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~isPartOf:"Applied economics letters"
~isPartOf:"Energy economics"
~isPartOf:"International journal of forecasting"
~isPartOf:"Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir"
~subject:"Electricity price"
~subject:"Estimation"
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Electricity price
Estimation
Stochastic process
148
Stochastischer Prozess
148
Theorie
70
Theory
70
Volatility
56
Volatilität
56
Schätzung
35
Time series analysis
34
Zeitreihenanalyse
34
Forecasting model
30
Prognoseverfahren
30
Option pricing theory
24
Optionspreistheorie
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Stochastic volatility
21
Electric power industry
19
Elektrizitätswirtschaft
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Oil price
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Ölpreis
17
ARCH model
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ARCH-Modell
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Bayes-Statistik
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Bayesian inference
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Commodity derivative
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Monte Carlo simulation
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Rohstoffderivat
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Strompreis
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Markov chain
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Markov-Kette
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Welt
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World
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Capital income
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Kapitaleinkommen
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48
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Chang, Tsangyao
2
Müller, Gernot
2
Schmeck, Maren Diane
2
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1
Amara, Jomana
1
Ambrosius, Mirjam
1
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1
Brümmer, Bernhard
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1
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1
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Applied economics letters
Energy economics
International journal of forecasting
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
Journal of econometrics
46
Econometric reviews
27
Working paper
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Applied economics
19
Economic modelling
19
Discussion paper / Tinbergen Institute
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
CAMA working paper series
17
Journal of banking & finance
17
Journal of applied econometrics
13
Journal of empirical finance
13
Economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
The journal of futures markets
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
European journal of operational research : EJOR
11
Econometrics : open access journal
10
Research paper series / Swiss Finance Institute
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CREATES research paper
9
Finance research letters
9
International journal of theoretical and applied finance
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of productivity analysis
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NBER Working Paper
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NBER working paper series
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Quantitative finance
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SFB 649 discussion paper
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Econometric Institute research papers
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Journal of economic dynamics & control
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Journal of financial econometrics
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Journal of financial economics
8
Working paper / National Bureau of Economic Research, Inc.
8
Discussion papers of interdisciplinary research project 373
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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1
Better to grow or better to improve? : measuring environmental efficiency in OECD countries with a stochastic environmental Kuznets frontier (SEKF)
Badunenko, Oleg
;
Galeotti, Marzio
;
Hunt, Lester C.
- In:
Energy economics
121
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014438777
Saved in:
2
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:
3
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan
;
Schröder, Maximilian
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
Saved in:
4
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:
5
Short-term risk management of electricity retailers under rising shares of decentralized solar generation
Russo, Marianna
;
Kraft, Emil
;
Bertsch, Valentin
;
Keles, …
- In:
Energy economics
109
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013283857
Saved in:
6
Stochastic convergence of per capita greenhouse gas emissions : new unit root tests with breaks and a factor structure
Payne, James E.
;
Lee, Junsoo
;
Islam, Md. Towhidul
; …
- In:
Energy economics
113
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013540483
Saved in:
7
The market price of risk for delivery periods : pricing swaps and options in electricity markets
Kemper, Annika
;
Schmeck, Maren Diane
;
Kh.Balci, Anna
- In:
Energy economics
113
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013540564
Saved in:
8
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
9
Electricity price modelling with stochastic volatility and jumps : an empirical investigation
Gudkov, Nikolay
;
Ignatieva, Ekaterina
- In:
Energy economics
98
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012873255
Saved in:
10
Self-exciting jumps in the oil market : bayesian estimation and dynamic hedging
Gonzato, Luca
;
Sgarra, Carlo
- In:
Energy economics
99
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012939406
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