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~isPartOf:"Energy economics"
~subject:"Mathematical programming"
~subject:"Monte Carlo simulation"
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Search: subject_exact:"Stochastic process"
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Mathematical programming
Monte Carlo simulation
Stochastic process
81
Stochastischer Prozess
81
Theorie
32
Theory
32
Volatility
28
Volatilität
28
Electric power industry
19
Elektrizitätswirtschaft
19
Option pricing theory
19
Optionspreistheorie
19
Oil price
17
Ölpreis
17
Commodity derivative
15
Rohstoffderivat
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Electricity price
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Strompreis
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Estimation
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Schätzung
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Stochastic volatility
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Energiemarkt
10
Energy market
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Greenhouse gas emissions
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Treibhausgas-Emissionen
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Welt
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World
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Monte-Carlo-Simulation
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Time series analysis
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Derivat
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Derivative
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Markov chain
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Markov-Kette
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Mathematische Optimierung
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Li, Y. P.
2
Abate, Arega Getaneh
1
Angus, Andrew
1
Baum, Christopher F.
1
Bertocchi, Marida
1
Boffino, Luigi
1
Brennan, Feargal
1
Brix, Anne Floor
1
Caporin, Massimiliano
1
Chen, C.
1
Chen, Liyuan
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Conejo, Antonio J.
1
Costa, Letícia de Almeida
1
Dehler-Holland, Joris
1
Fuzuli, Gulistiani
1
Garcés, Francisco
1
Gonzalez, Jhonny
1
Gonzato, Luca
1
Huang, Charley Z.
1
Huang, Guo H.
1
Ignatieva, Ekaterina
1
Ioannou, Anastasia
1
Kanudia, Amit
1
Keles, Dogan
1
Labriet, Maryse
1
Liu, J.
1
Loulou, Richard
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Lunde, Asger
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Moriarty, John
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Nie, S.
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Oggioni, Giorgia
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Olsina, Fernando
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Palczewski, Jan
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Pisciella, P.
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Preś, Juliusz
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Pringles, Rolando
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Energy economics
European journal of operational research : EJOR
286
Computers & operations research : and their applications to problems of world concern ; an international journal
103
Operations research
81
Mathematics of operations research
69
Operations research letters
69
International journal of production research
60
INFORMS journal on computing : JOC
54
International journal of production economics
43
Computational Management Science : CMS
40
Transportation research / E : an international journal
37
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
34
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
32
Omega : the international journal of management science
30
Annals of operations research
27
International journal of theoretical and applied finance
25
Computational economics
24
Quantitative finance
24
Management science : journal of the Institute for Operations Research and the Management Sciences
23
Discussion paper / Tinbergen Institute
22
Mathematical methods of operations research
21
OR spectrum : quantitative approaches in management
20
Insurance / Mathematics & economics
19
IMA journal of management mathematics
18
Les cahiers du GERAD
18
Finance and stochastics
17
The journal of computational finance
17
Top : an official journal of the Spanish Society of Statistics and Operations Research
16
Computational management science
14
Journal of econometrics
14
Journal of the Operational Research Society
14
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
14
International transactions in operational research : a journal of the International Federation of Operational Research Societies
13
Econometric reviews
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Operational research : an international journal
12
EURO journal on transportation and logistics
11
Journal of economic dynamics & control
11
Journal of risk and financial management : JRFM
11
Opsearch : journal of the Operational Research Society of India
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1
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:
2
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:
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
Contracts in electricity markets under EU ETS : a stochastic programming approach
Abate, Arega Getaneh
;
Riccardi, Rossana
;
Ruiz, Carlos
- In:
Energy economics
99
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012939437
Saved in:
5
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:
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
A two-stage stochastic optimization planning framework to decarbonize deeply electric power systems
Boffino, Luigi
;
Conejo, Antonio J.
;
Sioshansi, Ramteen
; …
- In:
Energy economics
84
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012183445
Saved in:
8
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:
9
Bayesian calibration and number of jump components in electricity spot price models
Gonzalez, Jhonny
;
Moriarty, John
;
Palczewski, Jan
- In:
Energy economics
65
(
2017
),
pp. 375-388
Persistent link: https://www.econbiz.de/10011803998
Saved in:
10
Risk management of energy system for identifying optimal power mix with financial-cost minimization and environmental-impact mitigation under uncertainty
Nie, S.
;
Li, Y. P.
;
Liu, J.
;
Huang, Charley Z.
- In:
Energy economics
61
(
2017
),
pp. 313-329
Persistent link: https://www.econbiz.de/10011737833
Saved in:
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