Han Lin Shang : Citation Profile


Are you Han Lin Shang?

Macquarie University

10

H index

11

i10 index

504

Citations

RESEARCH PRODUCTION:

67

Articles

15

Papers

RESEARCH ACTIVITY:

   16 years (2008 - 2024). See details.
   Cites by year: 31
   Journals where Han Lin Shang has often published
   Relations with other researchers
   Recent citing documents: 146.    Total self citations: 42 (7.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh533
   Updated: 2024-12-03    RAS profile: 2024-08-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Kearney, Fearghal (6)

Castle, Jennifer (2)

Reade, J (2)

Grossi, Luigi (2)

Sheenan, Lisa (2)

Hendry, David (2)

Martinez, Andrew (2)

Li, Degui (2)

Li, Feng (2)

Rubaszek, Michał (2)

Fiszeder, Piotr (2)

Clements, Michael (2)

Guidolin, Massimo (2)

Franses, Philip Hans (2)

Thomakos, Dimitrios (2)

Paccagnini, Alessia (2)

Sermpinis, Georgios (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 (49)

Athanasopoulos, George (21)

Panagiotelis, Anastasios (15)

Li, Feng (9)

López Cabrera, Brenda (8)

Schulz, Franziska (6)

Li, Hong (6)

Holzmann, Robert (4)

YAYA, OLAOLUWA (4)

Lu, Yang (4)

Majumdar, Anandamayee (4)

Cites to:

Hyndman, Rob (110)

Zhang, Xibin (20)

Horvath, Lajos (19)

King, Maxwell (18)

Lee, Ronald (16)

Yu, Jun (13)

Blake, David (13)

Kearney, Fearghal (12)

Athanasopoulos, George (11)

Guidolin, Massimo (11)

Geweke, John (9)

Main data


Where Han Lin Shang has published?


Journals with more than one article published# docs
Journal of Applied Statistics9
International Journal of Forecasting5
Risks4
Journal of Forecasting4
Journal of Multivariate Analysis4
Journal of the American Statistical Association3
Computational Statistics & Data Analysis3
Computational Statistics3
Forecasting2
AStA Advances in Statistical Analysis2
ASTIN Bulletin2
Insurance: Mathematics and Economics2
Journal of Population Research2
Demographic Research2

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Efficient 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Accounting 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

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

Full description at Econpapers || Download paper

2023Learning 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

2024Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

Full description at Econpapers || Download paper

2024Inference 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

2023Forecasting 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

2024Judgment 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

2023The 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

2025Longevity forecasting by socio‐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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Functional 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

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.

Full description at Econpapers || Download paper

2023A 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

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Improving 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024On 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

2024Combining 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Urban?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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023A 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

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.

Full description at Econpapers || Download paper

2023Intergenerational 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Forecast 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

2023A 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

2024A 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

2024Empirical 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

2024Demand 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

2024Conflict 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

2024Forecast 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

2024Probabilistic 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

2024Probabilistic 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

2024Forecast 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

2024Likelihood-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

2024Hierarchical 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

2024Counterfactual 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

2024Hierarchical 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

2024Machine 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

2024Optimal 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

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.

Full description at Econpapers || Download paper

2023Exploring 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Heterogeneous 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024A 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

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.

Full description at Econpapers || Download paper

2024Investigating 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Han Lin Shang:


YearTitleTypeCited
2019Implied volatility surface predictability: the case of commodity markets In: Papers.
[Full Text][Citation analysis]
paper4
2019Implied 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
2022Forecasting: theory and practice In: Papers.
[Full Text][Citation analysis]
paper58
2022Forecasting: theory and practice.(2022) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58
article
2021Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces In: Papers.
[Full Text][Citation analysis]
paper2
2022Dynamic 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
2023Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series In: Papers.
[Full Text][Citation analysis]
paper0
2020Uncovering predictability in the evolution of the WTI oil futures curve In: European Financial Management.
[Full Text][Citation analysis]
article4
2017Methods for Scalar-on-Function Regression In: International Statistical Review.
[Full Text][Citation analysis]
article29
2022Temporal and spatial Taylors law: Application to Japanese subnational mortality rates In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]
article0
2017A 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]
article6
2024Assessing the Impact of Climate Risk Stresses on Life Insurance Portfolios In: Asia-Pacific Journal of Risk and Insurance.
[Full Text][Citation analysis]
article0
2020A Comparison of Hurst Exponent Estimators in Long-range Dependent Curve Time Series In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]
article0
2022Bayesian bandwidth estimation for local linear fitting in nonparametric regression models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article1
2020Forecasting age distribution of death counts: an application to annuity pricing In: Annals of Actuarial Science.
[Full Text][Citation analysis]
article4
2019DYNAMIC PRINCIPAL COMPONENT REGRESSION: APPLICATION TO AGE-SPECIFIC MORTALITY FORECASTING In: ASTIN Bulletin.
[Full Text][Citation analysis]
article1
2020FORECASTING MULTIPLE FUNCTIONAL TIME SERIES IN A GROUP STRUCTURE: AN APPLICATION TO MORTALITY In: ASTIN Bulletin.
[Full Text][Citation analysis]
article2
2011Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods In: Demographic Research.
[Full Text][Citation analysis]
article39
2012Point and interval forecasts of age-specific life expectancies In: Demographic Research.
[Full Text][Citation analysis]
article7
2011Optimal combination forecasts for hierarchical time series In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article126
2013Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article3
2014A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article2
2013A 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
2017Functional time series forecasting with dynamic updating: An application to intraday particulate matter concentration In: Econometrics and Statistics.
[Full Text][Citation analysis]
article4
2021Neural network prediction of crude oil futures using B-splines In: Energy Economics.
[Full Text][Citation analysis]
article3
2022Multi-population modelling and forecasting life-table death counts In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article2
2017Grouped multivariate and functional time series forecasting:An application to annuity pricing In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article26
2016A multilevel functional data method for forecasting population, with an application to the United Kingdom In: International Journal of Forecasting.
[Full Text][Citation analysis]
article3
2019Forecasting of density functions with an application to cross-sectional and intraday returns In: International Journal of Forecasting.
[Full Text][Citation analysis]
article5
2024Forecasting Australian fertility by age, region, and birthplace In: International Journal of Forecasting.
[Full Text][Citation analysis]
article0
2016A 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]
article2
2019High-dimensional functional time series forecasting: An application to age-specific mortality rates In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article7
2022Feature extraction for functional time series: Theory and application to NIR spectroscopy data In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article1
2022On projection methods for functional time series forecasting In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article3
2011Nonparametric time series forecasting with dynamic updating In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]
article8
2009Nonparametric 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
2016Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors In: Econometrics.
[Full Text][Citation analysis]
article1
2013Bayesian 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
2022Machine-Learning-Based Functional Time Series Forecasting: Application to Age-Specific Mortality Rates In: Forecasting.
[Full Text][Citation analysis]
article1
2024Bootstrapping Long-Run Covariance of Stationary Functional Time Series In: Forecasting.
[Full Text][Citation analysis]
article0
2022Air Pollution and Mortality Impacts In: Risks.
[Full Text][Citation analysis]
article0
2024Forecasting Age- and Sex-Specific Survival Functions: Application to Annuity Pricing In: Risks.
[Full Text][Citation analysis]
article0
2017Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates In: Risks.
[Full Text][Citation analysis]
article28
2020Retiree Mortality Forecasting: A Partial Age-Range or a Full Age-Range Model? In: Risks.
[Full Text][Citation analysis]
article0
2017Reconciling 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]
article2
2008Rainbow plots, Bagplots and Boxplots for Functional Data In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper15
2010Nonparametric modeling and forecasting electricity demand: an empirical study In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper0
2010A comparison of ten principal component methods for forecasting mortality rates In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper2
2011Bayesian 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]
paper0
2011A survey of functional principal component analysis In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper30
2014A 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
2012Point 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]
paper2
2016Grouped functional time series forecasting: An application to age-specific mortality rates In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper3
2020Forecasting the Old-Age Dependency Ratio to Determine a Sustainable Pension Age In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper0
2023Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]
article0
2019Intraday forecasts of a volatility index: functional time series methods with dynamic updating In: Annals of Operations Research.
[Full Text][Citation analysis]
article5
2014Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density In: Computational Statistics.
[Full Text][Citation analysis]
article8
2021A partial least squares approach for function-on-function interaction regression In: Computational Statistics.
[Full Text][Citation analysis]
article1
2023Depth-based reconstruction method for incomplete functional data In: Computational Statistics.
[Full Text][Citation analysis]
article0
2022Function-on-Function Partial Quantile Regression In: Journal of Agricultural, Biological and Environmental Statistics.
[Full Text][Citation analysis]
article0
2021Forecasting Australian subnational age-specific mortality rates In: Journal of Population Research.
[Full Text][Citation analysis]
article0
2022Change point detection for COVID-19 excess deaths in Belgium In: Journal of Population Research.
[Full Text][Citation analysis]
article0
2014Bayesian 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]
article10
2011Dynamic linear models with R In: Journal of Applied Statistics.
[Full Text][Citation analysis]
article0
2011Bayesian Nonparametrics In: Journal of Applied Statistics.
[Full Text][Citation analysis]
article0
2011Non-Parametric Econometrics In: Journal of Applied Statistics.
[Full Text][Citation analysis]
article0
2012Graphics for statistics and data analysis with R In: Journal of Applied Statistics.
[Full Text][Citation analysis]
article0
2013The BUGS book: a practical introduction to Bayesian analysis In: Journal of Applied Statistics.
[Full Text][Citation analysis]
article0
2013Functional time series approach for forecasting very short-term electricity demand In: Journal of Applied Statistics.
[Full Text][Citation analysis]
article16
2021Bayesian 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]
article0
2022Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models In: Journal of Applied Statistics.
[Full Text][Citation analysis]
article1
2024Robust scalar-on-function partial quantile regression In: Journal of Applied Statistics.
[Full Text][Citation analysis]
article0
2019Semiparametric Regression Using Variational Approximations In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article2
2020Long-Range Dependent Curve Time Series In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article14
2023Bootstrap Prediction Bands for Functional Time Series In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article1
2023A robust scalar-on-function logistic regression for classification In: Communications in Statistics - Theory and Methods.
[Full Text][Citation analysis]
article0
2015Statistically 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]
article3
In: .
[Full Text][Citation analysis]
article1
2017Forecasting intraday S&P 500 index returns: A functional time series approach In: Journal of Forecasting.
[Full Text][Citation analysis]
article4
2021Granger causality of bivariate stationary curve time series In: Journal of Forecasting.
[Full Text][Citation analysis]
article2
2022A model sufficiency test using permutation entropy In: Journal of Forecasting.
[Full Text][Citation analysis]
article0
2023Forecasting intraday financial time series with sieve bootstrapping and dynamic updating In: Journal of Forecasting.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team