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~isPartOf:"Energy economics"
~subject:"Estimation"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Stochastic process"
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Estimation
Zeitreihenanalyse
Stochastic process
81
Stochastischer Prozess
81
Theorie
32
Theory
32
Volatility
28
Volatilität
28
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19
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Benth, Fred Espen
3
Ignatieva, Ekaterina
2
Abrell, Jan
1
Andriosopoulos, Kostas
1
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1
Badunenko, Oleg
1
Baum, Christopher F.
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Boubaker, Sabri
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Che Mohd Imran Che Taib
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1
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1
Jebabli, Ikram
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Energy economics
Journal of econometrics
94
Discussion paper / Tinbergen Institute
52
Econometric reviews
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Working paper
35
Economics letters
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Econometric theory
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Economic modelling
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CAMA working paper series
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
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Working paper / Department of Econometrics and Business Statistics, Monash University
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International journal of forecasting
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European journal of operational research : EJOR
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CREATES research paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
Econometrics : open access journal
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SFB 649 discussion paper
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Journal of risk and financial management : JRFM
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Cowles Foundation discussion paper
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The journal of futures markets
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Discussion papers of interdisciplinary research project 373
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Finance research letters
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International journal of theoretical and applied finance
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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:
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
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:
4
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:
5
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:
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
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:
8
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:
9
Probabilistic electricity price forecasting with Bayesian stochastic volatility models
Kostrzewski, Maciej
;
Kostrzewska, Jadwiga
- In:
Energy economics
80
(
2019
),
pp. 610-620
Persistent link: https://www.econbiz.de/10012173697
Saved in:
10
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
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