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Multilayer perceptron for GEFCom2014 probabilistic electricity price forecasting
Dudek, Grzegorz
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 1057-1060
Persistent link: https://www.econbiz.de/10011621994
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2
Low and high prices can improve covariance forecasts: The evidence based on currency rates
Fiszeder, Piotr
- In:
Journal of Forecasting
37
(
2018
)
6
,
pp. 641-649
Persistent link: https://www.econbiz.de/10012081994
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3
Range-based DCC models for covariance and value-at-risk forecasting
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
54
(
2019
),
pp. 58-76
Persistent link: https://www.econbiz.de/10012174846
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4
Low and high prices can improve volatility forecasts during periods of turmoil
Fiszeder, Piotr
;
Perczak, Grzegorz
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 398-410
Persistent link: https://www.econbiz.de/10011597123
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5
Monetary policy in steering the EONIA and POLONIA rates in the Eurosystem and Poland : a comparative analysis
Fiszeder, Piotr
;
Pietryka, Ilona
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 445-470
Persistent link: https://www.econbiz.de/10011949806
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6
A new look at variance estimation based on low, high and closing prices taking into account the drift
Fiszeder, Piotr
;
Perczak, Grzegorz
- In:
Statistica Neerlandica
67
(
2013
)
4
,
pp. 456-481
Persistent link: https://www.econbiz.de/10010722486
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7
Improving forecasts with the co-range dynamic conditional correlation model
Fiszeder, Piotr
;
Fałdziński, Marcin
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012313608
Saved in:
8
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
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9
Attention to oil prices and its impact on the oil, gold and stock markets and their covariance
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Energy economics
120
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014285888
Saved in:
10
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
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