Forecasting natural gas prices with spatio-temporal copula-based time series models

DOI10.1007/978-3-031-40209-8_15MaRDI QIDQ6609962

Antonia Arsova, Sven Pappert

Publication date: 24 September 2024

zbMATH Keywords

copuladependence modelingprobabilistic forecastingdeep neural networkenergy forecasting

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)

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