A vector autoregressive model for electricity prices subject to long memory and regime switching
| Year of publication: |
2010
|
|---|---|
| Authors: | Haldrup, Niels ; Nielsen, Frank S. ; Nielsen, Morten Ørregaard |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279x. - Vol. 32.2010, 5, p. 1044-1059
|