//--> //--> //--> //-->
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:"Decisions in economics and finance : a journal of applied mathematics"
~isPartOf:"Energy economics"
~isPartOf:"Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir"
~subject:"Bayes-Statistik"
~subject:"Electricity price"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Bayes-Statistik
Electricity price
Stochastic process
100
Stochastischer Prozess
100
Volatility
39
Volatilität
39
Theorie
38
Theory
38
Option pricing theory
29
Optionspreistheorie
29
Electric power industry
20
Elektrizitätswirtschaft
20
Oil price
17
Strompreis
17
Ölpreis
17
Commodity derivative
16
Estimation
16
Rohstoffderivat
16
Schätzung
16
Stochastic volatility
14
Energiemarkt
11
Energy market
11
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Time series analysis
11
Zeitreihenanalyse
11
Greenhouse gas emissions
10
Treibhausgas-Emissionen
10
Welt
10
World
10
Markov chain
9
Markov-Kette
9
ARCH model
8
ARCH-Modell
8
Bayesian inference
8
Derivat
8
Derivative
8
Mathematical programming
8
Mathematische Optimierung
8
Economic convergence
7
more ...
less ...
Online availability
All
Undetermined
17
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Aufsatz im Buch
1
Book section
1
Language
All
English
22
Author
All
Hess, Markus
2
Schmeck, Maren Diane
2
Abate, Arega Getaneh
1
Ambrosius, Mirjam
1
Ausín, M. Concepción
1
Baum, Christopher F.
1
Benth, Fred Espen
1
Bertsch, Valentin
1
Borovkova, Svetlana
1
Cartea, Álvaro
1
Chan, Joshua
1
Chen, Liyuan
1
Egerer, Jonas
1
Galeano, Pedro
1
Gonzalez, Jhonny
1
Gonzato, Luca
1
González-Pedraz, Carlos
1
Grant, Angelia L.
1
Grimm, Veronika
1
Gruet, Pierre
1
Gudkov, Nikolay
1
Ignatieva, Ekaterina
1
Keles, Dogan
1
Kemper, Annika
1
Kh.Balci, Anna
1
Klüppelberg, Claudia
1
Kostrzewska, Jadwiga
1
Kostrzewski, Maciej
1
Kraft, Emil
1
Limosani, Michele
1
Liu, Qingfu
1
Mari, Carlo
1
Mari, Emiliano
1
Milasi, Monica
1
Moriarty, John
1
Müller, Gernot
1
Palczewski, Jan
1
Riccardi, Rossana
1
Rowińska, Paulina A.
1
Ruiz, Carlos
1
more ...
less ...
Published in...
All
Decisions in economics and finance : a journal of applied mathematics
Energy economics
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
Journal of econometrics
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
CAMA working paper series
15
European journal of operational research : EJOR
15
Econometric reviews
12
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Operations research
9
Working paper
9
CAMA Working Paper
8
Discussion paper / Tinbergen Institute
8
International journal of forecasting
8
Federal Reserve Bank of Cleveland working paper series
7
CREATES research paper
6
Computational economics
6
Documento de trabajo
6
Economic modelling
6
International journal of theoretical and applied finance
6
Journal of forecasting
6
Quantitative economics : QE ; journal of the Econometric Society
6
Discussion paper
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of risk and financial management : JRFM
5
SFB 649 discussion paper
5
Discussion papers / CEPR
4
Economics letters
4
Journal of banking & finance
4
Journal of economic dynamics & control
4
Journal of the American Statistical Association : JASA
4
Macroeconomic dynamics
4
Quaderni del Dipartimento
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The econometrics journal
4
Applied economics
3
Carlo Alberto notebooks
3
Central European journal of economic modelling and econometrics
3
GRIPS discussion papers
3
IMF working papers
3
Journal of applied econometrics
3
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Gaussian clustering and jump-diffusion models of electricity prices : a deep learning analysis
Mari, Carlo
;
Mari, Emiliano
- In:
Decisions in economics and finance : a journal of …
44
(
2021
)
2
,
pp. 1039-1062
Persistent link: https://www.econbiz.de/10012795108
Saved in:
5
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:
6
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
Saved in:
7
Contracts in electricity markets under EU ETS : a stochastic programming approach
Abate, Arega Getaneh
;
Riccardi, Rossana
;
Ruiz, Carlos
- In:
Energy economics
99
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012939437
Saved in:
8
Deregulated electricity market, a stochastic variational approach
Limosani, Michele
;
Milasi, Monica
;
Scopelliti, Domenico
- In:
Energy economics
103
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013363888
Saved in:
9
A multi-factor approach to modelling the impact of wind energy on electricity spot prices
Rowińska, Paulina A.
;
Veraart, Almut E. D.
;
Gruet, Pierre
- In:
Energy economics
104
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013364270
Saved in:
10
Pricing electricity forwards under future information on the stochastic mean-reversion level
Hess, Markus
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
2
,
pp. 751-767
Persistent link: https://www.econbiz.de/10012427666
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->