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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
Saved in:
2
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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