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K-nearest neighbors for GEFCom2014 probabilistic wind power forecasting

Mangalova, Ekaterina; Shesterneva, Olesya - In: International journal of forecasting 32 (2016) 3, pp. 1067-1073

Persistent link: https://www.econbiz.de/10011621996

Bayesian semiparametric modeling of realized covariance matrices

Jin, Xin; Maheu, John M. - In: Journal of econometrics 192 (2016) 1, pp. 19-39

Persistent link: https://www.econbiz.de/10011610652

Projections of inflation dynamics for Pakistan : GMDH approach

Iqbal, Shahid; Sial, Maqbool H. - In: Journal of economics and political economy : JEPE 3 (2016) 3, pp. 536-559

Persistent link: https://www.econbiz.de/10011567876

Hybrid model using logit and nonparametric methods for predicting micro-entity failure

Blanco-Oliver, A.; Irimia-Dieguez, A.; Oliver-Alfonso, M. D. - In: Investment management and financial innovations 13 (2016) 3, pp. 35-46

Persistent link: https://www.econbiz.de/10011666564

The economic value of volatility timing with realized jumps

Nolte, Ingmar; Xu, Qi - In: Journal of empirical finance 34 (2015), pp. 45-59

Persistent link: https://www.econbiz.de/10011556992

Time-adaptive probabilistic forecasts of electricity spot prices with application to risk management.

López Cabrera, Brenda; Schulz, Franziska - 2016

The increasing exposure to renewable energy has amplified the need for risk management in electricity markets. Electricity price risk poses a major challenge to market participants. We propose an approach to model and fore- cast electricity prices taking into account information on renewable...

Persistent link: https://www.econbiz.de/10011538153

Wind power forecasting using the k-nearest neighbors algorithm

Mangalova, E.; Agafonov, E. - In: International journal of forecasting 30 (2014) 2, pp. 402-406

Persistent link: https://www.econbiz.de/10010510891

GEFCom2012 : electric load forecasting and backcasting with semi-parametric models

Nedellec, Raphael; Cugliari, Jairo; Goude, Yannig - In: International journal of forecasting 30 (2014) 2, pp. 375-381

Persistent link: https://www.econbiz.de/10010510898

Functional kriging prediction of pollution series : the geostatistical alternative for spatially-fixed data

Montero, José-María; Fernández-Avilés, Gema - In: Estudios de economía aplicada : revista promovida por … 33 (2015) 1, pp. 145-173

Persistent link: https://www.econbiz.de/10010515787

A semiparametric panel approach to mortality modeling

Li, Han; O'Hare, Colin; Zhang, Xibin - In: Insurance / Mathematics & economics 61 (2015), pp. 264-270

Persistent link: https://www.econbiz.de/10010515873