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Chao Wang

The University of Sydney

SCHOLARLY PAPERS

4

DOWNLOADS

409

TOTAL CITATIONS

0

Scholarly Papers (4)

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1.

Machine Learning and Deep Learning Forecasts of Electricity Imbalance Prices

Downloads 255 (303,770)

Machine Learning and Deep Learning Forecasts of Electricity Imbalance Prices

Number of pages: 24 Posted: 20 Jun 2023
Sinan Deng, John Nkwoma Inekwe, Vladimir Smirnov, Andrew Wait and Chao Wang
The University of Sydney, Macquarie University, The University of Sydney - School of Economics, University of Sydney and The University of Sydney
Downloads 148 (512,207)

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forecasting, electricity, balance settlement prices, Long Short-Term Memory, machine learning

Machine Learning and Deep Learning Forecasts of Electricity Imbalance Prices

Number of pages: 25 Posted: 21 Aug 2023
Andrew Wait, Sinan Deng, John Nkwoma Inekwe, Vladimir Smirnov and Chao Wang
University of Sydney, The University of Sydney, Macquarie University, The University of Sydney - School of Economics and The University of Sydney
Downloads 107 (658,807)

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Forecasting, electricity, balance settlement prices, Long Short-Term Memory, Machine learning

2.

Graph Signal Processing for Global Stock Market Realized Volatility Forecasting

Number of pages: 41 Posted: 07 Oct 2025
Zhengyang Chi, Junbin Gao and Chao Wang
affiliation not provided to SSRN, The University of Sydney and The University of Sydney
Downloads 62 (951,658)

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Volatility spillover, realized volatility, graph signal processing, spectral analysis.

3.

Tail Risk Forecasting Using Bayesian Realized Egarch Models

Number of pages: 27 Posted: 14 Oct 2022
Vica Tendenan, Richard H. Gerlach and Chao Wang
The University of Sydney, University of Sydney and The University of Sydney
Downloads 49 (1,086,013)

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volatility forecasting, Realized EGARCH, realized measures, Markov chain Monte Carlo, Value at Risk, Expected Shortfall

4.

Combining a Large Pool of Forecasts of Value-at-Risk and Expected Shortfall

Number of pages: 34 Posted: 03 Sep 2025 Last Revised: 14 May 2026
James W. Taylor and Chao Wang
University of Oxford - Said Business School and The University of Sydney
Downloads 43 (1,183,237)

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Value-at-Risk, Expected Shortfall, Forecast Combining