//--> //--> //--> //-->
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
~isPartOf:"Energy economics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Electric power industry"
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
Bayesian Tail Risk Forecasting...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Electric power industry
Risk management
231
Risikomanagement
224
Risikomaß
169
Risk measure
169
Volatility
124
Volatilität
124
Risk
108
Risiko
104
ARCH model
100
ARCH-Modell
100
Theorie
93
Theory
93
Portfolio selection
82
Portfolio-Management
82
Estimation
63
Schätzung
63
Welt
63
World
63
Hedging
60
Capital income
52
Kapitaleinkommen
52
Oil price
51
Ölpreis
51
Forecasting model
48
Prognoseverfahren
48
GARCH
47
Börsenkurs
45
Share price
45
Spillover effect
45
Spillover-Effekt
45
Derivat
38
Derivative
38
Aktienmarkt
35
Elektrizitätswirtschaft
35
Stock market
35
Commodity derivative
32
Multivariate Verteilung
32
Multivariate distribution
32
Rohstoffderivat
32
more ...
less ...
Online availability
All
Undetermined
26
Type of publication
All
Article
35
Type of publication (narrower categories)
All
Article in journal
35
Aufsatz in Zeitschrift
35
Language
All
English
35
Author
All
Ruiz, Carlos
3
Bertsch, Valentin
2
Falbo, Paolo
2
Russo, Marianna
2
Trück, Stefan
2
Abakah, Emmanuel Joel Aikins
1
Abate, Arega Getaneh
1
Abdullah, Mohammad
1
Baldick, Ross
1
Barbosa, Maria de Fatima
1
Bistline, John E.
1
Boomsma, Trine Krogh
1
Boroumand, Raphaël Homayoun
1
Castro, Gabriel Malta
1
Catania, Leopoldo
1
Chen, Tao
1
Conejo, Antonio J.
1
Demers, Jean-Guy
1
Deschatre, Thomas
1
Dockner, Engelbert J.
1
Düsterhöft, Maximilian
1
Ernstsen, Rune Ramsdal
1
Fanzeres, Bruno
1
Feng, Yingchun
1
Fleten, Stein-Erik
1
Féron, Olivier
1
Gao, Ciwei
1
Gauthier, Geneviève
1
Godin, Frédéric
1
Gotham, Douglas
1
Goutte, Stéphane
1
Gruet, Pierre
1
Hansen, Rasmus Thrane
1
Heni, Boubaker
1
Hickey, Emily
1
Janczura, Joanna
1
Ji, Qiang
1
Jiang, Yu
1
Kashi, Bahman
1
Keles, Dogan
1
more ...
less ...
Published in...
All
Energy economics
Management science : journal of the Institute for Operations Research and the Management Sciences
The North American journal of economics and finance : a journal of financial economics studies
Managing enterprise risk : what the electric industry experience implies for contemporary business
6
The electricity journal
6
Energiewirtschaftliche Tagesfragen : et ; Zeitschrift für Energiewirtschaft, Recht, Technik und Umwelt
5
Zeitschrift für Energiewirtschaft : ZfE
5
Risikoaggregation in der Praxis : Beispiele und Verfahren aus dem Risikomanagement von Unternehmen
3
The energy journal
3
The journal of energy markets
3
Working paper / The Economic and Social Research Institute
3
Computational Management Science : CMS
2
Computers & operations research : and their applications to problems of world concern ; an international journal
2
European journal of operational research : EJOR
2
International Journal of Energy Economics and Policy : IJEEP
2
International journal of business
2
International journal of energy sector management
2
International journal of forecasting
2
International series in operations research & management science
2
Journal of the Operational Research Society : OR
2
Optimierung in der Energieversorgung : Planungsaufgaben in liberalisierten Energiemärkten ; Tagung Heidelberg, 14. und 15. Oktober 1999
2
Policy research working paper : WPS
2
Schriften zum europäischen Management
2
SpringerLink / Bücher
2
Working paper series : CEEPR WP
2
World Bank E-Library Archive
2
Advances in investment analysis and portfolio management : a research annual
1
Applied economics
1
Applied economics letters
1
Applied mathematical finance
1
Business strategy and the environment
1
CORE discussion papers : DP
1
Cambridge working papers in economics
1
Centre for Climate Change Economics and Policy working paper
1
Climate policy
1
Competition, contracts and electricity markets : a new perspective
1
Controlling : Zeitschrift für erfolgsorientierte Unternehmenssteuerung
1
Corporate risk management
1
Critical infrastructures at risk : securing the European electric power system
1
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
1
Die unternehmerische Zukunft liegt im Credit Management
1
Discussion paper / Tinbergen Institute
1
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedging strategies in energy markets : the case of electricity retailers
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
; …
- In:
Energy economics
51
(
2015
),
pp. 503-509
Persistent link: https://www.econbiz.de/10011564922
Saved in:
2
Tail risk of electricity futures
Peña Sánchez de Rivera, Juan Ignacio
;
Rodríguez, Rosa
; …
- In:
Energy economics
91
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012518716
Saved in:
3
Tail risk contagion across electricity markets in crisis periods
Abdullah, Mohammad
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014490825
Saved in:
4
Multiple zone power forwards : a value at risk framework
Demers, Jean-Guy
- In:
Energy economics
31
(
2009
)
5
,
pp. 713-726
Persistent link: https://www.econbiz.de/10003880261
Saved in:
5
Incentive mechanisms to promote energy efficiency programs in power distribution companies
Osorio, Karim
;
Sauma, Enzo E.
- In:
Energy economics
49
(
2015
),
pp. 336-349
Persistent link: https://www.econbiz.de/10011537110
Saved in:
6
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:
7
Optimal sales-mix and generation plan in a two-stage electricity market
Falbo, Paolo
;
Ruiz, Carlos
- In:
Energy economics
78
(
2019
),
pp. 598-614
Persistent link: https://www.econbiz.de/10012160042
Saved in:
8
Improvements to Modern Portfolio Theory based models applied to electricity systems
Castro, Gabriel Malta
;
Klöckl, Claude
;
Regner, Peter
; …
- In:
Energy economics
111
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013350155
Saved in:
9
Joint optimization of sales-mix and generation plan for a large electricity producer
Falbo, Paolo
;
Ruiz, Carlos
- In:
Energy economics
120
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014283077
Saved in:
10
Forecasting hourly electricity prices using ARMAX-
GARCH
models : an application to MISO hubs
Hickey, Emily
;
Loomis, David G.
;
Mohammadi, Hassan
- In:
Energy economics
34
(
2012
)
1
,
pp. 307-315
Persistent link: https://www.econbiz.de/10009618838
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->