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subject:"Risk management"
~isPartOf:"Energy economics"
~person:"Hammoudeh, Shawkat"
~person:"Weron, Rafał"
~subject:"Kreditrisiko"
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Risk management
Kreditrisiko
Electricity price
2
Forecasting model
2
Pinball score
2
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2
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2
Quantile Regression Averaging (QRA)
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Hammoudeh, Shawkat
Weron, Rafał
Ji, Qiang
3
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2
Bouri, Elie
2
Choi, Bongseok
2
Cotter, John
2
Dionne, Georges
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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Energy economics
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics
2
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2
International review of economics & finance : IREF
2
The North American Journal of Economics and Finance
2
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ECONIS (ZBW)
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1
Regularized quantile regression averaging for probabilistic electricity price forecasting
Uniejewski, Bartosz
;
Weron, Rafał
- In:
Energy economics
95
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012816620
Saved in:
2
On the importance of the long-term seasonal component in day-ahead electricity price forecasting, part II, probabilistic forecasting
Uniejewski, Bartosz
;
Marcjasz, Grzegorz
;
Weron, Rafał
- In:
Energy economics
79
(
2019
),
pp. 171-182
Persistent link: https://www.econbiz.de/10012172272
Saved in:
3
Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk
Balcılar, Mehmet
;
Demirer, Rıza
;
Hammoudeh, Shawkat
; …
- In:
Energy economics
54
(
2016
),
pp. 159-172
Persistent link: https://www.econbiz.de/10011662798
Saved in:
4
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
;
Hammoudeh, …
- In:
Energy economics
42
(
2014
),
pp. 332-342
Persistent link: https://www.econbiz.de/10010503584
Saved in:
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