A vector autoregressive model for electricity prices subject to long memory and regime switching
Niels Haldrup, Frank S. Nielsen, Morten Ørregaard NielsenVolume:
32
Year:
2010
Language:
english
Pages:
15
DOI:
10.1016/j.eneco.2010.02.012
File:
PDF, 2.25 MB
english, 2010