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  • Search: subject:"Stochastic simulation"
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Year of publication
Subject
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stochastic simulation 121 Stochastic simulation 63 Simulation 59 Theorie 37 Theory 37 Stochastic Simulation 29 Stochastischer Prozess 29 Stochastic process 27 Risk and Uncertainty 18 uncertainty 14 Risk 10 Farm Management 8 Monte Carlo simulation 8 Risk management 8 Mathematical programming 7 Mathematische Optimierung 7 Risiko 7 Agricultural and Food Policy 6 Central bank 6 Crop Production/Industries 6 Financial Economics 6 Monetary policy 6 New Zealand 6 Portfolio selection 6 Portfolio-Management 6 Prognoseverfahren 6 ZLB 6 Algorithm 5 Algorithmus 5 Forecasting model 5 Geldpolitik 5 Livestock Production/Industries 5 Macroeconometrics 5 Makroökonometrie 5 Monte-Carlo-Simulation 5 Neoclassical synthesis 5 Neoklassische Synthese 5 Population 5 Risikomanagement 5 fiscal costs 5
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Online availability
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Free 147 Undetermined 67 CC license 3
Type of publication
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Article 120 Book / Working Paper 112 Other 2
Type of publication (narrower categories)
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Article in journal 49 Aufsatz in Zeitschrift 49 Working Paper 22 Arbeitspapier 9 Graue Literatur 9 Non-commercial literature 9 Article 7 Congress Report 1 research-article 1
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Language
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Undetermined 127 English 103 Czech 1 German 1 Polish 1 Portuguese 1
Author
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Calzolari, Giorgio 22 Bianchi, Carlo 16 Maliar, Lilia 11 Maliar, Serguei 11 Corsi, Paolo 10 Fair, Ray C. 9 Richardson, James W. 7 Creedy, John 6 Brillet, Jean-Louis 5 Musshoff, Oliver 5 Albulescu, Claudiu Tiberiu 4 Cipollini, Andrea 4 Fair, Ray 4 Franz, Wolfgang 4 Göggelmann, Klaus 4 Hirschauer, Norbert 4 Makale, Kathleen 4 Roson, Roberto 4 Sartori, Martina 4 Schellhorn, Martin 4 Tserkezos, Dikaios 4 Winker, Peter 4 Cleur, Eugene M. 3 Judd, Kenneth 3 Lien, Gudbrand D. 3 Missaglia, Giuseppe 3 Outlaw, Joe L. 3 Panattoni, Lorenzo 3 Valenzuela, Ernesto 3 Verma, Monika 3 Amaral, Felipe Vilhena Antunes 2 Andrée, Bo Pieter Johannes 2 Bai, Attila 2 Balmann, Alfons 2 Bennedsen, Mikkel 2 Berg, Ernst 2 Brito, Rui Pedro 2 Buckle, Robert A 2 Caetano, Marcelo Abi-Ramia 2 Chamorro, Andres 2
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 25 European Association of Agricultural Economists - EAAE 9 Agricultural and Applied Economics Association - AAEA 5 Department of Economics, University of Crete 4 C.E.P.R. Discussion Papers 3 Cowles Foundation for Research in Economics, Yale University 3 Instituto Valenciano de Investigaciones Económicas (IVIE) 3 Treasury, Government of New Zealand 3 Department of Economics, Brigham Young University 2 Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia 2 International Association of Agricultural Economists - IAAE 2 Society for Computational Economics - SCE 2 Southern Agricultural Economics Association - SAEA 2 Australian Agricultural and Resource Economics Society - AARES 1 Bank of Japan 1 Department of Economics, Faculty of Business and Economics 1 Department of Economics, Mathematics and Statistics, Birkbeck College 1 Department of Economics, University of Victoria 1 Department of Economics, Waikato Management School 1 Dipartimento di Economia, Università Ca' Foscari Venezia 1 EconWPA 1 Faculty of Economics, University of Cambridge 1 Federal Planning Bureau, Government of Belgium 1 Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong 1 Institut for Fødevare- og Ressourceøkonomi, Københavns Universitet 1 Institut für Weltwirtschaft (IfW) 1 International Farm Management Association - IFMA 1 International Network for Economic Research - INFER 1 School of Economics and Management, University of Aarhus 1 School of Economics, University of Adelaide 1 School of Management, Yale University 1 Stanford Institute for Economic Policy Research (SIEPR), Stanford University 1 Victoria Business School, Victoria University of Wellington 1 Western Agricultural Economics Association - WAEA 1 World Institute for Development Economic Research (UNU/WIDER), United Nations University 1 Zentrum für Europäische Wirtschaftsforschung (ZEW) 1
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Published in...
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MPRA Paper 25 German Journal of Agricultural Economics 4 Mathematics and Computers in Simulation (MATCOM) 4 Quantitative economics : QE ; journal of the Econometric Society 4 Working Papers / Department of Economics, University of Crete 4 CEPR Discussion Papers 3 Cowles Foundation Discussion Papers 3 New Zealand Treasury Working Paper 3 Physica A: Statistical Mechanics and its Applications 3 Treasury Working Paper Series 3 Working Paper 3 Working Papers. Serie AD 3 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 2 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 2 Agricultural Systems 2 BYU Macroeconomics and Computational Laboratory Working Paper Series 2 Center for Economic Research (RECent) 2 Computational Economics 2 Energy economics 2 European journal of operational research : EJOR 2 Games 2 IFRO Working Paper 2 INFORMS journal on computing : JOC 2 International Journal of Revenue Management 2 International journal of production research 2 International transactions in operational research : a journal of the International Federation of Operational Research Societies 2 Journal of Agribusiness 2 Management Science 2 Studies in Nonlinear Dynamics & Econometrics 2 Water Resources Management 2 World development : the multi-disciplinary international journal devoted to the study and promotion of world development 2 ZEW Discussion Papers 2 101st Seminar, July 5-6, 2007, Berlin Germany 1 106th Seminar, October 25-27, 2007, Montpellier, France 1 123rd Seminar, February 23-24, 2012, Dublin, Ireland 1 126th Seminar, June 27-29, 2012, Capri, Italy 1 15th Congress, Campinas SP, Brazil, August 14-19, 2005 1 1999 Annual meeting, August 8-11, Nashville, TN 1 2000 Annual Meeting, June 29-July 1, 2000, Vancouver, British Columbia 1 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 1
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Source
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RePEc 149 ECONIS (ZBW) 59 EconStor 20 BASE 4 Other ZBW resources 2
Showing 11 - 20 of 234
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How to compare market efficiency? The Sharpe ratio based on the ARMA-GARCH forecast
Liu, Lin; Chen, Qiguang - In: Financial Innovation 6 (2020) 1, pp. 1-21
-form efficiency among different markets. The results of stochastic simulation demonstrate the validity of the proposed method. The …
Persistent link: https://www.econbiz.de/10012602871
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Managing combined power and heat portfolios in sequential spot power markets under uncertainty
Dietrich, Andreas; Furtwängler, Christian; Weber, Christoph - 2020
Benefit of Stochastic Optimization (BSO) and reflect and contrast our results with the computational burden of stochastic … simulation, using the example of a real-world portfolio. We find that stochastic optimisation is a valuable optimisation method …
Persistent link: https://www.econbiz.de/10012515435
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Comparison of conventional and IPM cropping systems: a risk efficiency analysis
Lavik, Ming Su; Lien, Gudbrand; Korsaeth, Audun; … - In: Journal of agricultural and applied economics : JAEE 52 (2020) 3, pp. 385-397
Persistent link: https://www.econbiz.de/10012320978
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How to compare market efficiency? : the Sharpe ratio based on the ARMA-GARCH forecast
Liu, Lin; Chen, Qiguang - In: Financial innovation : FIN 6 (2020) 38, pp. 1-21
-form efficiency among different markets. The results of stochastic simulation demonstrate the validity of the proposed method. The …
Persistent link: https://www.econbiz.de/10012296006
Saved in:
Cover Image
Managing combined power and heat portfolios in sequential spot power markets under uncertainty
Dietrich, Andreas; Furtwängler, Christian; Weber, Christoph - 2020
Benefit of Stochastic Optimization (BSO) and reflect and contrast our results with the computational burden of stochastic … simulation, using the example of a real-world portfolio. We find that stochastic optimisation is a valuable optimisation method …
Persistent link: https://www.econbiz.de/10012391563
Saved in:
Cover Image
Stochastic modeling of food insecurity
Wang, Dieter; Andrée, Bo Pieter Johannes; Chamorro, Andres - 2020
Recent advances in food insecurity classification have made analytical approaches to predict and inform response to food crises possible. This paper develops a predictive, statistical framework to identify drivers of food insecurity risk with simulation capabilities for scenario analyses, risk...
Persistent link: https://www.econbiz.de/10012388725
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The evolution of cooperation in one-dimensional mobile populations with deterministic dispersal
Erovenko, Igor V. - In: Games 10 (2019) 1, pp. 1-12
I investigate how different dispersal patterns affect the evolution of cooperation in a spatially-structured population. I consider a finite fixed-size population of cooperators and free-riders residing on a one-dimensional lattice with periodic boundaries. Individuals interact via a multiplayer...
Persistent link: https://www.econbiz.de/10012227748
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Linear Fractional Stable Motion with the RLFSM R Package
Mazur, Stepan; Otryakhin, Dmitry - 2019
Linear fractional stable motion is a type of a stochastic integral driven by symmetric alpha-stable L´evy motion. The integral could be considered as a non-Gaussian analogue of the fractional Brownian motion. The present paper discusses R package rlfsm created for numerical procedures with the...
Persistent link: https://www.econbiz.de/10012654451
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Cover Image
The evolution of cooperation in one-dimensional mobile populations with deterministic dispersal
Erovenko, Igor V. - In: Games 10 (2019) 1/2, pp. 1-12
I investigate how different dispersal patterns affect the evolution of cooperation in a spatially-structured population. I consider a finite fixed-size population of cooperators and free-riders residing on a one-dimensional lattice with periodic boundaries. Individuals interact via a multiplayer...
Persistent link: https://www.econbiz.de/10012015745
Saved in:
Cover Image
Transitions into and out of food insecurity : a probabilistic approach with panel data evidence from 15 countries
Wang, Dieter; Andrée, Bo Pieter Johannes; Chamorro, Andres - In: World development : the multi-disciplinary … 159 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013549870
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