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Eransus, Francisco Javier | Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 2016The aim of this paper is to suggest a simple methodology to be used by renewable power generators to bid in Spanish markets in order to minimize the cost of their imbalances. As it is known, the optimal bid depends on the probability distributio[...]texto impreso
Eransus, Francisco Javier ; Novales Cinca, Alfonso | 2014-07We analyze the effect of parameter estimation error on the size of unconditional population level tests of predictive ability when they are implemented under a class of loss functions we refer to as ‘discrete functions’. The analysis is restrict[...]texto impreso
Eransus, Francisco Javier ; Novales Cinca, Alfonso | Facultad de CC Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 2014-07We propose a new approach to evaluating the usefulness of a set of forecasts, based on the use of a discrete loss function de…ned on the space of data and forecasts. Existing procedures for such an evaluation either do not allow for formal testi[...]
