Han Lin Shang : Citation Profile


Are you Han Lin Shang?

Macquarie University

10

H index

10

i10 index

433

Citations

RESEARCH PRODUCTION:

65

Articles

15

Papers

RESEARCH ACTIVITY:

   15 years (2008 - 2023). See details.
   Cites by year: 28
   Journals where Han Lin Shang has often published
   Relations with other researchers
   Recent citing documents: 78.    Total self citations: 39 (8.26 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psh533
   Updated: 2024-01-16    RAS profile: 2023-12-05    
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Relations with other researchers


Works with:

Kearney, Fearghal (6)

Grossi, Luigi (2)

Rubaszek, Michał (2)

Clements, Michael (2)

Fiszeder, Piotr (2)

Reade, J (2)

Li, Degui (2)

Castle, Jennifer (2)

Hendry, David (2)

Li, Feng (2)

Franses, Philip Hans (2)

Thomakos, Dimitrios (2)

Guidolin, Massimo (2)

Paccagnini, Alessia (2)

Martinez, Andrew (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Han Lin Shang.

Is cited by:

Hyndman, Rob (45)

Athanasopoulos, George (21)

Panagiotelis, Anastasios (15)

Li, Feng (8)

Li, Hong (6)

López Cabrera, Brenda (6)

YAYA, OLAOLUWA (4)

Lu, Yang (4)

Schulz, Franziska (4)

Weron, Rafał (3)

Blake, David (3)

Cites to:

Hyndman, Rob (105)

Horvath, Lajos (24)

Zhang, Xibin (20)

King, Maxwell (18)

Lee, Ronald (16)

Yu, Jun (13)

Blake, David (13)

Guidolin, Massimo (11)

Kearney, Fearghal (10)

Geweke, John (9)

Van Keilegom, Ingrid (8)

Main data


Where Han Lin Shang has published?


Journals with more than one article published# docs
Journal of Applied Statistics8
International Journal of Forecasting4
Journal of Multivariate Analysis4
Journal of Forecasting4
Journal of the American Statistical Association3
Computational Statistics & Data Analysis3
Computational Statistics3
Risks3
Journal of Population Research2
Insurance: Mathematics and Economics2
ASTIN Bulletin2
Demographic Research2
Journal of the Royal Statistical Society Series A2
AStA Advances in Statistical Analysis2
Journal of Time Series Analysis2

Working Papers Series with more than one paper published# docs
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics11
Papers / arXiv.org4

Recent works citing Han Lin Shang (2024 and 2023)


YearTitle of citing document
2023Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781.

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2023Predicting Performances of Mutual Funds using Deep Learning and Ensemble Techniques. (2022). Tran, Hien ; Nguyen, Huy ; Pham, Nga ; Dao, Binh ; Chu, Nghia. In: Papers. RePEc:arx:papers:2209.09649.

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2023Efficient Convex PCA with applications to Wasserstein geodesic PCA and ranked data. (2022). Wong, Ting-Kam Leonard ; Campbell, Steven. In: Papers. RePEc:arx:papers:2211.02990.

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2023FuNVol: A Multi-Asset Implied Volatility Market Simulator using Functional Principal Components and Neural SDEs. (2023). Bergeron, Maxime ; Jaimungal, Sebastian ; Choudhary, Vedant. In: Papers. RePEc:arx:papers:2303.00859.

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2023Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure. (2023). Li, Runze ; Chen, Jia ; Yang, Xiao Rong. In: Papers. RePEc:arx:papers:2303.13218.

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2023Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2023). Ziel, Florian ; Ghelasi, Paul. In: Papers. RePEc:arx:papers:2305.16255.

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2023Accounting statement analysis at industry level. A gentle introduction to the compositional approach. (2023). Serrat, N'Uria Arimany ; Coenders, Germa. In: Papers. RePEc:arx:papers:2305.16842.

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2023Noise reduction for functional time series. (2023). Wouters, Bram ; Diks, Cees. In: Papers. RePEc:arx:papers:2307.02154.

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2023Learning Probability Distributions of Day-Ahead Electricity Prices. (2023). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2310.02867.

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2023Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2023Inference on common trends in functional time series. (2023). Seo, Won-Ki ; Nielsen, Morten Orregaard ; Seong, Dakyung. In: Papers. RePEc:arx:papers:2312.00590.

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2023Forecasting skill of a crowd-prediction platform: A comparison of exchange rate forecasts. (2023). Lehmann, Niklas Valentin. In: Papers. RePEc:arx:papers:2312.09081.

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2023Recent 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.

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2023Oil and the Stock Market Revisited: A mixed functional VAR approach. (2023). Bjørnland, Hilde ; Cross, Jamie L ; Chang, Yoosoon ; Bjrnland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0114.

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2023Penalized function-on-function partial leastsquares regression. (2023). Preda, Cristian ; Aguilera, Ana M ; del Carmen, Maria ; Hernandez, Harold Antonio. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:37758.

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2023A validation workflow for mortality forecasting. (2023). Bohk-Ewald, Christina ; Scholey, Jonas ; Duerst, Ricarda. In: MPIDR Working Papers. RePEc:dem:wpaper:wp-2023-020.

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2023Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/364359.

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2023Analyzing Electricity Demand in Colombia: A Functional Time Series Approach. (2023). Duque, Fernando Villada ; Marulanda, Laura Marquez ; Marin, Jorge Barrientos. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-11.

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2023Can grid-tied solar photovoltaics lead to residential heating electrification? A techno-economic case study in the midwestern U.S.. (2023). Pearce, Joshua M ; Sommerfeldt, Nelson. In: Applied Energy. RePEc:eee:appene:v:336:y:2023:i:c:s0306261923002027.

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2023Hierarchical learning, forecasting coherent spatio-temporal individual and aggregated building loads. (2023). Zeiler, Wim ; Moller, Jan Kloppenborg ; Madsen, Henrik ; Leprince, Julien. In: Applied Energy. RePEc:eee:appene:v:348:y:2023:i:c:s0306261923008747.

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2023Heat 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.

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2023Residential energy consumption forecasting using deep learning models. (2023). Dias, Bruno H ; Silva, Walquiria N ; Villela, Saulo Moraes ; Vitor, Paulo. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s0306261923010693.

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2023Shape-constrained estimation in functional regression with Bernstein polynomials. (2023). Schrack, Jennifer A ; Urbanek, Jacek ; Ghosh, Sujit ; Ghosal, Rahul ; Zipunnikov, Vadim. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:178:y:2023:i:c:s0167947322001943.

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2023Robust estimation for functional quadratic regression models. (2023). Parada, Daniela ; Boente, Graciela. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:187:y:2023:i:c:s0167947323001093.

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2023How many fundamentals should we include in the behavioral equilibrium exchange rate model?. (2023). Rubaszek, Michał ; Ca, Michele. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s026499932200308x.

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2023A new taxonomy for vector exponential smoothing and its application to seasonal time series. (2023). Boylan, John E ; Chen, Huijing ; Svetunkov, Ivan. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:3:p:964-980.

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2023Probabilistic 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.

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2023Optimal 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.

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2023Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321.

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2023Distributional neural networks for electricity price forecasting. (2023). Weron, Rafał ; Ziel, Florian ; Narajewski, Micha ; Marcjasz, Grzegorz. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003419.

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2023Digitalization in decarbonizing electricity systems – Phenomena, regional aspects, stakeholders, use cases, challenges and policy options. (2023). Verma, Piyush ; Covatariu, Andrei ; Milojevic, Tatjana ; Heymann, Fabian. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024033.

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2023Differential attention net: Multi-directed differential attention based hybrid deep learning model for solar power forecasting. (2023). Jana, Kartick C ; Shrivastava, Ashish ; Rai, Amit. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pc:s0360544222026329.

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2023A 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.

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2023Memory long and short term time series network for ultra-short-term photovoltaic power forecasting. (2023). Yang, Mengyuan ; Huang, Congzhi. In: Energy. RePEc:eee:energy:v:279:y:2023:i:c:s0360544223013555.

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2023Limited information limits accuracy: Whether ensemble empirical mode decomposition improves crude oil spot price prediction?. (2023). Wang, Weiqing ; Xu, Kunliang. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001412.

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2023Evaluation 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.

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2023Cross-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.

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2023Bayesian model averaging for mortality forecasting using leave-future-out validation. (2023). Salhi, Yahia ; Loisel, Stephane ; Goffard, Pierre-Olivier ; Barigou, Karim. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:674-690.

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2023Thirty years on: A review of the Lee–Carter method for forecasting mortality. (2023). Booth, Heather ; Camarda, Carlo Giovanni ; Basellini, Ugofilippo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1033-1049.

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2023Distributed ARIMA models for ultra-long time series. (2023). Li, Feng ; Hyndman, Rob ; Kang, Yanfei ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1163-1184.

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2023fETSmcs: Feature-based ETS model component selection. (2023). Jia, Suling ; Wang, Qiang ; Li, Xixi ; Qi, Lingzhi. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1303-1317.

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2023Carr and Wu’s (2020) framework in the oil ETF option market. (2023). Zhang, Jin E ; Ruan, Xinfeng ; Jia, Xiaolan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000247.

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2023Optimal competitive capacity strategies: Evidence from the container shipping market. (2023). de Koster, M. B. M, ; Zuidwijk, Rob ; Li, Xishu. In: Omega. RePEc:eee:jomega:v:115:y:2023:i:c:s0305048322001955.

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2023What 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.

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2023Data-driven demand forecast for O2O operations: An adaptive hierarchical incremental approach. (2023). Zhou, Weihua ; Chen, Songlin ; Xiao, Qin ; Dai, Hongyan. In: International Journal of Production Economics. RePEc:eee:proeco:v:259:y:2023:i:c:s0925527323000658.

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2023Optimal product aggregation for sales and operations planning in mass customisation context. (2023). Chatras, Clement ; Ghrab, Yahya ; Sali, Mustapha. In: International Journal of Production Economics. RePEc:eee:proeco:v:263:y:2023:i:c:s0925527323001809.

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2023The artificial intelligence-assisted short-term optimal scheduling of a cascade hydro-photovoltaic complementary system with hybrid time steps. (2023). Kurban, Aynur ; He, YI ; Zheng, Kun ; Guo, SU. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:1169-1189.

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2023Local linear estimate of the functional expectile regression. (2023). Mechab, Boubaker ; Laksaci, Ali ; Litimein, Ouahiba ; Bouzebda, Salim. In: Statistics & Probability Letters. RePEc:eee:stapro:v:192:y:2023:i:c:s016771522200195x.

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2023A Machine-Learning-Based Approach for Natural Gas Futures Curve Modeling. (2023). Resta, Marina ; Castello, Oleksandr. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:12:p:4746-:d:1172227.

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2023ARX-GARCH Probabilistic Price Forecasts for Diversification of Trade in Electricity Markets—Variance Stabilizing Transformation and Financial Risk-Minimizing Portfolio Allocation. (2023). Janczura, Joanna ; Pu, Andrzej. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:2:p:807-:d:1031193.

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2023Forecasting the Monash Microgrid for the IEEE-CIS Technical Challenge. (2023). Bean, Richard. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1050-:d:1039403.

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2023New Method of Modeling Daily Energy Consumption. (2023). Nafkha, Rafik ; ukasiewicz, Piotr ; Karpio, Krzysztof. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2095-:d:1075553.

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2023Enhancing Smart Home Design with AI Models: A Case Study of Living Spaces Implementation Review. (2023). Almssad, Asaad ; Yitmen, Ibrahim ; Almusaed, Amjad. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:6:p:2636-:d:1094089.

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2023Comprehensive Review on Waste Generation Modeling. (2023). Szasziova, Lenka ; Roseck, Martin ; Smejkalova, Veronika ; Omplak, Radovan ; Pavlas, Martin ; Hrabec, Duan ; Nevrl, Vlastimir. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3278-:d:1064709.

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2023Oil and the Stock Market Revisited: A Mixed Functional VAR Approach. (2023). Bjørnland, Hilde ; Chang, Yoosoon ; Bjornland, Hilde C. In: CAEPR Working Papers. RePEc:inu:caeprp:2023005.

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2023Arctic weather variability and connectivity. (2023). Kurths, Jurgen ; Bhatt, Uma S ; Fan, Jingfang ; Meng, Jun. In: Nature Communications. RePEc:nat:natcom:v:14:y:2023:i:1:d:10.1038_s41467-023-42351-x.

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2023Does demand forecasting matter to retailing?. (2023). Veiga, Claudimar Pereira ; Almeida, Wesley Marcos. In: Journal of Marketing Analytics. RePEc:pal:jmarka:v:11:y:2023:i:2:d:10.1057_s41270-022-00162-x.

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2023Localization processes for functional data analysis. (2023). Yukich, J E ; Jimenez, Raul ; Elias, Antonio. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:17:y:2023:i:2:d:10.1007_s11634-022-00512-8.

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2023Nonparametric regression and classification with functional, categorical, and mixed covariates. (2023). Gertheiss, Jan ; Selk, Leonie. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:17:y:2023:i:2:d:10.1007_s11634-022-00513-7.

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2023Estimation of spatial-functional based-line logit model for multivariate longitudinal data. (2023). Zhang, Xiuzhen ; Xu, Tengteng. In: Computational Statistics. RePEc:spr:compst:v:38:y:2023:i:1:d:10.1007_s00180-022-01217-4.

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2023Bayesian flexible beta regression model with functional covariate. (2023). Migliorati, Sonia ; Goia, Aldo ; Bongiorno, Enea Giuseppe ; di Brisco, Agnese Maria. In: Computational Statistics. RePEc:spr:compst:v:38:y:2023:i:2:d:10.1007_s00180-022-01240-5.

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2023Spatial correlation in weather forecast accuracy: a functional time series approach. (2023). Matteson, David S ; Jang, Phillip A. In: Computational Statistics. RePEc:spr:compst:v:38:y:2023:i:3:d:10.1007_s00180-023-01338-4.

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2023Locally-coherent multi-population mortality modelling via neural networks. (2023). Scognamiglio, Salvatore ; Perla, Francesca. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:46:y:2023:i:1:d:10.1007_s10203-022-00382-x.

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2023Global and local components of output gaps. (2023). Muhlebach, Nina ; Eckert, Florian. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02419-5.

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2023Bayesian VARs of the U.S. economy before and during the pandemic. (2023). Sznajderska, Anna ; Haug, Alfred A. In: Eurasian Economic Review. RePEc:spr:eurase:v:13:y:2023:i:2:d:10.1007_s40822-023-00229-9.

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2023Statistical actuarial estimation of the Capitation Payment Unit from copula functions and deep learning: historical comparability analysis for the Colombian health system, 2015–2021. (2023). Martinez, Boris ; Ramos, Jeferson ; Bejarano, Valeria ; Espinosa, Oscar. In: Health Economics Review. RePEc:spr:hecrev:v:13:y:2023:i:1:d:10.1186_s13561-022-00416-5.

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2023Functional single-index composite quantile regression. (2023). Zhang, Jing ; Huang, Zhensheng ; Jiang, Zhiqiang. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:86:y:2023:i:5:d:10.1007_s00184-022-00887-w.

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2023A new estimation in functional linear concurrent model with covariate dependent and noise contamination. (2023). Zhang, Riquan ; Yao, Mei ; Ding, Hui. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:86:y:2023:i:8:d:10.1007_s00184-023-00900-w.

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2023Uniform in Bandwidth Consistency of Conditional U-statistics Adaptive to Intrinsic Dimension in Presence of Censored Data. (2023). Ferfache, Anouar Abdeldjaoued ; El-Hadjali, Thouria ; Bouzebda, Salim. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:85:y:2023:i:2:d:10.1007_s13171-022-00301-7.

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2023Bivariate densities in Bayes spaces: orthogonal decomposition and spline representation. (2023). Machalova, Jitka ; Hron, Karel ; Menafoglio, Alessandra. In: Statistical Papers. RePEc:spr:stpapr:v:64:y:2023:i:5:d:10.1007_s00362-022-01359-z.

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2023Functional forecasting of dissolved oxygen in high?frequency vertical lake profiles. (2023). Hering, Amanda S ; Nychka, Douglas ; Scott, Thad J ; Durell, Luke. In: Environmetrics. RePEc:wly:envmet:v:34:y:2023:i:4:n:e2765.

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2023Nonlinear prediction of functional time series. (2023). Cao, Jiguo ; Wang, Haixu. In: Environmetrics. RePEc:wly:envmet:v:34:y:2023:i:5:n:e2792.

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2023A 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.

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2023Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach. (2023). Agarwalla, Sobhesh Kumar ; Kumar, Sudarshan ; Virmani, Vineet ; Varma, Jayanth R. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1615-1644.

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2023Functional Data Inference in a Parametric Quantile Model applied to Lifetime Income Curves. (2023). Cho, Jin Seo. In: Working papers. RePEc:yon:wpaper:2023rwp-211.

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Works by Han Lin Shang:


YearTitleTypeCited
2019Implied volatility surface predictability: the case of commodity markets In: Papers.
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2019Implied volatility surface predictability: The case of commodity markets.(2019) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 3
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2022Forecasting: theory and practice In: Papers.
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2022Forecasting: theory and practice.(2022) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 37
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2021Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces In: Papers.
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2022Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces.(2022) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 1
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2023Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series In: Papers.
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2020Uncovering predictability in the evolution of the WTI oil futures curve In: European Financial Management.
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2017Methods for Scalar-on-Function Regression In: International Statistical Review.
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article28
2019Visualizing rate of change: an application to age?specific fertility rates In: Journal of the Royal Statistical Society Series A.
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2022Temporal and spatial Taylors law: Application to Japanese subnational mortality rates In: Journal of the Royal Statistical Society Series A.
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