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~isPartOf:"CREATES research paper"
~isPartOf:"Energy economics"
~isPartOf:"Research paper series / Swiss Finance Institute"
~isPartOf:"Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir"
~subject:"Economic convergence"
~subject:"Electricity price"
~subject:"Estimation"
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Search: subject_exact:"Stochastic process"
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Economic convergence
Electricity price
Estimation
Stochastic process
202
Stochastischer Prozess
202
Theorie
94
Theory
94
Volatility
81
Volatilität
81
Option pricing theory
47
Optionspreistheorie
47
Schätzung
31
Time series analysis
27
Zeitreihenanalyse
27
Electric power industry
20
Elektrizitätswirtschaft
20
Estimation theory
19
Schätztheorie
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Oil price
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Strompreis
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Ölpreis
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Börsenkurs
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Commodity derivative
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Rohstoffderivat
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Share price
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Stochastic volatility
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ARCH model
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ARCH-Modell
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Bayes-Statistik
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Derivat
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Derivative
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CAPM
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Mathematical programming
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Sornette, Didier
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Filimonov, Vladimir
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Müller, Gernot
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Schmeck, Maren Diane
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Veraart, Almut E. D.
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Abate, Arega Getaneh
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Ambrosius, Mirjam
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Andreasen, Martin Møller
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Andriosopoulos, Kostas
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Arouri, Mohamed
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Awaworyi Churchill, Sefa
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Badunenko, Oleg
1
Bai, Dingchuan
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Basse, Tobias
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Benth, Fred Espen
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Bertsch, Valentin
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Bolko, Anine E.
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Fallahi, Firouz
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Fusari, Nicola
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CREATES research paper
Energy economics
Research paper series / Swiss Finance Institute
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
Economic modelling
22
Applied economics
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Discussion paper / Tinbergen Institute
18
CAMA working paper series
17
Journal of banking & finance
17
Journal of applied econometrics
14
Journal of empirical finance
13
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
Applied economics letters
11
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
SFB 649 discussion paper
10
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
Discussion paper
8
Discussion paper series / IZA
8
Econometric Institute research papers
8
Journal of economic dynamics & control
8
Journal of financial econometrics
8
Journal of financial economics
8
Macroeconomic dynamics
8
Working paper / National Bureau of Economic Research, Inc.
8
Discussion papers of interdisciplinary research project 373
7
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ECONIS (ZBW)
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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
Toward carbon peaking and neutralization : The heterogeneous stochastic convergence of CO2 emissions and the role of digital inclusive finance
Xie, Qichang
;
Ma, Di
;
Raza, Muhammad Yousaf
;
Tang, Songlin
- In:
Energy economics
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484441
Saved in:
4
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
10
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
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