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~isPartOf:"Energy economics"
~language:"eng"
~subject:"Option pricing theory"
~subject:"Statistical test"
~subject:"Stochastic process"
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Search: subject_exact:"Stochastisches Modell"
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Option pricing theory
Statistical test
Stochastic process
Stochastischer Prozess
81
Theorie
32
Theory
32
Volatility
28
Volatilität
28
Electric power industry
19
Elektrizitätswirtschaft
19
Optionspreistheorie
19
Oil price
17
Ölpreis
17
Commodity derivative
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Rohstoffderivat
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ARCH-Modell
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8
Markov-Kette
8
Mathematical programming
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Baum, Christopher F.
3
Benth, Fred Espen
3
Zerilli, Paola
3
Chen, Liyuan
2
Cortazar, Gonzalo
2
DiLellio, James A.
2
Dyer, James S.
2
Hahn, Warren J.
2
Hunt, Lester C.
2
Ignatieva, Ekaterina
2
Keles, Dogan
2
Li, Y. P.
2
Olsina, Fernando
2
Schmeck, Maren Diane
2
Virbickaitė, Audronė
2
Weijde, Adriaan Hendrik van der
2
Abate, Arega Getaneh
1
Abrell, Jan
1
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1
Ambrosius, Mirjam
1
Andreolli, Francesca
1
Andriosopoulos, Kostas
1
Angus, Andrew
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Arouri, Mohamed
1
Ausín, M. Concepción
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1
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Energy economics
European journal of operational research : EJOR
635
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
218
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
Operations research
171
International journal of production research
169
Quantitative finance
165
Operations research letters
164
Mathematics of operations research
156
Journal of economic dynamics & control
140
Discussion paper / Tinbergen Institute
125
Risks : open access journal
124
International journal of production economics
123
Applied mathematical finance
119
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
Computational economics
110
The journal of computational finance
106
Economics letters
96
Journal of mathematical finance
89
Econometric reviews
86
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
Economic modelling
81
Transportation research / E : an international journal
81
International journal of financial engineering
80
INFORMS journal on computing : JOC
79
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Annals of operations research
77
Finance research letters
77
Mathematical methods of operations research
77
Omega : the international journal of management science
76
Computational Management Science : CMS
73
Journal of banking & finance
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Journal of economic theory
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Working paper
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Annals of finance
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
81
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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
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:
8
Jumps in commodity prices : new approaches for pricing plain vanilla options
Crosby, John
;
Frau, Carme
- In:
Energy economics
114
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013477538
Saved in:
9
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:
10
Valuing investments in domestic PV-Battery Systems under uncertainty
Andreolli, Francesca
;
D'Alpaos, Chiara
;
Moretto, Michele
- In:
Energy economics
106
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013202034
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