9 citations · 20 across the 11 of their papers we have counts for
Showing stat.APShow all
2 papers · 1 filter
stat.AP2022
A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources
Fabrizio Durante, Angelica Gianfreda, Francesco Ravazzolo +1
This paper examines the dependence between electricity prices, demand, and renewable energy sources by means of a multivariate copula model {while studying Germany, the widest stud…
stat.AP2015
Bayesian Nonparametric Calibration and Combination of Predictive Distributions
Federico Bassetti, Roberto Casarin, Francesco Ravazzolo
We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random ca…