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Combining forecast quantiles using quantile regression: Investigating the derived weights, estimator bias and imposing constraints

Taylor, James; Bunn, Derek - In: Journal of Applied Statistics 25 (1998) 2, pp. 193-206

A novel proposal for combining forecast distributions is to use quantile regression to combine quantile estimates. We consider the usefulness of the resultant linear combining weights. If the quantile estimates are unbiased, then there is strong intuitive appeal for omitting the constant and...

Persistent link: https://www.econbiz.de/10005462447

Structural combination of seasonal exponential smoothing forecasts applied to load forecasting

Rendon-Sanchez, Juan F.; De Menezes, Lilian M. - In: European journal of operational research : EJOR 275 (2019) 3, pp. 916-924

Persistent link: https://www.econbiz.de/10011993611

Measuring and assessing the evolution of liquidity in forward natural gas markets : the case of the UK national balancing point

De Menezes, Lilian M.; Russo, Marianna; Urga, Giovanni - In: The energy journal 40 (2019) 1, pp. 143-169

Persistent link: https://www.econbiz.de/10011970848

Reassessing the integration of European electricity markets : a fractional cointegration analysis

De Menezes, Lilian M.; Houllier, Melanie A. - In: Energy economics 53 (2016), pp. 132-150

Persistent link: https://www.econbiz.de/10011660490

What is the effect of size on the use of the EFQM excellence model?

Escrig, Ana B.; De Menezes, Lilian M. - In: International journal of operations & production … 36 (2016) 12, pp. 1800-1820

Persistent link: https://www.econbiz.de/10011641920

Flexible working, individual performance, and employee attitudes : comparing formal and informal arrangements

De Menezes, Lilian M.; Kelliher, Clare - In: Human resource management 56 (2017) 6, pp. 1051-1070

Persistent link: https://www.econbiz.de/10011793472

A framework for optimal recruitment of temporary and permanent healthcare workers in highly uncertain environments

Malaki, Saha; Izady, Navid; De Menezes, Lilian M. - In: European journal of operational research : EJOR 308 (2023) 2, pp. 768-781

Persistent link: https://www.econbiz.de/10014283125

Forecasting natural gas consumption using Bagging and modified regularization techniques

Meira, Erick; Oliveira, Fernando Luiz Cyrino; De … - In: Energy economics 106 (2022), pp. 1-23

Persistent link: https://www.econbiz.de/10013202112

Flexible working in organisations : a research overview

Kelliher, Clare; De Menezes, Lilian M. - 2019

Persistent link: https://www.econbiz.de/10013180168

Performance measurement systems in the health and care sector : are targets and monitoring additional demands or resources for employees?

De Menezes, Lilian M.; Escrig-Tena, Ana B. - In: International journal of operations & production management 43 (2023) 13, pp. 302-329

Persistent link: https://www.econbiz.de/10014468341