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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
68
Theory
68
Forecasting model
51
Prognoseverfahren
51
Electric power industry
41
Elektrizitätswirtschaft
41
Electricity price
36
Strompreis
36
United Kingdom
26
Electricity
25
Großbritannien
24
Elektrizität
19
Volatilität
16
Market power
15
Volatility
15
Energiemarkt
14
Energy market
14
Prognose
14
Time series analysis
14
Derivat
13
Derivative
13
Forecast
13
Marktmacht
13
Statistical distribution
12
Statistische Verteilung
12
Energieprognose
11
Energy forecast
11
Regression analysis
10
Regressionsanalyse
10
Risikomaß
10
Risk measure
10
Welt
10
Estimation
9
Schätzung
9
World
9
ARCH model
7
ARCH-Modell
7
Deutschland
7
EU countries
7
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11
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11
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
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English
14
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Taylor, James W.
12
Bunn, Derek W.
2
Snyder, Ralph D.
2
Trucíos, Carlos
2
Andresen, Arne
1
Arora, Siddharth
1
Ben Taieb, Souhaib
1
Chen, Dipeng
1
Choo, Wei Chong
1
Hyndman, Rob J.
1
Koc, Veli
1
Liu, Min
1
Sapio, Alessandro
1
Westgaard, Sjur
1
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International journal of forecasting
2
Journal of forecasting
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Economic modelling
1
Energy economics
1
European journal of operational research : EJOR
1
Journal of the Operational Research Society : OR
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Omega : the international journal of management science
1
The energy journal
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ECONIS (ZBW)
14
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1
Analysis and forecasting of electricity price risks with quantile factor models
Bunn, Derek W.
;
Andresen, Arne
;
Chen, Dipeng
; …
- In:
The energy journal
37
(
2016
)
1
,
pp. 101-122
Persistent link: https://www.econbiz.de/10011437695
Saved in:
2
Resource externalities and the persistence of heterogeneous pricing behavior in an energy commodity market
Bunn, Derek W.
;
Koc, Veli
;
Sapio, Alessandro
- In:
Energy economics
48
(
2015
),
pp. 265-275
Persistent link: https://www.econbiz.de/10011533816
Saved in:
3
Exponential smoothing with a damped multiplicative trend
Taylor, James W.
- In:
International journal of forecasting
19
(
2003
)
4
,
pp. 715-725
Persistent link: https://www.econbiz.de/10001818902
Saved in:
4
Smooth transition exponential smoothing
Taylor, James W.
- In:
Journal of forecasting
23
(
2004
)
6
,
pp. 385-404
Persistent link: https://www.econbiz.de/10002233157
Saved in:
5
Forecasting intraday time series with multiple seasonal cycles using parsimonious seasonal exponential smoothing
Taylor, James W.
;
Snyder, Ralph D.
-
2009
Persistent link: https://www.econbiz.de/10008661429
Saved in:
6
Multi-item sales forecasting with total and split exponential smoothing
Taylor, James W.
- In:
Journal of the Operational Research Society : OR
62
(
2011
)
3
,
pp. 555-563
Persistent link: https://www.econbiz.de/10008936402
Saved in:
7
Density forecasting of intraday call center arrivals using models based on exponential smoothing
Taylor, James W.
- In:
Management science : journal of the Institute for …
58
(
2012
)
3
,
pp. 534-549
Persistent link: https://www.econbiz.de/10009525268
Saved in:
8
Forecasting intraday time series with multiple seasonal cycles using parsimonious seasonal exponential smoothing
Taylor, James W.
;
Snyder, Ralph D.
- In:
Omega : the international journal of management science
40
(
2012
)
6
,
pp. 748-757
Persistent link: https://www.econbiz.de/10009531331
Saved in:
9
Coherent probabilistic forecasts for hierarchical time series
Ben Taieb, Souhaib
;
Taylor, James W.
;
Hyndman, Rob J.
-
2017
Persistent link: https://www.econbiz.de/10011781966
Saved in:
10
Rule-based autoregressive moving average models for forecasting load on special days : a case study for France
Arora, Siddharth
;
Taylor, James W.
- In:
European journal of operational research : EJOR
266
(
2018
)
1
,
pp. 259-268
Persistent link: https://www.econbiz.de/10011811671
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