UB Paderborn / Katalog / Suche / in CDI

The Effect of Transmission Constraints on Electricity Prices

The Energy journal (Cambridge, Mass.), 2017-07, Vol.38 (4), p.145-164

2017

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A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market

Journal of applied econometrics (Chichester, England), 2016-06, Vol.31 (4), p.707-733

2016

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A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market: A SMOOTH TRANSITION LOGIT MODEL

Journal of applied econometrics (Chichester, England), 2016-06, Vol.31 (4), p.707-733

2016

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Estimating the parameters of stochastic differential equations by Monte Carlo methods

Mathematics and computers in simulation, 1997-03, Vol.43 (3), p.495-501

1997

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Econometric Modelling with Time Series: Specification, Estimation and Testing

Martin, Vance

1, 2012

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THE TERM STRUCTURE OF INTEREST RATES IN THE LONDON INTERBANK MARKET

Oxford economic papers, 1995-07, Vol.47 (3), p.418-436

1995

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COINTEGRATION AND DYNAMIC TIME SERIES MODELS

Journal of economic surveys, 1992, Vol.6 (1), p.1-43

1992

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Causality, Predictability and Monetary Targets in South Africa

The South African Journal of economics, 1991-12, Vol.59 (4), p.405-424

Hurn, A S

1991

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Housing networks and driving forces

Journal of banking & finance, 2022-01, Vol.134, p.106318, Article 106318

2022

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“What good is a volatility model?” A reexamination after 20 years

The Stata journal, 2021-06, Vol.21 (2), p.295-319

2021

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Causal Change Detection in Possibly Integrated Systems: Revisiting the Money–Income Relationship

Journal of financial econometrics, 2020, Vol.18 (1), p.158-180

2020

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Modelling circular time series

Journal of econometrics, 2024-02, Vol.239 (1), p.105450, Article 105450

2024

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Change Detection and the Causal Impact of the Yield Curve

Journal of time series analysis, 2018-11, Vol.39 (6), p.966-987

2018

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Network analysis: a novel approach to identify PM2.5 hotspots and their spatio-temporal impact on air quality in Santiago de Chile

Air quality, atmosphere and health, 2020-09, Vol.13 (9), p.1075-1082

2020

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An empirical investigation of herding in the U.S. stock market

Economic modelling, 2017-12, Vol.67, p.184-192

2017

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Testing for time-varying Granger causality

The Stata journal, 2022-06, Vol.22 (2), p.355-378

2022

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The BDS test of independence

The Stata journal, 2021-06, Vol.21 (2), p.279-294

2021

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Assessing the Informational Content of Official Australian Bureau of Meteorology Forecasts of Wind Speed

The Economic record, 2021-12, Vol.97 (319), p.525-547

2021

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Local Whittle estimation of the long-memory parameter

The Stata journal, 2020-09, Vol.20 (3), p.565-583

2020

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Estimating a Non-parametric Memory Kernel for Mutually Exciting Point Processes

Journal of financial econometrics, 2023-11, Vol.21 (5), p.1759-1790

2023

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Forecasting spikes in electricity prices

International journal of forecasting, 2012-04, Vol.28 (2), p.400-411

2012

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Estimating the Parameters of Stochastic Volatility Models Using Option Price Data

Journal of business & economic statistics, 2015-10, Vol.33 (4), p.579-594

2015

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A Comparative Study of Likelihood Approximations for Univariate Diffusions

Journal of financial econometrics, 2023-06, Vol.21 (3), p.852-879

2023

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A general test for time dependence in parameters

Journal of applied econometrics (Chichester, England), 2004-11, Vol.19 (7), p.899-906

2004

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Specification tests for univariate diffusions

Econometric reviews, 2022-07, Vol.41 (6), p.607-632

2022

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The Effect of Transmission Constraints on Electricity Prices

A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market

A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market: A SMOOTH TRANSITION LOGIT MODEL

Estimating the parameters of stochastic differential equations by Monte Carlo methods

Econometric Modelling with Time Series: Specification, Estimation and Testing

THE TERM STRUCTURE OF INTEREST RATES IN THE LONDON INTERBANK MARKET

COINTEGRATION AND DYNAMIC TIME SERIES MODELS

Causality, Predictability and Monetary Targets in South Africa

Housing networks and driving forces

“What good is a volatility model?” A reexamination after 20 years

Causal Change Detection in Possibly Integrated Systems: Revisiting the Money–Income Relationship

Modelling circular time series

Change Detection and the Causal Impact of the Yield Curve

Network analysis: a novel approach to identify PM2.5 hotspots and their spatio-temporal impact on air quality in Santiago de Chile

An empirical investigation of herding in the U.S. stock market

Testing for time-varying Granger causality

The BDS test of independence

Assessing the Informational Content of Official Australian Bureau of Meteorology Forecasts of Wind Speed

Local Whittle estimation of the long-memory parameter

Estimating a Non-parametric Memory Kernel for Mutually Exciting Point Processes

Forecasting spikes in electricity prices

Estimating the Parameters of Stochastic Volatility Models Using Option Price Data

A Comparative Study of Likelihood Approximations for Univariate Diffusions

A general test for time dependence in parameters

Specification tests for univariate diffusions

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