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~isPartOf:"Energy economics"
~isPartOf:"Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir"
~isPartOf:"The journal of energy markets"
~subject:"Electricity price"
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Search: subject_exact:"Stochastic process"
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Electricity price
Stochastic process
89
Stochastischer Prozess
89
Theorie
36
Theory
36
Volatility
30
Volatilität
30
Electric power industry
20
Elektrizitätswirtschaft
20
Option pricing theory
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Optionspreistheorie
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Oil price
17
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Commodity derivative
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Schmeck, Maren Diane
2
Abate, Arega Getaneh
1
Ambrosius, Mirjam
1
Benth, Fred Espen
1
Bertsch, Valentin
1
Borovkova, Svetlana
1
Cartea, Álvaro
1
Egerer, Jonas
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Giordano, Luca M.
1
Gonzalez, Jhonny
1
González-Pedraz, Carlos
1
Grimm, Veronika
1
Gruet, Pierre
1
Gudkov, Nikolay
1
Hess, Markus
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
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Scopelliti, Domenico
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Smith, Michael Stanley
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1
Vos, Linda
1
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Energy economics
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
The journal of energy markets
International journal of theoretical and applied finance
5
Operations research
4
European journal of operational research : EJOR
3
OR spectrum : quantitative approaches in management
3
CREATES research paper
2
Decisions in economics and finance : a journal of applied mathematics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
CEFS working paper series / Center for Entrepreneurial and Financial Studies (CEFS), TUM Business School, Technische Universität München
1
Computational Management Science : CMS
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Economic modelling
1
Emergent results of artificial economics : [... in its 7th year, the Conference Series in Artificial Economics ...]
1
HEMF working paper
1
IFA-Schriftenreihe
1
International Journal of Energy Economics and Policy : IJEEP
1
International journal of bonds and derivatives
1
Journal of economic interaction and coordination : JEIC
1
Mathematical methods of operations research
1
Mathematics Preprint Archive
1
Mathematics and financial economics
1
NHH Dept. of Business and Management Science Discussion Paper
1
Networks and spatial economics : a journal of infrastructure modeling and computation
1
Operational research : an international journal
1
Operations research letters
1
Praca naukowa
1
Production and operations management : an international journal of the Production and Operations Management Society
1
Produktion und Energie
1
Quantitative finance
1
Review of derivatives research
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The engineering economist : a journal devoted to the problems of capital investment ; a joint publication of the Engineering Economy Division of the American Society for Engineering Education and American Institute of Industrial Engineers
1
The journal of computational finance
1
Working paper / EWI Energiewirtschaftliches Institut an der Universität zu Köln
1
Working papers / The University of Sydney, School of Economics and Political Science, Discipline of Econometrics and Business Statistics, Faculty of Economics and Business
1
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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ECONIS (ZBW)
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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
A fractional Brownian-Hawkes model for the Italian electricity spot market : estimation and forecasting
Giordano, Luca M.
;
Morale, Daniela
- In:
The journal of energy markets
14
(
2021
)
3
,
pp. 65-109
Persistent link: https://www.econbiz.de/10012805344
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
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:
7
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:
8
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:
9
Probabilistic electricity price forecasting with Bayesian stochastic volatility models
Kostrzewski, Maciej
;
Kostrzewska, Jadwiga
- In:
Energy economics
80
(
2019
),
pp. 610-620
Persistent link: https://www.econbiz.de/10012173697
Saved in:
10
Electricity price modeling with stochastic time change
Borovkova, Svetlana
;
Schmeck, Maren Diane
- In:
Energy economics
63
(
2017
),
pp. 51-65
Persistent link: https://www.econbiz.de/10011757844
Saved in:
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