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~isPartOf:"Energy economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Berkowitz, Jeremy"
~person:"Ravazzolo, Francesco"
~person:"Rossi, Barbara"
~subject:"Forecasting model"
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Berkowitz, Jeremy
Ravazzolo, Francesco
Rossi, Barbara
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Energy economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
Forecasting energy commodity prices : a large global dataset sparse approach
Ferrario, Davide L.
;
Ravazzolo, Francesco
;
Vespingnani, …
- In:
Energy economics
98
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012872633
Saved in:
2
Testing density forecasts, with applications to risk management
Berkowitz, Jeremy
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
4
,
pp. 465-474
Persistent link: https://www.econbiz.de/10001646386
Saved in:
3
Out-of-sample forecast tests robust to the choice of window size
Rossi, Barbara
;
Inoue, Atsushi
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
3
,
pp. 432-453
Persistent link: https://www.econbiz.de/10009657251
Saved in:
4
In-sample inference and forecasting in misspecified factor models
Carrasco, Marine
;
Rossi, Barbara
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 313-338
Persistent link: https://www.econbiz.de/10011691438
Saved in:
5
Rejoinder: In-sample inference and forecasting in misspecified factor models
Carrasco, Marine
;
Rossi, Barbara
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 353-356
Persistent link: https://www.econbiz.de/10011691450
Saved in:
6
Combined density nowcasting in an uncertain economic environment
Aastveit, Knut Are
;
Ravazzolo, Francesco
;
Dijk, Herman …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 131-145
Persistent link: https://www.econbiz.de/10011894481
Saved in:
7
Nowcasting industrial production using linear and non-linear models of electricity demand
Galdi, Giulio
;
Casarin, Roberto
;
Ferrario, Davide L.
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014483553
Saved in:
8
Proper scoring rules for evaluating density forecasts with asymmetric loss functions
Iacopini, Matteo
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 482-496
Persistent link: https://www.econbiz.de/10014448252
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