2022-11-292021-08-12https://hdl.handle.net/10784/31969They use simulation exercises to check the predictive performance of single parametric models, and forecasts produced by linear combinations of predictive distributions to document several novel findings within this paradigm that highlight the important interplay between the true data generating process, the assumed predictive model and the scoring rule''.engopenAccessOptimal probabilistic forecast: when do they work?info:eu-repo/semantics/otherinfo:eu-repo/semantics/openAccessAcceso abierto2022-11-29Martin, Gael M.Loaiza Maya, RubénManeesoonthorn, WorapreeT.Frazier, DavidRamírez Hassan, Andrésreponame: Repositorio Institucional Universidad EAFITinstname: Universidad EAFIT