Loans to non-financial firms are the main source of banks' losses. In order to assess credit risk, Norges Bank has long used models to assess firms' bankruptcy probability. However, the banks' credit losses are more closely linked to firms that default on their loans. Defaulting loans are only...

This paper studies the long-term consequences of unemployment on different dimensions of social exclusion. Based on longitudinal linked survey and administrative data from Germany and an event study analysis combined with inverse propensity score weighting, I document that becoming unemployed...

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...