Department of Economics and Business Economics

 A regime switching long memory model for electricity prices

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • Niels Haldrup
  • Morten Ørregaard Nielsen, Cornell University, United States
  • School of Economics and Management
Original languageEnglish
JournalJournal of Econometrics
Volume135
Pages (from-to)349-376
Number of pages27
ISSN0304-4076
Publication statusPublished - 2006

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