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  • Search: subject:"Univariate modeling"
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Year of publication
Subject
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Day-ahead market 1 Electric power industry 1 Electricity price 1 Electricity price forecasting 1 Elektrizitätswirtschaft 1 Forecast 1 Forecast combination 1 Forecasting model 1 Lasso 1 Multivariate Analyse 1 Multivariate analysis 1 Multivariate modeling 1 Prognose 1 Prognoseverfahren 1 Regression 1 Regression analysis 1 Regressionsanalyse 1 Risk and return relationship 1 Strompreis 1 Theorie 1 Theory 1 Time series analysis 1 Univariate modeling 1 Variable selection 1 Zeitreihenanalyse 1 commodities 1 stock market prices 1 univariate modeling approach 1
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Online availability
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Free 1 Undetermined 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
All
Azam, Muhammad 1 Azam, Rauf i 1 Butt, Babar Zaheer 1 Hunjra, Ahmed Imran 1 Niazi, Ghulam Shabbir Khan 1 Rehman, Kashif-Ur- 1 Weron, Rafał 1 Ziel, Florian 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Energy economics 1 MPRA Paper 1
Source
All
ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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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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Risk and return relationship in stock market and commodity prices: a comprehensive study of Pakistani markets
Hunjra, Ahmed Imran; Azam, Muhammad; Niazi, Ghulam … - Volkswirtschaftliche Fakultät, … - 2010
The objective of this study is to determine the risk and return relationship on the basis of univariate modeling …
Persistent link: https://www.econbiz.de/10011109360
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