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A Vector Autoregressive Model for Electricity Prices subject to Long Memory and Regime Switching

Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avis › Tidsskriftartikel › Forskning › peer review

Standard

A Vector Autoregressive Model for Electricity Prices subject to Long Memory and Regime Switching. / Haldrup, Niels; Nielsen, Frank; Nielsen, Morten Ørregaard.
I: Energy Economics, Bind 32, Nr. 5, 2010, s. 1044-1058.

Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avis › Tidsskriftartikel › Forskning › peer review

Harvard

Haldrup, N, Nielsen, F & Nielsen, MØ 2010, 'A Vector Autoregressive Model for Electricity Prices subject to Long Memory and Regime Switching', Energy Economics, bind 32, nr. 5, s. 1044-1058. https://doi.org/10.1016/j.eneco.2010.02.012

APA

Haldrup, N., Nielsen, F., & Nielsen, M. Ø. (2010). A Vector Autoregressive Model for Electricity Prices subject to Long Memory and Regime Switching. Energy Economics, 32(5), 1044-1058. https://doi.org/10.1016/j.eneco.2010.02.012

CBE

Haldrup N, Nielsen F, Nielsen MØ. 2010. A Vector Autoregressive Model for Electricity Prices subject to Long Memory and Regime Switching. Energy Economics. 32(5):1044-1058. https://doi.org/10.1016/j.eneco.2010.02.012

MLA

Haldrup, Niels, Frank Nielsen, og Morten Ørregaard Nielsen. "A Vector Autoregressive Model for Electricity Prices subject to Long Memory and Regime Switching". Energy Economics. 2010, 32(5). 1044-1058. https://doi.org/10.1016/j.eneco.2010.02.012

Vancouver

Haldrup N, Nielsen F, Nielsen MØ. A Vector Autoregressive Model for Electricity Prices subject to Long Memory and Regime Switching. Energy Economics. 2010;32(5):1044-1058. doi: 10.1016/j.eneco.2010.02.012

Author

Haldrup, Niels ; Nielsen, Frank ; Nielsen, Morten Ørregaard. / A Vector Autoregressive Model for Electricity Prices subject to Long Memory and Regime Switching. I: Energy Economics. 2010 ; Bind 32, Nr. 5. s. 1044-1058.

Bibtex

@article{6cd36930246711dfb95d000ea68e967b,
title = "A Vector Autoregressive Model for Electricity Prices subject to Long Memory and Regime Switching",
author = "Niels Haldrup and Frank Nielsen and Nielsen, {Morten {\O}rregaard}",
year = "2010",
doi = "10.1016/j.eneco.2010.02.012",
language = "English",
volume = "32",
pages = "1044--1058",
journal = "Energy Economics",
issn = "0140-9883",
publisher = "Elsevier BV",
number = "5",

}

RIS

TY - JOUR

T1 - A Vector Autoregressive Model for Electricity Prices subject to Long Memory and Regime Switching

AU - Haldrup, Niels

AU - Nielsen, Frank

AU - Nielsen, Morten Ørregaard

PY - 2010

Y1 - 2010

U2 - 10.1016/j.eneco.2010.02.012

DO - 10.1016/j.eneco.2010.02.012

M3 - Journal article

VL - 32

SP - 1044

EP - 1058

JO - Energy Economics

JF - Energy Economics

SN - 0140-9883

IS - 5

ER -