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Schätzung
Bayes-Statistik
38
Bayesian inference
38
Oil price
16
Volatility
16
Volatilität
16
Ölpreis
16
Theorie
15
Theory
15
Forecasting model
13
Prognoseverfahren
13
Estimation
12
Electric power industry
9
Elektrizitätswirtschaft
9
Markov chain
8
Markov-Kette
8
VAR model
8
VAR-Modell
8
ARCH model
7
ARCH-Modell
7
Stochastic process
7
Stochastischer Prozess
7
Commodity derivative
6
Electricity price
6
Oil market
6
Rohstoffderivat
6
Strompreis
6
Time series analysis
6
USA
6
United States
6
Welt
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World
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Zeitreihenanalyse
6
Ölmarkt
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5
Monte Carlo simulation
5
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English
12
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Apergēs, Nikolaos
1
Bastianin, Andrea
1
Billio, Monica
1
Caraiani, Petre
1
Casarin, Roberto
1
Chen, Haotian
1
Cohen, Jed
1
Frondel, Manuel
1
Gonzato, Luca
1
Kaeding, Matthias
1
Lammerding, Marc
1
Li, Yang
1
Manera, Matteo
1
Moeltner, Klaus
1
Nonejad, Nima
1
Osuntuyi, Anthony
1
Pan, Zhiyuan
1
Reichl, Johannes
1
Schmidthaler, Michael
1
Sgarra, Carlo
1
Shively, Thomas S.
1
Smith, Michael S.
1
Smyth, Russell
1
Sommer, Stephan
1
Stephan, Patrick
1
Tang, Chor Foon
1
Trede, Mark
1
Valenti, Daniele
1
Wang, Qing
1
Wang, Yudong
1
Wifling, Bernd
1
Zhang, Xibin
1
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Energy economics
Journal of econometrics
50
Economic modelling
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Working paper
33
Discussion paper / Tinbergen Institute
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
CAMA working paper series
31
CESifo working papers
27
Journal of economic dynamics & control
26
Journal of applied econometrics
24
Economics letters
23
Applied economics
22
Discussion paper series / IZA
22
Econometric reviews
21
International journal of forecasting
21
Discussion paper
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Journal of macroeconomics
17
Working paper series / European Central Bank
17
Macroeconomic dynamics
16
The North American journal of economics and finance : a journal of financial economics studies
16
Working papers
16
Empirical economics : a quarterly journal of the Institute for Advanced Studies
15
Journal of forecasting
15
Applied economics letters
14
Discussion papers / CEPR
14
Journal of international money and finance
14
Econometrics : open access journal
13
Finance research letters
12
Journal of banking & finance
12
NBER Working Paper
12
Discussion paper / Centre for Economic Policy Research
11
NBER working paper series
11
CAMA Working Paper
10
Working paper / National Bureau of Economic Research, Inc.
10
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
9
European economic review : EER
9
International review of financial analysis
9
Working paper series
9
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ECONIS (ZBW)
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1
A weekly structural VAR model of the US crude oil market
Valenti, Daniele
;
Bastianin, Andrea
;
Manera, Matteo
- In:
Energy economics
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014438651
Saved in:
2
Market premia for renewables in Germany : the effect on electricity prices
Frondel, Manuel
;
Kaeding, Matthias
;
Sommer, Stephan
- In:
Energy economics
109
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013283830
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
Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures : some new empirical results
Nonejad, Nima
- In:
Energy economics
104
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013364254
Saved in:
5
Oil shocks and production network structure : evidence from the OECD
Caraiani, Petre
- In:
Energy economics
84
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012183271
Saved in:
6
Markov switching GARCH models for Bayesian hedging on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
- In:
Energy economics
70
(
2018
),
pp. 545-562
Persistent link: https://www.econbiz.de/10011942887
Saved in:
7
Valuing electricity-dependent infrastructure : an essential-input approach
Cohen, Jed
;
Moeltner, Klaus
;
Reichl, Johannes
; …
- In:
Energy economics
73
(
2018
),
pp. 258-273
Persistent link: https://www.econbiz.de/10011972599
Saved in:
8
Econometric modeling of regional electricity spot prices in the Australian market
Smith, Michael S.
;
Shively, Thomas S.
- In:
Energy economics
74
(
2018
),
pp. 886-903
Persistent link: https://www.econbiz.de/10011972998
Saved in:
9
A Bayesian
sampling
approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model
Chen, Haotian
;
Smyth, Russell
;
Zhang, Xibin
- In:
Energy economics
67
(
2017
),
pp. 346-354
Persistent link: https://www.econbiz.de/10011897930
Saved in:
10
Forecasting U.S. real GDP using oil prices : a time-varying parameter MIDAS model
Pan, Zhiyuan
;
Wang, Qing
;
Wang, Yudong
;
Li, Yang
- In:
Energy economics
72
(
2018
),
pp. 177-187
Persistent link: https://www.econbiz.de/10011972301
Saved in:
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