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  • Search: subject:"Fourier estimator"
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Year of publication
Subject
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Fourier estimator 4 Constrained smoothing estimator 3 Electricity 3 Environment 3 Hydrocarbon fuels 3 Load curves 3 Non-renewable resources 3 Principal components 3 Temperature 3 Elektrizität 2 Energiekonsum 2 Frankreich 2 Griechenland 2 Italien 2 Schätzung 2 Energy consumption 1 Estimation 1 Feje'r kernel 1 France 1 Greece 1 Italy 1 central limit theorem 1 delta sequances 1 estimation 1 jumps 1 kernels 1 microtructure noises 1 spot volatility 1 threshold estimator 1
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Online availability
All
Free 4
Type of publication
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Book / Working Paper 4
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 3 Undetermined 1
Author
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Manera, Matteo 3 Marzullo, Angelo 3 Mancini, Cecilia 1 Mattiussi, Vanessa 1 Reno', Roberto 1
Institution
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Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze 1 Fondazione ENI Enrico Mattei (FEEM) 1
Published in...
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Nota di Lavoro 1 Working Papers - Mathematical Economics 1 Working Papers / Fondazione ENI Enrico Mattei (FEEM) 1 Working paper 1
Source
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RePEc 2 ECONIS (ZBW) 1 EconStor 1
Showing 1 - 4 of 4
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Spot Volatility Estimation Using Delta Sequences
Mancini, Cecilia; Mattiussi, Vanessa; Reno', Roberto - Dipartimento di Scienze per l'Economia e l'Impresa, … - 2012
price process. As an application of our results, we relate the Fourier estimator to a specific delta sequence obtained with …
Persistent link: https://www.econbiz.de/10010734990
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Modelling the Load Curve of Aggregate Electricity Consumption Using Principal Components
Manera, Matteo; Marzullo, Angelo - 2003
Since oil is a non-renewable resource with a high environmental impact, and its most common use is to produce combustibles for electricity, reliable methods for modelling electricity consumption can contribute to a more rational employment of this hydrocarbon fuel. In this paper we apply the...
Persistent link: https://www.econbiz.de/10011325113
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Cover Image
Modelling the Load Curve of Aggregate Electricity Consumption Using Principal Components
Manera, Matteo; Marzullo, Angelo - Fondazione ENI Enrico Mattei (FEEM) - 2003
Since oil is a non-renewable resource with a high environmental impact, and its most common use is to produce combustibles for electricity, reliable methods for modelling electricity consumption can contribute to a more rational employment of this hydrocarbon fuel. In this paper we apply the...
Persistent link: https://www.econbiz.de/10005385445
Saved in:
Cover Image
Modelling the load curve of aggregate electricity consumption using principal components
Manera, Matteo; Marzullo, Angelo - 2003
Since oil is a non-renewable resource with a high environmental impact, and its most common use is to produce combustibles for electricity, reliable methods for modelling electricity consumption can contribute to a more rational employment of this hydrocarbon fuel. In this paper we apply the...
Persistent link: https://www.econbiz.de/10011592726
Saved in:
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