Christiaan, VAN DIJK Dick, GROENEN Patrick J.F. - Macroeconomic forecasting with matched principal components, pp. 87-100
• MILAS Costas, ROTHMAN Philip - Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts, pp. 101-121
• BECKER Ralf, CLEMENTS Adam E. - Are combination forecasts of S&P 500 volatility statistically superior?, pp. 122-133
• BHATTACHARYA Prasad S., THOMAKOS Dimitrios D. - Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter?, pp. 134-150
• BU Ruijun, McCABE Brendan - Model selection, estimation and forecasting in INAR(p) models: A likelihood-based Markov Chain approach, pp. 151-162
• JOSE Victor Richmond R., WINKLER Robert L. - Simple robust averages of forecasts: Some empirical results, pp. 163-169
• GARDNER JR.Everette S., DIAZ-SAIZ Joaquin - Exponential smoothing in the telecommunications data, pp. 170-174

Book reviews

• MAMINGI Nlandu - Kenneth G. Stewart, Introduction to Applied Econometrics, Thomson Brooks/Cole, Belmont (2005), pp. 175-176
• ALLEN P. Geoffrey - Peter G.M. Swann, Putting econometrics in its place: A new direction in applied economics , Edward Elgar, Cheltenham (2006), pp. 177-179
• ÖLLER Lars-Erik - Thomas B. Fomby and Dek Terrell, Editors, Econometric analysis of financial and economic time series, Advances in Econometrics, Volume 20, Part 2, Elsevier Ltd. (2006) , pp. 179-183
• ÖLLER Lars-Erik, STOCKHAMMAR Pär - Nicolas Carnot, Vincent Koen and Bruno Tissot, Economic Forecasting , Palgrave Macmillan (2005) , pp. 183-184