In this paper we analyze the limiting properties of the estimated parameters in a general class of asymmetric volatility models which are closely related to the traditional exponential GARCH model. The new representation has three main advantages over the traditional EGARCH: (1) It allows a much...

We provide a wind power forecasting methodology that exploits many of the actual data's statistical features, in particular both-sided censoring. While other tools ignore many of the important “stylized facts” or provide forecasts for short-term horizons only, our approach focuses on...

We provide a wind power forecasting methodology that exploits many of the actual data's statistical features, in particular both-sided censoring. While other tools ignore many of the important stylized facts or provide forecasts for short-term horizons only, our approach focuses on medium-term...

We provide a wind power forecasting methodology that exploits many of the actual data's statistical features, in particular both-sided censoring. While other tools ignore many of the important "stylized facts" or provide forecasts for short-term horizons only, our approach focuses on medium-term...

We provide a wind power forecasting methodology that exploits many of the actual data's statistical features, in particular both-sided censoring. While other tools ignore many of the important stylized facts or provide forecasts for short-term horizons only, our approach focuses on medium-term...