Zobrazeno 1 - 10
of 31
pro vyhledávání: '"Arsova, Antonia"'
Autor:
Pappert, Sven, Arsova, Antonia
Commodity price time series possess interesting features, such as heavy-tailedness, skewness, heteroskedasticity, and non-linear dependence structures. These features pose challenges for modeling and forecasting. In this work, we explore how spatio-t
Externí odkaz:
http://arxiv.org/abs/2301.03328
We study the prices of European Emission Allowances (EUA), whereby we analyze their uncertainty and dependencies on related energy prices (natural gas, coal, and oil). We propose a probabilistic multivariate conditional time series model with a VECM-
Externí odkaz:
http://arxiv.org/abs/2208.14311
Autor:
Ziel, Florian, Arsova, Antonia
This study evaluates the performance of cointegrated vector autoregressive (VAR) models for very short- and short-term wind power forecasting. Preliminary results for a German data set comprising six wind power production time series indicate that ta
Externí odkaz:
http://arxiv.org/abs/2010.07857
Publikováno v:
In Finance Research Letters March 2023 52
Publikováno v:
In Econometrics and Statistics January 2021 17:107-129
Publikováno v:
In Econometrics and Statistics April 2017 2:61-72
Autor:
Arsova, Antonia1,2 (AUTHOR) arsova@statistik.tu-dortmund.de
Publikováno v:
Empirical Economics. Jul2021, Vol. 61 Issue 1, p61-100. 40p. 1 Color Photograph, 14 Charts, 4 Graphs.
Autor:
Arsova, Antonia1 antonia.arsova@leuphana.de, Örsal, Deniz Dilan Karaman1,2
Publikováno v:
Econometric Reviews. 2018, Vol. 37 Issue 10, p1033-1050. 18p.
Autor:
Arsova, Antonia
This paper takes a panel cointegration approach to the estimation of short- and long-run exchange rate pass-through (ERPT) to import prices in the European countries. Although economic theory suggests a long-run relationship between import prices and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e96e20689ac5fbd22168ee8f8480e2d0
http://hdl.handle.net/2003/40105
http://hdl.handle.net/2003/40105
Akademický článek
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