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Comparisons of Chinese and Indian Energy Consumption Forecasting Models
Arora, Vipin - Volkswirtschaftliche Fakultät, … - 2013
I evaluate the out-of-sample forecasting performance of five models of Chinese and Indian energy consumption. The results are mixed, but in general the auto-regressive distributed lag and unobserved components models perform the best over multiple evaluation criteria. I then use these two models...
Persistent link: https://www.econbiz.de/10011114340
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Econometric Models for Oil Price Forecasting: A Critical Survey
Frey, Giliola; Manera, Matteo; Markandya, Anil; Scarpa, … - In: CESifo Forum 10 (2009) 1, pp. 29-44
Persistent link: https://www.econbiz.de/10005013101
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The Real-Time Optimisation of DNO Owned Storage Devices on the LV Network for Peak Reduction
Rowe, Matthew; Yunusov, Timur; Haben, Stephen; … - In: Energies 7 (2014) 6, pp. 3537-3560
Energy storage is a potential alternative to conventional network reinforcement of the low voltage (LV) distribution network to ensure the grid’s infrastructure remains within its operating constraints. This paper presents a study on the control of such storage devices, owned by distribution...
Persistent link: https://www.econbiz.de/10010778846
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Autoregressive with Exogenous Variables and Neural Network Short-Term Load Forecast Models for Residential Low Voltage Distribution Networks
Bennett, Christopher; Stewart, Rodney A.; Lu, Junwei - In: Energies 7 (2014) 5, pp. 2938-2960
This paper set out to identify the significant variables which affect residential low voltage (LV) network demand and develop next day total energy use (NDTEU) and next day peak demand (NDPD) forecast models for each phase. The models were developed using both autoregressive integrated moving...
Persistent link: https://www.econbiz.de/10011031054
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Simulation of the European Electricity Market and CCS Development with the HECTOR Model
Madlener, Reinhard; Lohwasser, Richard - Institut für Future Energy Consumer Needs and Behavior … - 2009
In this paper we introduce HECTOR, a new and advanced long-term electricity market model that simulates market behavior bottom-up through opportunistic, variable cost-based bidding of individual power plants into auction-based national markets with international interconnection capacities....
Persistent link: https://www.econbiz.de/10008487662
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Partially Unforeseen Events. Corrections and Correcting Formulae for Forecasts
HARIN, Alexander - In: Expert Journal of Economics 2 (2014) 2, pp. 69-79
A hypothesis of uncertain future was created and first applied in the field of utility and prospect theories. An extension of application of the hypothesis to the field of forecasting is considered in the article. The concept of inevitability of unforeseen events is a part of the hypothesis of...
Persistent link: https://www.econbiz.de/10010903778
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Risk Modeling and Management: An Overview
Chang, Chia-Lin; Allen, David E.; McAleer, Michael; … - Department of Economics and Finance, College of … - 2013
The papers in this special issue of Mathematics and Computers in Simulation are substantially revised versions of the papers that were presented at the 2011 Madrid International Conference on “Risk Modeling and Management” (RMM2011). The papers cover the following topics: currency hedging...
Persistent link: https://www.econbiz.de/10010907434
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An Empirical Evaluation of GARCH Models in Value-at-Risk Estimation: Evidence from the Macedonian Stock Exchange
Bucevska, Vesna - In: Business Systems Research 4 (2013) 1, pp. 49-64
VaR estimation in emerging financial markets. Methods/Approach: Using the daily returns of the Macedonian stock exchange … estimation of VaR is related to the chosen GARCH model. The obtained findings bear important implications regarding VaR … estimation in turbulent times that have to be addressed by investors in emerging capital markets. …
Persistent link: https://www.econbiz.de/10011019968
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A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane; Kilian, Lutz - Center for Financial Studies - 2014
alternatives and more economically plausible. We discuss implications of our analysis for the estimation of economic models of …
Persistent link: https://www.econbiz.de/10010958503
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Accurate Value-at-Risk forecast with the (good old) normal-GARCH model
Hartz, Christoph; Mittnik, Stefan; Paolella, Marc S. - Center for Financial Studies - 2006
A resampling method based on the bootstrap and a bias-correction step is developed for improving the Value-at-Risk (VaR) forecasting ability of the normal-GARCH model. Compared to the use of more sophisticated GARCH models, the new method is fast, easy to implement, numerically reliable, and,...
Persistent link: https://www.econbiz.de/10010958670