6 citations · 6 across the 2 of their papers we have counts for
2 papers
stat.AP2025
Adaptive Bayesian Very Short-Term Wind Power Forecasting Based on the Generalised Logit Transformation
Tao Shen, Jethro Browell, Daniela Castro-Camilo
Wind power plays an increasingly significant role in achieving the 2050 Net Zero Strategy. Despite its rapid growth, its inherent variability presents challenges in forecasting. Ac…
q-fin.ST2017★ 6 cited
Time-Varying Extreme Value Dependence with Application to Leading European Stock Markets
Daniela Castro Camilo, Miguel de Carvalho, Jennifer Wadsworth
Extremal dependence between international stock markets is of particular interest in today's global financial landscape. However, previous studies have shown this dependence is not…