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  • Search: subject:"Functional factor model"
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Year of publication
Subject
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Börsenkurs 1 EEX 1 Estimation 1 European Energy Exchange 1 Factor analysis 1 Faktorenanalyse 1 Functional factor model 1 Oil price 1 Schätzung 1 Share price 1 Theorie 1 Theory 1 Volatility 1 Volatilität 1 functional data analysis 1 functional factor model 1 fundamental market model 1 intraday price curves 1 merit order curve 1 oil futures 1 time series analysis 1 Ölpreis 1
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Online availability
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Free 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Kokoszka, Piotr 1 Liebl, Dominik 1 Miao, Hong 1 Zhang, Xi 1
Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Journal of financial econometrics : official journal of the Society for Financial Econometrics 1 MPRA Paper 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Modeling and Forecasting Electricity Spot Prices: A Functional Data Perspective
Liebl, Dominik - Volkswirtschaftliche Fakultät, … - 2013
series of daily price-demand functions using a functional factor model. The power of this new perspective is demonstrated by … a forecast study that compares our functional factor model with two established classical time se- ries models as well …
Persistent link: https://www.econbiz.de/10011111745
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Cover Image
Functional dynamic factor model for intraday price curves
Kokoszka, Piotr; Miao, Hong; Zhang, Xi - In: Journal of financial econometrics : official journal of … 13 (2015) 2, pp. 456-477
Persistent link: https://www.econbiz.de/10011339294
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