Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Optimal bid strategies for ele...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Theorie
629,376
Theory
614,476
USA
42,754
United States
41,537
Schätzung
30,103
Estimation
29,371
Welt
26,507
World
25,880
Deutschland
24,670
Germany
22,764
Geldpolitik
22,561
Monetary policy
21,831
Portfolio-Management
19,127
Portfolio selection
18,923
Elektrizitätswirtschaft
17,966
Risiko
17,896
Risk
17,700
Mathematische Optimierung
17,310
Mathematical programming
17,202
Electric power industry
16,390
Prognoseverfahren
14,454
Forecasting model
14,194
Spieltheorie
13,758
Wirtschaftswachstum
13,658
Economic growth
13,053
Game theory
13,024
Zeitreihenanalyse
13,004
Time series analysis
12,634
Experiment
12,482
Wettbewerb
11,628
Börsenkurs
11,516
Volatilität
11,449
Share price
11,312
Asymmetrische Information
11,267
Competition
11,224
Auktionstheorie
11,132
Asymmetric information
10,976
Auction theory
10,829
EU-Staaten
10,749
more ...
less ...
Online availability
All
Free
4,272
Undetermined
2,668
Type of publication
All
Article
5,750
Book / Working Paper
5,442
Type of publication (narrower categories)
All
Article in journal
5,375
Aufsatz in Zeitschrift
5,375
Graue Literatur
2,546
Non-commercial literature
2,546
Working Paper
2,414
Arbeitspapier
2,402
Aufsatz im Buch
350
Book section
350
Hochschulschrift
346
Thesis
288
Collection of articles written by one author
92
Sammlung
92
Collection of articles of several authors
53
Sammelwerk
53
Bibliografie enthalten
41
Bibliography included
41
Conference paper
37
Konferenzbeitrag
37
Aufsatzsammlung
21
Systematic review
21
Übersichtsarbeit
21
Konferenzschrift
20
Forschungsbericht
19
Amtsdruckschrift
11
Government document
11
Conference proceedings
8
Lehrbuch
8
Rezension
8
Textbook
8
Reprint
6
Handbook
5
Handbuch
5
Accompanied by computer file
2
Bibliografie
2
Elektronischer Datenträger als Beilage
2
CD-ROM, DVD
1
Case study
1
Diskette
1
Elektronischer Datenträger
1
Fallstudie
1
more ...
less ...
Language
All
English
10,946
German
193
French
28
Spanish
16
Italian
6
Polish
2
Portuguese
2
Undetermined
2
Czech
1
Hungarian
1
Dutch
1
Norwegian
1
Chinese
1
more ...
less ...
Author
All
McAleer, Michael
82
Bollerslev, Tim
75
Diebold, Francis X.
60
Andersen, Torben
45
Koopman, Siem Jan
41
Gupta, Rangan
40
Härdle, Wolfgang
40
Lux, Thomas
39
Ma, Feng
38
Chiarella, Carl
35
Chang, Chia-Lin
34
Aizenman, Joshua
33
Caporin, Massimiliano
32
Bekaert, Geert
30
Hafner, Christian M.
28
Herwartz, Helmut
27
Pierdzioch, Christian
27
Asai, Manabu
26
Bauwens, Luc
26
Fernández-Villaverde, Jesús
25
Todorov, Viktor
25
Clark, Todd E.
23
Hautsch, Nikolaus
23
Prokopczuk, Marcel
23
Caballero, Ricardo J.
22
Ghysels, Eric
22
Lucas, André
22
Meddahi, Nour
22
Schlag, Christian
22
Westerhoff, Frank H.
22
Yu, Jun
22
Andersen, Torben G.
21
Caporale, Guglielmo Maria
21
Chan, Joshua
21
Christoffersen, Peter F.
21
Wang, Yudong
21
Aït-Sahalia, Yacine
20
Clements, Adam
20
Engle, Robert F.
20
Gallo, Giampiero M.
20
more ...
less ...
Institution
All
National Bureau of Economic Research
186
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Centre for Analytical Finance <Århus>
7
Rodney L. White Center for Financial Research
7
Internationaler Währungsfonds / Research Department
6
Birkbeck College / Department of Economics
5
Institute of Finance and Accounting <London>
5
Instituto Valenciano de Investigaciones Económicas
5
International Monetary Fund
5
Svenska Handelshögskolan <Helsinki>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
The Wharton Financial Institutions Center
4
University of Canterbury / Dept. of Economics and Finance
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
World Bank
3
Brown University / Department of Economics
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
2
Centre for Growth and Business Cycle Research <Manchester>
2
Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
Institut für Weltwirtschaft
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University of British Columbia / Department of Economics
2
more ...
less ...
Published in...
All
Energy economics
244
NBER working paper series
179
Working paper / National Bureau of Economic Research, Inc.
165
NBER Working Paper
161
Finance research letters
131
Journal of econometrics
128
Journal of banking & finance
120
Economic modelling
105
International review of financial analysis
96
The journal of futures markets
89
Economics letters
88
Journal of empirical finance
87
International review of economics & finance : IREF
84
Working paper
83
Discussion paper / Tinbergen Institute
82
International journal of forecasting
82
International journal of theoretical and applied finance
81
Discussion paper / Centre for Economic Policy Research
78
Journal of financial economics
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Journal of international money and finance
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
Applied economics
72
Journal of economic dynamics & control
72
The European journal of finance
63
Applied economics letters
62
Journal of forecasting
62
Quantitative finance
61
The review of financial studies
59
The North American journal of economics and finance : a journal of financial economics studies
55
Econometric reviews
51
Computational economics
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
Journal of international financial markets, institutions & money
47
Applied mathematical finance
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Research paper series / Swiss Finance Institute
45
Journal of risk and financial management : JRFM
44
The journal of finance : the journal of the American Finance Association
44
Finance and stochastics
43
more ...
less ...
Source
All
ECONIS (ZBW)
11,175
EconStor
12
RePEc
3
ArchiDok
1
Other ZBW resources
1
Showing
1
-
10
of
11,192
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Electricity
futures price models : calibration and forecasting
Islyaev, Suren
;
Date, Paresh
- In:
European journal of operational research : EJOR
247
(
2015
)
1
,
pp. 144-154
Persistent link: https://www.econbiz.de/10011347115
Saved in:
2
Electricity
futures prices in an emissions constrained economy : evidence from European power markets
Daskalakis, George
;
Symeonidis, Lazaros
;
Markellos, …
- In:
The energy journal
36
(
2015
)
3
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011403464
Saved in:
3
Tail risk of
electricity
futures
Peña Sánchez de Rivera, Juan Ignacio
;
Rodríguez, Rosa
; …
- In:
Energy economics
91
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012518716
Saved in:
4
On the importance of the long-term seasonal component in day-ahead
electricity
price forecasting
Nowotarski, Jakub
;
Weron, Rafał
- In:
Energy economics
57
(
2016
),
pp. 228-235
Persistent link: https://www.econbiz.de/10011698464
Saved in:
5
Volatility in
electricity
derivative markets : the Samuelson effect revisited
Jaeck, Edouard
;
Lautier, Delphine
- In:
Energy economics
59
(
2016
),
pp. 300-313
Persistent link: https://www.econbiz.de/10011699632
Saved in:
6
A space-time random field model for
electricity
forward prices
Benth, Fred Espen
;
Paraschiv, Florentina
- In:
Journal of banking & finance
95
(
2018
),
pp. 203-216
Persistent link: https://www.econbiz.de/10011966749
Saved in:
7
Pricing
electricity
forwards under future information on the stochastic mean-reversion level
Hess, Markus
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
2
,
pp. 751-767
Persistent link: https://www.econbiz.de/10012427666
Saved in:
8
Price and volatility spillovers in the
electricity
reliability council of Texas day-ahead
electricity
market
Abrokwah, Ama Agyeiwaa
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
6
,
pp. 322-330
Persistent link: https://www.econbiz.de/10011954593
Saved in:
9
Optimal bidding in hourly and quarter-hourly
electricity
price auctions : trading large volumes of power with market impact and transaction costs
Narajewski, Michał
;
Ziel, Florian
- In:
Energy economics
110
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013349916
Saved in:
10
Volatility modeling in equity and energy markets with applications to derivative pricing, hedging and risk management
Ignatieva, Ekaterina
-
2012
Persistent link: https://www.econbiz.de/10009548356
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
