//--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"Energy economics"
~subject:"Estimation"
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:"Stochastisches Modell"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Stochastic process
54
Stochastischer Prozess
54
Volatility
21
Volatilität
21
Theorie
20
Theory
20
Electric power industry
16
Elektrizitätswirtschaft
16
Electricity price
11
Option pricing theory
11
Optionspreistheorie
11
Stochastic volatility
11
Strompreis
11
Schätzung
10
Oil price
9
Ölpreis
9
ARCH model
8
ARCH-Modell
8
Welt
8
World
8
Commodity derivative
7
Economic convergence
7
Energiemarkt
7
Energy market
7
Greenhouse gas emissions
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Rohstoffderivat
7
Treibhausgas-Emissionen
7
Wirtschaftliche Konvergenz
7
Bayes-Statistik
6
Bayesian inference
6
Markov chain
6
Markov-Kette
6
Mathematical programming
6
Mathematische Optimierung
6
Capital income
5
Kapitaleinkommen
5
National income
5
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Badunenko, Oleg
1
Baum, Christopher F.
1
Boubaker, Sabri
1
Bourghelle, David
1
Cheffou, Abdoulkarim Idi
1
Cho, Hoon
1
Chun, Dohyun
1
Galeotti, Marzio
1
Gonzato, Luca
1
Gudkov, Nikolay
1
Hunt, Lester C.
1
Ignatieva, Ekaterina
1
Islam, Md. Towhidul
1
Jawadi, Fredj
1
Kim, Jihun
1
Lee, Junsoo
1
Long, Xingle
1
Lu, Zhengnan
1
Luo, Yusen
1
Manh Tien Bui
1
Mohammadi, Hassan
1
Nazlıoğlu, Şaban
1
Park, Donghyun
1
Payne, James E.
1
Ram, Rati
1
Rozin, Philippe
1
Sgarra, Carlo
1
Thai-Ha Le
1
Uddin, Mohammed Gazi Salah
1
Zerilli, Paola
1
more ...
less ...
Published in...
All
Energy economics
Journal of econometrics
33
Econometric reviews
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Economic modelling
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Applied economics
10
Economics letters
9
Finance research letters
9
International journal of forecasting
9
Journal of banking & finance
9
Journal of financial econometrics
8
International review of economics & finance : IREF
6
Journal of empirical finance
6
Quantitative finance
6
Discussion paper / Centre for Economic Policy Research
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
European journal of operational research : EJOR
5
Journal of applied econometrics
5
Journal of economic dynamics & control
5
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics letters
4
Computational economics
4
Insurance / Mathematics & economics
4
International review of financial analysis
4
Journal of quantitative economics
4
Research paper series / Swiss Finance Institute
4
Discussion papers / CEPR
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of financial economics
3
Journal of productivity analysis
3
Journal of the Operational Research Society
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
SpringerLink / Bücher
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Advanced Mathematical Methods for Economic Efficiency Analysis : Theory and Empirical Applications
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Decisions in economics and finance : a journal of applied mathematics
2
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Sentiment and energy price volatility : a nonlinear high frequency analysis
Jawadi, Fredj
;
Bourghelle, David
;
Rozin, Philippe
; …
- In:
Energy economics
133
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015048288
Saved in:
2
On the volatility of WTI crude oil prices : a time-varying approach with stochastic volatility
Thai-Ha Le
;
Boubaker, Sabri
;
Manh Tien Bui
;
Park, Donghyun
- In:
Energy economics
117
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014436424
Saved in:
3
Better to grow or better to improve? : measuring environmental efficiency in OECD countries with a stochastic environmental Kuznets frontier (SEKF)
Badunenko, Oleg
;
Galeotti, Marzio
;
Hunt, Lester C.
- In:
Energy economics
121
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014438777
Saved in:
4
Stochastic convergence of per capita greenhouse gas emissions : new unit root tests with breaks and a factor structure
Payne, James E.
;
Lee, Junsoo
;
Islam, Md. Towhidul
; …
- In:
Energy economics
113
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013540483
Saved in:
5
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:
6
Electricity price modelling with stochastic volatility and jumps : an empirical investigation
Gudkov, Nikolay
;
Ignatieva, Ekaterina
- In:
Energy economics
98
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012873255
Saved in:
7
Heterogeneous effects of endogenous and foreign innovation on CO2 emissions stochastic convergence across China
Luo, Yusen
;
Lu, Zhengnan
;
Long, Xingle
- In:
Energy economics
91
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012517835
Saved in:
8
Crude oil price shocks and hedging performance : a comparison of volatility models
Chun, Dohyun
;
Cho, Hoon
;
Kim, Jihun
- In:
Energy economics
81
(
2019
),
pp. 1132-1147
Persistent link: https://www.econbiz.de/10012173083
Saved in:
9
Convergence in energy consumption per capita across the US states, 1970-2013 : an exploration through selected parametric and non-parametric methods
Mohammadi, Hassan
;
Ram, Rati
- In:
Energy economics
62
(
2017
),
pp. 404-410
Persistent link: https://www.econbiz.de/10011748209
Saved in:
10
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility
Baum, Christopher F.
;
Zerilli, Paola
- In:
Energy economics
53
(
2016
),
pp. 175-181
Persistent link: https://www.econbiz.de/10011660506
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->