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~subject:"Volatility"
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Volatility
Theorie
629,007
Theory
614,105
USA
44,129
United States
42,931
Schätzung
32,542
Estimation
31,707
Welt
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Pricing strategy
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Portfolio selection
18,946
Spillover-Effekt
18,551
Risiko
18,167
Spillover effect
18,151
Risk
17,978
Mathematische Optimierung
17,165
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17,060
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Wirtschaftswachstum
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Spieltheorie
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Economic growth
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Zeitreihenanalyse
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Game theory
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Time series analysis
12,737
Volatilität
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Börsenkurs
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Share price
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Experiment
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11,824
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McAleer, Michael
117
Bollerslev, Tim
75
Diebold, Francis X.
70
Chang, Chia-Lin
58
Caporale, Guglielmo Maria
51
Gupta, Rangan
50
Andersen, Torben
45
Koopman, Siem Jan
44
Härdle, Wolfgang
41
Kang, Sang Hoon
39
Lux, Thomas
39
Spagnolo, Nicola
38
Bouri, Elie
37
Caporin, Massimiliano
35
Mensi, Walid
35
Aizenman, Joshua
33
Chiarella, Carl
33
Bekaert, Geert
32
Hafner, Christian M.
29
Pierdzioch, Christian
29
Bauwens, Luc
27
Herwartz, Helmut
27
Asai, Manabu
26
Fernández-Villaverde, Jesús
25
Todorov, Viktor
25
Clark, Todd E.
23
Clements, Adam
23
Hautsch, Nikolaus
23
Caballero, Ricardo J.
22
Engle, Robert F.
22
Ghysels, Eric
22
Kočenda, Evžen
22
Lucas, André
22
Lucey, Brian M.
22
Meddahi, Nour
22
Schlag, Christian
22
Tiwari, Aviral Kumar
22
Westerhoff, Frank H.
22
Xuan Vinh Vo
22
Yu, Jun
22
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National Bureau of Economic Research
187
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Centre for Analytical Finance <Århus>
9
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Rodney L. White Center for Financial Research
7
Internationaler Währungsfonds / Research Department
6
Svenska Handelshögskolan <Helsinki>
6
Birkbeck College / Department of Economics
5
Institute of Finance and Accounting <London>
5
Instituto Valenciano de Investigaciones Económicas
5
International Monetary Fund
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Springer Fachmedien Wiesbaden
4
The Wharton Financial Institutions Center
4
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
School of Accounting, Economics and Finance <Geelong>
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
University of Canterbury / Dept. of Economics and Finance
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
Gottfried Wilhelm Leibniz Universität Hannover
2
Institut für Weltwirtschaft
2
Institute of European Finance <Bangor, Gwynedd>
2
Instituto Valenciano de Investigaciones Económicas (IVIE)
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
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Energy economics
217
NBER working paper series
180
Working paper / National Bureau of Economic Research, Inc.
171
Finance research letters
165
NBER Working Paper
161
International review of financial analysis
129
Journal of banking & finance
127
Journal of econometrics
127
Economic modelling
120
International review of economics & finance : IREF
115
The North American journal of economics and finance : a journal of financial economics studies
113
Discussion paper / Tinbergen Institute
100
Applied economics
98
Economics letters
95
Journal of empirical finance
87
Working paper
86
Research in international business and finance
82
International journal of forecasting
81
International journal of theoretical and applied finance
81
Discussion paper / Centre for Economic Policy Research
80
Journal of international money and finance
80
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Journal of financial economics
76
Journal of economic dynamics & control
73
Journal of risk and financial management : JRFM
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of international financial markets, institutions & money
68
Applied economics letters
66
The European journal of finance
65
The review of financial studies
58
Journal of forecasting
56
Quantitative finance
54
Econometric reviews
52
The journal of futures markets
52
Computational economics
51
CESifo working papers
49
International journal of finance & economics : IJFE
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
Applied mathematical finance
46
Applied financial economics
45
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ECONIS (ZBW)
12,284
EconStor
13
RePEc
7
BASE
1
ArchiDok
1
Other ZBW resources
1
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1
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10
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12,307
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date (oldest first)
1
Equilibrium analysis of forward markets for electricity and reserves
Siddiqui, Afzal S.
-
2002
Persistent link: https://www.econbiz.de/10003777536
Saved in:
2
Modeling spot markets for electricity and
pricing
electricity derivatives
Ning, Yumei
-
2001
Persistent link: https://www.econbiz.de/10001697067
Saved in:
3
Spillover volatility between fuel mix and electricity prices
Kakouris, Konstantinos
;
Psychoyios, Dimitrios
- In:
Recent advances and applications in alternative investments
,
(pp. 157-188)
.
2020
Persistent link: https://www.econbiz.de/10012265149
Saved in:
4
A spot-forward model for electricity prices with regime shifts
Paraschiv, Florentina
;
Fleten, Stein-Erik
;
Schürle, Michael
- In:
Energy economics
47
(
2015
),
pp. 142-153
Persistent link: https://www.econbiz.de/10011527263
Saved in:
5
Determinants of price fluctuations in the electricity market : a study with PCA and NARDL models
Li, Kun
;
Cursio, Joseph D.
;
Sun, Yunchuan
;
Zhu, Zizheng
- In:
Economic research
32
(
2019
)
1,3
,
pp. 2404-2421
Persistent link: https://www.econbiz.de/10012584686
Saved in:
6
Fuel cost uncertainty, capacity investment and price in a competitive electricity market
Gal, Nurit
;
Milstein, Irena
;
Tishler, Asher
;
Woo, Chi-keung
- In:
Energy economics
61
(
2017
),
pp. 233-240
Persistent link: https://www.econbiz.de/10011737782
Saved in:
7
EuroMod : modelling European power markets with improved price granularity
Mendes, Carla
;
Staffell, Iain
;
Green, Richard
- In:
Energy economics
131
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014637620
Saved in:
8
Effects of
demand
shock and its volatility on oligopolistic
pricing
Cho, Sung-jin
- In:
Journal of economic research
10
(
2005
)
1
,
pp. 49-71
Persistent link: https://www.econbiz.de/10003075079
Saved in:
9
Durable-goods monopoly with varying
demand
Board, Simon
- In:
The review of economic studies
75
(
2008
)
2
,
pp. 391-413
Persistent link: https://www.econbiz.de/10003678724
Saved in:
10
Excessive price volatility in the California ancillary services markets : causes, effects, and solutions
Siddiqui, Afzal S.
;
Marnay, Chris
;
Khavkin, Mark
- In:
The electricity journal
13
(
2000
)
6
,
pp. 58-68
Persistent link: https://www.econbiz.de/10001511481
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