Titlebook: Quantile Regression for Cross-Sectional and Time Series Data; Applications in Ener Jorge M. Uribe,Montserrat Guillen Book 2020 The Author(s

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A Case Study: Modeling Energy Markets by the Means of Quantile Regression,tion determinants and their potential impacts on demand and supply decisions, or the dynamics of prices that are featured by seasonality and other stylized facts that complicate traditional empirical modeling.

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Novel Approaches in Quantile Regression,nto the quantile regression framework. The second topics are an extension for time series quantile regressions of the traditional time series tool, the cross-correlogram. The third possible extension presents a random forest as an extension of traditional quantile regression.

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ed simply in terms of a single-particle (-hole) propagator. In the particular case of transition metal oxides, these measured excitation spectra cannot be understood fully using conventionally calculated band structures. These discrepancies may however be understood to arise from correlation effects

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Jorge M. Uribe,Montserrat Guillent defines the corresponding physical concepts of . and that of the ubiquitous . as average quantities linking actual particle ensembles with macroscopic, measurable quantities like the mass, charge, number and energy densities; bulk velocity; pressure and temperature. Particular attention is given t

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