Concepedia

Quantile Forecasting

Quantile Forecasting is a probabilistic forecasting method that estimates specific quantiles of the predictive distribution, distinguishing itself by providing point estimates for predetermined levels of the cumulative distribution rather than a full density or single expected value.

509

Publications

32.4K

Citations

1.2K

Authors

727

Institutions

Publications per year

2017–2026

322

Parents

Publications

509

Characterization of Weighted Quantile Sum Regression for Highly Correlated Data in a Risk Analysis Setting

Caroline K. Carrico, Chris Gennings, David C. Wheeler et al. · Journal of Agricultural Biological and Environmental Statistics · 2014 · 1.3K citations · Full text

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Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions

Elie Bouri, Rangan Gupta, Aviral Kumar Tiwari et al. · Finance research letters · 2017 · 804 citations

, , +12

Can volume predict Bitcoin returns and volatility? A quantiles-based approach

Mehmet Balcılar, Elie Bouri, Rangan Gupta et al. · Economic Modelling · 2017 · 717 citations

, , +14

Quantile regression: applications and current research areas

Keming Yu, Zudi Lu, Julian Stander · Journal of the Royal Statistical Society Series D (The Statistician) · 2003 · 695 citations

, , +13

The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series

Heejoon Han, Oliver Linton, Tatsushi Oka et al. · Journal of Econometrics · 2016 · 535 citations · Full text

, , +14

1–5 of 509

Authors

1.2K

  1. YH
    Yaoyao He

    Hefei University of Technology, China

    9 publications · 636 citations

    9

    h-index

  2. JW
    James W. Taylor

    University of Wisconsin–Madison, United States

    7 publications · 972 citations

    7

    h-index

  3. RG
    Rangan Gupta

    University of Pretoria, South Africa

    7 publications · 1.7K citations

    7

    h-index

  4. VC
    Victor Chernozhukov

    Massachusetts Institute of Technology, United States

    7 publications · 282 citations

    7

    h-index

  5. AS
    Arshian Sharif

    Sunway University, Malaysia

    7 publications · 1K citations

    7

    h-index

1–5 of 1.2K

Institutions

727

  1. Lebanese American University

    Beirut, Lebanon

    15 h-index

    21 publications

    1.4K citations

  2. Hefei University of Technology

    Hefei, China

    13 h-index

    33 publications

    2.1K citations

  3. Huazhong University of Science and Technology

    Wuhan, China

    9 h-index

    14 publications

    927 citations

  4. Qingdao University

    Qingdao, China

    9 h-index

    21 publications

    1K citations

  5. Technical University of Denmark

    Kongens Lyngby, Denmark

    9 h-index

    22 publications

    2.9K citations

  6. University of Pretoria

    Pretoria, South Africa

    8 h-index

    9 publications

    2.5K citations

  7. Tsinghua University

    Beijing, China

    8 h-index

    11 publications

    1.6K citations

  8. University of Essex

    Colchester, United Kingdom

    8 h-index

    8 publications

    662 citations

1–8 of 727

Venues

  1. Energy

    18 publications · 972 citations

    17

    h-index

  2. Resources Policy

    15 publications · 878 citations

    13

    h-index

  3. International Journal of Forecasting

    14 publications · 884 citations

    13

    h-index

  4. Energy Economics

    11 publications · 1.5K citations

    11

    h-index

  5. 11

    h-index

1–5