42 citations · 48 across the 2 of their papers we have counts for
2 papers
econ.EM2022★ 42 cited
From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting
Oliver Grothe, Fabian Kächele, Fabian Krüger
Modeling price risks is crucial for economic decision making in energy markets. Besides the risk of a single price, the dependence structure of multiple prices is often relevant. W…
stat.ME2021★ 6 cited
A multivariate extension of the Lorenz curve based on copulas and a related multivariate Gini coefficient
Oliver Grothe, Fabian Kächele, Friedrich Schmid
We propose an extension of the univariate Lorenz curve and of the Gini coefficient to the multivariate case, i.e., to simultaneously measure inequality in more than one variable. O…