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~isPartOf:"Aarhus University Economics Paper"
~person:"Nielsen, Morten Ørregaard"
~subject:"Kointegration"
~subject:"Prognose"
~subject:"Volatilität"
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Nielsen, Morten Ørregaard
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Aarhus University Economics Paper
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Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices
Haldrup, Niels
;
Nielsen, Morten Ørregaard
-
2008
fractional
cointegration
at some grid points when conditioning on the states …
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