Issue Information

• Published date: 01 September 2020
• Date: 01 September 2020
• DOI: http://doi.org/10.1002/for.2610

SEPTEMBER 2020 VOLUME 39 NUMBER 6

ISSN 0277-6693

JOFODV 39(6) 865– 1000

wileyonlinelibrary.com/journal/for

Cholesky–ANN models for predicting multivariate realized volatility

A. Bucci 865

Optimal forecast combination based on ensemble empirical mode decomposition for agricultural

commodity futures prices

Y. Fang, B. Guan, S. Wu and S. Heravi 877

Do credit booms predict US recessions?

M. M. Mihai 887

A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis

F. Huber, M. Pfarrhofer and P. Piribauer 911

Correcting the January optimism effect

P. H. Franses 927

Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation

J. C. C. Chan, L. Jacobi and D. Zhu 934

Assessment of agricultural energy consumption of Turkey by MLR and Bayesian optimized SVR

and GPR models

Z. Ceylan 944

The predictability of stock market volatility in emerging economies: Relative roles of local, regional,

and global business cycles

E. Bouri, R. Demirer, R. Gupta and X. Sun 957

Forecasting local currency bond risk premia of emerging markets: The role of cross-country

macrofinancial linkages

O. Cepni, R. Gupta, I. E. Güney and M. Yilmaz 966

A deep residual compensation extreme learning machine and applications

Y. Chen, X. Xie, T. Zhang, J. Bai and M. Hou 986