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~isPartOf:"Energy economics"
~person:"Nielsen, Morten Ørregaard"
~subject:"Kointegration"
~subject:"Prognose"
~subject:"Volatilität"
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Nielsen, Morten Ørregaard
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Queen's Economics Department working paper
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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A vector autoregressive model for electricity prices subject to long memory and regime switching
Haldrup, Niels
;
Nielsen, Frank S.
;
Nielsen, Morten …
- In:
Energy economics
32
(
2010
)
5
,
pp. 1044-1058
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