| 1 |
Regime differences and industry heterogeneity of the volatility transmission from the energy price to the PPI
He YD, Lin BQ
Energy, 176, 900, 2019 |
| 2 |
The impact of the North American shale gas revolution on regional natural gas markets: Evidence from the regime-switching model
Geng JB, Ji Q, Fan Y
Energy Policy, 96, 167, 2016 |
| 3 |
Interpreting the crude oil price movements: Evidence from the Markov regime switching model
Zhang YJ, Zhang L
Applied Energy, 143, 96, 2015 |
| 4 |
The effects of renewables in space and time: A regime switching model of the Italian power price
Sapio A
Energy Policy, 85, 487, 2015 |
| 5 |
UTILITY MAXIMIZATION IN A REGIME SWITCHING MODEL WITH CONVEX PORTFOLIO CONSTRAINTS AND MARGIN REQUIREMENTS: OPTIMALITY RELATIONS AND EXPLICIT SOLUTIONS
Heunis AJ
SIAM Journal on Control and Optimization, 53(4), 2608, 2015 |
| 6 |
A regime-switching model with the volatility smile for two-asset European options
Kim J, Jeong D, Shin DH
Automatica, 50(3), 747, 2014 |
| 7 |
Asymptotic properties of consensus-type algorithms for networked systems with regime-switching topologies
Yin G, Sun Y, Wang LY
Automatica, 47(7), 1366, 2011 |
