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A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model
Chen, Haotian; Smyth, Russell; Zhang, Xibin - In: Energy economics 67 (2017), pp. 346-354
Persistent link: https://www.econbiz.de/10011897930
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Speculative bubbles in recent oil price dynamics : evidence from a Bayesian Markov-switching state-space approach
Lammerding, Marc; Stephan, Patrick; Trede, Mark; … - In: Energy economics 36 (2013), pp. 491-502
Persistent link: https://www.econbiz.de/10009724652
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Copula stochastic volatility in oil returns : approximate Bayesian computation with volatility prediction
Virbickaitė, Audronė; Ausín, M. Concepción; … - In: Energy economics 92 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012519661
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Markov switching GARCH models for Bayesian hedging on energy futures markets
Billio, Monica; Casarin, Roberto; Osuntuyi, Anthony - In: Energy economics 70 (2018), pp. 545-562
Persistent link: https://www.econbiz.de/10011942887
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Bayesian estimation of stable CARMA spot models for electricity prices
Müller, Gernot; Seibert, Armin - In: Energy economics 78 (2019), pp. 267-277
Persistent link: https://www.econbiz.de/10012159939
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Understanding the US natural gas market : a Markov switching VAR approach
Hou, Chenghan; Bao Hoang Nguyen - In: Energy economics 75 (2018), pp. 42-53
Persistent link: https://www.econbiz.de/10011973858
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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
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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
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Inefficiency persistence and heterogeneity in Colombian electricity utilities
Galán, Jorge E.; Pollitt, Michael G. - In: Energy economics 46 (2014), pp. 31-44
Persistent link: https://www.econbiz.de/10011298615
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Inference from concave stochastic frontiers and the covariance of firm efficiency measures across firms
Dashti, Imad - In: Energy economics 25 (2003) 6, pp. 585-601
Persistent link: https://www.econbiz.de/10001798932