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subject:"Stochastic process"
subject:"Time series analysis"
~isPartOf:"CREATES research paper"
~isPartOf:"Energy economics"
~type_genre:"Article in journal"
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Stochastic process
Time series analysis
Theorie
947
Theory
947
Electric power industry
182
Elektrizitätswirtschaft
182
Greenhouse gas emissions
135
Treibhausgas-Emissionen
135
Electricity price
112
Strompreis
112
Emissions trading
83
Emissionshandel
83
Energiekonsum
77
Energy consumption
77
Energiemarkt
74
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74
Estimation
74
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74
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74
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74
Oil price
70
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70
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68
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68
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66
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66
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63
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63
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63
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63
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62
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62
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57
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57
Volatilität
57
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56
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55
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55
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54
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52
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52
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83
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101
Graue Literatur
101
Non-commercial literature
101
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101
Aufsatz in Zeitschrift
83
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83
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Weron, Rafał
4
Benth, Fred Espen
2
Cortazar, Gonzalo
2
He, Changli
2
Kang, Jian
2
Li, Y. P.
2
Narayan, Paresh Kumar
2
Teräsvirta, Timo
2
Virbickaitė, Audronė
2
Wang, Yudong
2
Wei, Yi-Ming
2
Weijde, Adriaan Hendrik van der
2
Wu, Chongfeng
2
Abate, Arega Getaneh
1
Aloui, Chaker
1
Ambrosius, Mirjam
1
An, Lian
1
Andriosopoulos, Kostas
1
Angus, Andrew
1
Arouri, Mohamed
1
Arčabić, Vladimir
1
Ausín, M. Concepción
1
Bagnai, Alberto
1
Balcilar, Mehmet
1
Baum, Christopher F.
1
Beltrami, Filippo
1
Bennedsen, Mikkel
1
Bertocchi, Marida
1
Blazsek, Szabolcs
1
Boffino, Luigi
1
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1
Bozoklu, Seref
1
Brennan, Feargal
1
Burlinson, Andrew
1
Canofari, Paolo
1
Carcel, Hector
1
Carlsson, Mattias
1
Carrión, Miguel
1
Chang, Chia-Lin
1
Che Mohd Imran Che Taib
1
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CREATES research paper
Energy economics
European journal of operational research : EJOR
479
Journal of econometrics
389
International journal of forecasting
326
Economics letters
306
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
261
Journal of forecasting
230
Econometric theory
214
Insurance / Mathematics & economics
171
Econometric reviews
163
Computers & operations research : and their applications to problems of world concern ; an international journal
152
International journal of production research
147
Economic modelling
145
Finance and stochastics
134
Journal of economic dynamics & control
131
International journal of theoretical and applied finance
123
Operations research
118
Applied economics
115
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
110
Computational economics
109
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
108
Operations research letters
104
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
103
Journal of applied econometrics
97
International journal of production economics
92
Risks : open access journal
87
Applied economics letters
83
Mathematical finance : an international journal of mathematics, statistics and financial theory
82
Mathematics of operations research
81
Quantitative finance
71
INFORMS journal on computing : JOC
68
Journal of empirical finance
66
Management science : journal of the Institute for Operations Research and the Management Sciences
66
Finance research letters
63
Journal of economic theory
59
The econometrics journal
59
Transportation research / E : an international journal
56
Macroeconomic dynamics
55
Oxford bulletin of economics and statistics
55
Computational Management Science : CMS
52
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ECONIS (ZBW)
83
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1
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10
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83
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1
The hard road to a soft landing : evidence from a (modestly) nonlinear structural model
Verbrugge, Randal
;
Zaman, Saeed
- In:
Energy economics
123
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014476462
Saved in:
2
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models
Nguyen, Hoang
;
Virbickaitė, Audronė
- In:
Energy economics
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014480067
Saved in:
3
A stochastic time-series model for solar irradiation
Larsson, Karl
;
Green, Rikard
;
Benth, Fred Espen
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437109
Saved in:
4
Stochastic ordering of systemic risk in commodity markets
Morelli, Giacomo
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437140
Saved in:
5
A memory in the bond : green bond and sectoral investment interdependence in a fractionally cointegrated VAR framework
Mishra, Tapas
;
Park, Donghyun
;
Parhi, Mamata
;
Uddin, …
- In:
Energy economics
121
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014438770
Saved in:
6
Risk aversion and flexibility options in electricity markets
Möbius, Thomas
;
Riepin, Iegor
;
Müsgens, Felix
; …
- In:
Energy economics
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014480964
Saved in:
7
Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014481089
Saved in:
8
Improving the forecasting accuracy of interval-valued carbon price from a novel multi-scale framework with outliers detection : an improved interval-valued time series analysis mod...
Wang, Piao
;
Tao, Zhifu
;
Liu, Jinpei
;
Chen, Huayou
- In:
Energy economics
118
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014247663
Saved in:
9
Score-driven threshold ice-age models : benchmark models for long-run climate forecasts
Blazsek, Szabolcs
;
Escribano, Álvaro
- In:
Energy economics
118
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014247850
Saved in:
10
Risk aversion in multilevel electricity market models with different congestion pricing regimes
Ambrosius, Mirjam
;
Egerer, Jonas
;
Grimm, Veronika
; …
- In:
Energy economics
105
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013201742
Saved in:
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