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Forecasting electricity spot prices using time-series models with a double temporal segmentation

Bessec, Marie; Fouquau, Julien; Meritet, Sophie - In: Applied economics 48 (2016) 4/6, pp. 361-378

Persistent link: https://www.econbiz.de/10011412836

Forecasting electricity spot prices using time-series models with a double temporal segmentation

Bessec, Marie; Fouquau, Julien; Meritet, Sophie - 2014

Persistent link: https://www.econbiz.de/10010432183

Short-run electricity load forecasting with combinations of stationary wavelet transforms

Bessec, Marie; Fouquau, Julien - In: European journal of operational research : EJOR 264 (2018) 1, pp. 149-164

Persistent link: https://www.econbiz.de/10011801600

Short-term forecasts of French GDP : a dynamic factor model with targeted predictors

Bessec, Marie - In: Journal of forecasting 32 (2013) 6, pp. 500-511

Persistent link: https://www.econbiz.de/10009789696

Short-term forecasts of French GDP : a dynamic factor model with targeted predictors

Bessec, Marie - 2012

Persistent link: https://www.econbiz.de/10009663891

What causes the forecasting failure of Markov-Switching models? : A Monte Carlo study

Bessec, Marie (contributor); Bouabdallah, Othman (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 2, pp. 1-22

Persistent link: https://www.econbiz.de/10003283250

Forecasting GDP over the business cycle in a multi-frequency and data-rich environment

Bessec, Marie; Bouabdallah, Othman - 2012

Persistent link: https://www.econbiz.de/10009574423

Short-term forecasting of French GDP growth using dynamic factor models

Bessec, Marie; Doz, Catherine - In: Journal of business cycle measurement and analysis : a … (2013) 2, pp. 11-50

Persistent link: https://www.econbiz.de/10010418856

Forecasting GDP over the business cycle in a multi-frequency and data-rich environment

Bessec, Marie; Bouabdallah, Othman - In: Oxford bulletin of economics and statistics 77 (2015) 3, pp. 360-384

Persistent link: https://www.econbiz.de/10011383896

Short-Term Forecasts of French GDP : A Dynamic Factor Model with Targeted Predictors

Bessec, Marie - 2012

In recent years, factor models have received increasing attention from both econometricians and practitioners in the forecasting of macroeconomic variables. In this context, Bai and Ng (2008) find an improvement in selecting indicators according to the forecast variable prior to factor...

Persistent link: https://www.econbiz.de/10013097634