Department of Economics and Business Economics

Directional Congestion and regime switching in a 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
JournalStudies in Nonlinear Dynamics and Econometrics (Online)
Volume10
Pages (from-to)1-24
Number of pages24
ISSN1081-1826
Publication statusPublished - 2006

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