Title:

Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach

Authors:

Francis X. Diebold (U of Pennsylvania)
Maximilian Gobel (U Lisboa, ISEG, UTL)
Philippe Goulet Coulombe (U of Pennsylvania)
Glenn D. Rudebusch (Fed Res Bk of San Francisco)
Boyuan Zhang (U of Pennsylvania)

Journal:

International Journal Of Forecasting

Year:

2021

Volume:

37

Number:

4

Pages:

1509-1519

JEL code:

Q54 - Climate; Natural Disasters

DOI:

10.1016/j.ijforecast.2020.10.006