A vector autoregressive model for electricity prices subject to long memory and regime switching
Niels Haldrup; Frank S. Nielsen; Morten Ørregaard Nielsen
| Year of publication: |
2010
|
|---|---|
| Authors: | Haldrup, Niels ; Nielsen, Frank S. ; Nielsen, Morten Ørregaard |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 32.2010, 5, p. 1044-1058
|
| Subject: | Elektrizitätswirtschaft | Electric power industry | Strompreis | Electricity price | Engpass | Bottleneck | Institutioneller Wandel | Institutional change | Kointegration | Cointegration | Theorie | Theory |
| Extent: | graph. Darst., Kt. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008934329