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Filtering and forecasting commodity futures prices under an HMM framework
Date, Paresh; Mamon, Rogemar; Tenyakov, Anton - In: Energy economics 40 (2013), pp. 1001-1013
Persistent link: https://www.econbiz.de/10010355984
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Electricity futures price models : calibration and forecasting
Islyaev, Suren; Date, Paresh - In: European journal of operational research : EJOR 247 (2015) 1, pp. 144-154
Persistent link: https://www.econbiz.de/10011347115
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Pricing and hedging wind power prediction risk with binary option contracts
Thakur, Jagruti; Hesamzadeh, Mohammad Reza; Date, Paresh; … - In: Energy economics 126 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014483492
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Modelling and forecasting of exchange rate pairs using the Kalman filter
Date, Paresh; Maunthrooa, Janeeta - In: Journal of forecasting 44 (2025) 2, pp. 606-622
Persistent link: https://www.econbiz.de/10015374069