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Volatility
Prognoseverfahren
41,239
Forecasting model
40,245
Zeitreihenanalyse
29,743
Time series analysis
28,721
Theorie
26,858
Theory
26,313
Prognose
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Elektrizitätswirtschaft
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Forecast
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Electric power industry
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Schätzung
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Estimation
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USA
9,398
United States
9,031
Schätztheorie
7,177
Estimation theory
7,095
Volatilität
6,558
Kapitaleinkommen
6,372
Capital income
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Deutschland
6,168
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5,419
Germany
5,394
Share price
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Welt
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World
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Strompreis
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Electricity price
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Wirtschaftsprognose
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Economic forecast
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EU-Staaten
4,028
EU countries
3,914
ARCH-Modell
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ARCH model
3,210
Konjunktur
2,993
Business cycle
2,904
Inflation
2,766
Kointegration
2,673
Frühindikator
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Aktienmarkt
2,663
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Free
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Gupta, Rangan
136
McAleer, Michael
97
Ma, Feng
82
Bollerslev, Tim
62
Caporale, Guglielmo Maria
47
Koopman, Siem Jan
47
Pierdzioch, Christian
47
Diebold, Francis X.
42
Lux, Thomas
41
Zhang, Yaojie
40
Andersen, Torben
38
Asai, Manabu
35
Wang, Yudong
35
Liang, Chao
34
Caporin, Massimiliano
33
Gil-Alaña, Luis A.
33
Härdle, Wolfgang
33
Bouri, Elie
31
Clements, Adam
29
Dijk, Dick van
29
Wei, Yu
29
Engle, Robert F.
28
Salisu, Afees A.
28
Christoffersen, Peter F.
27
Chan, Joshua
26
McMillan, David G.
25
Todorov, Viktor
25
Hansen, Peter Reinhard
24
Medeiros, Marcelo C.
24
Chang, Chia-Lin
23
Degiannakis, Stavros
23
Kumar, Dilip
23
Lucas, André
23
Tauchen, George Eugene
23
Gallo, Giampiero M.
22
Wang, Jiqian
22
Allen, David E.
21
Patton, Andrew J.
21
Hafner, Christian M.
20
Bonato, Matteo
19
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve Bank of St. Louis
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Centre for Analytical Finance <Århus>
4
Centre for Growth and Business Cycle Research <Manchester>
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Institute of Finance and Accounting <London>
3
Rodney L. White Center for Financial Research
3
Springer Fachmedien Wiesbaden
3
The Wharton Financial Institutions Center
3
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Centre for Quantitative Economics & Computing
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel
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Econometrisch Instituut <Rotterdam>
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European University Institute / Department of Economics
2
Federal Reserve Bank of San Francisco
2
Instituto Valenciano de Investigaciones Económicas
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Svenska Handelshögskolan <Helsinki>
2
University of Canterbury / Dept. of Economics and Finance
2
Université de Montréal / Département de sciences économiques
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Aarhus Universitet / Afdeling for Nationaløkonomi
1
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Bundesanstalt für Geowissenschaften und Rohstoffe
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Business Information Centre <Toronto>
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Chambre de commerce et d'industrie de Paris
1
Department of Econometrics and Business Statistics, Monash Business School
1
EconWPA
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
1
Hamburgisches WeltWirtschaftsInstitut
1
Hochschule für Bankwirtschaft
1
Institut for Finansiering <Frederiksberg>
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
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Energy economics
208
Finance research letters
147
Journal of econometrics
133
International journal of forecasting
129
Journal of forecasting
118
Economic modelling
96
International review of financial analysis
94
Discussion paper / Tinbergen Institute
93
Journal of empirical finance
85
International review of economics & finance : IREF
79
Applied economics
78
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
The North American journal of economics and finance : a journal of financial economics studies
71
Journal of banking & finance
68
Economics letters
55
Quantitative finance
52
Working paper
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
Econometric reviews
42
Research in international business and finance
42
Applied economics letters
41
Journal of risk and financial management : JRFM
41
The journal of futures markets
41
CREATES research paper
40
Journal of financial econometrics : official journal of the Society for Financial Econometrics
40
Applied financial economics
39
Department of Economics working paper series
39
Journal of financial econometrics
39
Computational economics
38
Journal of international financial markets, institutions & money
38
The European journal of finance
38
International journal of finance & economics : IJFE
36
Journal of financial economics
30
NBER working paper series
30
Working paper / National Bureau of Economic Research, Inc.
29
Journal of applied econometrics
28
Pacific-Basin finance journal
28
Risks : open access journal
27
SFB 649 discussion paper
27
Econometrics : open access journal
25
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ECONIS (ZBW)
6,437
RePEc
16
EconStor
11
Other ZBW resources
2
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1
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1
Predicting the prices of electricity derivatives on the energy exchange
Kratochvíl, Štěpán
;
Starý, Oldřich
- In:
Acta oeconomica Pragensia : vědecký časopis Vysoke …
21
(
2013
)
6
,
pp. 65-81
Persistent link: https://www.econbiz.de/10010400360
Saved in:
2
Forecasting the Colombian electricity spot price under a functional approach
Gallón, Santiago
;
Barrientos, Jorge Hugo
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
2
,
pp. 67-74
Persistent link: https://www.econbiz.de/10012608317
Saved in:
3
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:
4
Hedging electricity price volatility applying seasonal and trend decomposition
Ramírez-García, Alfredo
;
Saucedo, Eduardo
- In:
Análisis económico
37
(
2022
)
94
,
pp. 143-166
Persistent link: https://www.econbiz.de/10013257186
Saved in:
5
Long memory in electricity prices return and volatility : evidence from OMEL and OMIP markets
Lotfi, Issam
;
Eddahbi, M'hamed
;
El Qalli, Yassine
- In:
The empirical economics letters : a monthly …
13
(
2014
)
11
,
pp. 1187-1196
Persistent link: https://www.econbiz.de/10010527296
Saved in:
6
Data-driven analysis of the real-time electricity price considering wind power effect
Yang, Shengjie
;
Xu, Xuesong
;
Liu, Jiangang
;
Jiang, Weijin
- In:
Energy reports
6
(
2020
)
2
,
pp. 452-459
market and improve future strategies. However, most of the
forecast
models eliminate the details to reduce the structural …
Persistent link: https://www.econbiz.de/10012181064
Saved in:
7
Applying ARMA-GARCH approaches to forecasting short-term electricity prices
Liu, Heping
;
Shi, Jing
- In:
Energy economics
37
(
2013
),
pp. 152-166
Persistent link: https://www.econbiz.de/10009760851
Saved in:
8
Adding dummy variables : a simple approach for improved volatility forecasting in electricity market
Gong, Xu
;
Lin, Boqiang
- In:
Journal of management science and engineering
8
(
2023
)
2
,
pp. 191-213
. Considering day-of-the-week effects, structural breaks, or both, we propose three classes of HAR models to
forecast
electricity …
Persistent link: https://www.econbiz.de/10014315942
Saved in:
9
Realized volatility and price spikes in electricity markets : the importance of observation frequency
Ullrich, Carl J.
- In:
Energy economics
34
(
2012
)
6
,
pp. 1809-1818
Persistent link: https://www.econbiz.de/10009687857
Saved in:
10
Factor models in the German electricity market : stylized facts, seasonality, and calibration
Hinderks, Wieger Johan
;
Wagner, Andreas
- In:
Energy economics
85
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012510288
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