Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices
Year of publication: |
2006
|
---|---|
Authors: | Haldrup, Niels ; Nielsen, Morten |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 10.2006, 3, p. 1367-1367
|
Publisher: |
Berkeley Electronic Press |
Subject: | fractional cointegration | markov switching | electricity prices | long memory |
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