Factor-augmented functional regression with an application to electricity price curve forecasting
Sven Otto (University of Cologne, Germany)
- Erasmus Econometric Institute Series
Sven Otto (University of Cologne, Germany)
Jakob Rauch, Mariia Artemova
Roberto Renò (University of Verona, Italy)
Phyllis Wan , Stéphane Girard (Inria Centre, University Grenoble Alpes, France)
Davy Paindaveine (Université Libre de Bruxelles, Belgium)
Christian Hafner (UCL Louvain-la-Neuve, Belgium)
Laurent Ferrara (SKEMA Business School, France)
Mikkel Solvsten (Aarhus University, Denmark)
Elvezio Ronchetti (University of Geneva, Switzerland)
Fabio Trojani (University of Geneva, Switzerland)
Irina Zviadadze (HEC Paris, France)
Fabian Krüger (Karlsruhe Institute of Technology, Germany)
Weining Wang (University of Groningen)
Hiroaki Kaido (Boston University, United States)
Daniel Lewis (University College London, United Kingdom)
Bryan Graham (University of California, Berkeley, United States)
Joris Pinkse (Pennsylvania State University, United States)
Yannick Hoga (University of Duisburg-Essen, Germany)
Nicola Gnecco (University of Copenhagen, Denmark)
Gabriela Miyazato Szini, Timo Schenk