4 papers
Identification and Inference for Causal Effects in Extremes under General Conditions
Lisa Leimenstoll, Melanie Schienle
Understanding the propagation of extreme events is important in many economic and environmental applications, yet most econometric methods for causal inference focus on average eff…
Energy-Arena: A Dynamic Benchmark for Operational Energy Forecasting
Max Kleinebrahm, Jonathan Berrisch, Philipp Eiser +11
Energy forecasting research faces a persistent comparability gap that makes it difficult to measure consistent progress over time. Reported accuracy gains are often not directly co…
Probabilistic intraday electricity price forecasting using generative machine learning
Jieyu Chen, Sebastian Lerch, Melanie Schienle +2
The growing importance of intraday electricity trading in Europe calls for improved price forecasting and tailored decision-support tools. In this paper, we propose a novel generat…
Model Determination for High-Dimensional Longitudinal Data with Missing Observations: An Application to Microfinance Data
Lotta Rüter, Melanie Schienle
We propose an adaption of the multiple imputation random lasso procedure tailored to longitudinal data with unobserved fixed effects which provides robust variable selection in the…