The following pages link to Derek W. Bunn (Q322586):
Displayed 35 items.
- Risk induced resource dependency in capacity investments (Q322587) (← links)
- Dynamic capacity planning using strategic slack valuation (Q323107) (← links)
- Item:Q322586 (redirect page) (← links)
- Efficiency of the independence assumption in the combination of forecasts (Q802269) (← links)
- Agent-based analysis of technological diversification and specialization in electricity markets (Q877612) (← links)
- Development of a stochastic model for the economic dispatch of electric power (Q1082256) (← links)
- Industry simulation: System modelling with an object oriented/DEVS technology (Q1130063) (← links)
- Recursive estimation of the observation and process noise covariances in online Kalman filtering (Q1150564) (← links)
- On the use of Bayesian composite predictors in decision analysis (Q1152649) (← links)
- A model-switching criterion for a class of stochastic linear programs (Q1156698) (← links)
- Synthesis or selection of forecasting models (Q1158719) (← links)
- Item:Q322586 (redirect page) (← links)
- An empirical Bayes procedure for the credit granting decision (Q1165777) (← links)
- The suboptimality of composite forecasts derived from posterior probabilities (Q1259111) (← links)
- Non-traditional methods of forecasting (Q1268285) (← links)
- Review of guidelines for the use of combined forecasts (Q1579477) (← links)
- Evaluating individual market power in electricity markets via agent-based simulation (Q1812145) (← links)
- Optimal procurement of flexibility services within electricity distribution networks (Q2183308) (← links)
- Computational modelling of price formation in the electricity pool of england and wales (Q2271635) (← links)
- Dynamic Pricing of Peak Production (Q2797449) (← links)
- A Quantile Regression Approach to Generating Prediction Intervals (Q3116634) (← links)
- An integrative modelling approach for understanding competitive electricity markets (Q3157661) (← links)
- (Q3355077) (← links)
- Modeling the Impact of Market Interventions on the Strategic Evolution of Electricity Markets (Q3392236) (← links)
- (Q3685815) (← links)
- A Comparative Evaluation of the Outperformance and Minimum Variance Procedures for the Linear Synthesis of Forecasts (Q3851484) (← links)
- (Q3853375) (← links)
- Two Methodologies for the Linear Combination of Forecasts (Q3902364) (← links)
- A Bayesian Approach to the Linear Combination of Forecasts (Q4061822) (← links)
- A Simplification of the Matrix Beta Distribution for Combining Estimators (Q4164192) (← links)
- Combining forecast quantiles using quantile regression: Investigating the derived weights, estimator bias and imposing constraints (Q4266288) (← links)
- The Forecasting Performance of a Finite Mixture Regime‐Switching Model for Daily Electricity Prices (Q4687515) (← links)
- Higher moments in the fundamental specification of electricity forward prices (Q5051979) (← links)
- Pricing electricity day-ahead cap futures with multifactor skew-t densities (Q5079374) (← links)
- Bayesian estimation of electricity price risk with a multi-factor mixture of densities (Q5092665) (← links)