79 citations · 274 across the 8 of their papers we have counts for
4 papers · 1 filter
A Bayesian hierarchical model for monthly maxima of instantaneous flow
Egil Ferkingstad, Oli Pall Geirsson, Birgir Hrafnkelsson +2
We propose a comprehensive Bayesian hierarchical model for monthly maxima of instantaneous flow in river catchments. The Gumbel distribution is used as the probabilistic model for…
Coping with area price risk in electricity markets: Forecasting Contracts for Difference in the Nordic power market
Egil Ferkingstad, Anders Løland
Contracts for Difference (CfDs) are forwards on the spread between an area price and the system price. Together with the system price forwards, these products are used to hedge the…
Causal modeling and inference for electricity markets
Egil Ferkingstad, Anders Løland, Mathilde Wilhelmsen
How does dynamic price information flow among Northern European electricity spot prices and prices of major electricity generation fuel sources? We use time series models combined…
Unsupervised empirical Bayesian multiple testing with external covariates
Egil Ferkingstad, Arnoldo Frigessi, Håvard Rue +2
In an empirical Bayesian setting, we provide a new multiple testing method, useful when an additional covariate is available, that influences the probability of each null hypothesi…