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Impacts of day-ahead versus real-time market prices on wholesale electricity demand in Texas
Damien, Paul; Fuentes-García, Ruth; Mena, Ramsés H.; … - In: Energy economics 81 (2019), pp. 259-272
Persistent link: https://www.econbiz.de/10012172703
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Bayesian estimation of electricity price risk with a multi-factor mixture of densities
Kang, Li; Walker, Stephen G.; Damien, Paul; Bunn, Derek W. - In: Quantitative finance 22 (2022) 8, pp. 1535-1544
Persistent link: https://www.econbiz.de/10013367927
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Sequential learning, predictability, and optimal portfolio returns
Johannes, Michael; Korteweg, Arthur; Polson, Nicholas G. - In: The journal of finance : the journal of the American … 69 (2014) 2, pp. 611-644
Persistent link: https://www.econbiz.de/10010372386
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Regularizing Bayesian predictive regressions
Feng, Guanhao; Polson, Nicholas G. - In: The journal of asset management 21 (2020) 7, pp. 591-608
Persistent link: https://www.econbiz.de/10012421072