← All authors Oliver Grothe Karlsruhe Institute of Technology (from arXiv:2304.09336, 2023) · ORCID · OpenAlex
26 papers in scope · 25 published · 2 on the econ.EM arXiv · 385 citations · h-index 11 (over the papers listed here)
Related authors The 19 authors closest to this one in our weighted citation graph, most related first.
Florian Ziel Florens Odendahl Fabian Krüger Fabian Kächele Rafał Weron Fotios Petropoulos Feng Li Simon Hirsch Alisa Yusupova Paul Ghelasi Christopher Kath Souhaib Ben Taieb Mira Watermeyer Thomas Möbius Felix Müsgens Bartosz Uniejewski Malte Knüppel Gael M. Martin David T. Frazier Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (2 of 26)
A comparison of latent space modeling techniques in a plain-vanilla autoencoder setting
published 2025 · Machine Learning · 1 citations
On the assessment of the ability of measurements, nowcasts, and forecasts to track changes
published 2024 · BMC Medical Research Methodology · 2 citations
with Jonas Rieger, B. J. Liu, Bernd Saugel
Decomposition and graphical correspondence analysis of checkerboard copulas
published 2024 · Dependence Modeling · 1 citations
with Jonas Rieger
Enhancing energy system models using better load forecasts
published 2023 · Energy Systems · 2 citations
working paper 2023 · arXiv · 1 citations
published 2023 · Energy Economics · 37 citations · first circulated 2022
A multivariate extension of the Lorenz curve based on copulas and a related multivariate Gini coefficient
published 2022 · The Journal of Economic Inequality · 6 citations
Analyzing Europe’s Biggest Offshore Wind Farms: A Data Set with 40 Years of Hourly Wind Speeds and Electricity Production
published 2022 · Energies · 29 citations
Smooth bootstrapping of copula functionals
published 2022 · Electronic Journal of Statistics · 2 citations · first circulated 2021
with Maximilian Coblenz, Klaus Herrmann, Marius Hofert
The Gibbs sampler with particle efficient importance sampling for state-space models*
published 2018 · Econometric Reviews · first circulated 2016
On the length of copula level curves
published 2018 · Journal of Multivariate Analysis · 4 citations
with Maximilian Coblenz, Manuela Schreyer, Wolfgang Trutschnig
Dynamic Forecast Combination under Consideration of a Error Forecast Model for Prediction of Wind Energy
published 2015 · Energy Security, Technology and Sustainability Challenges Across the Globe,38th IAEE International Conference,May 25-27, 2015
no link
Liquidity and credit premia in the yields of highly-rated sovereign bonds
published 2015 · Journal of Empirical Finance · 11 citations
with Jacob Ejsing, Magdalena Grothe
Construction and sampling of Archimedean and nested Archimedean Lévy copulas
published 2014 · Journal of Multivariate Analysis · 19 citations
with Marius Hofert
Modeling multivariate extreme events using self-exciting point processes
published 2014 · Journal of Econometrics · 39 citations · first circulated 2012
Models for short-term forecasting of spike occurrences in Australian electricity markets: a comparative study
published 2014 · The Journal of Energy Markets · 4 citations
Measuring association and dependence between random vectors
published 2013 · Journal of Multivariate Analysis · 34 citations · first circulated 2011
with Julius Schnieders, Johan Segers, Friedrich Schmid
A higher order correlation unscented Kalman filter
published 2013 · Applied Mathematics and Computation · 11 citations
Vine constructions of Lévy copulas
published 2013 · Journal of Multivariate Analysis · 15 citations · first circulated 2012
with Stephan Nicklas
The influence of spatial effects on wind power revenues under direct marketing rules
published 2013 · Energy Policy · 38 citations · first circulated 2012
Jump tail dependence in Lévy copula models
published 2012 · Extremes · 7 citations
Ranking ranks: a ranking algorithm for bootstrapping from the empirical copula
published 2012 · Computational Statistics · 1 citations
with Thomas Blumentritt
Estimating correlation and covariance matrices by weighting of market similarity
published 2011 · Quantitative Finance · 21 citations · first circulated 2010
with Michael C. Münnix, Rudi Schäfer, Michael C. M unnix, Rudi Sch afer
Spatial dependence in wind and optimal wind power allocation: A copula-based analysis
published 2011 · Energy Policy · 84 citations
with Julius Schnieders
Kendall's 𝒲 Reconsidered
published 2011 · Communications in Statistics - Simulation and Computation · 8 citations
with Friedrich Schmid
Scaling of Lévy–Student processes
published 2009 · Physica A Statistical Mechanics and its Applications · 8 citations
with Rafael Schmidt
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