28 citations · 28 across the 3 of their papers we have counts for
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stat.AP2023
Forecasting Natural Gas Prices with Spatio-Temporal Copula-based Time Series Models
Sven Pappert, Antonia Arsova
Commodity price time series possess interesting features, such as heavy-tailedness, skewness, heteroskedasticity, and non-linear dependence structures. These features pose challeng…
stat.AP2020
On cointegration for modeling and forecasting wind power production
Florian Ziel, Antonia Arsova
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…