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Identifying nonlinear serial dependence in volatile, high-frequency time series and its implications for volatility modeling
Wild, Phillip; Foster, John; Hinich, Melvin J. - In: Macroeconomic dynamics 14 (2010), pp. 88-110
Persistent link: https://www.econbiz.de/10003981218
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Are daily and weekly load and spot price dynamics in Australia's National Electricity Market governed by episodic nonlinearity?
Wild, Phillip; Hinich, Melvin J.; Foster, John - In: Energy economics 32 (2010) 5, pp. 1082-1091
Persistent link: https://www.econbiz.de/10008934303
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Randomly modulated periodic signals in Alberta's electricity market
Hinich, Melvin J. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 3, pp. 1-13
Persistent link: https://www.econbiz.de/10003559084
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Randomly modulated periodic signals in Australia's national electricity market
Foster, John; Hinich, Melvin J.; Wild, Phillip - In: The energy journal 29 (2008) 3, pp. 105-129
Persistent link: https://www.econbiz.de/10003733966
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The use of trimming to improve the performance of tests for nonlinear serial dependence with application to the Australian national electricity market
Wild, Phillip (contributor); Hinich, Melvin J. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003714105
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Are daily and weekly load and spot price dynamics in Australia's national electricity market governed by episodic nonlinearity?
Wild, Phillip (contributor); Hinich, Melvin J. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003714111