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  • Search: subject:"Multivariate modeling"
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Year of publication
Subject
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Multivariate modeling 8 multivariate modeling 6 Forecasting model 4 Multivariate Analyse 4 Multivariate analysis 4 Prognoseverfahren 4 Electricity price 3 Electricity price forecasting 3 Forecast 3 Prognose 3 Strompreis 3 Theorie 3 Theory 3 catastrophe theory 3 competitive model tests 3 computer simulation 3 Bagging 2 Factor analysis 2 Factor models 2 Faktorenanalyse 2 Forecast encompassing 2 Shrinkage methods 2 Time series analysis 2 Volatility 2 Volatilität 2 Zeitreihenanalyse 2 multi-source analysis 2 social simulation 2 synthetic data generation 2 ARCH model 1 ARCH-Modell 1 Ansteckungseffekt 1 Asymptotic normality 1 Business process management 1 Börsenkurs 1 Carbon prices 1 Carroll's CSR pyramid 1 Causality analysis 1 Conditional volatility 1 Consumer behaviour 1
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Online availability
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Undetermined 10 Free 6 CC license 1
Type of publication
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Article 14 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 6 Aufsatz in Zeitschrift 6 Working Paper 2 Arbeitspapier 1 Article 1 Graue Literatur 1 Non-commercial literature 1 research-article 1
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Language
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English 11 Undetermined 5
Author
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Lange, Rense 3 Burgard, Jan Pablo 2 Dieckmann, Hanna 2 Krause, Joscha 2 McDade, Sean 2 Merkle, Hariolf 2 Neufang, Kristina M. 2 Oliva, Terence 2 Schmaus, Simon 2 Yıldırım, Dilem 2 Ziel, Florian 2 Özen, Kadir 2 Ahmed, Rizwan Raheem 1 Akin, Darcin 1 Alasalvar, Serdar 1 Arsova, Antonia 1 Berrisch, Jonathan 1 Bhat, Chandra 1 Bologov, Bologov , Yaroslav 1 Jenkins, Syndney 1 Klüppelberg, Claudia 1 Kokholm, Thomas 1 Kuhn, Gabriel 1 Leal, Ricardo 1 McDade, Sean R. 1 Mendes, Beatriz 1 Münnich, Ralf 1 Münnich, Ralf T. 1 Oliva, Terence A. 1 Paleti, Rajesh 1 Pappert, Sven 1 Peng, Liang 1 Semeraro, Mariângela 1 Singh, Palvinder 1 Weron, Rafał 1 Štreimikienė, Dalia 1
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Published in...
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Studies in Nonlinear Dynamics & Econometrics 3 Energy economics 2 Applied Econometrics 1 Discussion Paper 1 ERC working papers in economics 1 Finance research letters 1 Financial Markets and Portfolio Management 1 International Journal of System Dynamics Applications (IJSDA) 1 Journal of banking & finance 1 Oeconomia Copernicana 1 Statistics in Transition New Series 1 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 1 Transportation 1
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Source
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ECONIS (ZBW) 7 RePEc 5 EconStor 2 Other ZBW resources 2
Showing 1 - 10 of 16
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Application of bagging in day-ahead electricity price forecasting and factor augmentation
Özen, Kadir; Yıldırım, Dilem - 2021
Persistent link: https://www.econbiz.de/10013550327
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The integration of corporate social responsibility and marketing concepts as a business strategy : evidence from SEM-based multivariate and Toda-Yamamoto causality models
Štreimikienė, Dalia; Ahmed, Rizwan Raheem - In: Oeconomia Copernicana 12 (2021) 1, pp. 125-157
Persistent link: https://www.econbiz.de/10012615952
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Modeling volatility and dependence of European carbon and energy prices
Berrisch, Jonathan; Pappert, Sven; Ziel, Florian; … - In: Finance research letters 52 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014471974
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A generic business process model for conducting microsimulation studies
Burgard, Jan Pablo; Dieckmann, Hanna; Krause, Joscha; … - In: Statistics in Transition New Series 21 (2020) 4, pp. 191-211
Microsimulations make use of quantitative methods to analyze complex phenomena in populations. They allow modeling socioeconomic systems based on micro-level units such as individuals, households, or institutional entities. However, conducting a microsimulation study can be challenging. It often...
Persistent link: https://www.econbiz.de/10012600252
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A generic business process model for conducting microsimulation studies
Burgard, Jan Pablo; Dieckmann, Hanna; Krause, Joscha; … - In: Statistics in transition : an international journal of … 21 (2020) 4, pp. 191-211
Microsimulations make use of quantitative methods to analyze complex phenomena in populations. They allow modeling socioeconomic systems based on micro-level units such as individuals, households, or institutional entities. However, conducting a microsimulation study can be challenging. It often...
Persistent link: https://www.econbiz.de/10012317769
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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
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A copula-based approach to portfolio credit risk modeling
Bologov, Bologov , Yaroslav - In: Applied Econometrics 29 (2013) 1, pp. 45-66
Considering correlations between entries of credit portfolio is an important objective when estimating credit risk. This paper aims to construct a multivariate model of credit losses examining a portfolio composed of loans to a set of kinds of business. The paper also introduces the method of...
Persistent link: https://www.econbiz.de/10010841041
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Day-ahead electricity price forecasting with high-dimensional structures : univariate vs. multivariate modeling frameworks
Ziel, Florian; Weron, Rafał - In: Energy economics 70 (2018), pp. 396-420
Persistent link: https://www.econbiz.de/10011942844
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Estimate Urban Growth and Expansion by Modeling Urban Spatial Structure Using Hierarchical Cluster Analyses of Interzonal Travel Data
Akin, Darcin; Alasalvar, Serdar - In: International Journal of System Dynamics Applications … 5 (2016) 4, pp. 16-41
Estimating the spatial organization of cities yields insights into interactions over a spatial structure, and thus creating efficient subcenters with more balanced distribution of travel patterns over urban agglomerations can be exercised via models which support an evidence-based spatial...
Persistent link: https://www.econbiz.de/10012047438
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Pricing and hedging of derivatives in contagious markets
Kokholm, Thomas - In: Journal of banking & finance 66 (2016), pp. 19-34
Persistent link: https://www.econbiz.de/10011634490
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