Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads
Year of publication: |
November 2016
|
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Authors: | Ergemen, Yunus Emre ; Haldrup, Niels ; Rodríguez-Caballero, Carlos Vladimir |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 60.2016, p. 79-96
|
Subject: | Electricity prices and loads | Panel data models | Fractional integration | Long memory | Zeitreihenanalyse | Time series analysis | Panel | Panel study | Theorie | Theory | Strompreis | Electricity price | Elektrizitätswirtschaft | Electric power industry |
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