//--> //--> //--> //-->
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"
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
Hermite polynomial based expan...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
649
Volatilität
649
Oil price
404
Ölpreis
404
Welt
243
World
243
ARCH model
229
ARCH-Modell
229
Commodity derivative
187
Rohstoffderivat
187
Estimation
165
Schätzung
165
Börsenkurs
140
Share price
140
Forecasting model
129
Prognoseverfahren
129
Oil market
127
Ölmarkt
125
Derivat
122
Derivative
122
Spillover effect
117
Spillover-Effekt
117
Theorie
115
Theory
115
Stock market
110
Aktienmarkt
108
Capital income
100
Kapitaleinkommen
100
Electric power industry
97
Elektrizitätswirtschaft
97
Electricity price
96
Energiemarkt
96
Energy market
96
Strompreis
96
Risk
95
Erdöl
94
Petroleum
92
Risiko
91
Stochastic process
84
Stochastischer Prozess
84
more ...
less ...
Online availability
All
Undetermined
618
Free
9
Type of publication
All
Article
826
Type of publication (narrower categories)
All
Article in journal
824
Aufsatz in Zeitschrift
824
Conference paper
4
Konferenzbeitrag
4
Language
All
English
826
Author
All
Ma, Feng
20
Tiwari, Aviral Kumar
20
Hammoudeh, Shawkat
18
Bouri, Elie
14
Wang, Yudong
14
Gupta, Rangan
13
Ji, Qiang
11
Demirer, Rıza
10
Uddin, Mohammed Gazi Salah
10
Wei, Yu
10
Kang, Sang Hoon
9
Yoon, Seong-min
9
Benth, Fred Espen
8
Lin, Boqiang
8
Shahzad, Syed Jawad Hussain
8
Wen, Fenghua
8
Dai, Zhifeng
7
Do, Hung Xuan
7
Mensi, Walid
7
Roubaud, David
7
Sadorsky, Perry A.
7
Chevallier, Julien
6
Gong, Xu
6
Lucey, Brian M.
6
Wohar, Mark E.
6
Zhang, Yaojie
6
Batten, Jonathan A.
5
Dutta, Anupam
5
Filis, George
5
Hasanov, Akram Shavkatovich
5
Lee, Chien-chiang
5
Liang, Chao
5
Liu, Bing-Yue
5
Liu, Li
5
Manera, Matteo
5
McAleer, Michael
5
Naeem, Muhammad Abubakr
5
Nazlıoğlu, Şaban
5
Nguyen, Duc Khuong
5
Salisu, Afees A.
5
more ...
less ...
Published in...
All
Energy economics
The journal of futures markets
955
European journal of operational research : EJOR
823
Finance research letters
797
International journal of theoretical and applied finance
756
Journal of banking & finance
727
NBER working paper series
680
Working paper / National Bureau of Economic Research, Inc.
650
Journal of econometrics
584
NBER Working Paper
582
Insurance / Mathematics & economics
548
International review of financial analysis
530
Applied economics
508
Economic modelling
472
International review of economics & finance : IREF
462
Economics letters
459
The North American journal of economics and finance : a journal of financial economics studies
419
Discussion paper / Tinbergen Institute
397
Finance and stochastics
390
Working paper
384
Mathematical finance : an international journal of mathematics, statistics and financial theory
380
Journal of economic dynamics & control
374
Quantitative finance
372
Applied economics letters
370
Applied financial economics
362
Journal of empirical finance
344
The journal of derivatives : the official publication of the International Association of Financial Engineers
336
Discussion paper / Centre for Economic Policy Research
335
Applied mathematical finance
331
Journal of financial economics
329
Research in international business and finance
329
Risks : open access journal
318
The European journal of finance
301
The journal of computational finance
301
Journal of risk and financial management : JRFM
290
Journal of international financial markets, institutions & money
279
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
272
Journal of international money and finance
272
Computational economics
263
The review of financial studies
253
more ...
less ...
Source
All
ECONIS (ZBW)
826
Showing
1
-
10
of
826
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An empirical model comparison for valuing crack spread options
Mahringer, Steffen
;
Prokopczuk, Marcel
- In:
Energy economics
51
(
2015
),
pp. 177-187
Persistent link: https://www.econbiz.de/10011564825
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
The market price of risk for delivery periods : pricing swaps and options in electricity markets
Kemper, Annika
;
Schmeck, Maren Diane
;
Kh.Balci, Anna
- In:
Energy economics
113
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013540564
Saved in:
8
A critical empirical study of three electricity spot price models
Benth, Fred Espen
;
Kiesel, Rüdiger
;
Nazarova, Anna
- In:
Energy economics
34
(
2012
)
5
,
pp. 1589-1616
Persistent link: https://www.econbiz.de/10009687984
Saved in:
9
On the use of the moment-matching technique for pricing and hedging multi-asset spread options
Pellegrino, Tommaso
;
Sabino, Piergiacomo
- In:
Energy economics
45
(
2014
),
pp. 172-185
Persistent link: https://www.econbiz.de/10010504771
Saved in:
10
The spark spread and clean spark spread option based valuation of a power plant with multiple turbines
Elias, R. S.
;
Wahab, M. I. M.
;
Fang, Liping
- In:
Energy economics
59
(
2016
),
pp. 314-327
Persistent link: https://www.econbiz.de/10011699668
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->