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)
Roberto Renò (University of Verona, Italy)
Davy Paindaveine (Université Libre de Bruxelles, Belgium)
Director of Graduate Program and students
Laurent Ferrara (SKEMA Business School, France)
Elvezio Ronchetti (University of Geneva, Switzerland)
Keynote speakers: Svetlana Bryzgalova (London Business School, United Kingdom), Jianqing Fan (Princeton University, United States), Fabio Trojani (University of Geneva), and Patrick Gagliardini (Università della Svizzera italiana, Swtizerland)
Fabio Trojani (University of Geneva, Switzerland)
Bram van Os
Irina Zviadadze (HEC Paris, France)
Andreas Lanz (University of Basel, Switzerland)
Hong Deng
Zhuoyu Shi , Zhuoyu Shi
Bernhard van der Sluis , Bernard van der Sluis
Keynote speaker: Dirk Jenter (London School of Economics, United Kingdom)
Keynote speakers: Mark Armstrong (University College London), Bart Bronnenberg (Tilburg University)
Andrea Vedolin (Boston University, United States)
Robert Miller (Carnegie Mellon University, United States)
Keynote speaker: Sydney C. Ludvigson (New York University, United States)