Published October 2, 2023 | Version Version 2.0
Software Open

Code for "Additive Covariance Matrix Models: Modelling Regional Electricity Net-Demand in Great Britain"

  • 1. Department of Economics and Business, University of Udine
  • 2. School of Mathematics, University of Bristol

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Work package leader:

  • 1. Department of Economics and Statistics, University of Udine
  • 2. School of Mathematics, University of Bristol

Description

Reproducibility code to accompany the pre-print of "Additive Covariance Matrix Models: Modelling Regional Electricity Net-Demand in Great Britain" by Vincenzo Gioia, Matteo Fasiolo, Jethro Browell and Ruggero Bellio available on arXiv. 

Files

Reproducibility_code.zip

Files (124.3 MB)

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