//--> //--> //-->
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:"Monte Carlo simulation"
~accessRights:"restricted"
~isPartOf:"Energy economics"
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
Search: subject_exact:"Bayessche Statistik"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
Bayes-Statistik
34
Bayesian inference
34
Volatility
13
Volatilität
13
Oil price
12
Ölpreis
12
Forecasting model
11
Prognoseverfahren
11
Theorie
11
Theory
11
Estimation
9
Schätzung
9
VAR model
8
VAR-Modell
8
Electric power industry
7
Elektrizitätswirtschaft
7
Markov chain
7
Markov-Kette
7
ARCH model
6
ARCH-Modell
6
Electricity price
6
Stochastic process
6
Stochastischer Prozess
6
Strompreis
6
Commodity derivative
5
Forecast
5
Monte-Carlo-Simulation
5
Prognose
5
Rohstoffderivat
5
Welt
5
World
5
Oil market
4
Schock
4
Shock
4
Time series analysis
4
USA
4
United States
4
Zeitreihenanalyse
4
Ölmarkt
4
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Baum, Christopher F.
1
Chen, Haotian
1
Chen, Liyuan
1
Gonzalez, Jhonny
1
Gonzato, Luca
1
Moriarty, John
1
Müller, Gernot
1
Palczewski, Jan
1
Seibert, Armin
1
Sgarra, Carlo
1
Smyth, Russell
1
Zerilli, Paola
1
Zhang, Xibin
1
more ...
less ...
Published in...
All
Energy economics
Journal of econometrics
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
European journal of operational research : EJOR
9
Journal of applied econometrics
9
Computational economics
7
Econometric reviews
7
International journal of forecasting
7
Economics letters
6
Insurance / Mathematics & economics
5
Astin bulletin : the journal of the International Actuarial Association
3
Discussion papers / CEPR
3
Economic modelling
3
Finance research letters
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Quantitative finance
3
Regional science & urban economics
3
Tourism management : research, policies, practice
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Applied economics letters
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Journal of forecasting
2
Journal of marketing research
2
Journal of quantitative economics
2
Journal of time series econometrics
2
Letters in spatial and resource sciences : LSRS
2
The Economics of Non-Market Goods and Resources
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part B
2
African journal of business and economic research : AJBER
1
African journal of science, technology, innovation and development : AJSTID
1
Annals of financial economics
1
Asia-Pacific journal of risk and insurance : APJRI
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Discussion paper / Centre for Economic Policy Research
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays in honour of Fabio Canova
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Self-exciting jumps in the oil market : bayesian estimation and dynamic hedging
Gonzato, Luca
;
Sgarra, Carlo
- In:
Energy economics
99
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012939406
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
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:
5
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->