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person:"Haldrup, Niels"
subject:"Time series analysis"
~isPartOf:"Energy economics"
~person:"Teräsvirta, Timo"
~subject:"Kointegration"
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Haldrup, Niels
Teräsvirta, Timo
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Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014481089
Saved in:
2
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
- In:
Energy economics
97
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012821325
Saved in:
3
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
Saved in:
4
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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