From 4894ffcf218706d325362c0bd76168b8a076cd3b Mon Sep 17 00:00:00 2001 From: Jonathan Berrisch Date: Fri, 27 Jun 2025 16:13:15 +0200 Subject: [PATCH] Rm voldep conclusions slide --- index.html | 23 ----------------------- index.qmd | 32 -------------------------------- 2 files changed, 55 deletions(-) diff --git a/index.html b/index.html index bca7dfc..d04644c 100644 --- a/index.html +++ b/index.html @@ -28390,29 +28390,6 @@ Coal - -
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Conclusion

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Accounting for heteroscedasticity or stabilizing the variance via log transformation is crucial for good performance in terms of ES

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  • Price dynamics emerged way before the Russian invasion into Ukraine
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  • Linear dependence between the series reacted only right after the invasion
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  • Improvements in forecasting performance is mainly attributed to: -
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    • the tails
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    • the dependence structure between the marginals
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Berrisch, J., Pappert, S., Ziel, F., & Arsova, A. (2023). Modeling volatility and dependence of European carbon and energy prices. Finance Research Letters, 52, 103503.

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diff --git a/index.qmd b/index.qmd index 06a2747..efdcbbf 100644 --- a/index.qmd +++ b/index.qmd @@ -3763,38 +3763,6 @@ plot_quant_data %>% ggplot(aes(x = date, y = value)) + :::: -## Conclusion - -:::: {.columns} - -::: {.column width="48%"} - -Accounting for heteroscedasticity or stabilizing the variance via log transformation is crucial for good performance in terms of ES - -- Price dynamics emerged way before the Russian invasion into Ukraine -- Linear dependence between the series reacted only right after the invasion -- Improvements in forecasting performance is mainly attributed to: - - the tails - - the dependence structure between the marginals - -::: - -::: {.column width="4%"} - -::: - -::: {.column width="48%"} - -
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- - Berrisch, J., Pappert, S., Ziel, F., & Arsova, A. [-@berrisch2023modeling]. Modeling volatility and dependence of European carbon and energy prices. Finance Research Letters, 52, 103503. - -::: - -:::: - # Final Remarks {visibility="uncounted"} ## Contributions {#sec-contributions}