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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
Persistent link: https://www.econbiz.de/10008934329
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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
Cover Image
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. 1044-1059
Persistent link: https://www.econbiz.de/10008640002