//--> //--> //--> //-->
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
~isPartOf:"Applied economics letters"
~isPartOf:"Energy economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir"
~subject:"Electricity price"
~subject:"Estimation"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Electricity price
Estimation
Stochastic process
184
Stochastischer Prozess
184
Volatility
88
Volatilität
88
Theorie
80
Theory
80
Schätzung
45
Time series analysis
38
Zeitreihenanalyse
38
Option pricing theory
36
Optionspreistheorie
36
Capital income
23
Kapitaleinkommen
23
ARCH model
22
ARCH-Modell
22
Börsenkurs
21
Share price
21
Electric power industry
19
Elektrizitätswirtschaft
19
Estimation theory
19
Schätztheorie
19
Commodity derivative
18
Monte Carlo simulation
18
Monte-Carlo-Simulation
18
Rohstoffderivat
18
Oil price
17
Stochastic volatility
17
Ölpreis
17
Forecasting model
16
Prognoseverfahren
16
Markov chain
15
Markov-Kette
15
Strompreis
15
Bayes-Statistik
13
Bayesian inference
13
Risiko
12
Risk
12
Welt
12
more ...
less ...
Online availability
All
Undetermined
37
Type of publication
All
Article
58
Type of publication (narrower categories)
All
Article in journal
56
Aufsatz in Zeitschrift
56
Aufsatz im Buch
2
Book section
2
Language
All
English
58
Author
All
Müller, Gernot
3
Chang, Tsangyao
2
Grassi, Stefano
2
Lucas, André
2
Schmeck, Maren Diane
2
Abate, Arega Getaneh
1
Agosto, Arianna
1
Alitab, Dario
1
Amara, Jomana
1
Ambrosius, Mirjam
1
Andriosopoulos, Kostas
1
Arbia, Giuseppe
1
Arouri, Mohamed
1
Badunenko, Oleg
1
Baum, Christopher F.
1
Bekierman, Jeremias
1
Benth, Fred Espen
1
Bertsch, Valentin
1
Bormetti, Giacomo
1
Borovkova, Svetlana
1
Boubaker, Sabri
1
Brümmer, Bernhard
1
Buccheri, Giuseppe
1
Cartea, Álvaro
1
Caudill, Steven B.
1
Cavaliere, Giuseppe
1
Chan, Chia-ying
1
Chang, Hsu-Ling
1
Chiarella, Carl
1
Cho, Hoon
1
Chu, Hsiao-ping
1
Chun, Dohyun
1
Corsi, Fulvio
1
Costantini, Mauro
1
Czado, Claudia
1
Daníelsson, Jón
1
Durand, Robert B.
1
Egerer, Jonas
1
Erdemlioglu, Deniz
1
Galeotti, Marzio
1
more ...
less ...
Published in...
All
Applied economics letters
Energy economics
Journal of empirical finance
Journal of financial econometrics
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
Journal of econometrics
46
Econometric reviews
28
Working paper
27
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
14
Economics letters
12
International journal of forecasting
12
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
10
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
9
Journal of productivity analysis
9
NBER Working Paper
9
NBER working paper series
9
Quantitative finance
9
SFB 649 discussion paper
9
Discussion paper
8
Discussion paper series / IZA
8
Econometric Institute research papers
8
Journal of economic dynamics & control
8
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
7
more ...
less ...
Source
All
ECONIS (ZBW)
58
Showing
1
-
10
of
58
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
2
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:
3
News arrival, time-varying jump intensity, and realized volatility : conditional testing approach
Erdemlioglu, Deniz
;
Yang, Xiye
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1519-1556
Persistent link: https://www.econbiz.de/10014444697
Saved in:
4
Time-transformed test for bubbles under non-stationary volatility
Kurozumi, Eiji
;
Skrobotov, Anton
;
Tsarev, Alexey
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1282-1307
Persistent link: https://www.econbiz.de/10014391459
Saved in:
5
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:
6
An application of damped diffusion for modeling volatility dynamics
Hung, Mao-Wei
;
Ko, Yi-Chen
;
Wang, Jr-Yan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 779-809
Persistent link: https://www.econbiz.de/10014314820
Saved in:
7
Do interest rate differentials drive the volatility of exchange rates? : evidence from an extended stochastic volatility model
Ulm, Maren
;
Hambuckers, Julien
- In:
Journal of empirical finance
65
(
2022
),
pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
Saved in:
8
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:
9
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:
10
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:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->