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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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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:
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
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:
4
Stochastic convergence in per capita CO2 emissions : an approach from nonlinear stationarity analysis
Presno, María José
;
Landajo, Manuel
;
Fernández …
- In:
Energy economics
70
(
2018
),
pp. 563-581
Persistent link: https://www.econbiz.de/10011942889
Saved in:
5
Stationarity changes in long-run energy commodity prices
Zaklan, Aleksandar
;
Abrell, Jan
;
Neumann, Anne
- In:
Energy economics
59
(
2016
),
pp. 96-103
Persistent link: https://www.econbiz.de/10011699492
Saved in:
6
Futures pricing in electricity markets based on stable CARMA spot models
Benth, Fred Espen
;
Klüppelberg, Claudia
;
Müller, Gernot
; …
- In:
Energy economics
44
(
2014
),
pp. 392-406
Persistent link: https://www.econbiz.de/10010457150
Saved in:
7
What do market-calibrated stochastic processes indicate about the long-term price of crude oil?
Hahn, Warren J.
;
DiLellio, James A.
;
Dyer, James S.
- In:
Energy economics
44
(
2014
),
pp. 212-221
Persistent link: https://www.econbiz.de/10010457221
Saved in:
8
On the speed towards the mean for continuous time autoregressive moving average processes with applications to energy markets
Benth, Fred Espen
;
Che Mohd Imran Che Taib
- In:
Energy economics
40
(
2013
),
pp. 259-268
Persistent link: https://www.econbiz.de/10010349561
Saved in:
9
The stochastic seasonal behavior of energy commodity convenience yields
García Mirantes, Andrés
;
Población, Javier
;
Serna, …
- In:
Energy economics
40
(
2013
),
pp. 155-166
Persistent link: https://www.econbiz.de/10010349595
Saved in:
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