Blar i BI Open på forfatter "Foroni, Claudia"

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    • Are low frequency macroeconomic variables important for high frequency electricity prices? 

      Foroni, Claudia; Ravazzolo, Francesco; Rossini, Luca (Peer reviewed; Journal article, 2023)
      Recent research finds that forecasting electricity prices is very relevant. In many applications, it might be interesting to predict daily electricity prices by using their own lags or renewable energy sources. However, ...

    • Density Forecasts with MIDAS Models 

      Aastveit, Knut Are; Foroni, Claudia; Ravazzolo, Francesco (CAMP Working Paper Series;3/2014, Working paper, 2014)
      In this paper we derive a general parametric bootstrapping approach to compute density forecasts for various types of mixed-data sampling (MIDAS) regressions. We consider both classical and unrestricted MIDAS regressions ...