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Stochastic process
81
Stochastischer Prozess
81
Theorie
33
Theory
33
Volatility
29
Volatilität
29
Electric power industry
21
Elektrizitätswirtschaft
21
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20
Oil price
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Ölpreis
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Strompreis
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Estimation
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Welt
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Benth, Fred Espen
5
Baum, Christopher F.
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
Sgarra, Carlo
2
Virbickaitė, Audronė
2
Weijde, Adriaan Hendrik van der
2
Abate, Arega Getaneh
1
Abrell, Jan
1
Aiube, Fernando Antônio Lucena
1
Ambrosius, Mirjam
1
Andreolli, Francesca
1
Andriosopoulos, Kostas
1
Angus, Andrew
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Arouri, Mohamed
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Ausín, M. Concepción
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Awaworyi Churchill, Sefa
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Badunenko, Oleg
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Bai, Dingchuan
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Baídya, Tara Keshar Nanda
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Bertocchi, Marida
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Bertsch, Valentin
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Biegler-König, Richard
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Blanco, Gerardo
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Boffino, Luigi
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Energy economics
European journal of operational research : EJOR
740
International journal of theoretical and applied finance
338
Physica A: Statistical Mechanics and its Applications
328
Insurance / Mathematics & economics
292
The European Physical Journal B - Condensed Matter and Complex Systems
259
Journal of econometrics
243
International journal of production research
221
Finance and stochastics
209
Computers & operations research : and their applications to problems of world concern ; an international journal
191
Operations research
188
Operations research letters
184
Mathematics of operations research
179
Quantitative finance
176
Journal of economic dynamics & control
145
International journal of production economics
140
Discussion paper / Tinbergen Institute
133
Risks : open access journal
133
Applied mathematical finance
124
Stochastic Processes and their Applications
124
Mathematical finance : an international journal of mathematics, statistics and financial theory
118
Computational economics
114
The journal of computational finance
107
Economics letters
103
Management science : journal of the Institute for Operations Research and the Management Sciences
97
Econometric reviews
91
MPRA Paper
91
Journal of mathematical finance
90
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
Economic modelling
86
INFORMS journal on computing : JOC
85
Transportation research / E : an international journal
85
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
85
Omega : the international journal of management science
84
Mathematical methods of operations research
83
International journal of financial engineering
82
Working paper
80
Finance research letters
79
Annals of operations research
77
Computational Management Science : CMS
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ECONIS (ZBW)
87
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87
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1
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:
2
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:
3
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:
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
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:
6
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:
7
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:
8
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:
9
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:
10
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
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