5 papers · 1 filter
Tail Dependence in EU Carbon Markets: Graphical Models of Extremes for EUA Futures
Jan Maciejowski, Manuele Leonelli
Understanding how extreme price movements propagate across financial and energy markets is critical for risk management and regulatory design in the EU Emissions Trading System (EU…
Disentangling Spatial and Structural Drivers of Housing Prices through Bayesian Networks: A Case Study of Madrid, Barcelona, and Valencia
Alvaro Garcia Murga, Manuele Leonelli
Understanding how housing prices respond to spatial accessibility, structural attributes, and typological distinctions is central to contemporary urban research and policy. In citi…
Uncovering Drivers of EU Carbon Futures with Bayesian Networks
Jan Maciejowski, Manuele Leonelli
The European Union Emissions Trading System (EU ETS) is a key policy tool for reducing greenhouse gas emissions and advancing toward a net-zero economy. Under this scheme, tradeabl…
Predicting and understanding shooting performance in professional biathlon: A Bayesian approach
Manuele Leonelli
Biathlon is a unique winter sport that combines precision rifle marksmanship with the endurance demands of cross-country skiing. We develop a Bayesian hierarchical model to predict…
An analysis of factors impacting team strengths in the Australian Football League using time-variant Bradley-Terry models
Carlos Rafael Gonzalez Soffner, Manuele Leonelli
Australian Rules Football is a field invasion game where two teams attempt to score the highest points to win. Complex machine learning algorithms have been developed to predict ma…