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Year of publication
Subject
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Forecasting model 19 Prognoseverfahren 19 Theorie 14 Theory 14 Forecast 12 Prognose 12 probabilistic forecasts 12 Probabilistic forecasts 11 MCMC 5 Probability theory 5 Time series analysis 5 Wahrscheinlichkeitsrechnung 5 Zeitreihenanalyse 5 Regression analysis 4 Regressionsanalyse 4 Statistical distribution 4 Statistische Verteilung 4 Artificial intelligence 3 Competition 3 Electricity price 3 Frühindikator 3 Künstliche Intelligenz 3 Leading indicator 3 M competitions 3 Markov chain 3 Markov-Kette 3 Multivariate Analyse 3 Multivariate analysis 3 Multivariate probabilistic forecasts 3 Negative Binomial 3 Retail sales forecasting 3 Risiko 3 Risikomanagement 3 Risk 3 Risk management 3 Stochastic process 3 Stochastischer Prozess 3 Strompreis 3 Uncertainty 3 Wettbewerb 3
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Online availability
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Free 17 Undetermined 9 CC license 1
Type of publication
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Article 16 Book / Working Paper 12
Type of publication (narrower categories)
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Article in journal 12 Aufsatz in Zeitschrift 12 Working Paper 10 Arbeitspapier 7 Graue Literatur 7 Non-commercial literature 7
Language
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English 22 Undetermined 6
Author
All
Denuit, Michel 5 Klein, Nadja 5 Kneib, Thomas 5 Lang, Stefan 5 D'Amico, Stefania 3 Orphanides, Athanasios 3 Chen, Zhi 2 Dumas, Jonathan 2 Gaba, Anil 2 Pflugfelder, Yannik 2 Schinke-Nendza, Aiko 2 Sheybanivaziri, Samaneh 2 Tsetlin, Ilia 2 Weber, Christoph 2 Winkler, Robert L. 2 Agosto, Arianna 1 Andersson, Jonas 1 Arató, N. Miklós 1 Assimakopoulos, V. 1 Ben Taieb, Souhaib 1 Berge, Travis J. 1 Breton, Simon-Philippe 1 Carreau, Julie 1 Cheng, Jie 1 Corani, Giorgio 1 Everingham, YL 1 G.R. McGregor 1 Galvão, Ana Beatriz C. 1 Giroux, Jean-Sébastien 1 Giudici, Paolo 1 Hammer, GL 1 Harris, David 1 Hyndman, Rob J. 1 Jefferson, Michael 1 Jónsson, Tryggvi 1 Kang, Yanfei 1 Kazmi, Hussain 1 Lainder, A. David 1 Le Dréau, Jérôme 1 Li, Feng 1
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Institution
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Federal Reserve Bank of Chicago 1 Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 1
Published in...
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International journal of forecasting 5 Discussion paper / Department of Business and Management Science 2 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 Energy 1 Energy Policy 1 Energy economics 1 HEMF Working Paper 1 HEMF working paper 1 Insurance 1 Insurance: Mathematics and Economics 1 Journal of forecasting 1 Les cahiers du GERAD 1 National Institute economic review : journal of the National Institute of Economic and Social Research 1 Operations research 1 Risks : open access journal 1 Working Paper 1 Working Paper Series / Federal Reserve Bank of Chicago 1 Working Papers / Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 1 Working Papers in Economics and Statistics 1 Working paper / Department of Econometrics and Business Statistics, Monash University 1 Working papers / Federal Reserve Bank of Chicago 1 Working papers in economics and statistics 1
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Source
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ECONIS (ZBW) 19 RePEc 5 EconStor 3 BASE 1
Showing 1 - 10 of 28
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
Properties of the reconciled distributions for Gaussian and count forecasts
Zambon, Lorenzo; Agosto, Arianna; Giudici, Paolo; … - In: International journal of forecasting 40 (2024) 4, pp. 1438-1448
Persistent link: https://www.econbiz.de/10015438422
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Forecasting price spikes in day-ahead electricity markets : techniques, challenges, and the road ahead
Sheybanivaziri, Samaneh; Le Dréau, Jérôme; Kazmi, Hussain - 2024
Persistent link: https://www.econbiz.de/10014517919
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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
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Interpolation-free deep learning for meteorological downscaling on unaligned grids across multiple domains with application to wind power
Giroux, Jean-Sébastien; Breton, Simon-Philippe; … - 2024
Persistent link: https://www.econbiz.de/10015073702
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Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices : the benefits of using isotonic distributional regression
Lipiecki, Arkadiusz; Uniejewski, Bartosz; Weron, Rafał - In: Energy economics 139 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10015533113
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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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Probabilistic forecasting of electricity prices using an augmented LMARX-model
Andersson, Jonas; Sheybanivaziri, Samaneh - 2023
Persistent link: https://www.econbiz.de/10014431328
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Cover Image
Scores for multivariate distributions and level sets
Meng, Xiaochun; Taylor, James W.; Ben Taieb, Souhaib; … - In: Operations research 73 (2025) 1, pp. 344-362
Persistent link: https://www.econbiz.de/10015445306
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Cover Image
The Quality of reserve risk calculation models under solvency II and IFRS 17
Arató, N. Miklós; Martinek, László - In: Risks : open access journal 10 (2022) 11, pp. 1-13
We analyse four stochastic claims reserving methods in terms of their capability to estimate reserve risk and how successful they are at predicting distributions and VaRs of claim developments in particular. Both actual data and hypothetical claim triangles support our results. The...
Persistent link: https://www.econbiz.de/10014225942
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