Publikationen in Zusammenarbeit mit Forschern von Universidad Politécnica de Madrid (2)

2014

  1. Multivariate exponential smoothing and dynamic factor model applied to hourly electricity price analysis

    Technometrics, Vol. 56, Núm. 4, pp. 494-503

2010

  1. EM estimation of multivariate dynamic models for predicting electricity prices

    2010 7th International Conference on the European Energy Market, EEM 2010