Items where Saïd Business School Author is "Taylor, James"

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Article

Taylor, James (2017) Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution. Journal of Business and Economic Statistics. pp. 1-13.
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Jeon, Jooyoung and Taylor, James (2016) Short-term density forecasting of wave energy using ARMA-GARCH models and kernel density estimation. International Journal of Forecasting, 32 (3). pp. 991-1004. Link to full text available through this repository.
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Taylor, James and Arora, Siddharth (2016) Forecasting electricity smart meter data using conditional kernel density estimation. Omega, 59 (Part A). pp. 47-59. Link to full text available through this repository.
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Taylor, James (2016) Probabilistic Forecasting of Wind Power Ramp Events using Autoregressive Logit Models. European Journal of Operational Research, 259. pp. 703-712. Full text availability may be restricted.
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Taylor, James and Yu, Keming (2016) Using Autoregressive Logit Models to Forecast the Exceedance Probability for Financial Risk Management. Journal of the Royal Statistical Society, Series A. Link to full text available through this repository.
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Taylor, James and Jeon, Jooyoung (2015) Forecasting wind power quantiles using conditional kernel estimation. Renewable Energy, 80. pp. 370-379. Link to full text available through this repository.
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Taylor, James and Roberts, Matthew B (2015) Forecasting Frequency-Corrected Electricity Demand to Support Frequency Control. IEEE Transactions on Power Systems, 31 (3). pp. 1925-1932. Link to full text available through this repository.
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Weron, Rafal and Taylor, James (2013) Discussion on 'Electrical load forecasting by exponential smoothing with covariates'. Applied Stochastic Models in Business and Industry, 29 (6). pp. 648-651. Link to full text available through this repository.
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Arora, Siddharth and Taylor, James (2013) Short-term Forecasting of Anomalous Load Using Rule-based Triple Seasonal Methods. IEEE Transactions on Power Systems, 28 (3). pp. 3235-3242. Link to full text available through this repository.
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Jeon, Jooyoung and Taylor, James (2013) Using Implied Volatility with CAViaR Models for Value at Risk Estimation. Journal of Forecasting, 32 (1). pp. 62-74. Link to full text available through this repository.
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Taylor, James and Snyder, Ralph (2012) Forecasting Intraday Data with Multiple Seasonal Cycles Using Parsimonious Seasonal Exponential Smoothing. Omega, 40 (6). pp. 748-757. Link to full text available through this repository.
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Taylor, James (2012) Density Forecasting of Intraday Call Center Arrivals Using Models Based on Exponential Smoothing. Management Science, 58 (3). pp. 534-549. Link to full text available through this repository.
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Taylor, James (2012) Short-Term Load Forecasting with Exponentially Weighted Methods. IEEE Transactions on Power Systems, 27 (1). pp. 458-464. Link to full text available through this repository.
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Jeon, Jooyoung and Taylor, James (2012) Using Conditional Kernel Density Estimation for Wind Power Forecasting. Journal of the American Statistical Association, 107 (497). pp. 66-79. Link to full text available through this repository.
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Taylor, James (2011) Multi-item Sales Forecasting with Total and Split Exponential Smoothing. Journal of the Operational Research Society, 62 (3). pp. 555-563. Link to full text available through this repository.
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Taylor, James (2010) Exponentially Weighted Methods for Forecasting Intraday Time Series with Multiple Seasonal Cycles. International Journal of Forecasting, 26 (4). pp. 627-646. Link to full text available through this repository.
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Taylor, James (2010) Reply to the discussion of: Exponentially weighted methods for forecasting intraday time series with multiple seasonal cycles. International Journal of Forecasting, 26 (4). pp. 658-660. Link to full text available through this repository.
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Taylor, James (2010) Triple Seasonal Methods for Short-term Load Forecasting. European Journal of Operational Research, 204 (1). pp. 139-152. Link to full text available through this repository.
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Hippert, Henrique and Taylor, James (2010) An Evaluation of Bayesian Techniques for Controlling Model Complexity in a Neural Network for Short-term Load Forecasting. Neural Networks, 23 (3). pp. 386-395. Link to full text available through this repository.
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Taylor, James, McSharry, Patrick and Buizza, Roberto (2009) Wind Power Density Forecasting Using Wind Ensemble Predictions and Time Series Models. IEEE Transactions on Energy Conversion, 24 (3). pp. 775-782. Link to full text available through this repository.
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Little, Max, McSharry, Patrick and Taylor, James (2009) Generalised Linear Models for Site-Specific Density Forecasting of UK Daily Rainfall. Monthly Weather Review, 137 (3). pp. 1029-1045. Link to full text available through this repository.
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Taylor, James and Espasa, Antoni (2008) Energy Forecasting. International Journal of Forecasting, 24 (4). pp. 561-565. Link to full text available through this repository.
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Taylor, James (2008) An Evaluation of Methods for Very Short Term Electricity Demand Forecasting Using Minute-by-Minute British Data. International Journal of Forecasting, 24 (4). pp. 645-658. Link to full text available through this repository.
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Taylor, James (2008) Exponentially Weighted Information Criteria for Selecting Among Forecasting Models. International Journal of Forecasting, 24 (3). pp. 513-524. Link to full text available through this repository.
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Taylor, James (2008) Using Exponentially Weighted Quantile Regression to Estimate Value at Risk and Expected Shortfall. Journal of Financial Econometrics, 6 (3). pp. 382-406. Link to full text available through this repository.
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Taylor, James (2008) Estimating Value at Risk and Expected Shortfall Using Expectiles. Journal of Financial Econometrics, 6 (2). pp. 231-252. Link to full text available through this repository.
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Taylor, James (2008) A Comparison of Time Series Methods for Forecasting Intraday Arrivals at a Call Center. Management Science, 54 (2). pp. 253-265. Link to full text available through this repository.
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Taylor, James and McSharry, Patrick (2007) Short-term Load Forecasting Methods: An Evaluation Based on European Data. IEEE Transactions on Power Systems, 22 (4). pp. 2213-2219. Link to full text available through this repository.
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Taylor, James (2007) Forecasting Supermarket Sales Using Exponentially Weighted Quantile Regression. European Journal of Operational Research, 178 (1). pp. 154-167. Link to full text available through this repository.
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Taylor, James (2006) Comments on Gardner E.S.Jr. Exponential Smoothing: State of the Art – Part II. International Journal of Forecasting, 22 (4). pp. 671-672. Link to full text available through this repository.
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Taylor, James (2006) Density Forecasting for the Efficient Balancing of the Generation and Consumption of Electricity. International Journal of Forecasting, 22 (4). pp. 707-724. Link to full text available through this repository.
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Taylor, James, de Menezes, Lilian and McSharry, Patrick (2006) A Comparison of Univariate Methods for Forecasting Electricity Demand Up to a Day Ahead. International Journal of Forecasting, 22 (1). pp. 1-16. Link to full text available through this repository.
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Taylor, James and Buizza, Roberto (2006) Density Forecasting for Weather Derivative Pricing. International Journal of Forecasting, 22 (1). pp. 29-42. Link to full text available through this repository.
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Taylor, James (2005) Generating Volatility Forecasts from Value at Risk Estimates. Management Science, 51 (5). pp. 712-725. Link to full text available through this repository.
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Taylor, James (2004) Exponential Smoothing with a Damped Multiplicative Trend. International Journal of Forecasting, 19 (4). pp. 715-725. Link to full text available through this repository.
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Taylor, James (2004) Smooth Transition Exponential Smoothing. Journal of Forecasting, 23 (6). pp. 385-404. Link to full text available through this repository.
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Taylor, James and Buizza, Roberto (2004) Comparing Temperature Density Forecasts from GARCH and Atmospheric Models. Journal of Forecasting, 23 (5). pp. 337-355. Link to full text available through this repository.
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Taylor, James (2004) Volatility Forecasting with Smooth Transition Exponential Smoothing. International Journal of Forecasting, 20 (2). pp. 273-286. Link to full text available through this repository.
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Taylor, James (2003) Short-Term Electricity Demand Forecasting Using Double Seasonal Exponential Smoothing. Journal of the Operational Research Society, 54 (8). pp. 799-805. Link to full text available through this repository.
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Taylor, James and Buizza, Roberto (2003) Using Weather Ensemble Predictions in Electricity Demand Forecasting. International Journal of Forecasting, 19 (1). pp. 57-70. Link to full text available through this repository.
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Taylor, James and Buizza, Roberto (2002) Neural Network Load Forecasting with Weather Ensemble Predictions. IEEE Transactions on Power Systems, 17 (3). pp. 626-632. Link to full text available through this repository.
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Bunn, Derek and Taylor, James (2001) The Application of Quality Initiatives for Improving Short-term Judgemental Sales Forecasting. International Journal of Forecasting, 17 (2). pp. 159-169. Link to full text available through this repository.
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Taylor, James (2000) A Quantile Regression Neural Network Approach to Estimating the Conditional Density of Multiperiod Returns. Journal of Forecasting, 19 (4). pp. 299-311. Link to full text available through this repository.
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de Menezes, Lilian, Bunn, Derek and Taylor, James (2000) Review of Practical Guidelines for Combining Forecasts. European Journal of Operational Research, 120 (1). pp. 190-204. Link to full text available through this repository.
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Taylor, James and Majithia, Shanti (2000) Using Combined Forecasts with Changing Weights for Electricity Demand Profiling. Journal of the Operational Research Society, 51 (1). pp. 72-82. Link to full text available through this repository.
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Taylor, James and Bunn, Derek (1999) Investigating Improvements in the Accuracy of Prediction Intervals for Combinations of Forecasts: A Simulation Study. International Journal of Forecasting, 15 (3). pp. 325-339. Link to full text available through this repository.
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Taylor, James (1999) Evaluating Volatility and Interval Forecasts. Journal of Forecasting, 18 (2). pp. 111-128. Link to full text available through this repository.
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Taylor, James and Bunn, Derek (1999) A Quantile Regression Approach to Generating Prediction Intervals. Management Science, 45 (2). pp. 225-237. Link to full text available through this repository.
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Taylor, James (1999) A Quantile Regression Approach to Estimating the Distribution of Multiperiod Returns. The Journal of Derivatives, 7 (1). pp. 64-78. Link to full text available through this repository.
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Taylor, James and Bunn, Derek (1998) Combining Forecast Quantiles Using Quantile Regression: Investigating the Derived Weights, Estimator Bias and Imposing Constraints. Journal of Applied Statistics, 25 (2). pp. 193-206. Link to full text available through this repository.
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Book Section

Taylor, James and McSharry, Patrick (2017) Short-term Load Forecasting Using Univariate Methods. In: Advances in Electric Power and Energy: Forecasting in Electric Power Systems. Wiley. ISBN 9781118171349 Link to full text available through this repository.
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Taylor, James and McSharry, Patrick (2012) Univariate Methods for Short-Term Load Forecasting. In: El-Hawary, Mo, (ed.) Advances in Electric Power and Energy; Power Systems Engineering, Power Engineering Series of IEEE Press. Wiley. Full text not available from this repository.
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Taylor, James (2004) Forecasting Weather Variable Densities for Weather Derivatives and Energy Prices. In: Bunn, Derek, (ed.) Modelling Prices in Competitive Electricity Markets. John Wiley & Sons. ISBN 978-0470848609 Full text not available from this repository.
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This list was generated on Tue Sep 19 07:45:37 2017 WEST.