Narrow search
Showing 1 - 4 of 4
Cover Image
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads
Ergemen, Yunus Emre; Haldrup, Niels; … - 2015
Persistent link: https://www.econbiz.de/10011409105
Cover Image
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads
Ergemen, Yunus Emre; Haldrup, Niels; … - In: Energy economics 60 (2016), pp. 79-96
Persistent link: https://www.econbiz.de/10011699799
Cover Image
Wavelet estimation for dynamic factor models with time-varying loadings
Cataño, Duván Humberto; Rodríguez-Caballero, Carlos … - 2019
Persistent link: https://www.econbiz.de/10012316927
Cover Image
Estimation of a dynamic multi-level factor model with possible long-range dependence
Ergemen, Yunus Emre; Rodríguez-Caballero, Carlos Vladimir - In: International journal of forecasting 39 (2023) 1, pp. 405-430
Persistent link: https://www.econbiz.de/10014462789