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CREATES research paper
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International Journal of Energy Economics and Policy : IJEEP
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Spikes and memory in (Nord Pool) electricity price spot prices
Proietti, Tommaso
;
Haldrup, Niels
;
Knapik, Oskar
-
2017
Persistent link: https://www.econbiz.de/10011750398
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2
Rough electricity : a new fractal multi-factor model of electricity spot prices
Bennedsen, Mikkel
-
2015
Persistent link: https://www.econbiz.de/10011343496
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3
Modelling energy spot prices by Lévy semistationary processes
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10003959807
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