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Search: subject_exact:"Stochastisches Modell"
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Deutschland
Energy market
Stochastic process
132
Stochastischer Prozess
132
Theorie
48
Theory
48
Volatility
48
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48
Option pricing theory
32
Optionspreistheorie
32
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19
Elektrizitätswirtschaft
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Ambrosius, Mirjam
1
Andriosopoulos, Kostas
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Benth, Fred Espen
1
Blanco, Gerardo
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Dehler-Holland, Joris
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1
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1
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1
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1
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1
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1
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Applied economics
Energy economics
European journal of operational research : EJOR
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
SpringerLink / Bücher
6
Applied mathematical finance
4
Discussion paper / Deutsche Bundesbank
4
Discussion papers of interdisciplinary research project 373
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Reihe Quantitative Ökonomie : Ökon
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SFB 649 discussion paper
4
Computational Management Science : CMS
3
Gabler Edition Wissenschaft
3
Gabler-Edition Wissenschaft
3
Kiel working paper
3
Risks : open access journal
3
Springer eBook Collection / Business and Economics
3
Universitext
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Advanced series on statistical science & applied probability
2
Aus Forschung und Praxis : Schriftenreihe des Instituts für Baubetriebswesen der Technischen Universität Dresden
2
Betriebswirtschaftliche Studien
2
De Gruyter studies in mathematics
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Discussion paper / 1 / Deutsche Bundesbank ; Eurosystem
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2
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2
European financial management : the journal of the European Financial Management Association
2
European review of agricultural economics : ERAE
2
International journal of theoretical and applied finance
2
Jahrbücher für Nationalökonomie und Statistik
2
Journal of economic dynamics & control
2
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2
Kredit und Kapital
2
Lehrbuch
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MEA discussion papers
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Reihe: Finanzierung, Kapitalmarkt und Banken
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Review of regional research : a publication of the German-speaking section of the Regional Science Association International, Gesellschaft für Regionalforschung
2
The journal of energy markets
2
The journal of futures markets
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Tübinger Diskussionsbeitrag
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Tübinger Diskussionsbeiträge
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Veröffentlichungen des Instituts für Versicherungswissenschaft der Universität Mannheim
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ECONIS (ZBW)
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1
A stochastic study of carbon emission reduction from electrification and interconnecting cable utilization : the Norway and Germany case
Schrader, Simon Elias
;
Benth, Fred Espen
- In:
Energy economics
114
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013477471
Saved in:
2
Risk aversion in multilevel electricity market models with different congestion pricing regimes
Ambrosius, Mirjam
;
Egerer, Jonas
;
Grimm, Veronika
; …
- In:
Energy economics
105
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013201742
Saved in:
3
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:
4
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:
5
Integrating Real Options Analysis with long-term electricity market models
Rios, Daniel
;
Blanco, Gerardo
;
Olsina, Fernando
- In:
Energy economics
80
(
2019
),
pp. 188-205
Persistent link: https://www.econbiz.de/10012172352
Saved in:
6
A generalized Schwartz model for energy spot prices : estimation using a particle MCMC method
Brix, Anne Floor
;
Lunde, Asger
;
Wei, Wei
- In:
Energy economics
72
(
2018
),
pp. 560-582
Persistent link: https://www.econbiz.de/10011972455
Saved in:
7
Time varying macroeconomic effects of energy price shocks : a new measure for China
Cross, Jamie
;
Nguyen, Bao H.
- In:
Energy economics
73
(
2018
),
pp. 146-160
Persistent link: https://www.econbiz.de/10011972572
Saved in:
8
Stochastic valuation of energy storage in wholesale power markets
Yu, Nanpeng
;
Foggo, Brandon
- In:
Energy economics
64
(
2017
),
pp. 177-185
Persistent link: https://www.econbiz.de/10011758157
Saved in:
9
Short-term uncertainty in long-term energy system models : a case study of wind power in Denmark
Seljom, Pernille
;
Tomasgard, Asgeir
- In:
Energy economics
49
(
2015
),
pp. 157-167
Persistent link: https://www.econbiz.de/10011536701
Saved in:
10
A stochastic fuel switching model for electricity prices
Zachmann, Georg
- In:
Energy economics
35
(
2013
),
pp. 5-13
Persistent link: https://www.econbiz.de/10009715223
Saved in:
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