//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Energy economics"
~subject:"Scientific modelling"
~subject:"Stochastischer Prozess"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"MCMC"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Scientific modelling
Stochastischer Prozess
Bayes-Statistik
38
Bayesian inference
38
Volatility
15
Volatilität
15
Oil price
14
Theorie
14
Theory
14
Ölpreis
14
Forecasting model
11
Prognoseverfahren
11
Estimation
10
Schätzung
10
Markov chain
9
Markov-Kette
9
Electric power industry
8
Elektrizitätswirtschaft
8
VAR model
8
VAR-Modell
8
Commodity derivative
7
Rohstoffderivat
7
Stochastic process
7
ARCH model
6
ARCH-Modell
6
Electricity price
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Strompreis
6
Welt
6
World
6
Forecast
5
Oil market
5
Prognose
5
Time series analysis
5
Zeitreihenanalyse
5
Ölmarkt
5
Schock
4
Shock
4
USA
4
United States
4
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Aller, Carlos
1
Ausín, M. Concepción
1
Baum, Christopher F.
1
Chan, Joshua
1
Chen, Liyuan
1
Drachal, Krzysztof
1
Ductor, Lorenzo
1
Galeano, Pedro
1
Gonzalez, Jhonny
1
Gonzato, Luca
1
Grant, Angelia L.
1
Grechyna, Daryna
1
Kostrzewska, Jadwiga
1
Kostrzewski, Maciej
1
Liu, Qingfu
1
Moriarty, John
1
Palczewski, Jan
1
Sgarra, Carlo
1
Tu, Anthony H.
1
Virbickaitė, Audronė
1
Zerilli, Paola
1
more ...
less ...
Published in...
All
Energy economics
Journal of econometrics
43
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Discussion paper / Tinbergen Institute
23
Econometric reviews
22
Working paper
18
CAMA working paper series
17
International journal of forecasting
16
Economic modelling
14
European journal of operational research : EJOR
14
Journal of forecasting
14
Journal of applied econometrics
13
Discussion papers / CEPR
12
Economics letters
12
Journal of the American Statistical Association : JASA
12
Working paper / Department of Econometrics and Business Statistics, Monash University
11
Federal Reserve Bank of Cleveland working paper series
10
Quantitative economics : QE ; journal of the Econometric Society
10
CAMA Working Paper
9
Journal of economic dynamics & control
9
Applied economics
8
CAMP working paper series
8
Computational economics
8
Econometrics : open access journal
8
Journal of risk and financial management : JRFM
8
Working paper / Norges Bank
8
Working papers
8
CESifo working papers
7
Discussion paper
7
Econometric Institute research papers
7
Journal of macroeconomics
7
NBER working paper series
7
CEMMAP working papers / Centre for Microdata Methods and Practice
6
Discussion papers / Adam Smith Business School, University of Glasgow
6
Documento de trabajo
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Journal of empirical finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
NBER Working Paper
6
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Copula stochastic volatility in oil returns : approximate Bayesian computation with volatility prediction
Virbickaitė, Audronė
;
Ausín, M. Concepción
; …
- In:
Energy economics
92
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012519661
Saved in:
2
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:
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
Robust determinants of CO2 emissions
Aller, Carlos
;
Ductor, Lorenzo
;
Grechyna, Daryna
- In:
Energy economics
96
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012818584
Saved in:
5
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:
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
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:
8
Jump spillovers in energy futures markets : implications for diversification benefits
Liu, Qingfu
;
Tu, Anthony H.
- In:
Energy economics
34
(
2012
)
5
,
pp. 1447-1464
Persistent link: https://www.econbiz.de/10009688077
Saved in:
9
Modeling energy price dynamics : GARCH versus stochastic volatility
Chan, Joshua
;
Grant, Angelia L.
- In:
Energy economics
54
(
2016
),
pp. 182-189
Persistent link: https://www.econbiz.de/10011662805
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->