GitHub - QuantLet/EMQA: This the repository of the course Energy Markets Quantitative Analysis, Bucharest University of Economic Studies

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Name		Name	Last commit message	Last commit date
Latest commit History 108 Commits
EMQA_ACF_PACF_identification		EMQA_ACF_PACF_identification
EMQA_AR1_simulation		EMQA_AR1_simulation
EMQA_ARMA_comparison		EMQA_ARMA_comparison
EMQA_acf_comparison		EMQA_acf_comparison
EMQA_acf_pacf		EMQA_acf_pacf
EMQA_acf_reading		EMQA_acf_reading
EMQA_actual_vs_predicted		EMQA_actual_vs_predicted
EMQA_arima_diagnostics		EMQA_arima_diagnostics
EMQA_arima_electricity		EMQA_arima_electricity
EMQA_arima_forecast		EMQA_arima_forecast
EMQA_arima_intro		EMQA_arima_intro
EMQA_arima_oil		EMQA_arima_oil
EMQA_case_momentum		EMQA_case_momentum
EMQA_case_perf		EMQA_case_perf
EMQA_collar_strategy		EMQA_collar_strategy
EMQA_commodities_comparison		EMQA_commodities_comparison
EMQA_crack_spread		EMQA_crack_spread
EMQA_cross_market_analysis		EMQA_cross_market_analysis
EMQA_decomposition		EMQA_decomposition
EMQA_delta_hedging		EMQA_delta_hedging
EMQA_elec_intraday		EMQA_elec_intraday
EMQA_elec_overview		EMQA_elec_overview
EMQA_elec_seasonality		EMQA_elec_seasonality
EMQA_elec_stats		EMQA_elec_stats
EMQA_elec_weekly		EMQA_elec_weekly
EMQA_electricity_analysis		EMQA_electricity_analysis
EMQA_electricity_spikes		EMQA_electricity_spikes
EMQA_energy_overview		EMQA_energy_overview
EMQA_feature_importance		EMQA_feature_importance
EMQA_forecast_horizon		EMQA_forecast_horizon
EMQA_forward_curve		EMQA_forward_curve
EMQA_garch_electricity		EMQA_garch_electricity
EMQA_garch_estimation		EMQA_garch_estimation
EMQA_garch_oil		EMQA_garch_oil
EMQA_gas_seasonality		EMQA_gas_seasonality
EMQA_hedge_compare		EMQA_hedge_compare
EMQA_hedge_ratio		EMQA_hedge_ratio
EMQA_holt_winters		EMQA_holt_winters
EMQA_learning_curves		EMQA_learning_curves
EMQA_load_patterns		EMQA_load_patterns
EMQA_mean_reversion		EMQA_mean_reversion
EMQA_ml_compare		EMQA_ml_compare
EMQA_ml_features		EMQA_ml_features
EMQA_ml_forecast		EMQA_ml_forecast
EMQA_ml_monitor		EMQA_ml_monitor
EMQA_ml_rf		EMQA_ml_rf
EMQA_model_comparison		EMQA_model_comparison
EMQA_model_selection		EMQA_model_selection
EMQA_moving_averages		EMQA_moving_averages
EMQA_moving_avg		EMQA_moving_avg
EMQA_news_impact		EMQA_news_impact
EMQA_oil_acf		EMQA_oil_acf
EMQA_oil_acf_pacf		EMQA_oil_acf_pacf
EMQA_oil_analysis		EMQA_oil_analysis
EMQA_oil_overview		EMQA_oil_overview
EMQA_oil_prices		EMQA_oil_prices
EMQA_oil_returns		EMQA_oil_returns
EMQA_oil_stats		EMQA_oil_stats
EMQA_option_payoff		EMQA_option_payoff
EMQA_pairs_trading		EMQA_pairs_trading
EMQA_portfolio		EMQA_portfolio
EMQA_renewables		EMQA_renewables
EMQA_returns_distribution		EMQA_returns_distribution
EMQA_ro_demand		EMQA_ro_demand
EMQA_ro_wind_solar		EMQA_ro_wind_solar
EMQA_rolling_recalibration		EMQA_rolling_recalibration
EMQA_romania_balance		EMQA_romania_balance
EMQA_romania_mix		EMQA_romania_mix
EMQA_romania_monthly		EMQA_romania_monthly
EMQA_romania_pie		EMQA_romania_pie
EMQA_romania_renew		EMQA_romania_renew
EMQA_romania_stats		EMQA_romania_stats
EMQA_romania_trade		EMQA_romania_trade
EMQA_romania_vres		EMQA_romania_vres
EMQA_seasonal_index		EMQA_seasonal_index
EMQA_seasonal_pattern		EMQA_seasonal_pattern
EMQA_seasonality		EMQA_seasonality
EMQA_simulations		EMQA_simulations
EMQA_spark_spread		EMQA_spark_spread
EMQA_spread_trading		EMQA_spread_trading
EMQA_stationarity		EMQA_stationarity
EMQA_stationarity_comparison		EMQA_stationarity_comparison
EMQA_stationarity_intro		EMQA_stationarity_intro
EMQA_stl_decomposition		EMQA_stl_decomposition
EMQA_time_series_intro		EMQA_time_series_intro
EMQA_train_test_split		EMQA_train_test_split
EMQA_tscv		EMQA_tscv
EMQA_var_calculation		EMQA_var_calculation
EMQA_vol_clustering		EMQA_vol_clustering
EMQA_vol_dynamics		EMQA_vol_dynamics
EMQA_volatility_clustering		EMQA_volatility_clustering
EnergyDerivatives		EnergyDerivatives
RollingHedge		RollingHedge