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1
Fitting semiparametric Markov regime-switching models to electricity spot prices
Eichler, Michael
;
Türk, D.
- In:
Energy economics
36
(
2013
),
pp. 614-624
Persistent link: https://www.econbiz.de/10009724626
Saved in:
2
Identifying spikes and seasonal components in electricity spot price data : a guide to robust modeling
Janczura, Joanna
;
Trück, Stefan
;
Weron, Rafał
;
Wolff, …
- In:
Energy economics
38
(
2013
),
pp. 96-110
Persistent link: https://www.econbiz.de/10009764599
Saved in:
3
Robust estimation and forecasting of the long-term seasonal component of electricity spot prices
Nowotarski, Jakub
;
Tomczyk, Jakub
;
Weron, Rafał
- In:
Energy economics
39
(
2013
),
pp. 13-27
Persistent link: https://www.econbiz.de/10010235039
Saved in:
4
Forecasting crude oil and refined products volatilities and correlations : new evidence from fractionally integrated multivariate GARCH models
Marchese, Malvina
;
Kyriakou, Ioannis
;
Tamvakis, Michael
; …
- In:
Energy economics
88
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012516745
Saved in:
5
A nonparametric GARCH model of crude oil price return volatility
Hou, Aijun
;
Suardi, Sandy
- In:
Energy economics
34
(
2012
)
2
,
pp. 618-626
Persistent link: https://www.econbiz.de/10009618668
Saved in:
6
Content estimation for electricity prices : procedures and comparisons
Lisi, Francesco
;
Nan, Fany
- In:
Energy economics
44
(
2014
),
pp. 143-159
Persistent link: https://www.econbiz.de/10010457231
Saved in:
7
Nonparametric wind power forecasting under fixed and random censoring
Dahl, Christian M.
;
Effraimidis, Georgios
;
Pedersen, …
- In:
Energy economics
84
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012182788
Saved in:
8
The short- and long-run efficiency of energy, precious metals, and base metals markets : evidence from the exponential smooth transition autoregressive models
Cagli, Efe Çaglar
;
Taskin, Dilvin
;
Mandacı, Pınar Evrım
- In:
Energy economics
84
(
2019
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012183301
Saved in:
9
Nonparametric panel data model for crude oil and stock market prices in net oil importing countries
Silvapulle, Paramsothy
;
Smyth, Russell
;
Zhang, Xibin
; …
- In:
Energy economics
67
(
2017
),
pp. 255-267
Persistent link: https://www.econbiz.de/10011897918
Saved in:
10
Using nonparametric copulas to measure crude oil price co-movements
Ho, Anson T. Y.
;
Huynh, Kim P.
;
Jacho-Chávez, David Tomás
- In:
Energy economics
82
(
2019
),
pp. 211-223
Persistent link: https://www.econbiz.de/10012173921
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