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

Standard

 A regime switching long memory model for electricity prices. / Haldrup, Niels; Ørregaard Nielsen, Morten.

In: Journal of Econometrics, Vol. 135, 2006, p. 349-376.

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

Harvard

Haldrup, N & Ørregaard Nielsen, M 2006, ' A regime switching long memory model for electricity prices', Journal of Econometrics, vol. 135, pp. 349-376.

APA

Haldrup, N., & Ørregaard Nielsen, M. (2006).  A regime switching long memory model for electricity prices. Journal of Econometrics, 135, 349-376.

CBE

Haldrup N, Ørregaard Nielsen M. 2006.  A regime switching long memory model for electricity prices. Journal of Econometrics. 135:349-376.

MLA

Haldrup, Niels and Morten Ørregaard Nielsen. " A regime switching long memory model for electricity prices". Journal of Econometrics. 2006, 135. 349-376.

Vancouver

Haldrup N, Ørregaard Nielsen M.  A regime switching long memory model for electricity prices. Journal of Econometrics. 2006;135:349-376.

Author

Haldrup, Niels ; Ørregaard Nielsen, Morten. /  A regime switching long memory model for electricity prices. In: Journal of Econometrics. 2006 ; Vol. 135. pp. 349-376.

Bibtex

@article{97f60900bff811dbbee902004c4f4f50,
title = " A regime switching long memory model for electricity prices",
author = "Niels Haldrup and {{\O}rregaard Nielsen}, Morten",
year = "2006",
language = "English",
volume = "135",
pages = "349--376",
journal = "Journal of Econometrics",
issn = "0304-4076",
publisher = "Elsevier BV",

}

RIS

TY - JOUR

T1 -  A regime switching long memory model for electricity prices

AU - Haldrup, Niels

AU - Ørregaard Nielsen, Morten

PY - 2006

Y1 - 2006

M3 - Journal article

VL - 135

SP - 349

EP - 376

JO - Journal of Econometrics

JF - Journal of Econometrics

SN - 0304-4076

ER -