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Time Series Forecasting With a Learning Algorithm : An Approximate Dynamic Programming Approach
Collado, Ricardo - 2019
We consider the basic problem of refi tting a time series over a finite period of time and formulate it as a stochastic dynamic program. By changing the underlying Markov decision process we are able to obtain a model that at optimality considers historical data as well as forecasts of future...
Persistent link: https://www.econbiz.de/10012894079
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A nonparametric approach for evaluating long-term energy policy scenarios: an application to the Greek energy system
Halkos, George E.; Tzeremes, Nickolaos G.; Tzeremes, … - In: Journal of economic structures : JES; the official … 4 (2015), pp. 1-14
This paper by using Long-range Energy Alternatives Planning System (LEAP) constructs four different renewable energy scenarios for the Greek transport, energy, and industry sectors. By projecting the demand for renewable energy and the associated resulting carbon dioxide emissions up to the...
Persistent link: https://www.econbiz.de/10011287499
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Research and application of association rule algorithm and an optimized grey model in carbon emissions forecasting
Ma, Xuejiao; Jiang, Ping; Jiang, Qichuan - In: Technological forecasting & social change : an … 158 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012516881
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Multi-stage emissions management of a steel company
Zapletal, František; Šmíd, Martin; Kopa, Miloš - In: Stochastic optimization: theory and applications, (pp. 735-751). 2020
Persistent link: https://www.econbiz.de/10012290838
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The single-item green lot-sizing problem with fixed carbon emissions
Absi, Nabil; Dauzère-Péres, Stéphane; Kedad-Sidhoum, … - In: European journal of operational research : EJOR 249 (2016) 3, pp. 849-855
Persistent link: https://www.econbiz.de/10011412446
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Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669351
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Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10003987324
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Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin; McAleer, Michael; Roengchai Tansuchat - In: Energy economics 33 (2011) 5, pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
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Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
Tansuchat, Roengchai - 2010
The paper examines the performance of four multivariate volatility models, namely CCC, VARMA-GARCH, DCC and BEKK, for … the optimal portfolio weights of all multivariate volatility models for Brent suggest holding futures in larger … proportions than spot. For WTI, however, DCC and BEKK suggest holding crude oil futures to spot, but CCC and VARMA-GARCH suggest …
Persistent link: https://www.econbiz.de/10013149486
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A hybrid metaheuristic for the efficient solution of GARCH with trend models
Uribe, Lourdes; Perea, Benjamin; Hernández del Valle, … - In: Computational economics 52 (2018) 1, pp. 145-166
Persistent link: https://www.econbiz.de/10012052926