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~isPartOf:"Energy economics"
~subject:"Mathematical programming"
~subject:"Monte Carlo simulation"
~subject:"Schätzung"
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Search: subject_exact:"Stochastic process"
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Mathematical programming
Monte Carlo simulation
Schätzung
Stochastic process
81
Stochastischer Prozess
81
Theorie
32
Theory
32
Volatility
28
Volatilität
28
Electric power industry
19
Elektrizitätswirtschaft
19
Option pricing theory
19
Optionspreistheorie
19
Oil price
17
Ölpreis
17
Commodity derivative
15
Rohstoffderivat
15
Electricity price
14
Strompreis
14
Estimation
12
Stochastic volatility
12
Energiemarkt
10
Energy market
10
Greenhouse gas emissions
10
Treibhausgas-Emissionen
10
Welt
10
World
10
Monte-Carlo-Simulation
9
Time series analysis
9
Zeitreihenanalyse
9
ARCH model
8
ARCH-Modell
8
Derivat
8
Derivative
8
Markov chain
8
Markov-Kette
8
Mathematische Optimierung
8
Bayes-Statistik
7
Bayesian inference
7
Economic convergence
7
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27
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English
27
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Baum, Christopher F.
2
Ignatieva, Ekaterina
2
Li, Y. P.
2
Zerilli, Paola
2
Abate, Arega Getaneh
1
Andriosopoulos, Kostas
1
Angus, Andrew
1
Arouri, Mohamed
1
Badunenko, Oleg
1
Bertocchi, Marida
1
Boffino, Luigi
1
Boubaker, Sabri
1
Brennan, Feargal
1
Brix, Anne Floor
1
Caporin, Massimiliano
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
Galeotti, Marzio
1
Garcés, Francisco
1
Gonzalez, Jhonny
1
Gonzato, Luca
1
Gudkov, Nikolay
1
Huang, Charley Z.
1
Huang, Guo H.
1
Hunt, Lester C.
1
Ioannou, Anastasia
1
Islam, Md. Towhidul
1
Jebabli, Ikram
1
Kang, Boda
1
Kanudia, Amit
1
Keles, Dogan
1
Kim, Jihun
1
Labriet, Maryse
1
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Energy economics
European journal of operational research : EJOR
294
Computers & operations research : and their applications to problems of world concern ; an international journal
103
Operations research
82
Mathematics of operations research
69
Operations research letters
69
International journal of production research
60
Journal of econometrics
59
INFORMS journal on computing : JOC
54
International journal of production economics
43
Computational Management Science : CMS
40
Transportation research / E : an international journal
37
Discussion paper / Tinbergen Institute
35
Econometric reviews
35
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Omega : the international journal of management science
30
Quantitative finance
30
Working paper
30
Annals of operations research
29
International journal of theoretical and applied finance
29
Computational economics
28
Management science : journal of the Institute for Operations Research and the Management Sciences
26
Economic modelling
24
Insurance / Mathematics & economics
22
Applied economics
21
Mathematical methods of operations research
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
OR spectrum : quantitative approaches in management
20
Finance and stochastics
19
IMA journal of management mathematics
19
Journal of banking & finance
19
Journal of economic dynamics & control
19
Journal of empirical finance
19
CAMA working paper series
18
Les cahiers du GERAD
18
The journal of computational finance
18
Journal of the Operational Research Society
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
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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:
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
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:
4
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:
5
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:
6
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
Saved in:
7
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:
8
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:
9
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:
10
Multi-stage stochastic optimization framework for power generation system planning integrating hybrid uncertainty modelling
Ioannou, Anastasia
;
Fuzuli, Gulistiani
;
Brennan, Feargal
; …
- In:
Energy economics
80
(
2019
),
pp. 760-776
Persistent link: https://www.econbiz.de/10012173720
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