Accurate conditional volatility forecasting is essential for risk management, asset pricing, and portfolio optimization. Despite the widespread use of GARCH family models and the proliferation of deep learning architectures, a methodological gap persists: neural networks are rarely trained under criteria statistically...
Natalia Acevedo-Prins, Juan D. Velásquez· Journal of Risk and Financia...· 0 citations
Wind energy is central to energy transitions, but research on its economics remains fragmented across markets, policy, finance, lifecycle costs, and system integration. This review consolidates the field by applying co‐word analysis, Louvain clustering, and tech‐mining emergence metrics to 2448 publications from 2015...
Juan D. Velásquez, Lorena Cadavid, Carlos J. Franco· Journal of economic surveys...· 0 citations
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