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Full-Text Articles in Business
Does Volatility In Government Borrowing Leads To Higher Inflation? Evidence From Pakistan, Safdar Khan
Does Volatility In Government Borrowing Leads To Higher Inflation? Evidence From Pakistan, Safdar Khan
Safdar Khan
No abstract provided.
An Analysis Of Pakistan’S Vulnerability To Crisis, Safdar Khan
An Analysis Of Pakistan’S Vulnerability To Crisis, Safdar Khan
Safdar Khan
No abstract provided.
A Note On Sustained Economic Growth For Pakistan, Safdar Khan
A Note On Sustained Economic Growth For Pakistan, Safdar Khan
Safdar Khan
No abstract provided.
Estimating Output Gap For Pakistan Economy: Structural And Statistical Approaches, Safdar Khan
Estimating Output Gap For Pakistan Economy: Structural And Statistical Approaches, Safdar Khan
Safdar Khan
No abstract provided.
Bayesian Density Forecasting Of Intraday Electricity Prices Using Multivariate Skew T Distributions, Anastasios Panagiotelis, Michael Smith
Bayesian Density Forecasting Of Intraday Electricity Prices Using Multivariate Skew T Distributions, Anastasios Panagiotelis, Michael Smith
Michael Stanley Smith
Electricity spot prices exhibit strong time series properties, including substantial periodicity, both inter-day and intraday serial correlation, heavy tails and skewness. In this paper we capture these characteristics using a first order vector autoregressive model with exogenous effects and a skew t distributed disturbance. The vector is longitudinal, in that it comprises observations on the spot price at intervals during a day. A band two inverse scale matrix is employed for the disturbance, as well as a sparse autoregressive coefficient matrix. This corresponds to a parsimonious dependency structure that directly relates an observation to the two immediately prior, and the …