//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~isPartOf:"Energy economics"
~subject:"ARCH model"
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Stochastic process"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Time series analysis
Stochastic process
53
Stochastischer Prozess
53
Theorie
20
Theory
20
Volatility
20
Volatilität
20
Electric power industry
16
Elektrizitätswirtschaft
16
Electricity price
11
Option pricing theory
11
Optionspreistheorie
11
Stochastic volatility
11
Strompreis
11
Estimation
9
Oil price
9
Schätzung
9
Ölpreis
9
Welt
8
World
8
ARCH-Modell
7
Commodity derivative
7
Economic convergence
7
Energiemarkt
7
Energy market
7
Greenhouse gas emissions
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Rohstoffderivat
7
Treibhausgas-Emissionen
7
Wirtschaftliche Konvergenz
7
Bayes-Statistik
6
Bayesian inference
6
Markov chain
6
Markov-Kette
6
Mathematical programming
6
Mathematische Optimierung
6
National income
5
Nationaleinkommen
5
Risiko
5
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Baum, Christopher F.
3
Zerilli, Paola
3
Chen, Liyuan
2
Abrell, Jan
1
Ausín, M. Concepción
1
Benth, Fred Espen
1
Boubaker, Sabri
1
Chan, Joshua
1
Cho, Hoon
1
Chun, Dohyun
1
Fernández González, Paula
1
Galeano, Pedro
1
Grant, Angelia L.
1
Ignatieva, Ekaterina
1
Kim, Jihun
1
Kostrzewska, Jadwiga
1
Kostrzewski, Maciej
1
Landajo, Manuel
1
Manh Tien Bui
1
Neumann, Anne
1
Park, Donghyun
1
Presno, María José
1
Schrader, Simon Elias
1
Thai-Ha Le
1
Virbickaitė, Audronė
1
Wong, Patrick
1
Zaklan, Aleksandar
1
more ...
less ...
Published in...
All
Energy economics
Journal of econometrics
50
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Econometric reviews
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Quantitative finance
16
Computational economics
14
Economics letters
14
International journal of forecasting
12
Economic modelling
9
Journal of financial econometrics
9
Econometric theory
8
Journal of banking & finance
8
Journal of economic dynamics & control
8
Applied economics letters
7
Finance research letters
7
Journal of empirical finance
7
Journal of forecasting
7
Journal of time series econometrics
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
European journal of operational research : EJOR
6
The North American journal of economics and finance : a journal of financial economics studies
6
Research in international business and finance
5
SpringerLink / Bücher
5
Applied economics
4
International journal of theoretical and applied finance
4
International review of financial analysis
4
ASTIN bulletin : the journal of the International Actuarial Association
3
Discussion papers / CEPR
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Insurance / Mathematics & economics
3
International journal of financial engineering
3
International review of economics & finance : IREF
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of quantitative economics
3
Macroeconomic dynamics
3
Research paper series / Swiss Finance Institute
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Annals of finance
2
Annals of financial economics
2
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the volatility of WTI crude oil prices : a time-varying approach with stochastic volatility
Thai-Ha Le
;
Boubaker, Sabri
;
Manh Tien Bui
;
Park, Donghyun
- In:
Energy economics
117
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014436424
Saved in:
2
A stochastic study of carbon emission reduction from electrification and interconnecting cable utilization : the Norway and Germany case
Schrader, Simon Elias
;
Benth, Fred Espen
- In:
Energy economics
114
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013477471
Saved in:
3
Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Energy economics
108
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013203083
Saved in:
4
Stochastic volatility, jumps and leverage in energy and stock markets : evidence from high frequency data
Baum, Christopher F.
;
Zerilli, Paola
;
Chen, Liyuan
- In:
Energy economics
93
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012643307
Saved in:
5
Copula stochastic volatility in oil returns : approximate Bayesian computation with volatility prediction
Virbickaitė, Audronė
;
Ausín, M. Concepción
; …
- In:
Energy economics
92
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012519661
Saved in:
6
Probabilistic electricity price forecasting with Bayesian stochastic volatility models
Kostrzewski, Maciej
;
Kostrzewska, Jadwiga
- In:
Energy economics
80
(
2019
),
pp. 610-620
Persistent link: https://www.econbiz.de/10012173697
Saved in:
7
Leverage effects and stochastic volatility in spot oil returns : a Bayesian approach with VaR and CVaR applications
Chen, Liyuan
;
Zerilli, Paola
;
Baum, Christopher F.
- In:
Energy economics
79
(
2019
),
pp. 111-129
Persistent link: https://www.econbiz.de/10012172264
Saved in:
8
Crude oil price shocks and hedging performance : a comparison of volatility models
Chun, Dohyun
;
Cho, Hoon
;
Kim, Jihun
- In:
Energy economics
81
(
2019
),
pp. 1132-1147
Persistent link: https://www.econbiz.de/10012173083
Saved in:
9
Stochastic convergence in per capita CO2 emissions : an approach from nonlinear stationarity analysis
Presno, María José
;
Landajo, Manuel
;
Fernández …
- In:
Energy economics
70
(
2018
),
pp. 563-581
Persistent link: https://www.econbiz.de/10011942889
Saved in:
10
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility
Baum, Christopher F.
;
Zerilli, Paola
- In:
Energy economics
53
(
2016
),
pp. 175-181
Persistent link: https://www.econbiz.de/10011660506
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->