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~isPartOf:"DNB working paper"
~isPartOf:"Energy economics"
~isPartOf:"Journal of financial econometrics"
~subject:"Monte-Carlo-Simulation"
~subject:"Time series analysis"
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Search: subject_exact:"Varimax rotation"
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ECONIS (ZBW)
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1
Testing for regime changes in portfolios with a large number of assets : a robust approach to factor heteroskedasticity
Massacci, Daniele
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 316-367
Persistent link: https://www.econbiz.de/10014314751
Saved in:
2
A latent factor model for forecasting realized variances
Calzolari, Giorgio
;
Halbleib, Roxana
;
Zagidullina, Aygul
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 860-909
Persistent link: https://www.econbiz.de/10012799052
Saved in:
3
Forecasting energy commodity prices : a large global dataset sparse approach
Ferrario, Davide L.
;
Ravazzolo, Francesco
;
Vespingnani, …
- In:
Energy economics
98
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012872633
Saved in:
4
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
- In:
Energy economics
96
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012818590
Saved in:
5
Application of bagging in day-ahead electricity price forecasting and factor augmentation
Özen, Kadir
;
Yıldırım, Dilem
- In:
Energy economics
103
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013363969
Saved in:
6
Mixed-frequency macro-finance factor models : theory and applications
Andreou, Elena
;
Gagliardini, Patrick
;
Ghysels, Eric
; …
- In:
Journal of financial econometrics
18
(
2020
)
3
,
pp. 585-628
Persistent link: https://www.econbiz.de/10012316703
Saved in:
7
Factor models in the German electricity market : stylized facts, seasonality, and calibration
Hinderks, Wieger Johan
;
Wagner, Andreas
- In:
Energy economics
85
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012510288
Saved in:
8
Variable selection, estimation and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2010
Persistent link: https://www.econbiz.de/10003978514
Saved in:
9
Common risk factors of infrastructure investments
Ben Ammar, Semir
;
Eling, Martin
- In:
Energy economics
49
(
2015
),
pp. 257-273
Persistent link: https://www.econbiz.de/10011536776
Saved in:
10
Information, data dimension and factor structure
Jacobs, Jan
;
Otter, Pieter W.
;
Reijer, Ard H. J. den
-
2007
Persistent link: https://www.econbiz.de/10003596368
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