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subject:"Elektrizitätswirtschaft"
~isPartOf:"Applied mathematical finance"
~subject:"Electricity policy"
~subject:"USA"
~type_genre:"Article in journal"
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Elektrizitätswirtschaft
Electricity policy
USA
Electricity price
10
Strompreis
10
Electric power industry
6
Energiemarkt
3
Energy market
3
Option pricing theory
3
Optionspreistheorie
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Theorie
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Theory
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Volatility
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Volatilität
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Derivat
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Derivative
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Großbritannien
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Demand-side management
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Electricity
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Electricity intraday prices
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Elektrizität
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Energiepreis
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Forecast
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Gas industry
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Gaswirtschaft
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Hawkes processes
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Jacobi processes
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Article in journal
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Geman, Hélyette
2
Cartea, Álvaro
1
Deschatre, Thomas
1
Figueroa, Marcelo G.
1
Frikha, Noufel
1
Gruet, Pierre
1
Kourouvakalis, Stelios
1
Lemaire, Vincent
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Schnürch, Simon
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Wagner, Andreas
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Ware, Tony
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Applied mathematical finance
Energy economics
328
The energy journal
104
The electricity journal
85
International Journal of Energy Economics and Policy : IJEEP
63
Journal of regulatory economics
43
Energy policy
35
Economics of energy & environmental policy
24
European journal of operational research : EJOR
21
Cambridge working papers in economics
19
EPRG working paper
18
International journal of forecasting
16
International journal of energy sector management : IJESM
14
Resource and energy economics
12
Zeitschrift für Energiewirtschaft : ZfE
12
The journal of energy markets
11
Economics and policy of energy and the environment
10
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
10
Applied economics
9
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Utilities policy : governance, performance, analysis
8
Economics letters
7
Energy reports
7
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
7
International journal of energy sector management
7
International journal of industrial organization
7
Economic analysis and policy : EAP ; journal of the Economic Society of Australia
6
European economic review : EER
6
International journal of production economics
6
Operations research
6
Transportation research / E : an international journal
6
Computational Management Science : CMS
5
Energy strategy reviews
5
Networks and spatial economics : a journal of infrastructure modeling and computation
5
OR spectrum : quantitative approaches in management
5
Computers & operations research : and their applications to problems of world concern ; an international journal
4
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
4
Economic modelling
4
Energiewirtschaftliche Tagesfragen : et ; Zeitschrift für Energiewirtschaft, Recht, Technik und Umwelt
4
Environmental and resource economics
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ECONIS (ZBW)
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1
Electricity intraday price modelling with marked Hawkes processes
Deschatre, Thomas
;
Gruet, Pierre
- In:
Applied mathematical finance
29
(
2022
)
4
,
pp. 227-260
Persistent link: https://www.econbiz.de/10014291942
Saved in:
2
Electricity price forecasting with neural networks on EPEX order books
Schnürch, Simon
;
Wagner, Andreas
- In:
Applied mathematical finance
27
(
2020
)
3
,
pp. 189-206
Persistent link: https://www.econbiz.de/10012315166
Saved in:
3
Polynomial processes for power prices
Ware, Tony
- In:
Applied mathematical finance
26
(
2019
)
5
,
pp. 453-474
Persistent link: https://www.econbiz.de/10012210415
Saved in:
4
Joint modelling of gas and electricity spot prices
Frikha, Noufel
;
Lemaire, Vincent
- In:
Applied mathematical finance
20
(
2013
)
1/2
,
pp. 69-93
Persistent link: https://www.econbiz.de/10009737178
Saved in:
5
Modelling electricity prices with forward looking capacity constraints
Cartea, Álvaro
;
Figueroa, Marcelo G.
;
Geman, Hélyette
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 103-122
Persistent link: https://www.econbiz.de/10003847150
Saved in:
6
A lattice-based method for pricing electricity derivatives under the threshold model
Geman, Hélyette
;
Kourouvakalis, Stelios
- In:
Applied mathematical finance
15
(
2008
)
5/6
,
pp. 531-567
Persistent link: https://www.econbiz.de/10003815257
Saved in:
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