Narrow search
Showing 1 - 10 of 14
Cover Image
Space-time modeling of electricity spot prices
Abate, Girum Dagnachew; Haldrup, Niels - 2015
Persistent link: https://www.econbiz.de/10010529454
Cover Image
Deterministic and stochastic trends in the Lee-Carter mortality model
Callot, Laurent; Haldrup, Niels; Kallestrup-Lamb, Malene - 2014
Persistent link: https://www.econbiz.de/10010433248
Cover Image
A generalized exponential time series regression model for electricity prices
Haldrup, Niels; Knapik, O.; Proietti, Tommaso - 2016
Persistent link: https://www.econbiz.de/10011447820
Cover Image
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads
Ergemen, Yunus Emre; Haldrup, Niels; … - 2015
Persistent link: https://www.econbiz.de/10011409105
Cover Image
Long memory, fractional integration, and cross-sectional aggregation
Haldrup, Niels; Valdés, J. Eduardo Vera - 2015
Persistent link: https://www.econbiz.de/10011409110
Cover Image
A parametric factor model of the term structure of mortality
Haldrup, Niels; Rosenskjold, Carsten P. T. - 2018
Persistent link: https://www.econbiz.de/10011797536
Cover Image
Spikes and memory in (Nord Pool) electricity price spot prices
Proietti, Tommaso; Haldrup, Niels; Knapik, Oskar - 2017
Persistent link: https://www.econbiz.de/10011750398
Cover Image
The dividend-price ratio does predict dividend growth : international evidence
Engsted, Tom; Pedersen, Thomas Q. - 2009
Persistent link: https://www.econbiz.de/10003865691
Cover Image
The log-linear return approximation, bubbles, and predictability
Engsted, Tom; Pedersen, Thomas Q.; Tanggaard, Carsten - 2010
Persistent link: https://www.econbiz.de/10008651718
Cover Image
Predicting returns and rent growth in the housing market using the rent-to-price ratio : evidence from the OECD countries
Engsted, Tom; Pesersen, Thomas Q. - 2012
Persistent link: https://www.econbiz.de/10009785769