//--> //--> //-->
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
subject:"Bayesian inference"
~isPartOf:"Energy economics"
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:"Markov Chain Monte Carlo approach"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Bayesian inference
Bayes-Statistik
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
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
34
Type of publication
All
Article
38
Type of publication (narrower categories)
All
Article in journal
38
Aufsatz in Zeitschrift
38
Language
All
English
38
Author
All
Drachal, Krzysztof
2
Rubaszek, Michał
2
Aller, Carlos
1
Arin, Kerim Peren
1
Ausín, M. Concepción
1
Bao Hoang Nguyen
1
Bastianin, Andrea
1
Baum, Christopher F.
1
Bernstein, David H.
1
Billio, Monica
1
Braunfels, Elias
1
Cai, Yanpeng
1
Caraiani, Petre
1
Casarin, Roberto
1
Chai, Jian
1
Chan, Joshua
1
Chen, Haotian
1
Chen, Liyuan
1
Cheng, Guanhui
1
Clements, Adam
1
Cohen, Jed
1
Czudaj, Robert
1
Dashti, Imad
1
Dong, Cong
1
Ductor, Lorenzo
1
Evgenidis, Anastasios
1
Frondel, Manuel
1
Galeano, Pedro
1
Galán, Jorge E.
1
Gonzalez, Jhonny
1
Gonzato, Luca
1
Grant, Angelia L.
1
Grechyna, Daryna
1
Gupta, Rangan
1
Haider, Salman
1
Hamano, Masashige
1
Hou, Chenghan
1
Huang, Guo H.
1
Hurn, Stan
1
Kaeding, Matthias
1
more ...
less ...
Published in...
All
Energy economics
Journal of econometrics
174
Discussion paper / Tinbergen Institute
132
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
121
Working paper
116
International journal of forecasting
113
Economic modelling
87
Journal of applied econometrics
87
European journal of operational research : EJOR
77
Journal of the American Statistical Association : JASA
73
Economics letters
68
Working paper series / European Central Bank
68
CAMA working paper series
66
Econometric reviews
66
Working paper / Department of Econometrics and Business Statistics, Monash University
64
Discussion papers / CEPR
63
Journal of economic dynamics & control
62
Journal of economic theory
61
CESifo working papers
59
Management science : journal of the Institute for Operations Research and the Management Sciences
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
57
Working papers
57
Journal of forecasting
55
Discussion paper
53
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
52
Discussion paper / Centre for Economic Policy Research
51
NBER working paper series
51
IMF working papers
49
International journal of production research
47
Insurance / Mathematics & economics
46
Journal of macroeconomics
46
Applied economics
44
Games and economic behavior
43
Working paper / National Bureau of Economic Research, Inc.
43
NBER Working Paper
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
Working paper series
39
Econometrics : open access journal
38
Journal of marketing research : JMR
37
Computational economics
36
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
1
-
38
of
38
Sort
Relevance
Date (newest first)
Date (oldest first)
1
On the performance of the United States nuclear power sector : a Bayesian approach
Bernstein, David H.
;
Parmeter, Christopher F.
;
Tsionas, …
- In:
Energy economics
125
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014479187
Saved in:
2
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:
3
Will the carbon neutrality target impact China's energy security? : a dynamic Bayesian network model
Zhang, Mingming
;
Zhou, Simei
;
Wang, Qunwei
;
Liu, Liyun
; …
- In:
Energy economics
125
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014485522
Saved in:
4
Price discovery under model uncertainty
Kim, Jaeho
;
Linn, Scott C.
- In:
Energy economics
107
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013202616
Saved in:
5
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:
6
Facts and fiction in oil market modeling
Kilian, Lutz
- In:
Energy economics
110
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013349796
Saved in:
7
The role of oil price uncertainty shocks on oil-exporting countries
Śmiech, Sławomir
;
Papież, Monika
;
Rubaszek, Michał
; …
- In:
Energy economics
93
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012631277
Saved in:
8
Forecasting selected energy commodities prices with Bayesian dynamic finite mixtures
Drachal, Krzysztof
- In:
Energy economics
99
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012939405
Saved in:
9
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:
10
Does innovative capability enhance the energy efficiency of Indian Iron and Steel firms? : a Bayesian stochastic frontier analysis
Haider, Salman
;
Mishra, Prajna Paramita
- In:
Energy economics
95
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012816558
Saved in:
11
Regularized quantile regression averaging for probabilistic electricity price forecasting
Uniejewski, Bartosz
;
Weron, Rafał
- In:
Energy economics
95
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012816620
Saved in:
12
Robust determinants of CO2 emissions
Aller, Carlos
;
Ductor, Lorenzo
;
Grechyna, Daryna
- In:
Energy economics
96
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012818584
Saved in:
13
The dynamics and elasticities on the U.S. natural gas market : a Bayesian Structural VAR analysis
Rubaszek, Michał
;
Szafranek, Karol
;
Uddin, Mohammed …
- In:
Energy economics
103
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013363965
Saved in:
14
Economic consequences of follow-up disasters : lessons from the 2011 Great East Japan Earthquake
Evgenidis, Anastasios
;
Hamano, Masashige
;
Vermeulen, …
- In:
Energy economics
104
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013364215
Saved in:
15
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:
16
Crude oil price analysis and forecasting : a perspective of "new triangle"
Lu, Quanying
;
Li, Yuze
;
Chai, Jian
;
Wang, Shouyang
- In:
Energy economics
87
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012512285
Saved in:
17
Copula stochastic volatility in oil returns : approximate Bayesian computation with volatility prediction
Virbickaitė, Audronė
;
Ausín, M. Concepción
; …
- In:
Energy economics
92
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012519661
Saved in:
18
Probabilistic electricity price forecasting with Bayesian stochastic volatility models
Kostrzewski, Maciej
;
Kostrzewska, Jadwiga
- In:
Energy economics
80
(
2019
),
pp. 610-620
Persistent link: https://www.econbiz.de/10012173697
Saved in:
19
Crude oil futures trading and uncertainty
Czudaj, Robert
- In:
Energy economics
80
(
2019
),
pp. 793-811
Persistent link: https://www.econbiz.de/10012173728
Saved in:
20
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:
21
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:
22
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:
23
The resource curse revisited : a Bayesian model averaging approach
Arin, Kerim Peren
;
Braunfels, Elias
- In:
Energy economics
70
(
2018
),
pp. 170-178
Persistent link: https://www.econbiz.de/10011942676
Saved in:
24
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:
25
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:
26
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:
27
Understanding the US natural gas market : a Markov switching VAR approach
Hou, Chenghan
;
Bao Hoang Nguyen
- In:
Energy economics
75
(
2018
),
pp. 42-53
Persistent link: https://www.econbiz.de/10011973858
Saved in:
28
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:
29
Forecasting quantiles of day-ahead electricity load
Li, Zili
;
Hurn, Stan
;
Clements, Adam
- In:
Energy economics
67
(
2017
),
pp. 60-71
Persistent link: https://www.econbiz.de/10011897867
Saved in:
30
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:
31
The role of oil prices in the forecasts of South African interest rates : a Bayesian approach
Gupta, Rangan
;
Kotzé, Kevin
- In:
Energy economics
61
(
2017
),
pp. 270-278
Persistent link: https://www.econbiz.de/10011737812
Saved in:
32
Modeling energy price dynamics : GARCH versus stochastic volatility
Chan, Joshua
;
Grant, Angelia L.
- In:
Energy economics
54
(
2016
),
pp. 182-189
Persistent link: https://www.econbiz.de/10011662805
Saved in:
33
Forecasting spot oil price in a dynamic model averaging framework : Have the determinants changed over time?
Drachal, Krzysztof
- In:
Energy economics
60
(
2016
),
pp. 35-46
Persistent link: https://www.econbiz.de/10011699775
Saved in:
34
Bayesian interval robust optimization for sustainable energy system planning in Qiqihar City, China
Dong, Cong
;
Huang, Guo H.
;
Cai, Yanpeng
;
Cheng, Guanhui
; …
- In:
Energy economics
60
(
2016
),
pp. 357-376
Persistent link: https://www.econbiz.de/10011700360
Saved in:
35
Inefficiency persistence and heterogeneity in Colombian electricity utilities
Galán, Jorge E.
;
Pollitt, Michael G.
- In:
Energy economics
46
(
2014
),
pp. 31-44
Persistent link: https://www.econbiz.de/10011298615
Saved in:
36
Speculative bubbles in recent oil price dynamics : evidence from a Bayesian Markov-switching state-space approach
Lammerding, Marc
;
Stephan, Patrick
;
Trede, Mark
; …
- In:
Energy economics
36
(
2013
),
pp. 491-502
Persistent link: https://www.econbiz.de/10009724652
Saved in:
37
Jump spillovers in energy futures markets : implications for diversification benefits
Liu, Qingfu
;
Tu, Anthony H.
- In:
Energy economics
34
(
2012
)
5
,
pp. 1447-1464
Persistent link: https://www.econbiz.de/10009688077
Saved in:
38
Inference from concave stochastic frontiers and the covariance of firm efficiency measures across firms
Dashti, Imad
- In:
Energy economics
25
(
2003
)
6
,
pp. 585-601
Persistent link: https://www.econbiz.de/10001798932
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->