Barros, Carlos P.; Caporale, Guglielmo Maria; … - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2012
integration modelling framework. The analysis is undertaken using monthly data from January 2000 to August 2011. The results …This study examines the long-memory properties of German energy price indices (specifically, import and export prices …, as well as producer and consumer prices) for hard coal, lignite, mineral oil and natural gas adopting a fractional …