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~isPartOf:"Energy economics"
~isPartOf:"Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir"
~subject:"Electricity price"
~subject:"Energiemarkt"
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Electricity price
Energiemarkt
Stochastic process
83
Stochastischer Prozess
83
Theorie
33
Theory
33
Volatility
30
Volatilität
30
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Elektrizitätswirtschaft
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Option pricing theory
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Keles, Dogan
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Energy economics
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
European journal of operational research : EJOR
10
International journal of theoretical and applied finance
6
Applied mathematical finance
4
Operations research
4
Computational Management Science : CMS
3
Decisions in economics and finance : a journal of applied mathematics
3
OR spectrum : quantitative approaches in management
3
Risks : open access journal
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The journal of energy markets
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Advanced series on statistical science & applied probability
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CREATES research paper
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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SpringerLink / Bücher
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Working papers on finance
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Advanced Series on Statistical Science and Applied Probability Ser
1
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Applied Quantitative Finance
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Applied Quantitative Finance series
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Applied quantitative finance series
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Asian journal of management science and applications : AJMSA
1
BTU Forschungshefte Energie
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CEFS working paper series / Center for Entrepreneurial and Financial Studies (CEFS), TUM Business School, Technische Universität München
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Computational economics
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DIW Berlin Discussion Paper
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Electricity Markets Working Paper
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Emergent results of artificial economics : [... in its 7th year, the Conference Series in Artificial Economics ...]
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Finance and stochastics
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Financial modeling and risk management of energy and environmental instruments and derivates
1
HEMF working paper
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IFA-Schriftenreihe
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International Journal of Energy Economics and Policy : IJEEP
1
International Series in Operations Research & Management Science
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International journal of bonds and derivatives
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ECONIS (ZBW)
22
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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
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:
3
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:
4
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:
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
Integrating Real Options Analysis with long-term electricity market models
Rios, Daniel
;
Blanco, Gerardo
;
Olsina, Fernando
- In:
Energy economics
80
(
2019
),
pp. 188-205
Persistent link: https://www.econbiz.de/10012172352
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