Fabian Krüger

About Fabian Krüger

Fabian Krüger, With an exceptional h-index of 11 and a recent h-index of 10 (since 2020), a distinguished researcher at Karlsruher Institut für Technologie, specializes in the field of Time Series Econometrics, Forecasting, Macroeconomics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Quantifying subjective uncertainty in survey expectations

Direction Augmentation in the Evaluation of Armed Conflict Predictions

Learning to forecast: The probabilistic time series forecasting challenge

Predicting the global minimum variance portfolio

From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting

Prediction intervals for economic fixed-event forecasts

Forecast uncertainty, disagreement, and the linear pool

Score-based calibration testing for multivariate forecast distributions

Fabian Krüger Information

University

Position

___

Citations(all)

834

Citations(since 2020)

703

Cited By

366

hIndex(all)

11

hIndex(since 2020)

10

i10Index(all)

14

i10Index(since 2020)

13

Email

University Profile Page

Google Scholar

Fabian Krüger Skills & Research Interests

Time Series Econometrics

Forecasting

Macroeconomics

Top articles of Fabian Krüger

Title

Journal

Author(s)

Publication Date

Quantifying subjective uncertainty in survey expectations

International Journal of Forecasting

Fabian Krüger

Lora Pavlova

2023/7/9

Direction Augmentation in the Evaluation of Armed Conflict Predictions

International Interactions

Johannes Bracher

Lotta Rüter

Fabian Krüger

Sebastian Lerch

Melanie Schienle

2023/11/2

Learning to forecast: The probabilistic time series forecasting challenge

The American Statistician

Johannes Bracher

Nils Koster

Fabian Krüger

Sebastian Lerch

2024/1/2

Predicting the global minimum variance portfolio

Journal of Business & Economic Statistics

Laura Reh

Fabian Krüger

Roman Liesenfeld

2023/4/3

From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting

Energy Economics

Oliver Grothe

Fabian Kächele

Fabian Krüger

2023/4/1

Prediction intervals for economic fixed-event forecasts

arXiv preprint arXiv:2210.13562

Fabian Krüger

Hendrik Plett

2022/10/24

Forecast uncertainty, disagreement, and the linear pool

Journal of Applied Econometrics

Malte Knüppel

Fabian Krüger

2022/1

Score-based calibration testing for multivariate forecast distributions

arXiv preprint arXiv:2211.16362

Malte Knüppel

Fabian Krüger

Marc-Oliver Pohle

2022/11/29

Generic conditions for forecast dominance

Journal of Business & Economic Statistics

Fabian Krüger

Johanna F Ziegel

2021/10/2

Predictive inference based on Markov chain Monte Carlo output

International Statistical Review

Fabian Krüger

Sebastian Lerch

Thordis Thorarinsdottir

Tilmann Gneiting

2021/8

Robust forecast evaluation of expected shortfall

Journal of Financial Econometrics

Johanna F Ziegel

Fabian Krüger

Alexander Jordan

Fernando Fasciati

2020/1/1

See List of Professors in Fabian Krüger University(Karlsruher Institut für Technologie)

Co-Authors

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