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)
Irina Zviadadze (HEC Paris, France)
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)
Timothy Charlton-Czaplicki (Minderoo Centre for Technology and Democracy, Cambridge University, United Kingdom)
Mikkel Solvsten (Aarhus University, Denmark)
Elvezio Ronchetti (University of Geneva, Switzerland)
Alexander Ljungqvist (Stockholm School of Economics, Sweden)
Paavo Ritala (LUT University, Finland)
Fabio Trojani (University of Geneva, Switzerland)
Irina Zviadadze (HEC Paris, France)
Franz Strich (Deakin Business School, Australia)
Fabian Krüger (Karlsruhe Institute of Technology, Germany)
Andreas Lanz (University of Basel, Switzerland)
Daniel Lewis (University College London, United Kingdom)
Joris Pinkse (Pennsylvania State University, United States)
James J. Choi (Yale University, United States)