8
H index
7
i10 index
271
Citations
Monash University | 8 H index 7 i10 index 271 Citations RESEARCH PRODUCTION: 9 Articles 14 Papers RESEARCH ACTIVITY: 12 years (2008 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ppa802 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Anastasios Nicholas Panagiotelis. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Computational Statistics & Data Analysis | 2 |
International Journal of Forecasting | 2 |
Working Papers Series with more than one paper published | # docs |
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Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics | 12 |
Year | Title of citing document |
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2023 | Scarring effects of the COVID-19 pandemic on the Italian labour market. (2022). Fiaschi, Davide ; Tealdi, Cristina. In: Papers. RePEc:arx:papers:2202.13317. Full description at Econpapers || Download paper |
2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Recent developments in multivariate wind and solar power forecasting. (2023). Madsen, Henrik ; Bacher, Peder ; Moller, Jan K ; Bjerregrd, Mathias B ; Nystrup, Peter ; Sorensen, Mikkel L. In: Wiley Interdisciplinary Reviews: Energy and Environment. RePEc:bla:wireae:v:12:y:2023:i:2:n:e465. Full description at Econpapers || Download paper |
2023 | Multivariate probabilistic forecasting of intraday electricity prices using normalizing flows. (2023). Dahmen, Manuel ; Mitsos, Alexander ; Witthaut, Dirk ; Cramer, Eike. In: Applied Energy. RePEc:eee:appene:v:346:y:2023:i:c:s0306261923007341. Full description at Econpapers || Download paper |
2023 | Heat load forecasting using adaptive spatial hierarchies. (2023). Madsen, Henrik ; Moller, Jan Kloppenborg ; Sorensen, Mikkel Lindstrom ; Bergsteinsson, Hjorleifur G. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s0306261923010401. Full description at Econpapers || Download paper |
2023 | Efficient and feasible inference for high-dimensional normal copula regression models. (2023). Nikoloulopoulos, Aristidis K. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:179:y:2023:i:c:s0167947322002341. Full description at Econpapers || Download paper |
2023 | Vector autoregression models with skewness and heavy tails. (2023). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834. Full description at Econpapers || Download paper |
2023 | A corrected Clarke test for model selection and beyond. (2023). Min, Aleksey ; Fermanian, Jean-David ; Bruck, Florian. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:105-132. Full description at Econpapers || Download paper |
2023 | Probabilistic forecast reconciliation: Properties, evaluation and score optimisation. (2023). Hyndman, Rob ; Athanasopoulos, George ; Gamakumara, Puwasala ; Panagiotelis, Anastasios. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:2:p:693-706. Full description at Econpapers || Download paper |
2023 | Optimal reconciliation with immutable forecasts. (2023). Li, Feng ; Panagiotelis, Anastasios ; Kang, Yanfei ; Zhang, Bohan. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:2:p:650-660. Full description at Econpapers || Download paper |
2023 | From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting. (2023). Kruger, Fabian ; Kachele, Fabian ; Grothe, Oliver. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001007. Full description at Econpapers || Download paper |
2023 | Analyzing the influence of geopolitical risks on European power prices using a multiresolution causal neural network. (2023). ben Jabeur, Sami ; Saadaoui, Foued. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002918. Full description at Econpapers || Download paper |
2023 | A novel reconciliation approach for hierarchical electricity consumption forecasting based on resistant regression. (2023). Cyrino, Fernando Luiz ; Lila, Mauricio Franca ; Meira, Erick. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001883. Full description at Econpapers || Download paper |
2023 | Evaluation of the best M4 competition methods for small area population forecasting. (2023). Temple, Jeromey ; Grossman, Irina ; Wilson, Tom. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:110-122. Full description at Econpapers || Download paper |
2023 | Cross-temporal forecast reconciliation: Optimal combination method and heuristic alternatives. (2023). Girolimetto, Daniele ; di Fonzo, Tommaso. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:39-57. Full description at Econpapers || Download paper |
2023 | Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models. (2023). Meng, Xiaochun ; Han, Yang ; Alexander, Carol. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1078-1096. Full description at Econpapers || Download paper |
2023 | What do consumers want? A methodological framework to identify determinant product attributes from consumers’ online questions. (2023). Aw, Eugene Cheng-Xi ; Fernando, Angeline Gautami. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:73:y:2023:i:c:s0969698923000826. Full description at Econpapers || Download paper |
2023 | The attachment of adult women to the Italian labour market in the shadow of COVID-19. (2023). Tealdi, Cristina ; Fiaschi, Davide. In: Labour Economics. RePEc:eee:labeco:v:83:y:2023:i:c:s0927537123000775. Full description at Econpapers || Download paper |
2023 | An Overview of Short-Term Load Forecasting for Electricity Systems Operational Planning: Machine Learning Methods and the Brazilian Experience. (2023). Scianni, Lucas Barros ; Aquila, Giancarlo ; de Queiroz, Anderson Rodrigo ; Marangon, Luana Medeiros ; Dures, Victor Augusto. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:21:p:7444-:d:1274146. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Explainable AI for Operational Research: A Defining Framework, Methods, Applications, and a Research Agenda. (2023). Lessmann, Stefan ; Kraus, Mathias ; Delen, Dursun ; Choi, Tsan-Ming ; Boute, Robert N ; Weber, Richard ; Baesens, Bart ; Verbeke, Wouter ; Slowiski, Roman ; Vairetti, Carla ; de Caigny, Arno ; Oskarsdottir, Maria ; Coussement, Kristof ; Martens, David ; de Bock, Koen W ; Maldonado, Sebastian. In: Post-Print. RePEc:hal:journl:hal-04219546. Full description at Econpapers || Download paper |
2023 | Penalized Averaging of Quantile Forecasts from GARCH Models with Many Exogenous Predictors. (2023). Gooijer, Jan G. ; de Gooijer, Jan G. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-022-10289-9. Full description at Econpapers || Download paper |
2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1. Full description at Econpapers || Download paper |
2023 | Improving out-of-sample Forecasts of Stock Price Indexes with Forecast Reconciliation and Clustering. (2023). Mattera, Raffaele ; Hyndman, Rob J ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-17. Full description at Econpapers || Download paper |
2023 | Cross-temporal Probabilistic Forecast Reconciliation. (2023). Hyndman, Rob J ; di Fonzo, Tommaso ; Athanasopoulos, George ; Girolimetto, Daniele. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-6. Full description at Econpapers || Download paper |
2023 | Factor Tree Copula Models for Item Response Data. (2023). Nikoloulopoulos, Aristidis K ; Kadhem, Sayed H. In: Psychometrika. RePEc:spr:psycho:v:88:y:2023:i:3:d:10.1007_s11336-023-09917-6. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Deep distributional time series models and the probabilistic forecasting of intraday electricity prices. (2023). Nott, David J ; Smith, Michael Stanley ; Klein, Nadja. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:493-511. Full description at Econpapers || Download paper |
2023 | A hybrid approach with step?size aggregation to forecasting hierarchical time series. (2023). Rafique, Raza ; Wan, Guohua ; Rehman, Hakeemur. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:1:p:176-192. Full description at Econpapers || Download paper |
2023 | Real?time forecasting of the Australian macroeconomy using flexible Bayesian VARs. (2023). Zhang, BO ; Nguyen, Bao ; Hou, Chenghan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:418-451. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2017 | Model selection for discrete regular vine copulas In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 9 |
2010 | Bayesian skew selection for multivariate models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 5 |
2008 | Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 22 |
2019 | Probabilistic forecast reconciliation with applications to wind power and electric load In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 25 |
2019 | A forecast reconciliation approach to cause-of-death mortality modeling In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 11 |
2008 | Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 86 |
2019 | Macroeconomic forecasting for Australia using a large number of predictors In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 12 |
2017 | Macroeconomic forecasting for Australia using a large number of predictors.(2017) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2017 | The Australian Macro Database: An online resource for macroeconomic research in Australia In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | The Australian Macro Database: An online resource for macroeconomic research in Australia.(2017) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2017 | Bayesian Weighted Inference from Surveys Abstract: Data from large surveys are often supplemented with sampling weights that are designed to reflect unequal probabilities of response and selection inh In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2013 | From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence and Visit Behavior In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2014 | From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence, and Visit Behavior.(2014) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2016 | Bayesian Rank Selection in Multivariate Regression In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Bayesian Inference for a 1-Factor Copula Model In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 3 |
2018 | Probabilisitic forecasts in hierarchical time series In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 8 |
2019 | Updating Variational Bayes: Fast Sequential Posterior Inference In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2019 | Forecasting Swiss Exports Using Bayesian Forecast Reconciliation In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 4 |
2019 | Forecast Reconciliation: A geometric View with New Insights on Bias Correction In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 31 |
2020 | Forecast Reconciliation: A geometric View with New Insights on Bias Correction.(2020) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
2019 | Hierarchical Forecasting In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 5 |
2020 | Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 7 |
2012 | Pair Copula Constructions for Multivariate Discrete Data In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 39 |
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