• Forecast Robustness in Macroeconometric Models 

      Bårdsen, Gunnar; Kolsrud, Dag; Nymoen, Ragnar (Journal article; Peer reviewed, 2017)
      This paper investigates potential invariance of mean forecast errors to structural breaks in the data generating process. From the general forecasting literature, such robustness is expected to be a rare occurrence. With ...
    • Step-ahead Spot Price Densities using daily Synchronous Price and Wind Forecast Changes 

      Solibakke, Per Bjarte (Peer reviewed; Journal article, 2020)
      This paper uses non‐linear methodologies to follow the synchronously reported relationship between the Nordic/Baltic electric daily spot auction prices and geographical relevant wind forecasts in MWh from early 2013 to ...