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~isPartOf:"Energy economics"
~isPartOf:"Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir"
~subject:"Economic convergence"
~subject:"Electricity price"
~subject:"Estimation"
~subject:"Theory"
~subject:"Welt"
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Search: subject_exact:"Stochastic process"
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Economic convergence
Electricity price
Estimation
Theory
Welt
Stochastic process
83
Stochastischer Prozess
83
Theorie
33
Volatility
30
Volatilität
30
Electric power industry
19
Elektrizitätswirtschaft
19
Option pricing theory
19
Optionspreistheorie
19
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Ölpreis
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Commodity derivative
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Rohstoffderivat
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Strompreis
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Stochastic volatility
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ARCH-Modell
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Baum, Christopher F.
2
Benth, Fred Espen
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Cortazar, Gonzalo
2
Keles, Dogan
2
Li, Y. P.
2
Müller, Gernot
2
Schmeck, Maren Diane
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Virbickaitė, Audronė
2
Weijde, Adriaan Hendrik van der
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Zerilli, Paola
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1
Abrell, Jan
1
Ambrosius, Mirjam
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Andriosopoulos, Kostas
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Arouri, Mohamed
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Ausín, M. Concepción
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Awaworyi Churchill, Sefa
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Badunenko, Oleg
1
Bai, Dingchuan
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Bertocchi, Marida
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Bertsch, Valentin
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Boffino, Luigi
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Borovkova, Svetlana
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Che Mohd Imran Che Taib
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Energy economics
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
European journal of operational research : EJOR
460
Insurance / Mathematics & economics
157
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Journal of econometrics
138
Finance and stochastics
133
International journal of production research
127
International journal of theoretical and applied finance
125
Operations research
115
Operations research letters
103
Mathematical finance : an international journal of mathematics, statistics and financial theory
81
Discussion paper / Tinbergen Institute
80
Mathematics of operations research
80
Journal of economic dynamics & control
76
International journal of production economics
75
Econometric reviews
67
Risks : open access journal
65
INFORMS journal on computing : JOC
62
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
Quantitative finance
60
Economic modelling
57
Economics letters
57
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
55
Journal of economic theory
55
Computational Management Science : CMS
53
Mathematical methods of operations research
52
Transportation research / E : an international journal
52
Working paper
50
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Discussion papers of interdisciplinary research project 373
48
Computational economics
47
Econometric theory
44
Management science : journal of the Institute for Operations Research and the Management Sciences
43
SFB 649 discussion paper
42
Omega : the international journal of management science
41
NBER Working Paper
40
Working paper / National Bureau of Economic Research, Inc.
40
CREATES research paper
39
Journal of banking & finance
39
SpringerLink / Bücher
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ECONIS (ZBW)
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1
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models
Nguyen, Hoang
;
Virbickaitė, Audronė
- In:
Energy economics
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014480067
Saved in:
2
Stochastic ordering of systemic risk in commodity markets
Morelli, Giacomo
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437140
Saved in:
3
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:
4
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:
5
Risk aversion and flexibility options in electricity markets
Möbius, Thomas
;
Riepin, Iegor
;
Müsgens, Felix
; …
- In:
Energy economics
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014480964
Saved in:
6
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:
7
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:
8
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
Saved in:
9
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:
10
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:
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