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~isPartOf:"Energy economics"
~isPartOf:"INFORMS journal on computing : JOC"
~subject:"Monte Carlo simulation"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Simulationsrechnung"
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Monte Carlo simulation
Simulation
97
Theorie
42
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42
Stochastic process
21
Stochastischer Prozess
21
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16
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Chen, Huifen
2
Schmeiser, Bruce
2
Angus, Andrew
1
Brennan, Feargal
1
Caporin, Massimiliano
1
Costa, Letícia de Almeida
1
Ding, Song
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1
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Energy economics
INFORMS journal on computing : JOC
European journal of operational research : EJOR
21
Computational economics
20
Quantitative finance
11
International journal of production research
10
Journal of risk and financial management : JRFM
10
Risks : open access journal
10
Journal of econometrics
9
Operations research
9
The journal of computational finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
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7
Finance research letters
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International journal of production economics
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Organizational research methods : ORM
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of computational economics and econometrics
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International journal of financial engineering
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ECONIS (ZBW)
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1
Accurate forecasts and comparative analysis of Chinese CO2 emissions using a superior time-delay grey model
Ding, Song
;
Hu, Jiaqi
;
Lin, Qianqian
- In:
Energy economics
126
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014481078
Saved in:
2
The price-bidding strategy for investors in a renewable auction : an option games-based study
Zhu, Lei
;
Li, Li
;
Su, Bin
- In:
Energy economics
100
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012939679
Saved in:
3
Online risk monitoring using offline simulation
Jiang, Guangxin
;
Hong, L. Jeff
;
Nelson, Barry L.
- In:
INFORMS journal on computing : JOC
32
(
2020
)
2
,
pp. 356-375
Persistent link: https://www.econbiz.de/10012242763
Saved in:
4
Multi-stage stochastic optimization framework for power generation system planning integrating hybrid uncertainty modelling
Ioannou, Anastasia
;
Fuzuli, Gulistiani
;
Brennan, Feargal
; …
- In:
Energy economics
80
(
2019
),
pp. 760-776
Persistent link: https://www.econbiz.de/10012173720
Saved in:
5
Importance sampling for option Greeks with discontinuous payoffs
Tong, Shaolong
;
Liu, Guangwu
- In:
INFORMS journal on computing : JOC
28
(
2016
)
2
,
pp. 223-235
Persistent link: https://www.econbiz.de/10011489268
Saved in:
6
Real option valuation of power transmission investments by stochastic simulation
Pringles, Rolando
;
Olsina, Fernando
;
Garcés, Francisco
- In:
Energy economics
47
(
2015
),
pp. 215-226
Persistent link: https://www.econbiz.de/10011527490
Saved in:
7
Model counting of monotone conjunctive normal form formulas with spectra
Vaisman, Radislav
;
Strichman, Ofer
;
Gercbach, Ilʹja B.
- In:
INFORMS journal on computing : JOC
27
(
2015
)
2
,
pp. 406-415
Persistent link: https://www.econbiz.de/10011291287
Saved in:
8
Multivariate mixtures of normal distributions : properties, random vector generation, fitting, and as models of market daily changes
Wang, Jin
;
Taaffe, Michael R.
- In:
INFORMS journal on computing : JOC
27
(
2015
)
2
,
pp. 193-203
Persistent link: https://www.econbiz.de/10011291337
Saved in:
9
Dynamic modeling of uncertainty in the planned values of investments in petrochemical and refining projects
Vianello, Juliano Melquiades
;
Costa, Letícia de Almeida
; …
- In:
Energy economics
45
(
2014
),
pp. 10-18
Persistent link: https://www.econbiz.de/10010504801
Saved in:
10
Risk-return incentives in liberalised electricity markets
Lynch, Muireann Á.
;
Shortt, Aonghus
;
Tol, Richard S. J.
; …
- In:
Energy economics
40
(
2013
),
pp. 598-608
Persistent link: https://www.econbiz.de/10010354960
Saved in:
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