Projects funded by the NCN
Nowe Bayesowskie metody kombinowania modeli z uwzględnieniem niepewności modelu: Zastosowanie do cen wybranych surowców energetycznych
2018/28/T/HS4/00095
Keywords:
Descriptors:
- HS4_3: Econometrics, statistical methods
- HS4_6: Financial markets, international finance, public finance
- HS4_1: Macroeconomics (incl. economic balance, economic growth, business cycles in global economy, labour economics)
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Uniwersytet Warszawski, Wydział Nauk Ekonomicznych
woj. mazowieckie
Principal investigator (from the host institution):
Number of co-investigators in the project: 2
Call: ETIUDA 6 - announced on 2017-12-15
Amount awarded: 78 626 PLN
Project start date (Y-m-d): 2018-10-01
Project end date (Y-m-d): 2019-09-30
Project duration:: 12 months (the same as in the proposal)
Project status: Project settled
Project description
Download the project description in a pdf file
Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.
Information in the final report
- Publication in academic press/journals (2)
- Forecasting selected energy commodities prices with Bayesian dynamic finite mixturesAuthors:Krzysztof DrachalAcademic press:Energy Economics (rok: 2021, tom: 99, strony: 105283), Wydawca: ElsevierStatus:PublishedDOI:10.1016/j.eneco.2021.105283 - link to the publication
- dynmix": An R package for the estimation of dynamic finite mixturesAuthors:Krzysztof DrachalAcademic press:SoftwareX , Wydawca: ElsevierStatus:SubmittedDOI:brak - link to the publication