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The power Log-GARCH model
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Score-driven threshold ice-age models : benchmark models for long-run climate forecasts
Blazsek, Szabolcs
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Escribano, Álvaro
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2022
Persistent link: https://www.econbiz.de/10013259822
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High-speed rail : a panel data impact evaluation by municipalities on depopulation and unemployment
Cobos, Carlos
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Escribano, Álvaro
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2022
Persistent link: https://www.econbiz.de/10013259824
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3
A structural analysis of the merit-order effect in the Spanish day-ahead power market
Escribano, Álvaro
;
Ortega, Álvaro
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2021
Persistent link: https://www.econbiz.de/10013259851
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4
Robust estimation and forecasting of climate change using score-driven ice-age models
Blazsek, Szabolcs
;
Escribano, Álvaro
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2021
Persistent link: https://www.econbiz.de/10013259967
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5
Nonlinear common trends for the global crude oil market : Markov-switching score-driven models of the multivariate t-distribution
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012221928
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6
Dynamic stochastic general equilibrium inference using a score-driven approach
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012221929
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7
Forecasting gasoline prices with mixed random forest error correction models
Escribano, Álvaro
;
Wang, Dandan
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2020
Persistent link: https://www.econbiz.de/10012310571
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8
Prediction accuracy of bivariate score-driven risk premium and volatility filters : an illustration for the Dow Jones
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012310604
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9
Co-integration and common trends analysis with score-driven models : an application to the federal funds effective rate and US inflation rate
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2019
Persistent link: https://www.econbiz.de/10012100515
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10
Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk
Ayala, Astrid
;
Blazsek, Szabolcs
;
Escribano, Álvaro
-
2019
Persistent link: https://www.econbiz.de/10012100535
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