Department of Economics and Business Economics

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

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

  • School of Economics and Management
Original languageEnglish
JournalEnergy Economics
Volume32
Issue5
Pages (from-to)1044-1058
ISSN0140-9883
DOIs
Publication statusPublished - 2010

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