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A stochastic discrete choice dynamic programming model of power plant operations and retirement
Çam, Eren; Hinkel, Niklas; Schönfisch, Max - 2022
We present a methodology to estimate fixed cost parameters relevant to the decision to operate, mothballor retire an open-cycle gas turbine (OCGT) using a dynamic discrete choice model, based on fuel andelectricity prices, as well as technical data and the operational status of OCGTs in the PJM...
Persistent link: https://www.econbiz.de/10012820376
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Modeling dependence in two-tier stochastic frontier models
Papadopoulos, Alecos; Parmeter, Christopher F.; … - In: Journal of productivity analysis : an official journal … 56 (2021) 2/3, pp. 85-101
Persistent link: https://www.econbiz.de/10012656569
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Maximum simulated likelihood estimation of the seemingly unrelated stochastic frontier regressions
Lai, Hung-pin - In: Empirical economics : a quarterly journal of the … 60 (2021) 6, pp. 2943-2968
Persistent link: https://www.econbiz.de/10012585729
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The semi-geometric process and some properties
Wu, Shaomin; Wang, Guanjun - In: IMA journal of management mathematics 29 (2018) 2, pp. 229-245
Persistent link: https://www.econbiz.de/10011888616
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Prediction of stock price movement using continuous time models
Sonono, Masimba E.; Mashele, Hopolang P. - In: Journal of mathematical finance 5 (2015) 2, pp. 178-191
Persistent link: https://www.econbiz.de/10011398992
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Application of maximum likelihood estimation to stochastic short rate models
Fergusson, Kevin; Platen, Eckhard - 2015
Persistent link: https://www.econbiz.de/10011344233
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Application of maximum likelihood estimation to stochastic short rate models
Fergusson, Kevin; Platen, Eckhard - In: Annals of financial economics 10 (2015) 2, pp. 1-26
Persistent link: https://www.econbiz.de/10011408524
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Explicit formulae for parameters of stochastic models of a discounted equity index using maximum likelihood estimation with applications
Fergusson, K. - In: Annals of financial economics 12 (2017) 2, pp. 1-31
Persistent link: https://www.econbiz.de/10011716156
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Likelihood inference for a COGARCH process using sequential Monte Carlo
Wee, Damien C.H.; Chen, Feng; Dunsmuir, William T.M. - In: Journal of financial econometrics 17 (2019) 2, pp. 229-253
Persistent link: https://www.econbiz.de/10012054439
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Divide and conquer : recursive likelihood function integration for hidden Markov models with continuous latent variables
Reich, Gregor - In: Operations research 66 (2018) 6, pp. 1457-1470
Persistent link: https://www.econbiz.de/10011971637