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  • Search: subject:"stochastic modelling"
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Year of publication
Subject
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Stochastic modelling 45 stochastic modelling 24 Stochastic process 17 Stochastischer Prozess 17 Theorie 14 Theory 14 Stochastic Modelling 7 Reliability 6 Capacity markets 5 Simulation 5 Energiemarkt 4 Energy market 4 Markov chain 4 Markov-Kette 4 Option pricing theory 4 Optionspreistheorie 4 Capacity planning 3 Kapazitätsplanung 3 Mathematical programming 3 Mathematische Optimierung 3 Mixed complementarity problem 3 Modellierung 3 Process efficiency 3 Production capacity 3 Produktionskapazität 3 Resource efficiency 3 Scientific modelling 3 Volatility 3 Volatilität 3 optimization 3 ARCH model 2 ARCH-Modell 2 Accounting research 2 Agricultural and Food Policy 2 Australia 2 Business process management 2 Commodity derivative 2 Commodity market 2 Composting 2 Decision Analysis 2
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Online availability
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Undetermined 54 Free 19 CC license 1
Type of publication
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Article 64 Book / Working Paper 15
Type of publication (narrower categories)
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research-article 17 Article in journal 16 Aufsatz in Zeitschrift 16 Working Paper 5 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Article 2 conceptual-paper 2 Aufsatzsammlung 1 viewpoint 1
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Language
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English 46 Undetermined 32 Spanish 1
Author
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Devine, Mel T. 4 Lynch, Muireann Á. 4 Appadoo, S.S. 2 Assaf, A. 2 Dinesh Kumar, U. 2 Mahoney, Daniel 2 Matawie, K.M. 2 Ovenc, Gokhan 2 Patton, Myles 2 Singh, J. 2 Thavaneswaran, A. 2 Tucker, Peter 2 Varli, Yusuf 2 Adan, Ivo 1 Adenso‐Díaz, Belarmino 1 Ahmad, Ferhana 1 Alenka, Brezavšček 1 Alinezhad, Alireza 1 Archibald, Thomas W. 1 Azaron, Amir 1 Baltesová, Tatiana 1 Barros, Carlos Pestana 1 Benth, Fred Espen 1 Bergas-Jané, Joan 1 Bewley, J.M. 1 Biegler-König, Richard 1 Biliyok, C. 1 Binfield, Julian 1 Binfield, Julian C.R. 1 Bojnec, Štefan 1 BrezavÅ¡Äek Alenka 1 Butt, Adam 1 CHEVALIER, Philippe 1 Canci, Jung Kyu 1 Cechlárová, Katarína 1 Chakrabortty, Ripon Kumar 1 Chami, Daniel 1 Chatterjee, Ashis K. 1 Choudhry, Taufiq 1 Chowdhury, Priyabrata 1
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Institution
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Agricultural Economics Society - AES 2 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Instituto Valenciano de Investigaciones Económicas (IVIE) 1 International Association of Agricultural Economists - IAAE 1 Rural Economy Research Centre (RERC), Irish Agriculture and Food Development Authority (Teagasc) 1 Université Paris-Dauphine (Paris IX) 1
Published in...
All
International Journal of Quality & Reliability Management 4 Journal of Economic Studies 4 Construction Management and Economics 2 ESRI Working Paper 2 International Journal of Computational Economics and Econometrics 2 International Journal of Global Environmental Issues 2 International Journal of Operations & Production Management 2 International Journal of Physical Distribution & Logistics Management 2 International journal of production research 2 Journal of Artificial Societies and Social Simulation 2 Journal of the Operational Research Society : OR 2 Managerial Finance 2 Organizacija 2 Working paper / The Economic and Social Research Institute 2 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 1 85th Annual Conference, April 18-20, 2011, Warwick University, Coventry, UK 1 88th Annual Conference, April 9-11, 2014, AgroParisTech, Paris, France 1 Agricultural Finance Review 1 Annals of Operations Research 1 Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 1 Applied Energy 1 Applied Quantitative Finance 1 Applied Quantitative Finance series 1 Applied mathematical finance 1 Applied quantitative finance series 1 Balance Sheet 1 Business Inform 1 CORE Discussion Papers 1 Central European journal of operations research 1 Discussion paper / The Pensions Institute, Cass Business School, City University 1 Economics Papers from University Paris Dauphine 1 Energies 1 European Journal of Industrial Engineering 1 European journal of industrial engineering : EJIE 1 Health Care Management Science 1 Health care management science : a new journal serving the international health care management community 1 ISRA International Journal of Islamic Finance 1 ISRA international journal of islamic finance : an international refereed journal 1 Industrial Management & Data Systems 1 International Journal of Financial Markets and Derivatives 1
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Source
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RePEc 33 ECONIS (ZBW) 22 Other ZBW resources 20 EconStor 4
Showing 11 - 20 of 79
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Who pays for renewables? Increasing renewable subsidisation due to increased datacentre demand in Ireland
Lynch, Muireann Á.; Devine, Mel T. - 2017
Demand from datacentres makes up a rapidly growing portion of electricity demand in Ireland. Increased demand in turn gives rise to increased renewable generation, mandated by government targets, and a corresponding increase in subsidisation levels. The current method of apportioning renewable...
Persistent link: https://www.econbiz.de/10011787795
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Who pays for renewables? : increasing renewable subsidisation due to increased datacentre demand in Ireland
Lynch, Muireann Á.; Devine, Mel T. - 2017
Demand from datacentres makes up a rapidly growing portion of electricity demand in Ireland. Increased demand in turn gives rise to increased renewable generation, mandated by government targets, and a corresponding increase in subsidisation levels. The current method of apportioning renewable...
Persistent link: https://www.econbiz.de/10011663999
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Modeling and valuation of energy structures : analylsis., econometrics, and numerics
Mahoney, Daniel - 2016
Persistent link: https://www.econbiz.de/10011399615
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Modeling and Valuation of Energy Structures : Analytics, Econometrics, and Numerics
Mahoney, Daniel - 2016
Commodity markets present several challenges for quantitative modeling. These include high volatilities, small sample data sets, and physical, operational complexity. In addition, the set of traded products in commodity markets is more limited than in financial or equity markets, making value...
Persistent link: https://www.econbiz.de/10014306581
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Modelling the joint behaviour of electricity prices in interconnected markets
Christensen, Troels Sønderby; Benth, Fred Espen - In: Quantitative finance 20 (2020) 9, pp. 1441-1456
Persistent link: https://www.econbiz.de/10012295613
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Hedging strategies in commodity markets : rolling intrinsic and delta hedging for virtual power plants
Biegler-König, Richard - In: Applied mathematical finance 27 (2020) 6, pp. 550-582
Persistent link: https://www.econbiz.de/10012516171
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Investment vs. refurbishment: Examining capacity payment mechanisms using mixed complementarity problems with endogenous probability
Lynch, Muireann Á.; Devine, Mel T. - 2015
Capacity remuneration mechanisms exist in many electricity markets. Capacity mechanism designs do not explicitly consider the effects of refurbishment of existing generation units in order to increase their reliability. This paper presents a mixed complementarity problem with endogenous...
Persistent link: https://www.econbiz.de/10011440355
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Probabilistic Agent-Based Model of Electric Vehicle Charging Demand to Analyse the Impact on Distribution Networks
Olivella-Rosell, Pol; Villafafila-Robles, Roberto; … - In: Energies 8 (2015) 5, pp. 4160-4187
Electric Vehicles (EVs) have seen significant growth in sales recently and it is not clear how power systems will support the charging of a great number of vehicles. This paper proposes a methodology which allows the aggregated EV charging demand to be determined. The methodology applied to...
Persistent link: https://www.econbiz.de/10011276474
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Investment vs. refurbishment : examining capacity payment mechanisms using mixed complementarity problems with endogenous probability
Lynch, Muireann Á.; Devinea, Mel T. - 2015
Capacity remuneration mechanisms exist in many electricity markets. Capacity mechanism designs do not explicitly consider the effects of refurbishment of existing generation units in order to increase their reliability. This paper presents a mixed complementarity problem with endogenous...
Persistent link: https://www.econbiz.de/10011298516
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Assessing the costs of risk management tools: A crop insurance scenario based on a stochastic partial equilibrium model approach
Feng, Siyi; Patton, Myles; Binfield, Julian; Davis, John - Agricultural Economics Society - AES - 2014
Following the move from a situation of stable, administratively determined prices and production linked subsidies to freely moving prices and decoupled subsidies, risk is of increasing concern within the EU agricultural sector. Also, significant increases in global market prices have further...
Persistent link: https://www.econbiz.de/10010918770
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