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subject:"Markov chain"
~isPartOf:"Energy economics"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Statistische Methodenlehre"
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Search: subject_exact:"Metropolis-Hastings algorithm"
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Markov chain
Statistische Methodenlehre
Bayes-Statistik
69
Bayesian inference
69
Theorie
28
Theory
28
Markov-Kette
15
Volatility
15
Volatilität
15
Oil price
13
Ölpreis
13
Estimation
12
Schätzung
12
Forecasting model
11
Prognoseverfahren
11
Monte Carlo simulation
10
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Elektrizitätswirtschaft
8
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Statistical theory
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6
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5
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USA
5
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8
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English
20
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Robert, Christian P.
8
Rousseau, Judith
3
Chopin, Nicolas
2
Ausín, M. Concepción
1
Bao Hoang Nguyen
1
Baum, Christopher F.
1
Billio, Monica
1
Cano, Juan Antonio
1
Casarin, Roberto
1
Chen, Haotian
1
Chen, Liyuan
1
Dauxois, Jean-Yves
1
Galeano, Pedro
1
Gonzalez, Jhonny
1
Green, Peter J.
1
Guihenneuc, C.
1
Hou, Chenghan
1
Lammerding, Marc
1
Marin, Jean-Michel
1
Moriarty, John
1
Müller, Gernot
1
Osuntuyi, Anthony
1
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1
Viallefont, Valérie
1
Virbickaitė, Audronė
1
Wifling, Bernd
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1
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Energy economics
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Discussion paper / Tinbergen Institute
21
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Working papers
14
International journal of forecasting
12
European journal of operational research : EJOR
11
Econometric reviews
10
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10
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Economics letters
9
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8
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8
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8
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7
Insurance / Mathematics & economics
7
Journal of applied econometrics
7
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
7
Sveriges Riksbank working paper series
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Econometrics : open access journal
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of management : JOM
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Quantitative marketing and economics : QME
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University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
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5
CAMP working paper series
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CORE discussion papers : DP
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of production research
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Journal of economic dynamics & control
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ECONIS (ZBW)
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1
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:
2
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
Saved in:
3
Leverage effects and stochastic volatility in spot oil returns : a Bayesian approach with VaR and CVaR applications
Chen, Liyuan
;
Zerilli, Paola
;
Baum, Christopher F.
- In:
Energy economics
79
(
2019
),
pp. 111-129
Persistent link: https://www.econbiz.de/10012172264
Saved in:
4
Markov switching GARCH models for Bayesian hedging on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
- In:
Energy economics
70
(
2018
),
pp. 545-562
Persistent link: https://www.econbiz.de/10011942887
Saved in:
5
Understanding the US natural gas market : a Markov switching VAR approach
Hou, Chenghan
;
Bao Hoang Nguyen
- In:
Energy economics
75
(
2018
),
pp. 42-53
Persistent link: https://www.econbiz.de/10011973858
Saved in:
6
Bayesian calibration and number of jump components in electricity spot price models
Gonzalez, Jhonny
;
Moriarty, John
;
Palczewski, Jan
- In:
Energy economics
65
(
2017
),
pp. 375-388
Persistent link: https://www.econbiz.de/10011803998
Saved in:
7
A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model
Chen, Haotian
;
Smyth, Russell
;
Zhang, Xibin
- In:
Energy economics
67
(
2017
),
pp. 346-354
Persistent link: https://www.econbiz.de/10011897930
Saved in:
8
Objective Bayesian hypothesis testing in binomial regression models with integral prior distributions
Salmerón, Diego
;
Cano, Juan Antonio
;
Robert, Christian P.
-
2013
Persistent link: https://www.econbiz.de/10010348584
Saved in:
9
Speculative bubbles in recent oil price dynamics : evidence from a Bayesian Markov-switching state-space approach
Lammerding, Marc
;
Stephan, Patrick
;
Trede, Mark
; …
- In:
Energy economics
36
(
2013
),
pp. 491-502
Persistent link: https://www.econbiz.de/10009724652
Saved in:
10
The search for certainty : a critical assessment
Robert, Christian P.
-
2010
Persistent link: https://www.econbiz.de/10009405973
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