1 citations · 1 across the 4 of their papers we have counts for
4 papers
Advanced Models for Hourly Marginal CO2 Emission Factor Estimation: A Synergy between Fundamental and Statistical Approaches
Souhir Ben Amor, Smaranda Sgarciu, Taimyra BatzLineiro +1
Global warming is caused by increasing concentrations of greenhouse gases, particularly carbon dioxide (CO2). A metric used to quantify the change in CO2 emissions is the marginal…
Predictive Accuracy of a Hybrid Generalized Long Memory Model for Short Term Electricity Price Forecasting
Souhir Ben Amor, Heni Boubaker, Lotfi Belkacem
Accurate electricity price forecasting is the main management goal for market participants since it represents the fundamental basis to maximize the profits for market players. How…
A Dual Generalized Long Memory Modelling for Forecasting Electricity Spot Price: Neural Network and Wavelet Estimate
Souhir Ben Amor, Heni Boubaker, Lotfi Belkacem
In this paper, dual generalized long memory modelling has been proposed to predict the electricity spot price. First, we focus on modelling the conditional mean of the series so we…
FRM Financial Risk Meter for Emerging Markets
Souhir Ben Amor, Michael Althof, Wolfgang Karl Härdle
The fast-growing Emerging Market (EM) economies and their improved transparency and liquidity have attracted international investors. However, the external price shocks can result…