10
H index
11
i10 index
504
Citations
Macquarie University | 10 H index 11 i10 index 504 Citations RESEARCH PRODUCTION: 67 Articles 15 Papers RESEARCH ACTIVITY: 16 years (2008 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/psh533 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Han Lin Shang. | Is cited by: | Cites to: |
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 | 11 |
Papers / arXiv.org | 4 |
Year | Title of citing document | |
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2023 | Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781. Full description at Econpapers || Download paper | |
2023 | Predicting 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. Full description at Econpapers || Download paper | |
2024 | Efficient 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. Full description at Econpapers || Download paper | |
2023 | FuNVol: 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. Full description at Econpapers || Download paper | |
2023 | Functional-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. Full description at Econpapers || Download paper | |
2023 | Hierarchical 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. Full description at Econpapers || Download paper | |
2024 | Accounting 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. Full description at Econpapers || Download paper | |
2023 | Noise reduction for functional time series. (2023). Wouters, Bram ; Diks, Cees. In: Papers. RePEc:arx:papers:2307.02154. Full description at Econpapers || Download paper | |
2023 | Learning Probability Distributions of Day-Ahead Electricity Prices. (2023). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2310.02867. Full description at Econpapers || Download paper | |
2024 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278. Full description at Econpapers || Download paper | |
2024 | Inference on common trends in functional time series. (2023). Seo, Won-Ki ; Nielsen, Morten Orregaard ; Seong, Dakyung. In: Papers. RePEc:arx:papers:2312.00590. Full description at Econpapers || Download paper | |
2023 | Forecasting skill of a crowd-prediction platform: A comparison of exchange rate forecasts. (2023). Lehmann, Niklas Valentin. In: Papers. RePEc:arx:papers:2312.09081. Full description at Econpapers || Download paper | |
2024 | Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence. (2024). Pedersen, Michael. In: Papers. RePEc:arx:papers:2404.04105. Full description at Econpapers || Download paper | |
2023 | The Financialization of Coffee, Cocoa and Cotton Value Chains: The Role of Physical Actors. (2023). Gunter, Ulrich ; Troster, Bernhard. In: Development and Change. RePEc:bla:devchg:v:54:y:2023:i:6:p:1550-1574. Full description at Econpapers || Download paper | |
2025 | Longevity forecasting by socioâ€economic groups using compositional data analysis. (2020). Kallestruplamb, Malene ; Oeppen, Jim ; Bergeronboucher, Mariepier ; Ergemen, Yunus Emre ; Kjargaard, Sren. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:3:p:1167-1187. 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 | Oil 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. Full description at Econpapers || Download paper | |
2024 | Functional Oil Price Expectations Shocks and Inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10998. Full description at Econpapers || Download paper | |
2023 | Penalized 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. Full description at Econpapers || Download paper | |
2023 | A validation workflow for mortality forecasting. (2023). Bohk-Ewald, Christina ; Scholey, Jonas ; Duerst, Ricarda. In: MPIDR Working Papers. RePEc:dem:wpaper:wp-2023-020. Full description at Econpapers || Download paper | |
2023 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/364359. Full description at Econpapers || Download paper | |
2023 | Analyzing 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. Full description at Econpapers || Download paper | |
2023 | Can 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. Full description at Econpapers || Download paper | |
2023 | Hierarchical 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. 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 | Residential 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. Full description at Econpapers || Download paper | |
2023 | Shape-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. Full description at Econpapers || Download paper | |
2023 | Robust 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. Full description at Econpapers || Download paper | |
2023 | How 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. Full description at Econpapers || Download paper | |
2024 | Improving volatility forecasts: Evidence from range-based models. (2024). Fiszeder, Piotr ; Fadziski, Marcin ; Molnar, Peter. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001420. Full description at Econpapers || Download paper | |
2023 | A 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. 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 | |
2024 | On the update frequency of univariate forecasting models. (2024). Petropoulos, Fotios ; Spiliotis, Evangelos. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:111-121. Full description at Econpapers || Download paper | |
2024 | Combining probabilistic forecasts of intermittent demand. (2024). Petropoulos, Fotios ; Kang, Yanfei ; Wang, Shengjie. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048. Full description at Econpapers || Download paper | |
2023 | Modeling 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. Full description at Econpapers || Download paper | |
2023 | Distributional 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. Full description at Econpapers || Download paper | |
2023 | Urban?rural disparities in household energy and electricity consumption under the influence of electricity price reform policies. (2024). Su, Bin ; Zhang, Guoxing ; Nie, Yan ; Zhong, Luhao. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004536. Full description at Econpapers || Download paper | |
2023 | Digitalization 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. Full description at Econpapers || Download paper | |
2023 | Differential 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. 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 | Memory 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. Full description at Econpapers || Download paper | |
2023 | A Comparison Study of Predictive Models for Electricity Demand in a Diverse Urban Environment. (2023). Lee, Christopher ; Li, Binbin ; Pesantez, Jorge E ; Stillwell, Ashlynn S ; Butala, Mark ; Zhao, Zhizhen. In: Energy. RePEc:eee:energy:v:283:y:2023:i:c:s0360544223025367. Full description at Econpapers || Download paper | |
2023 | Limited 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. Full description at Econpapers || Download paper | |
2023 | Intergenerational actuarial fairness when longevity increases: Amending the retirement age. (2023). Holzmann, Robert ; Ayuso, Mercedes ; Bravo, Jorge M ; Palmer, Edward. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:113:y:2023:i:c:p:161-184. 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 | Bayesian 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. Full description at Econpapers || Download paper | |
2023 | Thirty 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. Full description at Econpapers || Download paper | |
2023 | Distributed 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. Full description at Econpapers || Download paper | |
2023 | fETSmcs: 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. Full description at Econpapers || Download paper | |
2023 | Forecast combinations: An over 50-year review. (2023). Li, Feng ; Kang, Yanfei ; Hyndman, Rob J ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1518-1547. Full description at Econpapers || Download paper | |
2023 | A machine learning-based framework for forecasting sales of new products with short life cycles using deep neural networks. (2023). Seifert, Ralf W ; Maier, Sebastian ; Elalem, Yara Kayyali. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1874-1894. Full description at Econpapers || Download paper | |
2024 | A market for trading forecasts: A wagering mechanism. (2024). Kazempour, Jalal ; Pinson, Pierre ; Raja, Aitazaz Ali ; Grammatico, Sergio. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:142-159. Full description at Econpapers || Download paper | |
2024 | Empirical probabilistic forecasting: An approach solely based on deterministic explanatory variables for the selection of past forecast errors. (2024). Goldschmidt, Ronaldo R ; Silva, Eugenio ; Romanus, Eduardo E. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:184-201. Full description at Econpapers || Download paper | |
2024 | Demand forecasting for fashion products: A systematic review. (2024). Venkitasubramony, Rakesh ; Swaminathan, Kritika. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:247-267. Full description at Econpapers || Download paper | |
2024 | Conflict forecasting using remote sensing data: An application to the Syrian civil war. (2024). Davidson, Brittany I ; Thurner, Paul W ; Racek, Daniel ; Kauermann, Goran ; Zhu, Xiao Xiang. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:373-391. Full description at Econpapers || Download paper | |
2024 | Forecast reconciliation: A review. (2024). Panagiotelis, Anastasios ; Kourentzes, Nikolaos ; Hyndman, Rob J ; Athanasopoulos, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:430-456. Full description at Econpapers || Download paper | |
2024 | Probabilistic reconciliation of count time series. (2024). Rubattu, Nicolo ; Azzimonti, Dario ; Corani, Giorgio. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:457-469. Full description at Econpapers || Download paper | |
2024 | Probabilistic hierarchical forecasting with deep Poisson mixtures. (2024). Dicker, Lee ; Cao, Mengfei ; Reddy, Rohan ; Ma, Ruijun ; Meetei, Nganba O ; Olivares, Kin G. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:470-489. Full description at Econpapers || Download paper | |
2024 | Forecast combination-based forecast reconciliation: Insights and extensions. (2024). Girolimetto, Daniele ; di Fonzo, Tommaso. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:490-514. Full description at Econpapers || Download paper | |
2024 | Likelihood-based inference in temporal hierarchies. (2024). Madsen, Henrik ; Nystrup, Peter ; Moller, Jan Kloppenborg. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:515-531. Full description at Econpapers || Download paper | |
2024 | Hierarchical mortality forecasting with EVT tails: An application to solvency capital requirement. (2024). Chen, Hua ; Li, Han. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:549-563. Full description at Econpapers || Download paper | |
2024 | Counterfactual reconciliation: Incorporating aggregation constraints for more accurate causal effect estimates. (2024). Tekgu, Hasan ; Cengiz, Doruk. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:564-580. Full description at Econpapers || Download paper | |
2024 | Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2024). Ziel, Florian ; Ghelasi, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:581-596. Full description at Econpapers || Download paper | |
2024 | Machine learning applications in hierarchical time series forecasting: Investigating the impact of promotions. (2024). Bergmeir, Christoph ; Tarr, Garth ; Abolghasemi, Mahdi. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:597-615. Full description at Econpapers || Download paper | |
2024 | Optimal hierarchical EWMA forecasting. (2024). Pelagatti, Matteo ; Sbrana, Giacomo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:616-625. Full description at Econpapers || Download paper | |
2023 | Carr 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. Full description at Econpapers || Download paper | |
2023 | Exploring volatility of crude oil intraday return curves: A functional GARCH-X model. (2023). Wirjanto, Tony ; Rice, Gregory ; Zhao, Yuqian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s240585132300051x. Full description at Econpapers || Download paper | |
2023 | Optimal 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. 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 | Heterogeneous beliefs and the Phillips curve. (2023). Monti, Francesca ; Meeks, Roland. In: Journal of Monetary Economics. RePEc:eee:moneco:v:139:y:2023:i:c:p:41-54. Full description at Econpapers || Download paper | |
2023 | Data-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. Full description at Econpapers || Download paper | |
2023 | Optimal 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2024 | A systematic review towards integrative energy management of smart grids and urban energy systems. (2024). Luo, Xiaowei ; Shafique, Muhammad ; Zheng, Zhuang ; Wang, Shengwei. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:189:y:2024:i:pb:s136403212300881x. Full description at Econpapers || Download paper | |
2023 | Local 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. Full description at Econpapers || Download paper | |
2024 | Investigating the diffusion of innovation: A comprehensive study of successive diffusion processes through analysis of search trends, patent records, and academic publications. (2024). Scornavacca, Eusebio ; Bastos, Julio Cesar ; Takahashi, Carlos Kazunari. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006765. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | ARX-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. Full description at Econpapers || Download paper | |
2023 | Forecasting 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. Full description at Econpapers || Download paper | |
2023 | New 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. Full description at Econpapers || Download paper | |
2023 | Enhancing 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. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2019 | Implied volatility surface predictability: the case of commodity markets In: Papers. [Full Text][Citation analysis] | paper | 4 |
2019 | Implied volatility surface predictability: The case of commodity markets.(2019) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2022 | Forecasting: theory and practice In: Papers. [Full Text][Citation analysis] | paper | 58 |
2022 | Forecasting: theory and practice.(2022) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | article | |
2021 | Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces In: Papers. [Full Text][Citation analysis] | paper | 2 |
2022 | Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces.(2022) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2023 | Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series In: Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Uncovering predictability in the evolution of the WTI oil futures curve In: European Financial Management. [Full Text][Citation analysis] | article | 4 |
2017 | Methods for Scalar-on-Function Regression In: International Statistical Review. [Full Text][Citation analysis] | article | 29 |
2022 | Temporal and spatial Taylors law: Application to Japanese subnational mortality rates In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 0 |
2017 | A Plug-in Bandwidth Selection Procedure for Long-Run Covariance Estimation with Stationary Functional Time Series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 6 |
2024 | Assessing the Impact of Climate Risk Stresses on Life Insurance Portfolios In: Asia-Pacific Journal of Risk and Insurance. [Full Text][Citation analysis] | article | 0 |
2020 | A Comparison of Hurst Exponent Estimators in Long-range Dependent Curve Time Series In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 0 |
2022 | Bayesian bandwidth estimation for local linear fitting in nonparametric regression models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
2020 | Forecasting age distribution of death counts: an application to annuity pricing In: Annals of Actuarial Science. [Full Text][Citation analysis] | article | 4 |
2019 | DYNAMIC PRINCIPAL COMPONENT REGRESSION: APPLICATION TO AGE-SPECIFIC MORTALITY FORECASTING In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 1 |
2020 | FORECASTING MULTIPLE FUNCTIONAL TIME SERIES IN A GROUP STRUCTURE: AN APPLICATION TO MORTALITY In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 2 |
2011 | Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods In: Demographic Research. [Full Text][Citation analysis] | article | 39 |
2012 | Point and interval forecasts of age-specific life expectancies In: Demographic Research. [Full Text][Citation analysis] | article | 7 |
2011 | Optimal combination forecasts for hierarchical time series In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 126 |
2013 | Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 3 |
2014 | A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
2013 | A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density.(2013) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2017 | Functional time series forecasting with dynamic updating: An application to intraday particulate matter concentration In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 4 |
2021 | Neural network prediction of crude oil futures using B-splines In: Energy Economics. [Full Text][Citation analysis] | article | 3 |
2022 | Multi-population modelling and forecasting life-table death counts In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 2 |
2017 | Grouped multivariate and functional time series forecasting:An application to annuity pricing In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 26 |
2016 | A multilevel functional data method for forecasting population, with an application to the United Kingdom In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
2019 | Forecasting of density functions with an application to cross-sectional and intraday returns In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 5 |
2024 | Forecasting Australian fertility by age, region, and birthplace In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2016 | A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional data In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 2 |
2019 | High-dimensional functional time series forecasting: An application to age-specific mortality rates In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 7 |
2022 | Feature extraction for functional time series: Theory and application to NIR spectroscopy data In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 1 |
2022 | On projection methods for functional time series forecasting In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 3 |
2011 | Nonparametric time series forecasting with dynamic updating In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 8 |
2009 | Nonparametric time series forecasting with dynamic updating.(2009) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2016 | Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors In: Econometrics. [Full Text][Citation analysis] | article | 1 |
2013 | Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors.(2013) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2022 | Machine-Learning-Based Functional Time Series Forecasting: Application to Age-Specific Mortality Rates In: Forecasting. [Full Text][Citation analysis] | article | 1 |
2024 | Bootstrapping Long-Run Covariance of Stationary Functional Time Series In: Forecasting. [Full Text][Citation analysis] | article | 0 |
2022 | Air Pollution and Mortality Impacts In: Risks. [Full Text][Citation analysis] | article | 0 |
2024 | Forecasting Age- and Sex-Specific Survival Functions: Application to Annuity Pricing In: Risks. [Full Text][Citation analysis] | article | 0 |
2017 | Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates In: Risks. [Full Text][Citation analysis] | article | 28 |
2020 | Retiree Mortality Forecasting: A Partial Age-Range or a Full Age-Range Model? In: Risks. [Full Text][Citation analysis] | article | 0 |
2017 | Reconciling Forecasts of Infant Mortality Rates at National and Sub-National Levels: Grouped Time-Series Methods In: Population Research and Policy Review. [Full Text][Citation analysis] | article | 2 |
2008 | Rainbow plots, Bagplots and Boxplots for Functional Data In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 15 |
2010 | Nonparametric modeling and forecasting electricity demand: an empirical study In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | A comparison of ten principal component methods for forecasting mortality rates In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2011 | Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | A survey of functional principal component analysis In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 30 |
2014 | A survey of functional principal component analysis.(2014) In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
2012 | Point and interval forecasts of age-specific fertility rates: a comparison of functional principal component methods In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2016 | Grouped functional time series forecasting: An application to age-specific mortality rates In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 3 |
2020 | Forecasting the Old-Age Dependency Ratio to Determine a Sustainable Pension Age In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] | article | 0 |
2019 | Intraday forecasts of a volatility index: functional time series methods with dynamic updating In: Annals of Operations Research. [Full Text][Citation analysis] | article | 5 |
2014 | Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density In: Computational Statistics. [Full Text][Citation analysis] | article | 8 |
2021 | A partial least squares approach for function-on-function interaction regression In: Computational Statistics. [Full Text][Citation analysis] | article | 1 |
2023 | Depth-based reconstruction method for incomplete functional data In: Computational Statistics. [Full Text][Citation analysis] | article | 0 |
2022 | Function-on-Function Partial Quantile Regression In: Journal of Agricultural, Biological and Environmental Statistics. [Full Text][Citation analysis] | article | 0 |
2021 | Forecasting Australian subnational age-specific mortality rates In: Journal of Population Research. [Full Text][Citation analysis] | article | 0 |
2022 | Change point detection for COVID-19 excess deaths in Belgium In: Journal of Population Research. [Full Text][Citation analysis] | article | 0 |
2014 | Bayesian bandwidth estimation for a functional nonparametric regression model with mixed types of regressors and unknown error density In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] | article | 10 |
2011 | Dynamic linear models with R In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 0 |
2011 | Bayesian Nonparametrics In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 0 |
2011 | Non-Parametric Econometrics In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 0 |
2012 | Graphics for statistics and data analysis with R In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 0 |
2013 | The BUGS book: a practical introduction to Bayesian analysis In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 0 |
2013 | Functional time series approach for forecasting very short-term electricity demand In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 16 |
2021 | Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 0 |
2022 | Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 1 |
2024 | Robust scalar-on-function partial quantile regression In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 0 |
2019 | Semiparametric Regression Using Variational Approximations In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 2 |
2020 | Long-Range Dependent Curve Time Series In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 14 |
2023 | Bootstrap Prediction Bands for Functional Time Series In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 1 |
2023 | A robust scalar-on-function logistic regression for classification In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 0 |
2015 | Statistically tested comparisons of the accuracy of forecasting methods for age-specific and sex-specific mortality and life expectancy In: Population Studies. [Full Text][Citation analysis] | article | 3 |
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2017 | Forecasting intraday S&P 500 index returns: A functional time series approach In: Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
2021 | Granger causality of bivariate stationary curve time series In: Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
2022 | A model sufficiency test using permutation entropy In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2023 | Forecasting intraday financial time series with sieve bootstrapping and dynamic updating In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
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