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Time series analysis
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Franses, Philip Hans
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93
Lütkepohl, Helmut
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58
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Gao, Jiti
52
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Granger, C. W. J.
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47
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Taylor, Robert
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Ghysels, Eric
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40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Stock, James H.
39
Feng, Yuanhua
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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University of Chicago / Center for Research in Security Prices
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Conference Nonlinear Dynamics and Economics <1992, Florenz>
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
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De Gruyter Oldenbourg
2
Econometric Society
2
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Journal of econometrics
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Economics letters
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246
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Econometric theory
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Discussion paper / Tinbergen Institute
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Econometric reviews
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Economic modelling
119
Applied economics
105
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
100
Working paper / Department of Econometrics and Business Statistics, Monash University
91
Journal of applied econometrics
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Working paper
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Computational economics
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CREATES research paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
78
Energy economics
78
Applied economics letters
74
Journal of economic dynamics & control
69
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
EUI working paper / ECO
59
NBER Working Paper
58
Cowles Foundation discussion paper
57
Working paper / National Bureau of Economic Research, Inc.
56
Journal of empirical finance
55
Oxford bulletin of economics and statistics
55
NBER working paper series
54
The econometrics journal
51
CESifo working papers
50
Série des documents de travail / Centre de Recherche en Économie et Statistique
50
SFB 649 discussion paper
49
Econometrics : open access journal
48
European journal of operational research : EJOR
48
Discussion papers of interdisciplinary research project 373
47
Discussion paper / Center for Economic Research, Tilburg University
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Finance research letters
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ECONIS (ZBW)
12,876
EconStor
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RePEc
1
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1
Probabilistic electricity price forecasting with Bayesian stochastic volatility models
Kostrzewski, Maciej
;
Kostrzewska, Jadwiga
- In:
Energy economics
80
(
2019
),
pp. 610-620
Persistent link: https://www.econbiz.de/10012173697
Saved in:
2
Forecasting electricity price in Colombia : a comparison between neural network, ARMA process and hybrid models
Barrientos, Jorge Hugo
;
Orozco, Elkin Tabares
;
Velilla, …
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
3
,
pp. 97-106
Persistent link: https://www.econbiz.de/10011881289
Saved in:
3
Futures pricing in electricity markets based on stable CARMA spot models
Benth, Fred Espen
;
Klüppelberg, Claudia
;
Müller, Gernot
; …
- In:
Energy economics
44
(
2014
),
pp. 392-406
Persistent link: https://www.econbiz.de/10010457150
Saved in:
4
Realized volatility and jump testing in the Japanese electricity spot market
Ciarreta, Aitor
;
Muniain, Peru
;
Zarraga, Ainhoa
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1143-1166
Persistent link: https://www.econbiz.de/10012219535
Saved in:
5
Analysis of electricity prices for Central American countries using dynamic conditional score models
Blazsek, Szabolcs
;
Hernández, Hector
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
4
,
pp. 1807-1848
Persistent link: https://www.econbiz.de/10011950337
Saved in:
6
Metody stochastyczne w badaniach porównawczych wybranych rynków energii elektrycznej
Ganczarek-Gamrot, Alicja
-
2013
Persistent link: https://www.econbiz.de/10010197553
Saved in:
7
Estimation of a longitudinal multivariate stochastic volatility model for the analysis of intra-day electricity prices
Smith, Michael S.
(
contributor
);
Cottet, Remy
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003301799
Saved in:
8
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
9
Are multifractal processes suited to forecasting electricity price volatility? : evidence from Australian intraday data
Segnon, Mawuli
;
Lau, Chi Keung
;
Wilfling, Bernd
;
Gupta, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 73-98
Persistent link: https://www.econbiz.de/10013334628
Saved in:
10
Electricity price forecasting accounting for renewable energies : optimal combined forecasts
García-Martos, Carolina
;
Caro, Eduardo
;
Sánchez, María J.
- In:
Journal of the Operational Research Society : OR
66
(
2015
)
5
,
pp. 871-884
Persistent link: https://www.econbiz.de/10011302268
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