Items where Subject is "Market forecasting"

- LBS taxonomy (1239)
- Market forecasting (10)
Article
Bond, P and Dow, J
(2021)
Failing to forecast rare events.
Journal of Financial Economics, 142 (3).
pp. 1001-1016.
ISSN 0304-405X
Bunn, D W and Abramova, E
(2020)
Forecasting the intra-day spread densities of electricity prices.
Energies, 13 (3).
p. 687.
ISSN 1996-1073
Bunn, D W, Damien, P and Lima, L M
(2023)
Bayesian Predictive Distributions for Imbalance Prices with Time-varying Factor Impacts.
IEEE Transactions on Power Systems, 38 (1).
pp. 349-357.
ISSN 0885-8950
Bunn, D W, Inekwe, J N and MacGeehan, D
(2021)
Analysis of the fundamental predictability of prices in the British balancing market.
IEEE Transactions on Power Systems, 36 (2).
pp. 1309-1316.
ISSN 0885-8950
Chemla, G and Hennessy, C
(2021)
Equilibrium Counterfactuals.
International Economic Review, 62 (2).
pp. 639-669.
ISSN 0020-6598
Gao, R, Shivakumar, L and Sidhu, B K
(2018)
Exchange-sponsored analyst coverage.
Contemporary Accounting Research, 35 (2).
pp. 734-766.
ISSN 0823-9150
Giannone, D, Monti, F and Reichlin, L
(2016)
Exploiting the monthly data flow in structural forecasting.
Journal of Monetary Economics, 84.
pp. 201-215.
ISSN 0304-3932
Hesamzadeh, M R, Biggar, D R, Bunn, D W and Moiseeva, E
(2020)
The Impact of Generator Market Power on the Electricity Hedge Market.
Energy Economics, 86 (104649).
ISSN 0140-9883
Matsumoto, T, Bunn, D W and Yamada, Y
(2022)
Mitigation of the Inefficiency in Imbalance Settlement Designs using Day-Ahead Prices.
IEEE Transactions on Power Systems, 37 (5).
pp. 3333-3345.
ISSN 0885-8950
de Marcos, R A, Bunn, D W, Bello, A and Reneses, J
(2020)
Short-term electricity price forecasting with recurrent regimes and structural breaks.
Energies, 13 (20).
p. 5452.
ISSN 1996-1073