Mixed-frequency quantile regression forests for value-at-risk forecasting
Vincenzo Candila, Lea Petrella, Mila Andreani
| Year of publication: |
2025
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|---|---|
| Authors: | Candila, Vincenzo ; Petrella, Lea ; Andreani, Mila |
| Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 149.2025, Art.-No. 108706, p. 1-12
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| Subject: | Energy commodities | Mixed-frequency | Random Forests | Value-at-Risk | Risikomaß | Risk measure | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Forstwirtschaft | Forestry | Theorie | Theory | Forstpolitik | Forest policy | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2025.108706 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015609132