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~isPartOf:"Energy economics"
~isPartOf:"Federal Reserve Bank of Cleveland working paper series"
~subject:"Monte Carlo simulation"
~subject:"Prognose"
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Search: subject:"Markov-Chain Monte Carlo"
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Monte Carlo simulation
Prognose
Bayes-Statistik
69
Bayesian inference
69
Theorie
32
Theory
32
Forecasting model
30
Prognoseverfahren
30
VAR model
27
VAR-Modell
27
Volatility
22
Volatilität
22
Estimation
18
Schätzung
18
Time series analysis
17
Zeitreihenanalyse
17
Stochastic process
15
Stochastischer Prozess
15
Oil price
14
Ölpreis
14
Markov chain
12
Markov-Kette
12
Estimation theory
9
Forecast
9
Monte-Carlo-Simulation
9
Schätztheorie
9
Electric power industry
8
Elektrizitätswirtschaft
8
Commodity derivative
7
Regression analysis
7
Regressionsanalyse
7
Risiko
7
Risk
7
Rohstoffderivat
7
USA
7
United States
7
ARCH model
6
ARCH-Modell
6
Bayesian methods
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18
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Zaman, Saeed
3
Bognanni, Mark
2
Azhar Mohamad
1
Baum, Christopher F.
1
Chen, Haotian
1
Chen, Liyuan
1
Clark, Todd E.
1
Clements, Adam
1
Drachal, Krzysztof
1
Fromentin, Vincent
1
Gonzalez, Jhonny
1
Gonzato, Luca
1
Gordon, Matthew V.
1
Gupta, Rangan
1
Hajdini, Ina
1
Herbst, Edward P.
1
Hurn, Stan
1
Ignatieva, Ekaterina
1
Kotzé, Kevin
1
Li, Zili
1
Liu, Liyun
1
Meyer, Brent
1
Moriarty, John
1
Müller, Gernot
1
Palczewski, Jan
1
Seibert, Armin
1
Sgarra, Carlo
1
Smyth, Russell
1
Tallman, Ellis W.
1
Uniejewski, Bartosz
1
Wang, Qunwei
1
Weron, Rafał
1
Wong, Patrick
1
Zerilli, Paola
1
Zhang, Mingming
1
Zhang, Xibin
1
Zhou, Dequn
1
Zhou, Simei
1
Zito, John
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Energy economics
Federal Reserve Bank of Cleveland working paper series
Discussion paper / Tinbergen Institute
36
Journal of econometrics
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
International journal of forecasting
22
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Econometric reviews
13
Economics letters
13
European journal of operational research : EJOR
13
Working paper
13
Working papers in economics and statistics
13
Journal of applied econometrics
12
CAMA working paper series
11
Computational economics
10
Journal of forecasting
10
Insurance / Mathematics & economics
9
Risks : open access journal
9
Sveriges Riksbank working paper series
9
Journal of risk and financial management : JRFM
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Quantitative finance
8
Working papers
8
Journal of the American Statistical Association : JASA
7
Econometrics : open access journal
6
Economic modelling
6
GRIPS discussion papers
6
Journal of economic dynamics & control
6
Ruhr economic papers
6
Working paper / Norges Bank
6
Working paper series
6
Working paper series / European Central Bank
6
Econometric Institute research papers
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of empirical finance
5
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
5
Quantitative economics : QE ; journal of the Econometric Society
5
SFB 649 discussion paper
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
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ECONIS (ZBW)
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1
Forecasting core inflation and its goods, housing, and supercore components
Clark, Todd E.
;
Gordon, Matthew V.
;
Zaman, Saeed
-
2023
Persistent link: https://www.econbiz.de/10014447814
Saved in:
2
Mis-specified forecasts and myopia in an estimated new Keynesian model
Hajdini, Ina
-
2022
Persistent link: https://www.econbiz.de/10012822287
Saved in:
3
Herd and causality dynamics between energy commodities and ethical investment : evidence from the different phases of the COVID-19 pandemic
Azhar Mohamad
;
Fromentin, Vincent
- In:
Energy economics
126
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014483678
Saved in:
4
Will the carbon neutrality target impact China's energy security? : a dynamic Bayesian network model
Zhang, Mingming
;
Zhou, Simei
;
Wang, Qunwei
;
Liu, Liyun
; …
- In:
Energy economics
125
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014485522
Saved in:
5
Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Energy economics
108
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013203083
Saved in:
6
Sequential Bayesian inference for vector autoregressions with stochastic volatility
Bognanni, Mark
;
Zito, John
-
2019
Persistent link: https://www.econbiz.de/10012137020
Saved in:
7
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:
8
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:
9
Combining survey long-run forecasts and nowcasts with BVAR forecasts ssing relative entropy
Tallman, Ellis W.
;
Zaman, Saeed
-
2018
Persistent link: https://www.econbiz.de/10011878528
Saved in:
10
Forecasting selected energy commodities prices with Bayesian dynamic finite mixtures
Drachal, Krzysztof
- In:
Energy economics
99
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012939405
Saved in:
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