Wavelet quantile analysis of asymmetric pricing on the Swedish power market
Year of publication: |
2017
|
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Authors: | Karlsson, Hyunjoo Kim ; Karlsson, Peter ; Månsson, Kristofer ; Sjölander, Pär |
Published in: |
Empirica : journal of european economics. - Dordrecht : Springer, ISSN 0340-8744, ZDB-ID 188142-5. - Vol. 44.2017, 2, p. 249-260
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Subject: | APT | Electricity market | Wavelets | Quantile regression | Schweden | Sweden | Elektrizitätswirtschaft | Electric power industry | Zustandsraummodell | State space model | Strompreis | Electricity price | Regressionsanalyse | Regression analysis | Theorie | Theory | Energiemarkt | Energy market |
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