Issue Information

• Date: 01 August 2020
• Published date: 01 August 2020
• DOI: http://doi.org/10.1002/for.2609

AUGUST 2020 VOLUME 39 NUMBER 5

ISSN 0277-6693

JOFODV 39(5) 709– 864

wileyonlinelibrary.com/journal/for

Forecasting with unbalanced panel data

B. H. Baltagi and L. Liu 709

Shift-contagion in energy markets and global crisis

M. Mili, J.-M. Sahut and F. Teulon 725

A generalized regression model based on hybrid empirical mode decomposition and support

vector regression with back-propagation neural network for mid-short-term load forecasting

G.-F. Fan, Y.-H. Guo, J.-M. Zheng and W.-C. Hong 737

Timescale classification in wind forecasting: A review of the state-of-the-art

J. S. Roungkvist and P. Enevoldsen 757

Incorporating textual and management factors into financial distress prediction: A comparative

study of machine learning methods

X. Tang, S. Li, M. Tan and W. Shi 769

Volatility impulse response analysis for DCC-GARCH models: The role of volatility

transmission mechanisms

D. Gabauer 788

Forecasting stock volatility in the presence of ex treme shocks: Short-term and long-term effects

L. Wang, F. Ma and G. Liu 797

On long memory origins and forecast horizons

J. E. Vera-Valdés 811

Identifying US business cycle regimes using dynamic factors and neural network models

B. Soybilgen 827

Model averaging estimation for conditional volatility models with an application to stock

market volatility forecast

Q. Liu, Q. Yao and G. Zhao 841