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An evaluation of methods for v...
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A strategic predictive distribution for tests of probabilistic calibration
Taylor, James W.
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1380-1388
Persistent link: https://www.econbiz.de/10012546789
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Evaluating quantile-bounded and expectile-bounded interval forecasts
Taylor, James W.
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 800-811
Persistent link: https://www.econbiz.de/10012792870
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Forecast combinations for value at risk and expected shortfall
Taylor, James W.
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 428-441
Persistent link: https://www.econbiz.de/10012415069
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Probabilistic forecasting of wind power ramp events using autoregressive logit models
Taylor, James W.
- In:
European journal of operational research : EJOR
259
(
2017
)
2
,
pp. 703-712
Persistent link: https://www.econbiz.de/10011661798
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Forecasting value at risk and expected shortfall using a semiparametric approach based on the asymmetric laplace distribution
Taylor, James W.
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 121-133
Persistent link: https://www.econbiz.de/10012176554
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6
Forecasting value at risk and expected shortfall using a model with a dynamic omega ratio
Taylor, James W.
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013463062
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Forecasting electricity smart meter data using conditional kernel density estimation
Arora, Siddarth
;
Taylor, James W.
- In:
Omega : the international journal of management science
59
(
2016
),
pp. 47-59
Persistent link: https://www.econbiz.de/10011439737
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8
An approximate long-memory range-based approach for value at risk estimation
Meng, Xiaochun
;
Taylor, James W.
- In:
International journal of forecasting
34
(
2018
)
3
,
pp. 377-388
Persistent link: https://www.econbiz.de/10012030985
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9
Rule-based autoregressive moving average models for forecasting load on special days : a case study for France
Arora, Siddharth
;
Taylor, James W.
- In:
European journal of operational research : EJOR
266
(
2018
)
1
,
pp. 259-268
Persistent link: https://www.econbiz.de/10011811671
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10
Probabilistic forecasting of wave height for offshore wind turbine maintenance
Taylor, James W.
;
Jeon, Jooyoung
- In:
European journal of operational research : EJOR
267
(
2018
)
3
,
pp. 877-890
Persistent link: https://www.econbiz.de/10011812821
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