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~isPartOf:"Energy economics"
~subject:"Aufsatzsammlung"
~subject:"Landwirtschaft"
~subject:"Volatilität"
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Aufsatzsammlung
Landwirtschaft
Volatilität
Stochastic process
84
Stochastischer Prozess
84
Theorie
33
Theory
33
Volatility
30
Option pricing theory
20
Optionspreistheorie
20
Electric power industry
19
Elektrizitätswirtschaft
19
Oil price
17
Ölpreis
17
Commodity derivative
15
Rohstoffderivat
15
Electricity price
14
Strompreis
14
Estimation
13
Schätzung
13
Stochastic volatility
12
Energiemarkt
10
Energy market
10
Greenhouse gas emissions
10
Treibhausgas-Emissionen
10
Welt
10
World
10
ARCH model
9
ARCH-Modell
9
Mathematical programming
9
Mathematische Optimierung
9
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Time series analysis
9
Zeitreihenanalyse
9
Derivat
8
Derivative
8
Markov chain
8
Markov-Kette
8
Bayes-Statistik
7
Bayesian inference
7
Economic convergence
7
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English
30
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Baum, Christopher F.
3
Zerilli, Paola
3
Chen, Liyuan
2
Ignatieva, Ekaterina
2
Virbickaitė, Audronė
2
Andriosopoulos, Kostas
1
Arouri, Mohamed
1
Ausín, M. Concepción
1
Boubaker, Sabri
1
Bourghelle, David
1
Brix, Anne Floor
1
Caporin, Massimiliano
1
Cartea, Álvaro
1
Chan, Joshua
1
Cheffou, Abdoulkarim Idi
1
Chiarella, Carl
1
Cho, Hoon
1
Chun, Dohyun
1
Cortazar, Gonzalo
1
Crosby, John
1
Cross, Jamie
1
Detemple, Jérôme B.
1
DiLellio, James A.
1
Dyer, James S.
1
Frau, Carme
1
Galeano, Pedro
1
Gonzalez, Jhonny
1
Gonzato, Luca
1
González-Pedraz, Carlos
1
Grant, Angelia L.
1
Gudkov, Nikolay
1
Hahn, Warren J.
1
Jawadi, Fredj
1
Jebabli, Ikram
1
Kang, Boda
1
Kemper, Annika
1
Kh.Balci, Anna
1
Kim, Jihun
1
Kitapbayev, Yerkin
1
Kostrzewska, Jadwiga
1
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Energy economics
International journal of theoretical and applied finance
135
Journal of econometrics
104
Quantitative finance
89
Applied mathematical finance
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Discussion paper / Tinbergen Institute
56
The journal of computational finance
50
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Computational economics
48
Finance and stochastics
47
Journal of economic dynamics & control
47
Econometric reviews
44
European journal of operational research : EJOR
41
Finance research letters
39
Journal of mathematical finance
38
Working paper
36
Insurance / Mathematics & economics
35
International journal of financial engineering
35
Journal of banking & finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Annals of finance
31
The journal of futures markets
31
Journal of empirical finance
30
Risks : open access journal
30
Research paper series / Swiss Finance Institute
29
Economics letters
27
The North American journal of economics and finance : a journal of financial economics studies
26
CAMA working paper series
24
Review of derivatives research
24
Journal of risk and financial management : JRFM
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
CREATES research paper
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
Applied economics
21
Economic modelling
20
Econometrics : open access journal
18
Journal of financial economics
18
NBER working paper series
18
The European journal of finance
18
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ECONIS (ZBW)
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1
Jump processes in natural gas markets
Mason, Charles F.
;
Wilmot, Neil A.
- In:
Energy economics
46
(
2014
),
pp. 69-79
Persistent link: https://www.econbiz.de/10011299350
Saved in:
2
Model based Monte Carlo pricing of energy and temperature Quanto options
Caporin, Massimiliano
;
Preś, Juliusz
;
Torro, Hipolit
- In:
Energy economics
34
(
2012
)
5
,
pp. 1700-1712
Persistent link: https://www.econbiz.de/10009687956
Saved in:
3
Jump spillovers in energy futures markets : implications for diversification benefits
Liu, Qingfu
;
Tu, Anthony H.
- In:
Energy economics
34
(
2012
)
5
,
pp. 1447-1464
Persistent link: https://www.econbiz.de/10009688077
Saved in:
4
Modelling energy spot prices : empirical evidence from NYMEX
Nomikos, Nikos K.
;
Andriosopoulos, Kostas
- In:
Energy economics
34
(
2012
)
4
,
pp. 1153-1169
Persistent link: https://www.econbiz.de/10009688111
Saved in:
5
Humps in the volatility structure of the crude oil futures market : new evidence
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
Energy economics
40
(
2013
),
pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
Saved in:
6
What do market-calibrated stochastic processes indicate about the long-term price of crude oil?
Hahn, Warren J.
;
DiLellio, James A.
;
Dyer, James S.
- In:
Energy economics
44
(
2014
),
pp. 212-221
Persistent link: https://www.econbiz.de/10010457221
Saved in:
7
On the effects of world stock market and oil price shocks on food prices : an empirical investigation based on TVP-VAR models with stochastic volatility
Jebabli, Ikram
;
Arouri, Mohamed
;
Teulon, Frédéric
- In:
Energy economics
45
(
2014
),
pp. 66-98
Persistent link: https://www.econbiz.de/10010504792
Saved in:
8
How much should we pay for interconnecting electricity markets? : a real options approach
Cartea, Álvaro
;
González-Pedraz, Carlos
- In:
Energy economics
34
(
2012
)
1
,
pp. 14-30
Persistent link: https://www.econbiz.de/10009616358
Saved in:
9
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:
10
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
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