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econ.EM2022★ 1 cited
Prediction intervals for economic fixed-event forecasts
Fabian Krüger, Hendrik Plett
The fixed-event forecasting setup is common in economic policy. It involves a sequence of forecasts of the same (`fixed') predictand, so that the difficulty of the forecasting prob…
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…