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econ.EM2026
A Comparison of High-Dimensional Variable Selection Procedures for Electricity Spot Price Forecasting
Charisios Grivas, Mikkel Mandrup, Orimar Sauri
The paper considers the problem of variable selection for forecasting electricity spot prices. High-dimensional methods such as LASSO and Elastic Net are widely used for this purpo…
math.PR2026
Path properties of Lévy driven mixed moving average processes
Danijel Grahovac, Péter Kevei, Orimar Sauri
We derive general sufficient conditions for the existence of càdlàg and continuous modifications of Lévy-driven mixed moving average processes. The conditions are explicit and easy…