Directional Congestion and regime switching in a long memory model for electricity prices

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Originalsprog	Engelsk
Tidsskrift	Studies in Nonlinear Dynamics and Econometrics (Online)
Vol/bind	10
Sider (fra-til)	1-24
Antal sider	24
ISSN	1081-1826
Status	Udgivet - 2006

Citationsformater

@article{a3796c40bff811dbbee902004c4f4f50,

title = "Directional Congestion and regime switching in a long memory model for electricity prices",

author = "Niels Haldrup and Nielsen, {Morten {\O}rregaard}",

year = "2006",

language = "English",

volume = "10",

pages = "1--24",

journal = "Studies in Nonlinear Dynamics and Econometrics (Online)",

issn = "1081-1826",

publisher = "de Gruyter",

}