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~isPartOf:"OR spectrum : quantitative approaches in management"
~subject:"Mathematical programming"
~subject:"Monte Carlo simulation"
~subject:"Schätzung"
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Search: subject_exact:"Stochastic process"
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Mathematical programming
Monte Carlo simulation
Schätzung
Stochastic process
132
Stochastischer Prozess
132
Theorie
66
Theory
66
Volatility
31
Volatilität
31
Mathematische Optimierung
30
Electric power industry
22
Elektrizitätswirtschaft
22
Option pricing theory
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Optionspreistheorie
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Electricity price
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Oil price
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Strompreis
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Commodity derivative
15
Rohstoffderivat
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Stochastic programming
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Markov chain
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Markov-Kette
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Stochastic volatility
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Energiemarkt
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Monte-Carlo-Simulation
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Welt
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Alem, Douglas
2
Baum, Christopher F.
2
Ignatieva, Ekaterina
2
Keles, Dogan
2
Li, Y. P.
2
Ulmer, Marlin Wolf
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Zerilli, Paola
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1
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1
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Energy economics
OR spectrum : quantitative approaches in management
European journal of operational research : EJOR
301
Computers & operations research : and their applications to problems of world concern ; an international journal
103
Operations research
86
Mathematics of operations research
74
Operations research letters
69
International journal of production research
63
Journal of econometrics
59
INFORMS journal on computing : JOC
54
International journal of production economics
43
Computational Management Science : CMS
40
Transportation research / E : an international journal
37
Econometric reviews
36
Discussion paper / Tinbergen Institute
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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Omega : the international journal of management science
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INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Quantitative finance
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Working paper
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Annals of operations research
29
Computational economics
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International journal of theoretical and applied finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
26
Economic modelling
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Insurance / Mathematics & economics
22
Applied economics
21
Mathematical methods of operations research
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
IMA journal of management mathematics
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Journal of economic dynamics & control
20
Journal of the Operational Research Society
20
Computational management science
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Finance and stochastics
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Journal of banking & finance
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Journal of empirical finance
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The journal of computational finance
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CAMA working paper series
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Les cahiers du GERAD
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1
Balancing resources for dynamic vehicle routing with stochastic customer requests
Soeffker, Ninja
;
Ulmer, Marlin Wolf
;
Mattfeld, Dirk C.
- In:
OR spectrum : quantitative approaches in management
46
(
2024
)
2
,
pp. 331-373
Persistent link: https://www.econbiz.de/10014566057
Saved in:
2
Consistent routing for local same-day delivery via micro-hubs
Ackva, Charlotte
;
Ulmer, Marlin Wolf
- In:
OR spectrum : quantitative approaches in management
46
(
2024
)
2
,
pp. 375-409
Persistent link: https://www.econbiz.de/10014566061
Saved in:
3
Dispatch strategies for large-scale heat pump based district heating under high renewable share and risk-aversion : a multistage stochastic optimization approach
Siddique, Muhammad Bilal
;
Keles, Dogan
;
Scheller, Fabian
; …
- In:
Energy economics
136
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015046871
Saved in:
4
Practicable robust stochastic optimization under divergence measures with an application to equitable humanitarian response planning
Caunhye, Aakil M.
;
Alem, Douglas
- In:
OR spectrum : quantitative approaches in management
45
(
2023
)
3
,
pp. 759-806
Persistent link: https://www.econbiz.de/10014328547
Saved in:
5
A branch-and-Benders-cut algorithm for a bi-objective stochastic facility location problem
Parragh, Sophie N.
;
Tricoire, Fabien
;
Gutjahr, Walter J.
- In:
OR spectrum : quantitative approaches in management
44
(
2022
)
2
,
pp. 419-459
Persistent link: https://www.econbiz.de/10013277567
Saved in:
6
Sentiment and energy price volatility : a nonlinear high frequency analysis
Jawadi, Fredj
;
Bourghelle, David
;
Rozin, Philippe
; …
- In:
Energy economics
133
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015048288
Saved in:
7
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:
8
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:
9
Statistical arbitrage : factor investing approach
Akyildirim, Erdinc
;
Goncu, Ahmet
;
Hekimoglu, Alper
; …
- In:
OR spectrum : quantitative approaches in management
45
(
2023
)
4
,
pp. 1295-1331
Persistent link: https://www.econbiz.de/10014519079
Saved in:
10
Evaluation of photovoltaic storage systems on energy markets under uncertainty using stochastic dynamic programming
Keles, Dogan
;
Dehler-Holland, Joris
- In:
Energy economics
106
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013202117
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