Media type: E-Article Title: Proper scoring rules for evaluating density forecasts with asymmetric loss functions Contributor: Iacopini, Matteo [Author]; Ravazzolo, Francesco [Author]; Rossini, Luca [Author] Published: 2023 Published in: Journal of business & economic statistics ; 41(2023), 2, Seite 482-496 Language: English DOI: 10.1080/07350015.2022.2035229 Identifier: Keywords: Asymmetric continuous probabilistic score ; Asymmetric loss ; Density forecast ; Predictive distribution ; Probabilistic forecast ; Proper score ; Weighted score ; Aufsatz in Zeitschrift Origination: Footnote: Access State: Open Access