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Long memory and disaggregated energy consumption : evidence from fossils, coal and electricity retail in the US

Apergēs, Nikolaos; Tsoumas, Chris - In: Energy economics 34 (2012) 4, pp. 1082-1087

Persistent link: https://www.econbiz.de/10009687378

On fractionally integrated logistic smooth transitions in time series

Shittu, Olanrewaju I.; Yaya, OlaOlua S. - In: CBN journal of applied statistics 2 (2011) 1, pp. 1-13

Long memory and nonlinearity are two key features of some macroeconomic time series which are characterized by persistent shocks that seem to rise faster during recession than it falls during expansion. A variant of nonlinear time series model together with long memory are used to examine these...

Persistent link: https://www.econbiz.de/10011477601

Persistence in per capita energy consumption : a fractional integration approach with a Fourier function

Bozoklu, Seref; Yilanci, Veli; Gorus, Muhammed Sehid - In: Energy economics 91 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012518652

Testing fractional persistence and non-linearities in the natural gas market : an application of non-linear deterministic terms based on Chebyshev polynomials in time

Yaya, OlaOluwa S.; Gil-Alaña, Luis A.; Carcel, Hector - In: Energy economics 52 (2015) 1, pp. 240-245

Persistent link: https://www.econbiz.de/10011568248

Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads

Ergemen, Yunus Emre; Haldrup, Niels; … - In: Energy economics 60 (2016), pp. 79-96

Persistent link: https://www.econbiz.de/10011699799

Testing for single bubble episode in the Nigerian stock market : an empirical investigation

Iliyasu, Jamilu; Saba, Ndayezhin D. - In: CBN journal of applied statistics 10 (2019) 1, pp. 29-49

This study evaluates a single bubble episode in the Nigerian Stock Exchange (NSE) by utilizing monthly data on nominal and real all-share index (ASI) from January 2010 to December 2017. Analysis of data based on Sup Augmented Dickey-Fuller (SADF) test for bubble detection suggests non-existence...

Persistent link: https://www.econbiz.de/10012178349