Concepedia

Robust Causal Forecasting

Robust Causal Forecasting is a causal forecasting framework that ensures reliable prediction performance under distributional shifts, unobserved confounding, or model misspecification by explicitly incorporating robustness mechanisms into the estimation of causal relationships over time.

5

Publications

215

Citations

13

Authors

11

Institutions

Publications per year

2017–2026

4

Parents

Publications

5

The role of economic policy uncertainty and geopolitical risk in predicting prices of precious metals: Evidence from a time-varying bootstrap causality test

Esra N. Kılcı · Resources Policy · 2021 · 101 citations

, , +16

Causal Hidden Markov Model for Time Series Disease Forecasting

Jing Li, Botong Wu, Xinwei Sun et al. · 2021 · 35 citations

, , +17

An integrated model for crude oil forecasting: Causality assessment and technical efficiency

Xian Cheng, Peng Wu, Stephen Shaoyi Liao et al. · Energy Economics · 2022 · 32 citations

, , +17

Geopolitical risks and tourism stocks: New evidence from causality-in-quantile approach

Ibrahim D. Raheem, Sara le Roux · The Quarterly Review of Economics and Finance · 2023 · 25 citations · Full text

, , +13

Dynamic staged trees for discrete multivariate time series: forecasting, model selection and causal analysis

G. H. Freeman, Jim Q. Smith · Bayesian Analysis · 2011 · 22 citations · Full text

, , +16

1–5 of 5

Authors

13

  1. SS
    Stephen Shaoyi Liao

    City University of Hong Kong, Hong Kong SAR China

    1 publications · 32 citations

    1

    h-index

  2. JL
    Jing Li

    Chinese University of Hong Kong, Hong Kong SAR China

    1 publications · 35 citations

    1

    h-index

  3. PW
    Peng Wu

    Anhui University, China

    1 publications · 32 citations

    1

    h-index

  4. XS
    Xinwei Sun

    Peking University, China

    1 publications · 35 citations

    1

    h-index

  5. EN
    Esra N. Kılcı

    Istanbul University-Cerrahpaşa, Türkiye

    1 publications · 101 citations

    1

    h-index

1–5 of 13

Institutions

11

  1. University of Warwick

    Coventry, United Kingdom

    1 h-index

    1 publications

    22 citations

  2. City University of Hong Kong

    Hong Kong, Hong Kong

    1 h-index

    1 publications

    32 citations

  3. Southwest Jiaotong University

    Chengdu, China

    1 h-index

    1 publications

    32 citations

  4. Oxford Brookes University

    Oxford, United Kingdom

    1 h-index

    1 publications

    25 citations

  5. Microsoft Research Asia (China)

    Beijing, China

    1 h-index

    1 publications

    35 citations

  6. King University

    Bristol, United States

    1 h-index

    1 publications

    35 citations

  7. Peking University

    Beijing, China

    1 h-index

    3 publications

    105 citations

  8. Istanbul University-Cerrahpaşa

    Istanbul, Türkiye

    1 h-index

    1 publications

    101 citations

1–8 of 11

Venues

  1. The Quarterly Review of Economics and Finance

    QREF · 1 publications · 25 citations

    1

    h-index

  2. Resources Policy

    1 publications · 101 citations

    1

    h-index

  3. Energy Economics

    1 publications · 32 citations

    1

    h-index

  4. Bayesian Analysis

    1 publications · 22 citations

    1

    h-index

1–4