Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching
Year of publication: |
2008
|
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Authors: | Haldrup, Niels ; Nielsen, Frank ; Nielsen, Morten Ørregaard |
Publisher: |
[S.l.] : SSRN |
Subject: | Strompreis | Electricity price | Theorie | Theory | VAR-Modell | VAR model | Elektrizitätswirtschaft | Electric power industry | Kointegration | Cointegration |
Extent: | 1 Online-Ressource (22 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 3, 2007 erstellt |
Other identifiers: | 10.2139/ssrn.1150111 [DOI] |
Classification: | C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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