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An adaptive test of stochastic...
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Stochastic process
84
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36
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31
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31
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28
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25
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Baum, Christopher F.
3
Benth, Fred Espen
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Keles, Dogan
3
Zerilli, Paola
3
Chen, Liyuan
2
Cortazar, Gonzalo
2
DiLellio, James A.
2
Dyer, James S.
2
Hahn, Warren J.
2
Hunt, Lester C.
2
Ignatieva, Ekaterina
2
Li, Y. P.
2
Müller, Gernot
2
Olsina, Fernando
2
Schmeck, Maren Diane
2
Tsionas, Efthymios G.
2
Virbickaitė, Audronė
2
Weijde, Adriaan Hendrik van der
2
Williams, Daniel G.
2
Zhu, Lei
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1
Abrell, Jan
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Energy economics
European journal of operational research : EJOR
697
International journal of theoretical and applied finance
354
Journal of econometrics
342
Insurance / Mathematics & economics
303
Finance and stochastics
216
Discussion paper / Tinbergen Institute
203
Quantitative finance
194
International journal of production research
190
Computers & operations research : and their applications to problems of world concern ; an international journal
189
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189
Journal of economic dynamics & control
173
Operations research letters
173
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165
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165
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164
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155
The journal of computational finance
150
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
146
International journal of production economics
138
Applied mathematical finance
133
Physica A: Statistical Mechanics and its Applications
131
Econometric reviews
128
Mathematical finance : an international journal of mathematics, statistics and financial theory
128
Working paper
123
Economic modelling
108
Management science : journal of the Institute for Operations Research and the Management Sciences
103
Finance research letters
99
Applied economics
97
Journal of mathematical finance
96
NBER working paper series
92
INFORMS journal on computing : JOC
89
NBER Working Paper
89
Journal of banking & finance
87
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
86
International journal of financial engineering
85
Transportation research / E : an international journal
85
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
84
Omega : the international journal of management science
83
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ECONIS (ZBW)
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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
Real option valuation of power transmission investments by stochastic simulation
Pringles, Rolando
;
Olsina, Fernando
;
Garcés, Francisco
- In:
Energy economics
47
(
2015
),
pp. 215-226
Persistent link: https://www.econbiz.de/10011527490
Saved in:
3
Dynamic modeling of uncertainty in the planned values of investments in petrochemical and refining projects
Vianello, Juliano Melquiades
;
Costa, Letícia de Almeida
; …
- In:
Energy economics
45
(
2014
),
pp. 10-18
Persistent link: https://www.econbiz.de/10010504801
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
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
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6
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:
7
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:
8
Leverage effects and stochastic volatility in spot oil returns : a Bayesian approach with VaR and CVaR applications
Chen, Liyuan
;
Zerilli, Paola
;
Baum, Christopher F.
- In:
Energy economics
79
(
2019
),
pp. 111-129
Persistent link: https://www.econbiz.de/10012172264
Saved in:
9
Multi-stage stochastic optimization framework for power generation system planning integrating hybrid uncertainty modelling
Ioannou, Anastasia
;
Fuzuli, Gulistiani
;
Brennan, Feargal
; …
- In:
Energy economics
80
(
2019
),
pp. 760-776
Persistent link: https://www.econbiz.de/10012173720
Saved in:
10
U.S. nuclear plant decommissioning funding adequacy : by individual funds, utilities, reactors, and industry-wide ; assessed by Monte Carlo and baseline trend methods: 1998, 2000,...
Williams, Daniel G.
- In:
Energy economics
29
(
2007
)
5
,
pp. 1050-1100
Persistent link: https://www.econbiz.de/10003603309
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