Testing fractional persistence and non-linearities in the natural gas market : an application of non-linear deterministic terms based on Chebyshev polynomials in time
OlaOluwa Simon Yaya, Luis Alberiko Gil-Alana, Hector Carcel
| Year of publication: |
2015
|
|---|---|
| Authors: | Yaya, OlaOluwa S. ; Gil-Alaña, Luis A. ; Carcel, Hector |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 52.2015, 1, p. 240-245
|
| Subject: | Fractional integration | Chebyshev polynomial | Natural gas | Non-linearity | Erdgasmarkt | Natural gas market | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Erdgas | Theorie | Theory | Kointegration | Cointegration | Schätzung | Estimation | Gaswirtschaft | Gas industry |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2015.10.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011568248