Probabilistic mid-and long-term electricity price forecasting F Ziel, R Steinert Renewable and Sustainable Energy Reviews 94, 251-266, 2018 | 167 | 2018 |
Efficient modeling and forecasting of electricity spot prices F Ziel, R Steinert, S Husmann Energy Economics 47, 98-111, 2015 | 166 | 2015 |
Electricity price forecasting using sale and purchase curves: The X-Model F Ziel, R Steinert Energy Economics 59, 435-454, 2016 | 131 | 2016 |
Forecasting day ahead electricity spot prices: The impact of the EXAA to other European electricity markets F Ziel, R Steinert, S Husmann Energy Economics 51, 430-444, 2015 | 81 | 2015 |
Short-to mid-term day-ahead electricity price forecasting using futures R Steinert, F Ziel The Energy Journal 40 (1), 105-128, 2019 | 34 | 2019 |
Estimation of the spatial weighting matrix for spatiotemporal data under the presence of structural breaks P Otto, R Steinert Journal of Computational and Graphical Statistics 32 (2), 696-711, 2023 | 18 | 2023 |
Company classification using machine learning S Husmann, A Shivarova, R Steinert Expert Systems with Applications 195, 116598, 2022 | 9 | 2022 |
Sparsity and stability for minimum-variance portfolios S Husmann, A Shivarova, R Steinert Risk Management 24 (3), 214-235, 2022 | 4 | 2022 |
Linking microblogging sentiments to stock price movement: An application of GPT-4 R Steinert, S Altmann arXiv preprint arXiv:2308.16771, 2023 | 2 | 2023 |
Cross-validated covariance estimators for high-dimensional minimum-variance portfolios S Husmann, A Shivarova, R Steinert Financial Markets and Portfolio Management, 1-44, 2021 | | 2021 |
Linking microblogging sentiments to stock price movement: An application of GPT-4 By admin No Comments R Steinert, S Altmann | | |
Angewandte Portfoliotheorie S Husmann, J Schwär, R Steinert | | |