//--> //--> //-->
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"
~person:"Falbo, Paolo"
~person:"Liao, Yin"
~person:"Prokopczuk, Marcel"
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
Derivat
3
Derivative
3
Electric power industry
3
Elektrizitätswirtschaft
3
Risiko
3
Risk
3
Theorie
3
Theory
3
ARCH model
2
ARCH-Modell
2
CVaR
2
Decision under uncertainty
2
Demand uncertainty
2
Electricity
2
Elektrizität
2
Energiemarkt
2
Energy market
2
Entscheidung unter Unsicherheit
2
Estimation
2
Forecasting model
2
Futures market
2
Prognoseverfahren
2
Renewable uncertainty
2
Risikoaversion
2
Risk aversion
2
Schätzung
2
Spot market
2
Spotmarkt
2
Volatility
2
Volatilität
2
Business cycle
1
Carbon price
1
Climate change
1
Commodity derivative
1
Crack spread
1
Deutschland
1
Electricity industry
1
Electricity price
1
Emissions trading
1
Emissionshandel
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Falbo, Paolo
Liao, Yin
Prokopczuk, Marcel
Ji, Qiang
9
Fan, Ying
5
Bouri, Elie
4
Hammoudeh, Shawkat
4
Liu, Bing-Yue
4
Shahzad, Syed Jawad Hussain
4
Chevallier, Julien
3
Ma, Feng
3
Ruiz, Carlos
3
Tiwari, Aviral Kumar
3
Alizadeh-Masoodian, Amir H.
2
Banerjee, Ameet Kumar
2
Baum, Christopher F.
2
Bertsch, Valentin
2
Chen, Liyuan
2
Choi, Bongseok
2
Cotter, John
2
Dionne, Georges
2
He, Kaijian
2
Herrera, Rodrigo
2
Huang, Chih-Yueh
2
Ke, Rui
2
Kim, Seon Tae
2
Li, Xiao-Lin
2
Lyu, Yongjian
2
Mnasri, Mohamed
2
Naeem, Muhammad Abubakr
2
Nguyen, Duc Khuong
2
Peña Sánchez de Rivera, Juan Ignacio
2
Russo, Marianna
2
Si, Dengkui
2
Trück, Stefan
2
Uddin, Mohammed Gazi Salah
2
Uniejewski, Bartosz
2
Walther, Thomas
2
Wang, Yudong
2
Wen, Fenghua
2
more ...
less ...
Published in...
All
Energy economics
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
Journal of banking & finance
3
ICMA Centre Discussion Papers in Finance
2
CAMA working paper series
1
Centre for Applied Macroeconomic Analysis Working Paper
1
Discussion paper / ICMA Centre, Henley Business School, University of Reading
1
Energy Economics
1
European journal of operational research : EJOR
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of international money and finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Monash Econometrics and Business Statistics Working Papers
1
Pacific-Basin finance journal
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Predicting carbon market risk using information from macroeconomic fundamentals
Jiao, Lei
;
Liao, Yin
;
Zhou, Qing
- In:
Energy economics
73
(
2018
),
pp. 212-227
Persistent link: https://www.econbiz.de/10011972585
Saved in:
2
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:
3
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:
4
An oil futures volatility forecast perspective on the selection of high-frequency jump tests
Li, Xiafei
;
Liao, Yin
;
Lu, Xinjie
;
Ma, Feng
- In:
Energy economics
116
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013542124
Saved in:
5
The (de)merits of minimum-variance hedging : application to the crack spread
Alexander, Carol
;
Prokopczuk, Marcel
;
Sumawong, Anannit
- In:
Energy economics
36
(
2013
),
pp. 698-707
Persistent link: https://www.econbiz.de/10009724605
Saved in:
6
Quantifying risk in the electricity business : a RAROC-based approach
Prokopczuk, Marcel
;
Račev, Svetlozar T.
;
Schindlmayr, Gero
- In:
Energy economics
29
(
2007
)
5
,
pp. 1033-1049
Persistent link: https://www.econbiz.de/10003603307
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->