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Journals
Central European Economic Journal
Volume 10 (2023): Issue 57 (January 2023)
Open Access
Combining forecasts? Keep it simple
Szymon Lis
Szymon Lis
University of Warsaw, Faculty of Economic Sciences
Warsaw, Poland
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Lis, Szymon
and
Marcin Chlebus
Marcin Chlebus
University of Warsaw, Faculty of Economic Sciences
Warsaw, Poland
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Chlebus, Marcin
Oct 31, 2023
Central European Economic Journal
Volume 10 (2023): Issue 57 (January 2023)
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Published Online:
Oct 31, 2023
Page range:
343 - 370
DOI:
https://doi.org/10.2478/ceej-2023-0020
Keywords
Machine learning
,
GARCH models
,
combined forecasts
,
commodities
,
VaR
© 2023 Szymon Lis et al., published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 International License.
Lis, Szymon
University of Warsaw, Faculty of Economic Sciences
Warsaw, Poland
Chlebus, Marcin
University of Warsaw, Faculty of Economic Sciences
Warsaw, Poland