TY - GEN A1 - Kohrs, Hendrik A1 - Auer, Benjamin R. A1 - Schuhmacher, Frank T1 - Reducing complexity in multivariate electricity price forecasting T2 - International Journal of Energy Sector Management Y1 - 2022 U6 - https://doi.org/10.1108/IJESM-12-2020-0017 SN - 1750-6220 VL - 16 IS - 1 SP - 21 EP - 49 ER - TY - GEN A1 - Lamert, Kerstin A1 - Auer, Benjamin R. A1 - Wunderlich, Ralf T1 - Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion T2 - arXiv Y1 - 2023 U6 - https://doi.org/10.48550/arXiv.2311.15635 SP - 1 EP - 32 ER - TY - GEN A1 - Lamert, Kerstin A1 - Auer, Benjamin R. A1 - Wunderlich, Ralf T1 - Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion T2 - Mathematical Methods of Operations Research Y1 - 2025 U6 - https://doi.org/10.1007/s00186-025-00889-0 SN - 1432-2994 VL - 2025 PB - Springer Science and Business Media LLC ER -