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Time series analysis
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Franses, Philip Hans
135
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89
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72
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56
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52
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43
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42
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41
Perron, Pierre
41
Gao, Jiti
40
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39
Mills, Terence C.
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Stock, James H.
39
Feng, Yuanhua
38
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Shakai-Keizai-Kenkyūsho <Osaka>
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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Conference Nonlinear Dynamics and Economics <1992, Florenz>
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
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2
Econometric Society
2
Eric Cuvillier <Firma>
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Journal of econometrics
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321
Economics letters
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Econometric theory
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Econometric reviews
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Economic modelling
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Applied economics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
96
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Journal of applied econometrics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
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Computational economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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CREATES research paper
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Applied economics letters
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Journal of economic dynamics & control
68
Energy economics
61
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
NBER Working Paper
57
Cowles Foundation discussion paper
55
Working paper / National Bureau of Economic Research, Inc.
55
Journal of empirical finance
53
Oxford bulletin of economics and statistics
53
NBER working paper series
52
CESifo working papers
50
Série des documents de travail / Centre de Recherche en Économie et Statistique
50
European journal of operational research : EJOR
47
The econometrics journal
47
SFB 649 discussion paper
46
Discussion papers of interdisciplinary research project 373
45
EUI working paper / ECO
44
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Discussion paper / Center for Economic Research, Tilburg University
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The review of economics and statistics
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ECONIS (ZBW)
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Application of non-linear time series models to power risk management: a case study for Germany
Kosater, Peter
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003494301
Saved in:
2
Modelling and forecasting temperature based
weather
derivatives
Svec, J.
;
Stevenson, Maxwell John
- In:
Global finance journal
18
(
2007
)
2
,
pp. 185-204
Persistent link: https://www.econbiz.de/10003704497
Saved in:
3
Pricing of temperature index insurance
Che Taib, Che Mohd Imran
;
Benth, Fred Espen
- In:
Review of development finance
2
(
2012
)
1
,
pp. 22-31
Persistent link: https://www.econbiz.de/10009579935
Saved in:
4
Calibration of temperature futures by changing the mean reversion
Benth, Fred Espen
;
Ortiz-Latorre, Salvador
- In:
The journal of energy markets
10
(
2017
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011999391
Saved in:
5
Spatial-temporal modelling of temperature for pricing temperature index insurance
Che Mohd Imran Che Taib
;
Darus, Mukminah
- In:
Asia-Pacific financial markets
26
(
2019
)
1
,
pp. 87-106
Persistent link: https://www.econbiz.de/10012308013
Saved in:
6
Parametric heat wave insurance
Larsson, Karl
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014477784
Saved in:
7
A critical view on temperature modelling for application in
weather
derivatives markets
Saltyte Benth, Jurate
;
Benth, Fred Espen
- In:
Energy economics
34
(
2012
)
2
,
pp. 592-602
Persistent link: https://www.econbiz.de/10009618677
Saved in:
8
Impact of solar and wind prices on the integrated global electricity spot and options markets : a time series analysis
Alsaedi, Yasir
;
Tularam, Gurudeo Anand
;
Wong, Victor
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
2
,
pp. 337-353
Persistent link: https://www.econbiz.de/10012488423
Saved in:
9
Estimating trends in
weather
series : consequences for pricing derivatives
Jewson, Stephen
(
contributor
);
Penzer, Jeremy
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
3
,
pp. 1-15
Persistent link: https://www.econbiz.de/10003559115
Saved in:
10
Weather
derivatives with applications to Canadian data
Sviščuk, Anatolij
;
Cui, Kaijie
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 81-95
Persistent link: https://www.econbiz.de/10010240221
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