Alexander Zeitlberger

Personal Details

First Name:	Alexander
Middle Name:	C.M.
Last Name:	Zeitlberger
Suffix:
RePEc Short-ID:	pze97
	https://sites.google.com/site/azeitlberger/

Affiliation

Institut für Finanzwirtschaft
Social- und Wirtschaftswissenschaftliche Fakultät
Karl-Franzens-Universität Graz

Graz, Austria
http://www.uni-graz.at/ifwwww
RePEc:edi:ifgraat (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

1. Alexander Zeitlberger & Alexander Brauneis, 2016. "Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 24(1), pages 149-176, March.

   Cited by:

   1. Jujie Wang & Shiyao Qiu, 2021. "Improved Multi-Scale Deep Integration Paradigm for Point and Interval Carbon Trading Price Forecasting," Mathematics, MDPI, vol. 9(20), pages 1-20, October.
   2. Chang, Kai & Pei, Ping & Zhang, Chao & Wu, Xin, 2017. "Exploring the price dynamics of CO2 emissions allowances in China's emissions trading scheme pilots," Energy Economics, Elsevier, vol. 67(C), pages 213-223.
   3. Jian Liu & Ziting Zhang & Lizhao Yan & Fenghua Wen, 2021. "Forecasting the volatility of EUA futures with economic policy uncertainty using the GARCH-MIDAS model," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-19, December.
   4. Pan, Di & Zhang, Chen & Zhu, Dandan & Ji, Yuanpu & Cao, Wei, 2022. "A novel method of detecting carbon asset price jump characteristics based on significant information shocks," Finance Research Letters, Elsevier, vol. 47(PA).
   5. Oscar V. De la Torre-Torres & Francisco Venegas-Martínez & Mᵃ Isabel Martínez-Torre-Enciso, 2021. "Enhancing Portfolio Performance and VIX Futures Trading Timing with Markov-Switching GARCH Models," Mathematics, MDPI, vol. 9(2), pages 1-22, January.
   6. Xing Zhang & Chongchong Zhang & Zhuoqun Wei, 2019. "Carbon Price Forecasting Based on Multi-Resolution Singular Value Decomposition and Extreme Learning Machine Optimized by the Moth–Flame Optimization Algorithm Considering Energy and Economic Factors," Energies, MDPI, vol. 12(22), pages 1-23, November.
   7. Oscar V. De la Torre-Torres & Evaristo Galeana-Figueroa & María de la Cruz Del Río-Rama & José Álvarez-García, 2022. "Using Markov-Switching Models in US Stocks Optimal Portfolio Selection in a Black–Litterman Context (Part 1)," Mathematics, MDPI, vol. 10(8), pages 1-28, April.
   8. Jianguo Zhou & Shiguo Wang, 2021. "A Carbon Price Prediction Model Based on the Secondary Decomposition Algorithm and Influencing Factors," Energies, MDPI, vol. 14(5), pages 1-20, March.
   9. Jianguo Zhou & Xuejing Huo & Xiaolei Xu & Yushuo Li, 2019. "Forecasting the Carbon Price Using Extreme-Point Symmetric Mode Decomposition and Extreme Learning Machine Optimized by the Grey Wolf Optimizer Algorithm," Energies, MDPI, vol. 12(5), pages 1-22, March.

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