//--> //--> //--> //-->
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:"Energy economics"
~isPartOf:"Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir"
~subject:"Economic convergence"
~subject:"Electricity price"
~subject:"Estimation"
~subject:"Welt"
~subject:"Zeitreihenanalyse"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Economic convergence
Electricity price
Estimation
Welt
Zeitreihenanalyse
Stochastic process
83
Stochastischer Prozess
83
Theorie
33
Theory
33
Volatility
30
Volatilität
30
Electric power industry
19
Elektrizitätswirtschaft
19
Option pricing theory
19
Optionspreistheorie
19
Oil price
17
Ölpreis
17
Commodity derivative
15
Rohstoffderivat
15
Strompreis
15
Schätzung
14
Stochastic volatility
12
Energiemarkt
10
Energy market
10
Greenhouse gas emissions
10
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Time series analysis
10
Treibhausgas-Emissionen
10
World
10
Markov chain
9
Markov-Kette
9
ARCH model
8
ARCH-Modell
8
Bayes-Statistik
8
Bayesian inference
8
Derivat
8
Derivative
8
Mathematical programming
8
Mathematische Optimierung
8
more ...
less ...
Online availability
All
Undetermined
27
Type of publication
All
Article
40
Type of publication (narrower categories)
All
Article in journal
38
Aufsatz in Zeitschrift
38
Aufsatz im Buch
2
Book section
2
Language
All
English
40
Author
All
Benth, Fred Espen
3
Ignatieva, Ekaterina
2
Müller, Gernot
2
Schmeck, Maren Diane
2
Abate, Arega Getaneh
1
Abrell, Jan
1
Ambrosius, Mirjam
1
Andriosopoulos, Kostas
1
Arouri, Mohamed
1
Awaworyi Churchill, Sefa
1
Badunenko, Oleg
1
Bai, Dingchuan
1
Baum, Christopher F.
1
Bertsch, Valentin
1
Borovkova, Svetlana
1
Boubaker, Sabri
1
Cartea, Álvaro
1
Che Mohd Imran Che Taib
1
Chiarella, Carl
1
Cho, Hoon
1
Chun, Dohyun
1
Czado, Claudia
1
DiLellio, James A.
1
Dyer, James S.
1
Egerer, Jonas
1
Fallahi, Firouz
1
Fernández González, Paula
1
Galeotti, Marzio
1
García Mirantes, Andrés
1
Gonzalez, Jhonny
1
Gonzato, Luca
1
González-Pedraz, Carlos
1
Grimm, Veronika
1
Gruet, Pierre
1
Gudkov, Nikolay
1
Hahn, Warren J.
1
Hess, Markus
1
Hunt, Lester C.
1
Inekwe, John Nkwoma
1
Islam, Md. Towhidul
1
more ...
less ...
Published in...
All
Energy economics
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
Journal of econometrics
97
Discussion paper / Tinbergen Institute
53
Econometric reviews
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Working paper
36
Economic modelling
28
Economics letters
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
CAMA working paper series
24
Econometric theory
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Applied economics
22
Journal of banking & finance
22
European journal of operational research : EJOR
21
Journal of empirical finance
20
Working paper / Department of Econometrics and Business Statistics, Monash University
20
International journal of forecasting
19
Applied economics letters
18
CREATES research paper
18
Quantitative finance
18
Journal of applied econometrics
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
Econometrics : open access journal
16
International journal of theoretical and applied finance
16
SFB 649 discussion paper
16
Computational economics
14
Cowles Foundation discussion paper
14
Journal of risk and financial management : JRFM
14
Research paper series / Swiss Finance Institute
14
The econometrics journal
13
Econometric Institute research papers
12
Journal of economic dynamics & control
12
Journal of financial econometrics
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
The journal of futures markets
12
Discussion papers of interdisciplinary research project 373
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Finance research letters
11
International review of financial analysis
11
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
A stochastic study of carbon emission reduction from electrification and interconnecting cable utilization : the Norway and Germany case
Schrader, Simon Elias
;
Benth, Fred Espen
- In:
Energy economics
114
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013477471
Saved in:
6
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:
7
Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Energy economics
108
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013203083
Saved in:
8
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:
9
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:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->