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~isPartOf:"Energy economics"
~isPartOf:"Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir"
~subject:"Electricity price"
~subject:"Estimation"
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Electricity price
Estimation
Stochastic process
83
Stochastischer Prozess
83
Theorie
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Volatility
30
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Energy economics
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
Journal of econometrics
46
Econometric reviews
27
Working paper
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Applied economics
19
Economic modelling
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Discussion paper / Tinbergen Institute
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of futures markets
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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European journal of operational research : EJOR
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International journal of forecasting
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Applied economics letters
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Research paper series / Swiss Finance Institute
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CREATES research paper
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Finance research letters
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International journal of theoretical and applied finance
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Discussion papers of interdisciplinary research project 373
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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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:
12
Heterogeneous effects of endogenous and foreign innovation on CO2 emissions stochastic convergence across China
Luo, Yusen
;
Lu, Zhengnan
;
Long, Xingle
- In:
Energy economics
91
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012517835
Saved in:
13
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:
14
Crude oil price shocks and hedging performance : a comparison of volatility models
Chun, Dohyun
;
Cho, Hoon
;
Kim, Jihun
- In:
Energy economics
81
(
2019
),
pp. 1132-1147
Persistent link: https://www.econbiz.de/10012173083
Saved in:
15
Convergence in energy consumption per capita across the US states, 1970-2013 : an exploration through selected parametric and non-parametric methods
Mohammadi, Hassan
;
Ram, Rati
- In:
Energy economics
62
(
2017
),
pp. 404-410
Persistent link: https://www.econbiz.de/10011748209
Saved in:
16
Electricity price modeling with stochastic time change
Borovkova, Svetlana
;
Schmeck, Maren Diane
- In:
Energy economics
63
(
2017
),
pp. 51-65
Persistent link: https://www.econbiz.de/10011757844
Saved in:
17
Bayesian calibration and number of jump components in electricity spot price models
Gonzalez, Jhonny
;
Moriarty, John
;
Palczewski, Jan
- In:
Energy economics
65
(
2017
),
pp. 375-388
Persistent link: https://www.econbiz.de/10011803998
Saved in:
18
Modeling positive electricity prices with arithmetic jump-diffusions
Hess, Markus
- In:
Energy economics
67
(
2017
),
pp. 496-507
Persistent link: https://www.econbiz.de/10011898003
Saved in:
19
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility
Baum, Christopher F.
;
Zerilli, Paola
- In:
Energy economics
53
(
2016
),
pp. 175-181
Persistent link: https://www.econbiz.de/10011660506
Saved in:
20
On the effects of world stock market and oil price shocks on food prices : an empirical investigation based on TVP-VAR models with stochastic volatility
Jebabli, Ikram
;
Arouri, Mohamed
;
Teulon, Frédéric
- In:
Energy economics
45
(
2014
),
pp. 66-98
Persistent link: https://www.econbiz.de/10010504792
Saved in:
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