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Analyzing financial time series through robust estimators
Grossi, Luigi (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 2
Persistent link: https://www.econbiz.de/10002651679
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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
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Where did the time (series) go? : estimation of marginal emission factors with autoregressive components
Beltrami, Filippo; Burlinson, Andrew; Giulietti, Monica; … - In: Energy economics 91 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012518570
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The zonal and seasonal CO2 marginal emissions factors for the Italian power market
Beltrami, Filippo; Fontini, Fulvio; Giulietti, Monica; … - 2021
Persistent link: https://www.econbiz.de/10012660341
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Where did the time (series) go? : estimation of marginal emission factors with autoregressive components
Beltrami, Filippo; Burlinson, Andrew; Grossi, Luigi; … - 2020
Persistent link: https://www.econbiz.de/10012202009
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Robust forecasting of electricity prices : simulations, models and the impact of renewable sources
Grossi, Luigi; Nan, Fany - In: Technological forecasting & social change : an … 141 (2019), pp. 305-318
Persistent link: https://www.econbiz.de/10012133107
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The influence of renewables on electricity price forecasting : a robust approach
Grossi, Luigi; Nan, Fany - 2018
Persistent link: https://www.econbiz.de/10011959649
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Forecasting : theory and practice
Petropoulos, Fotios; Apiletti, Daniele; Assimakopoulos, V. - In: International journal of forecasting 38 (2022) 3, pp. 705-871
Persistent link: https://www.econbiz.de/10013349395