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Multivariate Analyse
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Charlot, Philippe
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Energy economics
Psychometrika
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35
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
28
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1
From point forecasts to multivariate probabilistic forecasts : the Schaake shuffle for day-ahead electricity price forecasting
Grothe, Oliver
;
Kächele, Fabian
;
Krüger, Fabian
- In:
Energy economics
120
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014283270
Saved in:
2
Multivariable short-term electricity price forecasting using artificial intelligence and multi-input multi-output scheme
Jiang, Ping
;
Nie, Ying
;
Wang, Jianzhou
;
Huang, Xiaojia
- In:
Energy economics
117
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014436651
Saved in:
3
Forecasting crude oil and refined products volatilities and correlations : new evidence from fractionally integrated multivariate GARCH models
Marchese, Malvina
;
Kyriakou, Ioannis
;
Tamvakis, Michael
; …
- In:
Energy economics
88
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012516745
Saved in:
4
Volatility spillovers in commodity markets : a large t-vector autoregressive approach
Barbaglia, Luca
;
Croux, Christophe
;
Wilms, Ines
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012509561
Saved in:
5
Forecasting volatility and correlation between oil and gold prices using a novel multivariate GAS model
Chen, Rongda
;
Xu, Jianjun
- In:
Energy economics
78
(
2019
),
pp. 379-391
Persistent link: https://www.econbiz.de/10012159962
Saved in:
6
Valuing electricity-dependent infrastructure : an essential-input approach
Cohen, Jed
;
Moeltner, Klaus
;
Reichl, Johannes
; …
- In:
Energy economics
73
(
2018
),
pp. 258-273
Persistent link: https://www.econbiz.de/10011972599
Saved in:
7
Equation-by-equation estimation of multivariate periodic electricity price volatility
Escribano, Álvaro
;
Sucarrat, Genaro
- In:
Energy economics
74
(
2018
),
pp. 287-298
Persistent link: https://www.econbiz.de/10011972846
Saved in:
8
Day-ahead electricity price forecasting with high-dimensional structures : univariate vs. multivariate modeling frameworks
Ziel, Florian
;
Weron, Rafał
- In:
Energy economics
70
(
2018
),
pp. 396-420
Persistent link: https://www.econbiz.de/10011942844
Saved in:
9
Modeling and forecasting multivariate electricity price spikes
Manner, Hans
;
Türk, Dennis
;
Eichler, Michael
- In:
Energy economics
60
(
2016
),
pp. 255-265
Persistent link: https://www.econbiz.de/10011699897
Saved in:
10
On the relationship between the prices of oil and the precious metals : revisiting with a multivariate regime-switching decision tree
Charlot, Philippe
;
Marimoutou, Vêlayoudom
- In:
Energy economics
44
(
2014
),
pp. 456-467
Persistent link: https://www.econbiz.de/10010457143
Saved in:
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