Blar i Fakultet for økonomi (ØK) på tidsskrift "Journal of Forecasting"
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Forecast Robustness in Macroeconometric Models
(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
(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 ...