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Application of non-linear time series models to power risk management : a case study for Germany
Kosater, Peter - 2007
Persistent link: https://www.econbiz.de/10004884426
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Can Markov-regime switching models improve power price forecasts? : Evidence for German daily power prices
Kosater, Peter; Mosler, Karl C. - 2005
Persistent link: https://www.econbiz.de/10004411594
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On the impact of weather on German hourly power prices
Kosater, Peter - 2006
Persistent link: https://www.econbiz.de/10004411638
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Cross city hedging with weather derivatives using bivariate DCC GARCH models
Kosater, Peter - 2006
Persistent link: https://www.econbiz.de/10004411640
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Konsum und Investitionen des Staates bis 1985
Krelle, Wilhelm; Pauly, Ralf - 1976
Persistent link: https://www.econbiz.de/10004583415
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Risk evaluation in financial risk management : prediction limits and backtesting
Pauly, Ralf; Fricke, Jens - 2008
Persistent link: https://www.econbiz.de/10009006266
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The decomposition of economic time series : a deterministic and stochastic approach ; preliminary version
Pauly, Ralf; Schlicht, Ekkehart - 1982
Persistent link: https://www.econbiz.de/10004787167
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Lead- und Lag-Beziehungen zwischen makroökonomischen Aggreaten
Pauly, Ralf; Tosstorff, Günther - 1984
Persistent link: https://www.econbiz.de/10004787168
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Messung von Wachstumsschwankungen ökonomischer Variablen
Pauly, Ralf - 1985
Persistent link: https://www.econbiz.de/10004787169