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)
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)
Daniel Lewis (University College London, United Kingdom)
Joris Pinkse (Pennsylvania State University, United States)
Yannick Hoga (University of Duisburg-Essen, Germany)
Andrea Vedolin (Boston University, United States)
Robert Miller (Carnegie Mellon University, United States)
Denni Tommasi (University of Bologna, Italy)
Clement De Chaisemartin (SciencesPo, France and University of California at Santa Barbara (UCSB), currently on leave))
Victor Chernozhukov (MIT, United States)
Nazarii Salish (Universidad Carlos III de Madrid, Spain)