Wasserstein barycenter regression for estimating the joint dynamics of renewable and fossil fuel energy indices
From MaRDI portal
Publication:6088757
DOI10.1007/s10287-023-00436-4OpenAlexW4319229501MaRDI QIDQ6088757
Alessandro Spelta, Maria Elena De Giuli
Publication date: 14 December 2023
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10287-023-00436-4
Cites Work
- Unnamed Item
- Dynamic causality interplay from COVID-19 pandemic to oil price, stock market, and economic policy uncertainty: evidence from oil-importing and oil-exporting countries
- On the network topology of variance decompositions: measuring the connectedness of financial firms
- Barycenters in the Wasserstein Space
- Introduction to Automatic Differentiation and MATLAB Object-Oriented Programming
- Iterative Bregman Projections for Regularized Transportation Problems
- A Relationship Between Arbitrary Positive Matrices and Doubly Stochastic Matrices
This page was built for publication: Wasserstein barycenter regression for estimating the joint dynamics of renewable and fossil fuel energy indices