//--> //--> //--> //-->
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
The 4/2 stochastic volatility...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
650
Volatilität
650
Oil price
395
Ölpreis
395
Welt
241
World
241
ARCH model
231
ARCH-Modell
231
Commodity derivative
163
Rohstoffderivat
163
Estimation
159
Schätzung
159
Börsenkurs
138
Share price
138
Oil market
127
Ölmarkt
126
Forecasting model
121
Prognoseverfahren
121
Spillover effect
116
Spillover-Effekt
116
Stock market
110
Aktienmarkt
108
Capital income
96
Kapitaleinkommen
96
Erdöl
89
Petroleum
88
Theorie
86
Theory
86
Stochastic process
84
Stochastischer Prozess
84
Risk
81
Risiko
78
Time series analysis
78
Zeitreihenanalyse
78
Energiemarkt
75
Energy market
75
China
66
Electric power industry
66
Elektrizitätswirtschaft
66
Electricity price
64
more ...
less ...
Online availability
All
Undetermined
563
Free
8
Type of publication
All
Article
735
Type of publication (narrower categories)
All
Article in journal
734
Aufsatz in Zeitschrift
734
Conference paper
4
Konferenzbeitrag
4
Language
All
English
735
Author
All
Ma, Feng
20
Tiwari, Aviral Kumar
20
Hammoudeh, Shawkat
18
Bouri, Elie
14
Gupta, Rangan
13
Wang, Yudong
13
Ji, Qiang
11
Uddin, Mohammed Gazi Salah
10
Wei, Yu
10
Demirer, Rıza
9
Kang, Sang Hoon
9
Yoon, Seong-min
9
Shahzad, Syed Jawad Hussain
8
Wen, Fenghua
8
Dai, Zhifeng
7
Do, Hung Xuan
7
Lin, Boqiang
7
Mensi, Walid
7
Roubaud, David
7
Sadorsky, Perry A.
7
Benth, Fred Espen
6
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
Liang, Chao
5
Liu, Bing-Yue
5
McAleer, Michael
5
Naeem, Muhammad Abubakr
5
Nazlıoğlu, Şaban
5
Nguyen, Duc Khuong
5
Sitara Karim
5
Soytaş, Uǧur
5
Wang, Jiqian
5
Yin, Libo
5
more ...
less ...
Published in...
All
Energy economics
European journal of operational research : EJOR
756
Finance research letters
720
International journal of theoretical and applied finance
650
NBER working paper series
580
The journal of futures markets
553
Working paper / National Bureau of Economic Research, Inc.
545
Journal of banking & finance
533
NBER Working Paper
492
Journal of econometrics
478
International review of financial analysis
461
Applied economics
432
Economic modelling
425
International review of economics & finance : IREF
405
The North American journal of economics and finance : a journal of financial economics studies
381
Insurance / Mathematics & economics
367
Finance and stochastics
349
Economics letters
343
Mathematical finance : an international journal of mathematics, statistics and financial theory
333
Quantitative finance
332
Journal of economic dynamics & control
331
Working paper
320
Applied economics letters
314
Applied mathematical finance
306
Research in international business and finance
300
Applied financial economics
299
Journal of empirical finance
299
Discussion paper / Tinbergen Institute
286
Discussion paper / Centre for Economic Policy Research
284
The journal of computational finance
282
Journal of financial economics
255
The journal of derivatives : the official publication of the International Association of Financial Engineers
254
Journal of international financial markets, institutions & money
251
Journal of international money and finance
251
Journal of risk and financial management : JRFM
250
Risks : open access journal
248
Computational economics
242
The European journal of finance
234
CESifo working papers
216
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
206
more ...
less ...
Source
All
ECONIS (ZBW)
735
Showing
1
-
10
of
735
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Energy economics
108
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013203083
Saved in:
7
A generalized Schwartz model for energy spot prices : estimation using a particle MCMC method
Brix, Anne Floor
;
Lunde, Asger
;
Wei, Wei
- In:
Energy economics
72
(
2018
),
pp. 560-582
Persistent link: https://www.econbiz.de/10011972455
Saved in:
8
Bayesian calibration and number of jump components in electricity spot price models
Gonzalez, Jhonny
;
Moriarty, John
;
Palczewski, Jan
- In:
Energy economics
65
(
2017
),
pp. 375-388
Persistent link: https://www.econbiz.de/10011803998
Saved in:
9
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:
10
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:
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...
//-->