A Regime Switching Long Memory Model for Electricity Prices

2006 ◽  
Author(s):  
Niels Haldrup ◽  
Morten Ørregaard Nielsen
2006 ◽  
Vol 135 (1-2) ◽  
pp. 349-376 ◽  
Author(s):  
Niels Haldrup ◽  
Morten Ørregaard Nielsen

2012 ◽  
Author(s):  
Yuewen Xiao ◽  
David B. Colwell ◽  
Ramaprasad Bhar

2014 ◽  
Vol 51 ◽  
pp. 286-295 ◽  
Author(s):  
Valdério Anselmo Reisen ◽  
Alessandro José Queiroz Sarnaglia ◽  
Neyval Costa Reis ◽  
Céline Lévy-Leduc ◽  
Jane Méri Santos

1998 ◽  
Vol 19 (4) ◽  
pp. 485-504 ◽  
Author(s):  
Wayne A. Woodward ◽  
Q. C. Cheng ◽  
H. L. Gray
Keyword(s):  

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