Dr. Sven Pappert

• Lebedev, A., Das, A., Pappert, S. und Schlüter, S. (2026)
  Analyzing uncertainty quantification in statistical and deep learning models for probabilistic electricity price forecasting.
  IEEE Access, vol. 14, pp., 52162-52189.
• Berrisch, J., Pappert, S., Ziel, F., Arsova, A. (2023)
  Modeling volatility and dependence of European carbon and energy prices.
  Finance Research Letters, vol. 52, 103503.
• Pappert, S., Arsova, A. (2022)
  Forecasting Natural Gas Prices with Spatio-Temporal Copula-Based Time Series Models.
  International Conference on Time Series and Forecasting (pp. 221-236). Cham: Springer Nature Switzerland.

Pre-Prints:

• Pappert, S., Joe, H. (2026)
  Based Time Series for Non-Gaussian and Non-Markovian Stationary Processes.
  https://arxiv.org/abs/2604.01500
• Pappert, S. (2025)
  The Field Equations of Penalized non-Parametric Regression.
  https://arxiv.org/abs/2503.14763
• Pappert, S. (2024)
  Moving Aggregate Modified Autoregressive Copula-Based Time Series Models (MAGMAR-Copulas). (to appear in the Journal of Time Series Analysis)
  https://arxiv.org/abs/2402.01491