Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices (Q5452739): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: Ox / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.2202/1558-3708.1367 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3124362478 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long memory processes and fractional integration in econometrics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4865042 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Periodic Seasonal Reg-ARFIMA–GARCH Models for Daily Electricity Spot Prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2723584 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forecasting Markov-switching dynamic, conditionally heteroscedastic processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long memory and regime switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: Co-Integration and Error Correction: Representation, Estimation, and Testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4124141 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Varieties of long memory models / rank
 
Normal rank
Property / cites work
 
Property / cites work: AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of fractional integration in the presence of data noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for two-regime threshold cointegration in vector error-correction models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root? / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the power of the KPSS test of stationarity against fractionally-integrated alternatives / rank
 
Normal rank
Property / cites work
 
Property / cites work: Electricity prices and power derivatives: evidence from the Nordic Power Exchange / rank
 
Normal rank
Property / cites work
 
Property / cites work: Viscosity solutions of HJB equations with unbounded data and characteristic points / rank
 
Normal rank
Property / cites work
 
Property / cites work: EFFICIENT LIKELIHOOD INFERENCE IN NONSTATIONARY UNIVARIATE MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time Series Regression with a Unit Root / rank
 
Normal rank
Property / cites work
 
Property / cites work: The KPSS test with seasonal dummies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for a unit root in time series regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: THE NONSTATIONARY FRACTIONAL UNIT ROOT / rank
 
Normal rank

Latest revision as of 20:56, 27 June 2024

scientific article; zbMATH DE number 5259613
Language Label Description Also known as
English
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices
scientific article; zbMATH DE number 5259613

    Statements

    Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices (English)
    0 references
    0 references
    4 April 2008
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references