A vector autoregressive model for electricity prices subject to long memory and regime switching
Year of publication: |
2010
|
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Authors: | Haldrup, Niels ; Nielsen, Frank S. ; Nielsen, Morten Ørregaard |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 32.2010, 5, p. 1044-1058
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Subject: | Elektrizitätswirtschaft | Electric power industry | Strompreis | Electricity price | Engpass | Bottleneck | Institutioneller Wandel | Institutional change | Kointegration | Cointegration | Theorie | Theory |
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