//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Janczura, Joanna"
~person:"Meritet, Sophie"
~source:"econis"
~subject:"Option pricing theory"
~subject:"Zeitreihenanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Spot market"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Zeitreihenanalyse
Electricity price
7
Spot market
7
Spotmarkt
7
Strompreis
7
Markov chain
3
Markov-Kette
3
Time series analysis
3
Electric power industry
2
Elektrizitätswirtschaft
2
Forecasting model
2
Heteroscedasticity
2
Heteroskedastizität
2
Prognoseverfahren
2
Robust statistics
2
Robustes Verfahren
2
Saisonale Schwankungen
2
Seasonal variations
2
regime-switching
2
seasonality
2
ARMA model
1
ARMA-Modell
1
Derivat
1
Derivative
1
Derivatives pricing
1
Electricity spot price
1
Electricity spot prices
1
Energiehandel
1
Energy trade
1
Forecasting
1
Optionspreistheorie
1
Regime-switching model
1
Risikoprämie
1
Risk premium
1
Volatility
1
Volatilität
1
combinations
1
electricity spot price
1
electricity spot prices
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
3
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Arbeitspapier
1
Working Paper
1
Language
All
English
4
Author
All
Janczura, Joanna
Meritet, Sophie
Weron, Rafał
7
Benth, Fred Espen
5
Caporale, Guglielmo Maria
3
Ignatieva, Ekaterina
3
Nowotarski, Jakub
3
Schmeck, Maren Diane
3
Barrientos, Jorge Hugo
2
Bessec, Marie
2
Fouquau, Julien
2
Gil-Alaña, Luis A.
2
Gonzalez, Jhonny
2
Moriarty, John
2
Palczewski, Jan
2
Solibakke, Per Bjarte
2
Trück, Stefan
2
Ahalawat, Shweta
1
Allen, David E.
1
Alsaedi, Yasir
1
Arouri, Mohamed
1
Bag, Raul Cristian
1
Beckmann, Joscha
1
Ben Amor, Souhir
1
Bohl, Martin T.
1
Botero Botero, Sergio
1
Bourbonnais, Régis
1
Bunn, Derek W.
1
Bălășoiu, Narciz
1
Cano Cano, Jovan Alfonso
1
Chang, Chia-Lin
1
Chang, Kuang-liang
1
Chang, Tzu-pu
1
Chavez-Demoulin, Valérie
1
Chen, Mei-ling
1
Chen, Xu
1
Cheng, T. C. E.
1
Chou, Ray Yeutien
1
Ciarreta, Aitor
1
Czudaj, Robert
1
more ...
less ...
Published in...
All
Applied economics
1
Energy economics
1
Mathematical methods of operations research
1
Working paper series / Ipag Business School : working paper
1
Source
All
ECONIS (ZBW)
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting electricity spot prices using time-series models with a double temporal segmentation
Bessec, Marie
;
Fouquau, Julien
;
Meritet, Sophie
-
2014
Persistent link: https://www.econbiz.de/10010432183
Saved in:
2
Forecasting electricity spot prices using time-series models with a double temporal segmentation
Bessec, Marie
;
Fouquau, Julien
;
Meritet, Sophie
- In:
Applied economics
48
(
2016
)
4/6
,
pp. 361-378
Persistent link: https://www.econbiz.de/10011412836
Saved in:
3
Pricing electricity derivatives within a Markov regime-switching model : a risk premium approach
Janczura, Joanna
- In:
Mathematical methods of operations research
79
(
2014
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010347963
Saved in:
4
Identifying spikes and seasonal components in electricity spot price data : a guide to robust modeling
Janczura, Joanna
;
Trück, Stefan
;
Weron, Rafał
;
Wolff, …
- In:
Energy economics
38
(
2013
),
pp. 96-110
Persistent link: https://www.econbiz.de/10009764599
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->