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Recent developments in multivariate wind and solar power forecasting.
- Published in:
- WIREs: Energy & Environment, 2023, v. 12, n. 2, p. 1, doi. 10.1002/wene.465
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- Article
Multi-period portfolio selection with drawdown control.
- Published in:
- Annals of Operations Research, 2019, v. 282, n. 1/2, p. 245, doi. 10.1007/s10479-018-2947-3
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- Article
Regime-Based Versus Static Asset Allocation: Letting the Data Speak.
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- Journal of Portfolio Management, 2015, v. 42, n. 1, p. 103, doi. 10.3905/jpm.2015.42.1.103
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- Article
Reconciliation of wind power forecasts in spatial hierarchies.
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- Wind Energy, 2023, v. 26, n. 6, p. 615, doi. 10.1002/we.2819
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- Publication type:
- Article
Long Memory of Financial Time Series and Hidden Markov Models with Time-Varying Parameters.
- Published in:
- Journal of Forecasting, 2017, v. 36, n. 8, p. 989, doi. 10.1002/for.2447
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- Article