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accessRights:"restricted"
~isPartOf:"Energy economics"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
~subject:"Theory"
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Search: subject_exact:"Markov chain"
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Kapitaleinkommen
Prognoseverfahren
Theory
Markov chain
40
Markov-Kette
40
Volatility
28
Volatilität
28
Estimation
17
Schätzung
17
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16
Ölpreis
16
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14
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Ji, Qiang
2
Luo, Jiawen
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Ma, Feng
2
Alizadeh-Masoodian, Amir H.
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Almansour, Abdullah
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Ausín, M. Concepción
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Bao Hoang Nguyen
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Baum, Christopher F.
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Energy economics
European journal of operational research : EJOR
91
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
International journal of production research
27
Operations research letters
26
International journal of forecasting
25
Mathematics of operations research
25
Operations research
25
Journal of econometrics
24
Insurance / Mathematics & economics
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Journal of economic dynamics & control
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Quantitative finance
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Applied economics
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Discussion paper / Centre for Economic Policy Research
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Finance research letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of empirical finance
14
Operational research : an international journal
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Journal of forecasting
13
International review of financial analysis
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Scandinavian actuarial journal
11
IMA journal of management mathematics
10
International review of economics & finance : IREF
10
Journal of banking & finance
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Journal of the Operational Research Society
10
The North American journal of economics and finance : a journal of financial economics studies
10
Econometric reviews
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International journal of production economics
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Macroeconomic dynamics
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SpringerLink / Bücher
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Applied economics letters
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Opsearch : journal of the Operational Research Society of India
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Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
20
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1
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Luo, Jiawen
;
Demirer, Rıza
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
105
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013201953
Saved in:
2
Evaluation of photovoltaic storage systems on energy markets under uncertainty using stochastic dynamic programming
Keles, Dogan
;
Dehler-Holland, Joris
- In:
Energy economics
106
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013202117
Saved in:
3
Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models : either, neither or both?
Wang, Lu
;
Wu, Jiangbin
;
Cao, Yang
;
Hong, Yanran
- In:
Energy economics
111
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013349997
Saved in:
4
Modelling the volatility of TOCOM energy futures : a regime switching realised volatility approach
Alizadeh-Masoodian, Amir H.
;
Huang, Chih-Yueh
;
Marsh, Ian
- In:
Energy economics
93
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012643308
Saved in:
5
Oil shocks and stock market volatility : new evidence
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Zhu, Bo
- In:
Energy economics
103
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013364063
Saved in:
6
Capturing the dynamics of the China crude oil futures : Markov switching, co-movement, and volatility forecasting
Liu, Min
;
Lee, Chien-chiang
- In:
Energy economics
103
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013364085
Saved in:
7
Forecasting crude oil price volatility via a HM-EGARCH model
Lin, Yu
;
Yang, Xiaoming
;
Li, Fuxing
- In:
Energy economics
87
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012512591
Saved in:
8
Copula stochastic volatility in oil returns : approximate Bayesian computation with volatility prediction
Virbickaitė, Audronė
;
Ausín, M. Concepción
; …
- In:
Energy economics
92
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012519661
Saved in:
9
On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks
Luo, Jiawen
;
Ji, Qiang
;
Klein, Tony
;
Todorova, Neda
; …
- In:
Energy economics
89
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012517048
Saved in:
10
Bayesian estimation of stable CARMA spot models for electricity prices
Müller, Gernot
;
Seibert, Armin
- In:
Energy economics
78
(
2019
),
pp. 267-277
Persistent link: https://www.econbiz.de/10012159939
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