Copula-based Forecasting

Copula-Based Forecasting is a probabilistic forecasting method that uses copula functions to model the dependence structure among variables separately from their marginal distributions, enabling flexible and accurate joint predictive density estimation.

184

Publications

8.2K

Citations

545

Authors

313

Institutions

Publications per year

2017–2026

121

Authors

545

  1. YW
    Yuankun Wang

    Nanjing University, China

    4 publications · 96 citations

    4

    h-index

  2. HM
    Hamid Moradkhani

    University of Alabama, United States

    3 publications · 465 citations

    3

    h-index

  3. RJ
    Ricardo J. Bessa

    INESC TEC, Portugal

    3 publications · 201 citations

    3

    h-index

  4. JM
    Joakim Munkhammar

    Uppsala University, Sweden

    3 publications · 54 citations

    3

    h-index

  5. JW
    Jichun Wu

    Nanjing University, China

    4 publications · 95 citations

    3

    h-index

1–5 of 545

Venues

  1. Journal of Hydrology

    10 publications · 734 citations

    10

    h-index

  2. SSRN Electronic Journal

    Repository · 6 publications · 143 citations

    6

    h-index

  3. Energy

    5 publications · 492 citations

    5

    h-index

  4. Economic Modelling

    4 publications · 116 citations

    4

    h-index

  5. IEEE Transactions on Power Systems

    4 publications · 734 citations

    4

    h-index

1–5