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~isPartOf:"Energy economics"
~isPartOf:"Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir"
~subject:"Derivat"
~subject:"Electricity price"
~subject:"Estimation"
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Search: subject_exact:"Stochastic process"
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Derivat
Electricity price
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Stochastic process
83
Stochastischer Prozess
83
Theorie
33
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33
Volatility
30
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30
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19
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Müller, Gernot
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Schmeck, Maren Diane
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Abate, Arega Getaneh
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Ambrosius, Mirjam
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Andriosopoulos, Kostas
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Badunenko, Oleg
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Energy economics
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
International journal of theoretical and applied finance
65
Journal of econometrics
57
Working paper
29
Applied mathematical finance
28
Econometric reviews
28
Quantitative finance
28
Journal of banking & finance
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
European journal of operational research : EJOR
23
Applied economics
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Discussion paper / Tinbergen Institute
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Economic modelling
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Journal of economic dynamics & control
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of mathematical finance
18
CAMA working paper series
17
International journal of financial engineering
16
The journal of futures markets
16
Finance research letters
15
Review of derivatives research
15
Journal of applied econometrics
14
Research paper series / Swiss Finance Institute
14
Economics letters
13
Finance and stochastics
13
Journal of empirical finance
13
The journal of computational finance
13
Applied economics letters
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
International journal of forecasting
12
Journal of risk and financial management : JRFM
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
NBER working paper series
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Annals of finance
11
Computational economics
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Insurance / Mathematics & economics
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NBER Working Paper
11
Risks : open access journal
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SFB 649 discussion paper
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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