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~isPartOf:"Energy economics"
~subject:"Electricity price"
~subject:"Mathematical programming"
~subject:"Monte Carlo simulation"
~subject:"Schätzung"
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Search: subject_exact:"Stochastic process"
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Electricity price
Mathematical programming
Monte Carlo simulation
Schätzung
Stochastic process
84
Stochastischer Prozess
84
Theorie
33
Theory
33
Volatility
30
Volatilität
30
Option pricing theory
20
Optionspreistheorie
20
Electric power industry
19
Elektrizitätswirtschaft
19
Oil price
17
Ölpreis
17
Commodity derivative
15
Rohstoffderivat
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Strompreis
14
Estimation
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Stochastic volatility
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Energiemarkt
10
Energy market
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Greenhouse gas emissions
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Welt
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Derivat
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Derivative
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Markov-Kette
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Keles, Dogan
3
Baum, Christopher F.
2
Ignatieva, Ekaterina
2
Li, Y. P.
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
Bertocchi, Marida
1
Bertsch, Valentin
1
Boffino, Luigi
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, C.
1
Chen, Liyuan
1
Chiarella, Carl
1
Cho, Hoon
1
Chun, Dohyun
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Conejo, Antonio J.
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Costa, Letícia de Almeida
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Dehler-Holland, Joris
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
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Energy economics
European journal of operational research : EJOR
302
Computers & operations research : and their applications to problems of world concern ; an international journal
103
Operations research
87
Mathematics of operations research
74
Operations research letters
70
International journal of production research
63
Journal of econometrics
59
INFORMS journal on computing : JOC
54
International journal of production economics
43
Computational Management Science : CMS
41
Transportation research / E : an international journal
37
Econometric reviews
36
Discussion paper / Tinbergen Institute
35
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
34
International journal of theoretical and applied finance
33
Omega : the international journal of management science
33
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Quantitative finance
31
Working paper
31
Annals of operations research
29
Computational economics
29
Management science : journal of the Institute for Operations Research and the Management Sciences
26
Economic modelling
25
OR spectrum : quantitative approaches in management
24
Insurance / Mathematics & economics
22
Mathematical methods of operations research
22
Applied economics
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
IMA journal of management mathematics
20
Journal of economic dynamics & control
20
Journal of the Operational Research Society
20
The journal of computational finance
20
Computational management science
19
Finance and stochastics
19
Journal of banking & finance
19
Journal of empirical finance
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
CAMA working paper series
18
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1
Dispatch strategies for large-scale heat pump based district heating under high renewable share and risk-aversion : a multistage stochastic optimization approach
Siddique, Muhammad Bilal
;
Keles, Dogan
;
Scheller, Fabian
; …
- In:
Energy economics
136
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015046871
Saved in:
2
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:
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
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:
5
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:
6
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:
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:
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