//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Energy economics"
~subject:"Monte-Carlo-Simulation"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Bayesian model"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Monte-Carlo-Simulation
Bayes-Statistik
38
Bayesian inference
38
Volatility
15
Volatilität
15
Theorie
14
Theory
14
Oil price
13
Ölpreis
13
Forecasting model
11
Prognoseverfahren
11
Estimation
10
Schätzung
10
Electric power industry
8
Elektrizitätswirtschaft
8
Markov chain
8
Markov-Kette
8
VAR model
8
VAR-Modell
8
Stochastic process
7
Stochastischer Prozess
7
ARCH model
6
ARCH-Modell
6
Commodity derivative
6
Electricity price
6
Rohstoffderivat
6
Strompreis
6
Forecast
5
Monte Carlo simulation
5
Oil market
5
Prognose
5
Time series analysis
5
Welt
5
World
5
Zeitreihenanalyse
5
Ölmarkt
5
Schock
4
Shock
4
USA
4
United States
4
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Baum, Christopher F.
1
Chen, Haotian
1
Chen, Liyuan
1
Gonzalez, Jhonny
1
Gonzato, Luca
1
Moriarty, John
1
Müller, Gernot
1
Palczewski, Jan
1
Seibert, Armin
1
Sgarra, Carlo
1
Smyth, Russell
1
Zerilli, Paola
1
Zhang, Xibin
1
more ...
less ...
Published in...
All
Energy economics
Journal of econometrics
29
Discussion paper / Tinbergen Institute
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Working paper / Department of Econometrics and Business Statistics, Monash University
19
Journal of applied econometrics
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Working papers in economics and statistics
11
Computational economics
10
Econometric reviews
10
European journal of operational research : EJOR
9
International journal of forecasting
8
Sveriges Riksbank working paper series
8
CAMA working paper series
7
Insurance / Mathematics & economics
7
Journal of risk and financial management : JRFM
7
Journal of the American Statistical Association : JASA
7
Working papers
7
Econometrics : open access journal
6
Economics letters
6
Econometric Institute research papers
5
Journal of forecasting
5
Quantitative economics : QE ; journal of the Econometric Society
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Working paper
5
Astin bulletin : the journal of the International Actuarial Association
4
Economic modelling
4
GRIPS discussion papers
4
Journal of productivity analysis
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Quaderni del Dipartimento
4
Quantitative finance
4
Regional science & urban economics
4
Risks : open access journal
4
SFB 649 discussion paper
4
Strathclyde discussion papers in economics
4
The econometrics journal
4
Working paper / Austrian Center for Labor Economics and the Analysis of the Welfare State
4
Working paper / Norges Bank
4
Working paper series / Institute for Monetary and Financial Stability
4
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Bayesian estimation of stable CARMA spot models for electricity prices
Müller, Gernot
;
Seibert, Armin
- In:
Energy economics
78
(
2019
),
pp. 267-277
Persistent link: https://www.econbiz.de/10012159939
Saved in:
3
Leverage effects and stochastic volatility in spot oil returns : a Bayesian approach with VaR and CVaR applications
Chen, Liyuan
;
Zerilli, Paola
;
Baum, Christopher F.
- In:
Energy economics
79
(
2019
),
pp. 111-129
Persistent link: https://www.econbiz.de/10012172264
Saved in:
4
Bayesian calibration and number of jump components in electricity spot price models
Gonzalez, Jhonny
;
Moriarty, John
;
Palczewski, Jan
- In:
Energy economics
65
(
2017
),
pp. 375-388
Persistent link: https://www.econbiz.de/10011803998
Saved in:
5
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->