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~person:"Chaâbane, Najeh"
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ARFIMA-FIGARCH model
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European electricity markets
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European energy markets
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deregulated markets
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electricity spot prices
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forecasting
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long memory
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modelling
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non-Gaussian distributions
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power spot prices
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Chaâbane, Najeh
Neuhoff, Karsten
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Global Business and Economics Review
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Modelling power spot prices in deregulated European energy markets: a dual long memory approach
Chaâbane, Najeh
;
Saâdaoui, Foued
;
Benammou, Saloua
- In:
Global Business and Economics Review
14
(
2012
)
4
,
pp. 338-361
European
electricity
markets
are considered. A preliminary analysis of the time series attests to the presence of a long range …
Persistent link: https://www.econbiz.de/10011145341
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