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~isPartOf:"Energy economics"
~subject:"Markov chain"
~subject:"Mathematical programming"
~subject:"Monte Carlo simulation"
~subject:"Schätzung"
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Search: subject_exact:"Stochastic process"
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Markov chain
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
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Stochastic volatility
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31
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Baum, Christopher F.
2
Ignatieva, Ekaterina
2
Keles, Dogan
2
Li, Y. P.
2
Zerilli, Paola
2
Abate, Arega Getaneh
1
Andriosopoulos, Kostas
1
Angus, Andrew
1
Arouri, Mohamed
1
Ausín, M. Concepción
1
Badunenko, Oleg
1
Bertocchi, Marida
1
Boffino, Luigi
1
Boubaker, Sabri
1
Bourghelle, David
1
Brennan, Feargal
1
Brix, Anne Floor
1
Caporin, Massimiliano
1
Cheffou, Abdoulkarim Idi
1
Chen, C.
1
Chen, Liyuan
1
Chiarella, Carl
1
Cho, Hoon
1
Chun, Dohyun
1
Conejo, Antonio J.
1
Costa, Letícia de Almeida
1
Dehler-Holland, Joris
1
Fuzuli, Gulistiani
1
Galeano, Pedro
1
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1
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1
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1
Gonzato, Luca
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1
Huang, Charley Z.
1
Huang, Guo H.
1
Hunt, Lester C.
1
Ioannou, Anastasia
1
Islam, Md. Towhidul
1
Jawadi, Fredj
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Energy economics
European journal of operational research : EJOR
329
Computers & operations research : and their applications to problems of world concern ; an international journal
109
Operations research
96
Mathematics of operations research
85
Operations research letters
76
International journal of production research
73
Journal of econometrics
61
INFORMS journal on computing : JOC
54
International journal of production economics
48
International journal of theoretical and applied finance
47
Quantitative finance
43
Annals of operations research
40
Computational Management Science : CMS
40
Insurance / Mathematics & economics
40
Econometric reviews
38
Transportation research / E : an international journal
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Computational economics
35
Discussion paper / Tinbergen Institute
35
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
35
Omega : the international journal of management science
34
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
33
Finance and stochastics
31
Mathematical methods of operations research
31
Working paper
31
Economic modelling
29
Journal of economic dynamics & control
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
Risks : open access journal
26
OR spectrum : quantitative approaches in management
25
IMA journal of management mathematics
24
The journal of computational finance
24
Journal of the Operational Research Society
22
Applied economics
21
Journal of banking & finance
21
Journal of empirical finance
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
Finance research letters
20
Les cahiers du GERAD
20
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ECONIS (ZBW)
31
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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
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:
6
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:
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
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:
9
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:
10
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
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