Path Forecast Evaluation

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Wind Energy: Forecasting Challenges for Its Operational Management (2013, unknown): “Such trajectories also are a convenient way to visualize the complex information conveyed by these multivariate probabilistic forecasts, as hinted by Jordà O. and Marcellino, M. (2010) among others.”
Discrimination ability of the Energy score (2013, background): “Other setups exist in econometrics and finance related prediction problems, as for the example of the simultaneous confidence regions of [19] among others.”
How Reliable Are Local Projection Estimators of Impulse Responses? (2011, unknown): “For closely related methodologies, also see Chang and Sakata (2007), Jordà and Kozicki (2007), and Jordà and Marcellino (2010).”