Marco R. Barassi

University of Birmingham

Birmingham B15 2TT, Birmingham B15 2TT

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

204

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Combination Forecasting of Energy Demand in the UK

Number of pages: 38 Posted: 30 Jan 2017
Marco R. Barassi and Yuqian Zhao
University of Birmingham and University of Essex
Downloads 131 (258,098)
Citation 1

Abstract:

Loading...

Demand for Energy; Forecasting; Model Averaging

2.

Change-Point Detection in the Covariance Structure of Multivariate Volatility Models

Number of pages: 27 Posted: 24 Oct 2017
Marco R. Barassi, Lajos Horváth and Yuqian Zhao
University of Birmingham, University of Utah and University of Essex
Downloads 45 (475,933)

Abstract:

Loading...

Change-point detection, Conditional Correlations, Multivariate models

3.

Fractional Integration v Structural Change: Testing the Convergence of CO2 Emissions

Number of pages: 52 Posted: 30 Jan 2017
Marco R. Barassi, Nicola Spagnolo and Yuqian Zhao
University of Birmingham, Brunel University London - Economics and Finance and University of Essex
Downloads 28 (558,981)

Abstract:

Loading...

Fractional Integration, Local Whittle Estimation, Structural Change