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  • Search: subject_exact:"Monte-Carlo-Simulation"
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Year of publication
Subject
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Monte Carlo simulation 7,493 Monte-Carlo-Simulation 6,894 Theorie 2,990 Theory 2,966 Schätztheorie 1,527 Estimation theory 1,518 Simulation 1,141 Markov-Kette 1,099 Markov chain 1,098 Bayesian inference 943 Bayes-Statistik 941 Stochastischer Prozess 910 Stochastic process 904 Schätzung 901 Estimation 894 Optionspreistheorie 745 Option pricing theory 737 Zeitreihenanalyse 675 Time series analysis 670 Volatilität 659 Volatility 655 Prognoseverfahren 534 Forecasting model 532 Panel 492 Panel study 487 Sampling 413 Stichprobenerhebung 413 Statistischer Test 375 Regression analysis 371 Regressionsanalyse 371 Statistical test 366 Portfolio-Management 309 Portfolio selection 304 USA 299 VAR-Modell 298 Statistische Verteilung 297 Risikomanagement 295 Statistical distribution 295 VAR model 295 Risk management 294
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Online availability
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Free 3,235 Undetermined 2,160 CC license 173 Digitizable 1
Type of publication
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Article 4,465 Book / Working Paper 3,524 Other 3
Type of publication (narrower categories)
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Article in journal 3,504 Aufsatz in Zeitschrift 3,504 Working Paper 1,846 Arbeitspapier 1,731 Graue Literatur 1,716 Non-commercial literature 1,716 Aufsatz im Buch 223 Book section 223 Hochschulschrift 153 Thesis 131 Article 58 research-article 44 Conference paper 23 Konferenzbeitrag 23 Collection of articles written by one author 22 Sammlung 22 Collection of articles of several authors 20 Sammelwerk 20 Dissertation u.a. Prüfungsschriften 18 Amtsdruckschrift 16 Government document 16 Lehrbuch 15 Aufsatzsammlung 14 Case study 14 Fallstudie 14 Textbook 13 Konferenzschrift 9 Forschungsbericht 7 Systematic review 6 Übersichtsarbeit 6 Bibliografie enthalten 5 Bibliography included 5 Bibliografie 3 Conference Paper 3 Congress Report 3 Reprint 3 conceptual-paper 3 technical-paper 3 Accompanied by computer file 2 Elektronischer Datenträger als Beilage 2
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Language
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English 7,006 Undetermined 729 German 217 French 17 Spanish 13 Portuguese 5 Czech 3 Hungarian 2 Slovak 2 Croatian 1 Italian 1 Polish 1
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Author
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Koopman, Siem Jan 66 Dijk, Herman K. van 65 Pesaran, M. Hashem 64 Kapetanios, George 51 Joshi, Mark S. 46 Tsionas, Efthymios G. 45 Reed, W. Robert 36 Dufour, Jean-Marie 34 Casarin, Roberto 31 McAleer, Michael 31 Ravazzolo, Francesco 27 Schorfheide, Frank 27 Westerlund, Joakim 26 Koop, Gary 23 Stentoft, Lars 23 Baltagi, Badi H. 22 Chudik, Alexander 22 Kleijnen, Jack P. C. 22 Pfaffermayr, Michael 22 Chiarella, Carl 21 Grassi, Stefano 21 Hoogerheide, Lennart 21 Lucas, André 21 Yamagata, Takashi 21 Asai, Manabu 20 Kitagawa, Toru 20 Lechner, Michael 20 Lesage, James P. 20 Martin, Gael M. 20 Urga, Giovanni 20 Zhang, Xibin 20 Belomestny, Denis 19 Bos, Charles S. 19 Chib, Siddhartha 19 Kilian, Lutz 19 Marcellino, Massimiliano 19 Nason, James Michael 19 Dijk, Dick van 18 Frühwirth-Schnatter, Sylvia 18 Herbst, Edward P. 18
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Institution
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National Bureau of Economic Research 43 International Monetary Fund (IMF) 32 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 21 Nationalekonomiska Institutionen, Ekonomihögskolan 13 Centre for Analytical Finance <Århus> 12 Ekonomiska forskningsinstitutet <Stockholm> 10 Agricultural and Applied Economics Association - AAEA 9 Department of Economics, University of Victoria 8 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 8 Tinbergen Instituut 8 EconWPA 7 Finance Discipline Group, Business School 7 HAL 7 Institut für Schweizerisches Bankwesen <Zürich> 7 Lunds Universitet / Nationalekonomiska Institutionen 7 Queen Mary College / Department of Economics 7 Sonderforschungsbereich Ökonomisches Risiko <Berlin> 7 European Association of Agricultural Economists - EAAE 6 Tinbergen Institute 6 Faculty of Economics, University of Cambridge 5 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 5 University of Exeter / Department of Economics 5 Arbeitskreis Quantitative Steuerlehre 4 Deutsche Bundesbank 4 Econometrisch Instituut <Rotterdam> 4 Economics Department, Queen's University 4 Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues - GEWISOLA 4 Institute for the Study of Labor (IZA) 4 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 4 Unité Mixte de Recherche Théorie Economique, Modélisation et Applications 4 University of Canterbury / Dept. of Economics and Finance 4 Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg 4 de Nederlandsche Bank 4 Aarhus Universitet / Afdeling for Nationaløkonomi 3 Départment des sciences administratives, Université du Québec en Outaouais (UQO) 3 Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska 3 Institut für Future Energy Consumer Needs and Behavior (FCN), E.ON Energy Research Center 3 International Monetary Fund 3 Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion 3 National Centre of Competence in Research North South <Bern> 3
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Published in...
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Journal of econometrics 181 Discussion paper / Tinbergen Institute 114 Physica A: Statistical Mechanics and its Applications 103 Economics letters 96 Computational economics 86 European journal of operational research : EJOR 80 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 74 Econometric reviews 73 The journal of computational finance 65 Working paper 62 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 59 Applied economics 58 CEMMAP working papers / Centre for Microdata Methods and Practice 58 Journal of applied econometrics 57 Quantitative finance 57 International journal of theoretical and applied finance 52 Working paper / Department of Econometrics and Business Statistics, Monash University 45 Economic modelling 44 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 44 Risks : open access journal 43 The econometrics journal 43 Applied economics letters 41 Econometrics : open access journal 40 International journal of forecasting 38 Journal of economic dynamics & control 37 Energy economics 36 NBER Working Paper 36 NBER working paper series 36 Insurance 34 Working paper / National Bureau of Economic Research, Inc. 34 IMF Working Papers 33 Journal of forecasting 33 Journal of risk and financial management : JRFM 32 Working papers 32 Discussion paper series 31 Finance and stochastics 30 Operations research 30 Finance research letters 27 Série des documents de travail / Centre de Recherche en Économie et Statistique 27 Econometric theory 25
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Source
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ECONIS (ZBW) 6,796 RePEc 832 EconStor 178 USB Cologne (EcoSocSci) 62 Other ZBW resources 61 USB Cologne (business full texts) 35 BASE 28
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Showing 1 - 10 of 7,992
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Estimation of levelized cost of energy for small modular reactors in Colombia : a Monte Carlo simulation approach
Camilo, Prieto; Diego, Patiño; José, Vuelvas - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 4, pp. 24-33
Persistent link: https://www.econbiz.de/10015447233
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Identifying risk-efficient crop portfolios for different cropping systems by analyzing the tradeoffs between arable farming profits and profit stability
Pergner, Isabell; Lippert, Christian - In: German journal of agricultural economics : GJAE 74 (2025), pp. 1-31
As in agriculture uncertainties have increased due to extreme weather events and yield variations, a critical examination of crop rotation strategies is needed. This study analyses the relationship between risk and crop rotation planning, addressing the challenges posed by an increasing yield...
Persistent link: https://www.econbiz.de/10015611644
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Why applied macroeconomists should not use Bayesian estimation of DSGE models
Meenagh, David; Minford, Patrick; Xu, Yongdeng - 2025
This paper argues that the common practice of Bayesian estimation in applied macroeconomic DSGE modeling can lead to severely biased results when the imposed prior beliefs are misspecified. We demonstrate, through controlled Monte Carlo experiments on two canonical DSGE models (a Real Business...
Persistent link: https://www.econbiz.de/10015549860
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Assessing the impact of fiscal incentives on the investment feasibility of geothermal projects in Indonesia : a value-at-risk approach
Susmanto, Andi; Hidayatno, Akhmad; Setiawan, Andri Dwi; … - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 2, pp. 788-808
Persistent link: https://www.econbiz.de/10015620426
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Investing in carbon transportation under volume uncertainty and scaling flexibility
Andersen, Sveinung; Hagspiel, Verena; Oliveira, Carlos; … - In: Energy economics 153 (2026), pp. 1-28
Persistent link: https://www.econbiz.de/10015620627
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The vehicle routing problem with time window and randomness in demands, travel, and unloading times
Pérez-Lechuga, Gilberto; Venegas-Martínez, Francisco - In: Logistics 10 (2026) 1, pp. 1-33
Background: The vehicle routing problem (VRP) is of great importance in the Industry 4.0 era because enabling technologies such as the internet of things (IoT), artificial intelligence (AI), big data, and geographic information systems (GISs) allows for real-time solutions to versions of the...
Persistent link: https://www.econbiz.de/10015611767
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Emergency medical logistics of helicopter air ambulance response-time reliability : a Monte Carlo simulation
Cline, James; Truong Dothang - In: Logistics 10 (2026) 2, pp. 1-20
Background: Rapid helicopter air ambulance (HAA) response is a cornerstone of emergency medical logistics, yet the "time-to-care" metric remains highly sensitive to uncertainties in base posture, readiness, and operational disruptions. This study evaluates how these factors jointly influence...
Persistent link: https://www.econbiz.de/10015611880
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Measuring flood risk in Czechia with stress testing and a Gumbel copula based VaR
Folprecht, Marek - 2026
Persistent link: https://www.econbiz.de/10015609159
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Emergency medical logistics of helicopter air ambulance response-time reliability : a Monte Carlo simulation
Cline, James; Truong Dothang - In: Logistics 10 (2026) 2, pp. 1-20
Background: Rapid helicopter air ambulance (HAA) response is a cornerstone of emergency medical logistics, yet the "time-to-care" metric remains highly sensitive to uncertainties in base posture, readiness, and operational disruptions. This study evaluates how these factors jointly influence...
Persistent link: https://www.econbiz.de/10015612211
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MSTest: an R-package for testing Markov switching models
Rodriguez Rondon, Gabriel; Dufour, Jean-Marie - 2026 - Last updated: March 4, 2026
We present the R package MSTest, which implements hypothesis testing procedures to determine the number of regimes in Markov switching models. These models have wide ranging applications in economics, finance, and many other fields. MSTest provides several testing frameworks, including Monte...
Persistent link: https://www.econbiz.de/10015612283
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