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~isPartOf:"Energy economics"
~subject:"Allgemeines Gleichgewicht"
~subject:"Emissions trading"
~subject:"Stochastischer Prozess"
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Allgemeines Gleichgewicht
Emissions trading
Stochastischer Prozess
Simulation
53
Monte Carlo simulation
26
Monte-Carlo-Simulation
26
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24
Elektrizitätswirtschaft
24
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20
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20
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Energy economics
European journal of operational research : EJOR
61
Discussion paper / Tinbergen Institute
26
International journal of production research
26
Economic modelling
25
Working paper
25
Computational economics
24
International journal of theoretical and applied finance
20
Computers & operations research : and their applications to problems of world concern ; an international journal
19
Operations research
19
INFORMS journal on computing : JOC
17
Quantitative finance
17
The journal of computational finance
17
Discussion paper / Center for Economic Research, Tilburg University
15
Econometric reviews
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14
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11
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10
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10
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10
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9
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9
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Transportation research / E : an international journal
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Finance research letters
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ECONIS (ZBW)
22
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1
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:
2
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:
3
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:
4
Toward a just energy transition : a distributional analysis of low-carbon policies in the USA
García-Muros, Xaquín
;
Morris, Jennifer
;
Paltsev, Sergey V.
- In:
Energy economics
105
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013201813
Saved in:
5
Distributional impacts of carbon pricing policies under the Paris Agreement : inter and intra-regional perspectives
Chepeliev, Maksym
;
Osorio-Rodarte, Israel
;
Van der …
- In:
Energy economics
102
(
2021
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013162443
Saved in:
6
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:
7
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:
8
Trading, storage, or penalty? : uncovering firms' decision-making behavior in the Shanghai emissions trading scheme : insights from agent-based modeling
Wei, Yigang
;
Liang, Xin
;
Xu, Liang
;
Kou, Gang
; …
- In:
Energy economics
117
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014436406
Saved in:
9
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:
10
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:
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