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  • Search: subject:"Multivariate probabilistic forecasts"
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Year of publication
Subject
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Multivariate probabilistic forecasts 3 Copula 2 Forecast 2 Forecast updates 2 Forecasting model 2 Multivariate Analyse 2 Multivariate analysis 2 Prognose 2 Prognoseverfahren 2 Solar generation 2 Theorie 2 Theory 2 Cryptocurrencies 1 Derivat 1 Derivative 1 Energieprognose 1 Energy forecast 1 Generalized autoregressive score (GAS) model 1 Multivariate Verteilung 1 Multivariate distribution 1 Portfolio management 1 Portfolio selection 1 Portfolio-Management 1 Probability theory 1 Risikomaß 1 Risk measure 1 Solar energy 1 Sonnenenergie 1 Time series analysis 1 Virtual currency 1 Virtuelle Währung 1 Wahrscheinlichkeitsrechnung 1 Zeitreihenanalyse 1
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Online availability
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Free 3
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 3
Author
All
Dumas, Jonathan 2 Pflugfelder, Yannik 2 Schinke-Nendza, Aiko 2 Weber, Christoph 2 Cheng, Jie 1
Published in...
All
Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 HEMF Working Paper 1 HEMF working paper 1
Source
All
ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
Cover Image
Deriving multivariate probabilistic solar generation forecasts based on hourly imbalanced data
Pflugfelder, Yannik; Schinke-Nendza, Aiko; Dumas, Jonathan - 2024
Accurate forecasting of solar PV generation is critical for integrating renewable energy into power systems. This paper presents a multivariate probabilistic forecasting model that addresses the challenges posed by imbalanced data resulting from day and night-time periods in solar photovoltaic...
Persistent link: https://www.econbiz.de/10015166196
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Cover Image
Deriving multivariate probabilistic solar generation forecasts based on hourly imbalanced data
Pflugfelder, Yannik; Schinke-Nendza, Aiko; Dumas, Jonathan - 2024
Accurate forecasting of solar PV generation is critical for integrating renewable energy into power systems. This paper presents a multivariate probabilistic forecasting model that addresses the challenges posed by imbalanced data resulting from day and night-time periods in solar photovoltaic...
Persistent link: https://www.econbiz.de/10015135416
Saved in:
Cover Image
Modelling and forecasting risk dependence and portfolio VaR for cryptocurrencies
Cheng, Jie - In: Empirical economics : a quarterly journal of the … 65 (2023) 2, pp. 899-924
Persistent link: https://www.econbiz.de/10014329089
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