//--> //--> //--> //-->
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:"Electricity price"
~subject:"Estimation"
~subject:"Monte-Carlo-Simulation"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Electricity price
Estimation
Monte-Carlo-Simulation
Stochastic process
86
Stochastischer Prozess
86
Theorie
34
Theory
34
Volatility
32
Volatilität
32
Option pricing theory
20
Optionspreistheorie
20
Electric power industry
19
Elektrizitätswirtschaft
19
Oil price
17
Ölpreis
17
Commodity derivative
15
Rohstoffderivat
15
Schätzung
15
Strompreis
15
Stochastic volatility
12
Energiemarkt
10
Energy market
10
Greenhouse gas emissions
10
Monte Carlo simulation
10
Time series analysis
10
Treibhausgas-Emissionen
10
Welt
10
World
10
Zeitreihenanalyse
10
ARCH model
9
ARCH-Modell
9
Markov chain
9
Markov-Kette
9
Mathematical programming
9
Mathematische Optimierung
9
Bayes-Statistik
8
Bayesian inference
8
Derivat
8
Derivative
8
Economic convergence
7
more ...
less ...
Online availability
All
Undetermined
25
Type of publication
All
Article
35
Type of publication (narrower categories)
All
Article in journal
33
Aufsatz in Zeitschrift
33
Aufsatz im Buch
2
Book section
2
Language
All
English
35
Author
All
Baum, Christopher F.
2
Ignatieva, Ekaterina
2
Müller, Gernot
2
Schmeck, Maren Diane
2
Zerilli, Paola
2
Abate, Arega Getaneh
1
Ambrosius, Mirjam
1
Andriosopoulos, Kostas
1
Angus, Andrew
1
Arouri, Mohamed
1
Badunenko, Oleg
1
Benth, Fred Espen
1
Bertsch, Valentin
1
Borovkova, Svetlana
1
Boubaker, Sabri
1
Bourghelle, David
1
Brennan, Feargal
1
Brix, Anne Floor
1
Caporin, Massimiliano
1
Cartea, Álvaro
1
Cheffou, Abdoulkarim Idi
1
Chen, Liyuan
1
Chiarella, Carl
1
Cho, Hoon
1
Chun, Dohyun
1
Costa, Letícia de Almeida
1
Czado, Claudia
1
Egerer, Jonas
1
Fuzuli, Gulistiani
1
Galeotti, Marzio
1
Garcés, Francisco
1
Gonzalez, Jhonny
1
Gonzato, Luca
1
González-Pedraz, Carlos
1
Grimm, Veronika
1
Gruet, Pierre
1
Gudkov, Nikolay
1
Hess, Markus
1
Hunt, Lester C.
1
Ioannou, Anastasia
1
more ...
less ...
Published in...
All
Energy economics
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
Journal of econometrics
58
Econometric reviews
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Working paper
30
Discussion paper / Tinbergen Institute
29
European journal of operational research : EJOR
22
Applied economics
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Economic modelling
20
International journal of theoretical and applied finance
20
Quantitative finance
20
Journal of empirical finance
19
CAMA working paper series
18
Journal of banking & finance
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Computational economics
15
Finance research letters
15
Journal of applied econometrics
15
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
15
The journal of computational finance
15
Journal of risk and financial management : JRFM
14
Economics letters
13
International journal of forecasting
13
Journal of economic dynamics & control
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Risks : open access journal
13
The journal of futures markets
13
Working paper / Department of Econometrics and Business Statistics, Monash University
12
Applied economics letters
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Econometrics : open access journal
11
Finance and stochastics
11
Journal of productivity analysis
11
SFB 649 discussion paper
11
Journal of financial econometrics
10
Research paper series / Swiss Finance Institute
10
Applied mathematical finance
9
CREATES research paper
9
Insurance / Mathematics & economics
9
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Sentiment and energy price volatility : a nonlinear high frequency analysis
Jawadi, Fredj
;
Bourghelle, David
;
Rozin, Philippe
; …
- In:
Energy economics
133
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015048288
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
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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->