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Prognoseverfahren
Forecasting model
3
State space model
3
Zustandsraummodell
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Theorie
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Theory
2
probabilistic forecasting
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state-space models
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Analysis
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Erdgas
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Probability theory
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Risikoprämie
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Statistical distribution
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Statistische Verteilung
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Stochastic process
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Stochastischer Prozess
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Time series analysis
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Wind energy
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Windenergie
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Zeitreihenanalyse
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common trends
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dynamic factor analysis
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gas prices
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heavy-tailed distribution
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multivariate time series
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non-linear forecasting
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risk premium
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state space models
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stochastic differential equations
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wind power
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Berrisch, Jonathan
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García-Ferrer, Antonio
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Madsen, Henrik
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Journal of forecasting
International journal of forecasting
10
Discussion paper / Tinbergen Institute
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Economic modelling
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
International journal of production research
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Journal of macroeconomics
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SFB 649 Discussion Paper
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The North American journal of economics and finance : a journal of financial economics studies
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Working Paper
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Working paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Applied economics
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CAMA working paper series
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CAMP working paper series
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CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
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CREATES research paper
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Discussion papers / CEPR
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Discussion papers / University of Kent, School of Economics
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ECB Working Paper
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Economic papers
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Economics letters
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Economics working paper
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Empirica : journal of european economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Handbook of computational economics : Volume 4: Heterogeneous agent modeling
1
Handbook of macroeconomics : volume 2, v. 2A-2B SET
1
Hohenheim discussion papers in business, economics and social sciences
1
IEG working paper
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Insper working paper / Insper, Instituto de Ensino e Pesquisa
1
Insurance / Mathematics & economics
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International journal of production economics
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International review of financial analysis
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Journal of economic dynamics & control
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Journal of economic studies
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Journal of empirical finance
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ECONIS (ZBW)
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1
Distributional modeling and forecasting of natural gas prices
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1065-1086
Persistent link: https://www.econbiz.de/10013465681
Saved in:
2
Probabilistic forecasts of wind power generation by stochastic differential equation models
Kloppenborg Møller, Jan
;
Zugno, Marco
;
Madsen, Henrik
- In:
Journal of forecasting
35
(
2016
)
3
,
pp. 189-205
Persistent link: https://www.econbiz.de/10011580264
Saved in:
3
The effects of disaggregation on forecasting nonstationary time series
Poncela, Pilar
;
García-Ferrer, Antonio
- In:
Journal of forecasting
33
(
2014
)
4
,
pp. 300-314
Persistent link: https://www.econbiz.de/10010425715
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