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  • Search: subject:"Stochastic modeling"
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Year of publication
Subject
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stochastic modeling 16 Stochastischer Prozess 9 Stochastic Modeling 7 Stochastic process 7 Risiko 5 Risk 4 Stochastic modeling 4 Theorie 4 Theory 3 dynamic stochastic modeling 3 educational finance 3 income contingent loans 3 panel data 3 Activity Signature Function 2 Allgemeines Gleichgewicht 2 Carbon Price 2 Forecasting 2 General equilibrium 2 Incomplete Markets 2 Investment Valuation 2 Mean-Reverting Square-Root Process 2 Model Complexity 2 Monte Carlo Simulation 2 Private Equity Funds 2 Prognoseverfahren 2 Project Finance 2 Sampling 2 Stichprobenerhebung 2 financial liability 2 nuclear dismantling 2 nuclear logistics 2 regulation 2 Actuarial mathematics 1 Africa 1 Afrika 1 Agrarmarkt 1 Agribusiness 1 Agricultural market 1 Ansteckungseffekt 1 Approximation method 1
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Online availability
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Free 32 CC license 2
Type of publication
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Book / Working Paper 20 Article 12
Type of publication (narrower categories)
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Working Paper 8 Article in journal 7 Aufsatz in Zeitschrift 7 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Hochschulschrift 1 Thesis 1
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Language
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English 20 Undetermined 11 Spanish 1
Author
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Kaserer, Christoph 4 Higgins, Tim 3 Sinning, Mathias 3 Buchner, Axel 2 Chevallier, Julien 2 Mendelevitch, Roman 2 Pietz, Matthäus 2 Scherwath, Tim 2 Schmid, Thomas 2 Wagner, Niklas 2 Wealer, Ben 2 Weber, Florian 2 Alvares Maffra, Sergio 1 Armstrong, John 1 Artavia, Marco 1 Boukhetala, Kamal 1 Bunčák, Tomáš 1 Coban, Elvin 1 Dexter, Franklin 1 Dye, Shane 1 Fahl, Ulrich 1 Foster, Kenneth A. 1 Grethe, Harald 1 Guidoum, Arsalane 1 Herráez, Iván 1 Hwang, In Chang 1 Jaworski, Piotr 1 Jia, Shaocheng 1 Kayış, Enis 1 Korkmaz, Pinar 1 Landman, Willem 1 Liang, Hao 1 Liberadzki, Kamil 1 Liberadzki, Marcin 1 Lind, Pedro G. 1 Martínez, Francisco Venegas 1 Nava, Abigail Rodríguez 1 Nesmith, Travis D. 1 Olynk, Nicole J. 1 Palafox-Roca, Alfredo Omar 1
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Institution
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Fakultät für Wirtschaftswissenschaften, Technische Universität München 2 HAL 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Department of Economics, School of Business, Management and Economics 1 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1 Institute for the Study of Labor (IZA) 1 Southern Agricultural Economics Association - SAEA 1 Tinbergen Instituut 1
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Published in...
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CEFS Working Paper Series 2 Energies 2 IZA Discussion Papers 2 MPRA Paper 2 Working Paper 2 Working Papers / HAL 2 2011 Annual Meeting, February 5-8, 2011, Corpus Christi, Texas 1 Acta Oeconomica Pragensia 1 Copernican Journal of Finance & Accounting : CJF&A 1 DIW Discussion Papers 1 Discussion paper series / IZA 1 Discussion papers / Deutsches Institut für Wirtschaftsforschung 1 Economic systems research 1 Energy strategy reviews 1 Ensayos Revista de Economia 1 Finance and economics discussion series 1 IFPRI discussion paper 1 International transactions in operational research : a journal of the International Federation of Operational Research Societies 1 Risks : open access journal 1 Scandinavian actuarial journal 1 The AMFITEATRU ECONOMIC journal 1 Tinbergen Institute Discussion Papers 1 Transportation science 1 Working Paper Series / Department of Economics, School of Business, Management and Economics 1 Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG) 1
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Source
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RePEc 16 ECONIS (ZBW) 12 EconStor 4
Showing 1 - 10 of 32
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Revisiting risky money
Nesmith, Travis D. - 2024
Persistent link: https://www.econbiz.de/10015136042
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Stochastic modeling of wind derivatives with application to the Alberta energy market
Warunasinghe, Sudeesha; Sviščuk, Anatolij - In: Risks : open access journal 12 (2024) 2, pp. 1-26
Wind-power generators around the world face two risks, one due to changes in wind intensity impacting energy production, and the second due to changes in electricity retail prices. To hedge these risks simultaneously, the quanto option is an ideal financial tool. The natural logarithm of...
Persistent link: https://www.econbiz.de/10014497409
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Stochastic modeling of assets and liabilities with mortality risk
Alvares Maffra, Sergio; Armstrong, John; Pennanen, Teemu - In: Scandinavian actuarial journal 2021 (2021) 8, pp. 695-725
Persistent link: https://www.econbiz.de/10012653668
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Uncertainty estimation of connected vehicle penetration rate
Jia, Shaocheng; Wong, S. C.; Wong, Wai - In: Transportation science 57 (2023) 5, pp. 1160-1176
Persistent link: https://www.econbiz.de/10014393309
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The effect of few historical data on the performance of sample average approximation method for operating room scheduling
Coban, Elvin; Kayış, Enis; Dexter, Franklin - In: International transactions in operational research : a … 30 (2023) 1, pp. 126-150
Persistent link: https://www.econbiz.de/10013415885
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Stochastic simulation with informed rotations of Gaussian quadratures
Stepanyan, Davit; Zimmermann, Georg; Grethe, Harald - In: Economic systems research 35 (2023) 1, pp. 30-48
Persistent link: https://www.econbiz.de/10014295077
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Incorporating uncertainties towards a sustainable European energy system : a stochastic approach for decarbonization paths focusing on the transport sector
Korkmaz, Pinar; Schmid, Dorothea; Fahl, Ulrich - In: Energy strategy reviews 38 (2021), pp. 1-20
European energy system design in case of different climate ambitions. Stochastic modeling is applied to analyze associated …
Persistent link: https://www.econbiz.de/10013188425
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Nuclear decommissioning after the German nuclear phase-out: An integrated view on new regulations and nuclear logistics
Scherwath, Tim; Wealer, Ben; Mendelevitch, Roman - 2019
With Germany's nuclear phase-out, 23 reactors need to be dismantled in the near future. Initiated by the dire financial situation of the affected utilities in 2014, a major discourse on ensuring financial liability led to a redistribution of liabilities and finances, with the utilities remaining...
Persistent link: https://www.econbiz.de/10011960847
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Nuclear decommissioning after the German nuclear phase-out : an integrated view on new regulations and nuclear logistics
Scherwath, Tim; Wealer, Ben; Mendelevitch, Roman - 2019
With Germany's nuclear phase-out, 23 reactors need to be dismantled in the near future. Initiated by the dire financial situation of the affected utilities in 2014, a major discourse on ensuring financial liability led to a redistribution of liabilities and finances, with the utilities remaining...
Persistent link: https://www.econbiz.de/10011956417
Saved in:
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Contagion and divergence on sovereign bond markets
Jaworski, Piotr; Liberadzki, Kamil; Liberadzki, Marcin - In: Copernican Journal of Finance & Accounting : CJF&A 6 (2017) 4, pp. 39-68
Persistent link: https://www.econbiz.de/10012215776
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