165 citations · 501 across the 8 of their papers we have counts for
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stat.CO2018★ 18 cited
Estimation of the Spatial Weighting Matrix for Spatiotemporal Data under the Presence of Structural Breaks
Philipp Otto, Rick Steinert
In this paper, we propose a two-step lasso estimation approach to estimate the full spatial weights matrix of spatiotemporal autoregressive models. In addition, we allow for an unk…
q-fin.ST2018★ 15 cited
Short- to Mid-term Day-Ahead Electricity Price Forecasting Using Futures
Rick Steinert, Florian Ziel
Due to the liberalization of markets, the change in the energy mix and the surrounding energy laws, electricity research is a dynamically altering field with steadily changing chal…