Type of Publication: Article in Journal

Multivariate simulation-based forecasting for intraday power markets: Modeling cross-product price effects

Author(s):
Hirsch, Simon; Ziel, Florian
Title of Journal:
Applied Stochastic Models in Business and Industry
Publication Date:
2024
Digital Object Identifier (DOI):
doi:doi.org/10.1002/asmb.2837
Link to complete version:
https://doi.org/10.1002/asmb.2837
Citation:
Download BibTeX

Software

CombinePortfolio R-package maintainer