1. Detecting the macro drivers in the Australian National Electricity Market asymmetric volatility co-movement. (2025). Wojewodzki, Michal ; Lau, Chi Keung ; Dai, Xingyu ; Wang, Qunwei.
   In: Energy Economics.
   RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000659.

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2. Testing for a Forecast Accuracy Breakdown under Long Memory. (2024). Sibbertsen, Philipp ; Kreye, Jannik.
   In: Papers.
   RePEc:arx:papers:2409.07087.

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3. Analyzing and forecasting electricity price using regime‐switching models: The case of New Zealand market. (2023). Zhang, Wenjun ; Wichitaksorn, Nuttanan ; Kapoor, Gaurav.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:42:y:2023:i:8:p:2011-2026.

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4. Modelling and Forecasting Energy Market Cycles: A Generalized Smooth Transition Approach.. (2023). Canepa, Alessandra ; Alqaralleh, Huthaifa ; Chini, Emilio Zanetti.
   In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
   RePEc:uto:dipeco:202318.

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5. Asset allocation of Australian superannuation funds: a markov regime switching approach. (2023). Brooks, Robert ; Bissoondoyal-Bheenick, Emawtee.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:330:y:2023:i:1:d:10.1007_s10479-022-04741-0.

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6. Long memory and regime switching in the stochastic volatility modelling. (2023). Shi, Yanlin.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:320:y:2023:i:2:d:10.1007_s10479-020-03841-z.

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7. Energy prices in Europe. Evidence of persistence across markets. (2023). Gil-Alana, Luis ; Martin-Valmayor, Miguel A ; Infante, Juan.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300257x.

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8. Forecasting electricity prices with expert, linear, and nonlinear models. (2023). Gianfreda, Angelica ; Billé, Anna Gloria ; Ravazzolo, Francesco ; del Grosso, Filippo ; Bille, Anna Gloria.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:39:y:2023:i:2:p:570-586.

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9. Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez Caballero, Carlos ; Ergemen, Yunus Emre ; Rodriguez-Caballero, Vladimir C.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430.

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10. Efficiency dynamics across segmented Bitcoin Markets: Evidence from a decomposition strategy. (2023). Mishra, Tapas ; Gao, Yang ; Satchell, Stephen ; Duan, Kun.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:83:y:2023:i:c:s1042443123000100.

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11. The impact of offshore wind energy on Northern European wholesale electricity prices. (2023). Seebass, Johann V ; Schluter, Jan Chr ; Hosius, Emil ; Wacker, Benjamin.
    In: Applied Energy.
    RePEc:eee:appene:v:341:y:2023:i:c:s030626192300274x.

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12. Step‐ahead spot price densities using daily synchronously reported prices and wind forecasts. (2022). Solibakke, Per B.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:41:y:2022:i:1:p:17-42.

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13. Multiperiod Portfolio of Energy Purchasing Strategies including Climate Scenarios. (2022). Rodriguez, Yeny E ; Gomez, Juan M.
    In: Energies.
    RePEc:gam:jeners:v:15:y:2022:i:9:p:3012-:d:797925.

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14. Extremal Dependence in Australian Electricity Markets. (2022). Trueck, Stefan ; Han, Lin ; Cribben, Ivor.
    In: Papers.
    RePEc:arx:papers:2202.09970.

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15. An Impulse-Regime Switching Game Model of Vertical Competition. (2021). Aid, Rene ; Ludkovski, Mike ; Campi, Luciano ; Li, Liangchen.
    In: Dynamic Games and Applications.
    RePEc:spr:dyngam:v:11:y:2021:i:4:d:10.1007_s13235-021-00381-4.

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16. Forecasting Electricity Prices with Expert, Linear and Non-Linear Models. (2021). Gianfreda, Angelica ; Billé, Anna Gloria ; Ravazzolo, Francesco ; del Grosso, Filippo ; Bille, Anna Gloria.
    In: Working Paper series.
    RePEc:rim:rimwps:21-20.

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17. Short-term electricity price forecastingmodels comparative analysis : Machine Learning vs. Econometrics. (2021). Cohet, Tancrede ; Cazelles, Jerome ; de Certaines, Guillaume ; Lantz, Frederic ; Farnoosh, Arash ; Ferre, Antoine.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03262208.

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18. Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components. (2021). Savva, Christos ; Theodossiou, Panayiotis ; Kosmidou, Kyriaki ; Ioannidis, Filippos.
    In: Energy Economics.
    RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000153.

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19. Time-frequency connectedness between Asian electricity sectors. (2021). TAGHIZADEH-HESARY, Farhad ; Ngo, Thanh ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Hasan, Mudassar.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:69:y:2021:i:c:p:208-224.

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20. Energy trading efficiency in the US Midcontinent electricity markets. (2021). Zarnikau, Jay ; Cao, K H ; Qi, H S ; Woo, C K ; Tsai, C H.
    In: Applied Energy.
    RePEc:eee:appene:v:302:y:2021:i:c:s0306261921008886.

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21. Forecasting daily spot prices in the Russian electricity market with the ARFIMA model. (2020). Balagula, Yuri.
    In: Applied Econometrics.
    RePEc:ris:apltrx:0389.

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22. Long memory or regime switching in volatility? Evidence from high-frequency returns on the U.S. stock indices. (2020). Shi, Yanlin ; Ho, Kin-Yip ; Gao, Guangyuan.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x18300441.

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23. Determinants of the wholesale prices of energy and ancillary services in the U.S. Midcontinent electricity market. (2020). Zarnikau, Jay ; Woo, C K ; Tsai, C H.
    In: Energy.
    RePEc:eee:energy:v:195:y:2020:i:c:s0360544220301584.

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24. A dynamic network analysis of spot electricity prices in the Australian national electricity market. (2020). Trueck, Stefan ; Truck, Stefan ; Yan, Guan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303121.

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25. Volatility spillovers in Australian electricity markets. (2020). Trueck, Stefan ; Truck, Stefan ; Kordzakhia, Nino ; Han, Lin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301225.

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26. Market integration and the persistence of electricity prices. (2019). Rua, António ; Rodrigues, Paulo ; Pesquita, Vasco ; Pereira, Joo Pedro.
    In: Empirical Economics.
    RePEc:spr:empeco:v:57:y:2019:i:5:d:10.1007_s00181-018-1520-x.

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27. Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems. (2019). DE TRUCHIS, Gilles ; Dubois, Florent ; Dumitrescu, Elena Ivona.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141882.

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28. Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems. (2019). DE TRUCHIS, Gilles ; Dumitrescu, Elena Ivona.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141871.

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29. International Financial Markets. (2019). Saglio, Sophie ; Sanhaji, Bilel ; Guerreiro, David ; Goutte, Stéphane ; Chevallier, Julien.
    In: Post-Print.
    RePEc:hal:journl:halshs-02183053.

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30. Robust forecasting of electricity prices: Simulations, models and the impact of renewable sources. (2019). Nan, Fany ; Grossi, Luigi.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:141:y:2019:i:c:p:305-318.

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31. Market price behavior of wholesale electricity products: Texas. (2019). Zarnikau, Jay ; Zhu, S ; Woo, C K ; Tsai, C H.
    In: Energy Policy.
    RePEc:eee:enepol:v:125:y:2019:i:c:p:418-428.

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32. A seasonal copula mixture for hedging the clean spark spread with wind power futures. (2019). Høg, Esben ; Christensen, Troels Sonderby ; Hog, Esben ; Pircalabu, Anca.
    In: Energy Economics.
    RePEc:eee:eneeco:v:78:y:2019:i:c:p:64-80.

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33. Model order selection in periodic long memory models. (2019). Sibbertsen, Philipp ; Leschinski, Christian.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:9:y:2019:i:c:p:78-94.

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34. Bayesian deep learning based method for probabilistic forecast of day-ahead electricity prices. (2019). Portolani, Pietro ; Matteucci, Matteo ; Vitali, Andrea ; Brusaferri, Alessandro.
    In: Applied Energy.
    RePEc:eee:appene:v:250:y:2019:i:c:p:1158-1175.

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35. Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems. (2019). Dubois, Florent ; Dumitrescu, Elena Ivona ; DE TRUCHIS, Gilles.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2019-15.

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36. Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems. (2019). Dumitrescu, Elena Ivona ; DE TRUCHIS, Gilles.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2019-14.

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37. Explosive behaviour and long memory with an application to European bond yield spreads. (2019). Kruse, Robinson ; Wegener, Christoph.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:66:y:2019:i:1:p:139-153.

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38. Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings. (2019). Rodriguez Caballero, Carlos ; Peña, Daniel ; Catao, Duvan Humberto ; Pea, Daniel ; Rodriguez-Caballero, Carlos Vladimir.
    In: CREATES Research Papers.
    RePEc:aah:create:2019-23.

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39. Size matters: Estimation sample length and electricity price forecasting accuracy. (2018). Mosetti, Luca ; Fezzi, Carlo.
    In: DEM Working Papers.
    RePEc:trn:utwprg:2018/10.

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40. The influence of renewables on electricity price forecasting: a robust approach. (2018). Nan, Fany ; Grossi, Luigi.
    In: Working Papers.
    RePEc:ieb:wpaper:doc2018-10.

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41. Effect of stopping hydroelectric power generation on the dynamics of electricity prices: An event study approach. (2018). Uribe, Jorge ; Mosquera-López, Stephania ; Mosquera-Lopez, Stephania ; Manotas-Duque, Diego F.
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:94:y:2018:i:c:p:456-467.

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42. Forward risk premia in long-term transmission rights: The case of electricity price area differentials (EPAD) in the Nordic electricity market. (2018). Spodniak, Petr ; Collan, Mikael.
    In: Utilities Policy.
    RePEc:eee:juipol:v:50:y:2018:i:c:p:194-206.

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43. Consumption effects of an electricity decarbonization policy: Hong Kong. (2018). Zarnikau, Jay ; woo, chi-keung ; Liu, Y ; Luo, X ; Shiu, A.
    In: Energy.
    RePEc:eee:energy:v:144:y:2018:i:c:p:887-902.

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44. How renewable production depresses electricity prices: Evidence from the German market. (2018). Lantz, Frederic ; de Lagarde, Cyril Martin.
    In: Energy Policy.
    RePEc:eee:enepol:v:117:y:2018:i:c:p:263-277.

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45. Econometric modeling of regional electricity spot prices in the Australian market. (2018). Smith, Michael ; Shively, Thomas S.
    In: Energy Economics.
    RePEc:eee:eneeco:v:74:y:2018:i:c:p:886-903.

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46. Component estimation for electricity market data: Deterministic or stochastic?. (2018). Pelagatti, Matteo ; Lisi, Francesco.
    In: Energy Economics.
    RePEc:eee:eneeco:v:74:y:2018:i:c:p:13-37.

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47. A Stochastic Latent Moment Model for Electricity Price Formation. (2018). Gianfreda, Angelica ; Bunn, Derek.
    In: BEMPS - Bozen Economics & Management Paper Series.
    RePEc:bzn:wpaper:bemps46.

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48. Regime switching with structural breaks in output convergence. (2018). Yazgan, Ege ; Stengos, Thanasis ; Ege, Yazgan M ; Thanasis, Stengos ; Fuat, Beyluniolu.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:22:y:2018:i:3:p:17:n:5.

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49. Econometric Modeling of Regional Electricity Spot Prices in the Australian Market. (2018). Smith, Michael ; Shively, Thomas S.
    In: Papers.
    RePEc:arx:papers:1804.08218.

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50. Forecasting electricity prices through robust nonlinear models. (2017). Nan, Fany ; Grossi, Luigi.
    In: Working Papers.
    RePEc:ver:wpaper:06/2017.

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51. Time-varying persistence in US inflation. (2017). GUPTA, RANGAN ; Caporin, Massimiliano.
    In: Empirical Economics.
    RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1144-y.

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52. Spatially Explicit Prediction of Wholesale Electricity Prices. (2017). Zhao, Xueting ; Burnett, James.
    In: International Regional Science Review.
    RePEc:sae:inrsre:v:40:y:2017:i:2:p:99-140.

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53. Nonlinear empirical pricing in electricity markets using fundamental weather factors. (2017). Uribe, Jorge ; Mosquera-López, Stephania ; Mosquera-Lopez, Stephania ; Manotas-Duque, Diego Fernando.
    In: Energy.
    RePEc:eee:energy:v:139:y:2017:i:c:p:594-605.

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54. A regime-switching copula approach to modeling day-ahead prices in coupled electricity markets. (2017). Benth, F E ; Pircalabu, A.
    In: Energy Economics.
    RePEc:eee:eneeco:v:68:y:2017:i:c:p:283-302.

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55. Construction of an efficient portfolio of power purchase decisions based on risk-diversification tradeoff. (2017). Rodriguez, Yeny E ; Contreras, Javier ; Sosa, Anibal.
    In: Energy Economics.
    RePEc:eee:eneeco:v:64:y:2017:i:c:p:286-297.

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56. Electricity price behavior and carbon trading: New evidence from California. (2017). woo, chi-keung ; Ho, T ; Schlag, N ; Moore, J ; Ong, A ; Olson, A ; Chen, Y.
    In: Applied Energy.
    RePEc:eee:appene:v:204:y:2017:i:c:p:531-543.

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57. Estimation of a Dynamic Multilevel Factor Model with possible long-range dependence. (2017). Rodriguez Caballero, Carlos ; Ergemen, Yunus Emre.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:24614.

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58. Market integration and the persistence of electricity prices. (2016). Rua, António ; Rodrigues, Paulo ; Pesquita, Vasco ; Pereira, Joo Pedro.
    In: Working Papers.
    RePEc:ptu:wpaper:w201609.

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59. Joint Modelling of Power Price, Temperature, and Hydrological Balance with a View towards Scenario Analysis. (2016). Lunina, Veronika.
    In: Working Papers.
    RePEc:hhs:lunewp:2016_030.

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60. Sustainability assessment of electricity market models in selected developed world countries. (2016). Siksnelyte, Indre ; Streimikiene, Dalia.
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:57:y:2016:i:c:p:72-82.

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61. It is windy in Denmark: Does market integration suffer?. (2016). Silva, Patricia ; Cerqueira, Pedro ; da Silva, Patricia Pereira ; Figueiredo, Nuno Carvalho.
    In: Energy.
    RePEc:eee:energy:v:115:y:2016:i:p2:p:1385-1399.

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62. Merit-order effects of renewable energy and price divergence in California’s day-ahead and real-time electricity markets. (2016). Zarnikau, Jay ; woo, chi-keung ; Chawla, K ; Moore, J ; Schneiderman, B ; Olson, A ; Ho, T ; Toyama, N ; Alagappan, L.
    In: Energy Policy.
    RePEc:eee:enepol:v:92:y:2016:i:c:p:299-312.

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63. Time-varying convergence in European electricity spot markets and their association with carbon and fuel prices. (2016). Tamvakis, Michael ; Houllier, Melanie A ; de Menezes, Lilian M.
    In: Energy Policy.
    RePEc:eee:enepol:v:88:y:2016:i:c:p:613-627.

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64. Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads. (2016). Rodriguez Caballero, Carlos ; Haldrup, Niels ; Ergemen, Yunus Emre ; Rodriguez-Caballero, Carlos Vladimir.
    In: Energy Economics.
    RePEc:eee:eneeco:v:60:y:2016:i:c:p:79-96.

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65. Price regimes in an energy island: Tacit collusion vs. cost and network explanations. (2016). Spagnolo, Nicola ; Sapio, Sandro.
    In: Energy Economics.
    RePEc:eee:eneeco:v:55:y:2016:i:c:p:157-172.

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66. What Moves the Ex Post Variable Profit of Natural-Gas-Fired Generation in California?. (2016). Zarnikau, Jay ; Chi-Keung, Ira Horowitz ; Leung, Eric.
    In: The Energy Journal.
    RePEc:aen:journl:ej37-3-woo.

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67. A Dynamic Multi-Level Factor Model with Long-Range Dependence. (2016). Rodriguez Caballero, Carlos ; Ergemen, Yunus Emre ; Rodriguez-Caballero, Carlos Vladimir.
    In: CREATES Research Papers.
    RePEc:aah:create:2016-23.

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68. A generalized exponential time series regression model for electricity prices. (2016). Proietti, Tommaso ; Haldrup, Niels ; Knapik, Oskar.
    In: CREATES Research Papers.
    RePEc:aah:create:2016-08.

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69. Efficiency impact of convergence bidding in the california electricity market. (2015). Oren, Shmuel ; Li, Ruoyang ; Svoboda, Alva .
    In: Journal of Regulatory Economics.
    RePEc:kap:regeco:v:48:y:2015:i:3:p:245-284.

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70. Time-varying effect of oil market shocks on the stock market. (2015). Yoon, Kyung Hwan ; Ratti, Ronald ; Kang, Wensheng.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2015-35.

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71. Organization and functioning of liberalized electricity markets: An overview of the Dutch market. (2015). Derinkuyu, Kursad ; Jongen, Geert ; Tanrisever, Fehmi.
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:51:y:2015:i:c:p:1363-1374.

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72. Futures hedging with Markov switching vector error correction FIEGARCH and FIAPARCH. (2015). Dark, Jonathan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s269-s285.

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73. Long memory and regime switching: A simulation study on the Markov regime-switching ARFIMA model. (2015). Shi, Yanlin ; Ho, Kin-Yip.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s189-s204.

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74. Time-varying effect of oil market shocks on the stock market. (2015). Ratti, Ronald ; Kang, Wensheng ; Yoon, Kyung Hwan .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s150-s163.

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75. The effects of renewables in space and time: A regime switching model of the Italian power price. (2015). Sapio, Sandro.
    In: Energy Policy.
    RePEc:eee:enepol:v:85:y:2015:i:c:p:487-499.

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76. Portfolio selection in a two-regime world. (2015). Levy, Moshe ; Kaplanski, Guy.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:242:y:2015:i:2:p:514-524.

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77. Valuing commodity options and futures options with changing economic conditions. (2015). Siu, Tak Kuen ; Shen, Yang ; Wang, Rongming ; Fan, Kun.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:51:y:2015:i:c:p:524-533.

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78. Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads. (2015). Rodriguez Caballero, Carlos ; Haldrup, Niels ; Ergemen, Yunus Emre ; Rodriguez-Caballero, Carlos Vladimir.
    In: CREATES Research Papers.
    RePEc:aah:create:2015-58.

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79. Space-time modeling of electricity spot prices. (2015). Haldrup, Niels ; Abate, Girum.
    In: CREATES Research Papers.
    RePEc:aah:create:2015-22.

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80. Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał.
    In: HSC Research Reports.
    RePEc:wuu:wpaper:hsc1407.

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81. A novel auto-regressive fractionally integrated moving average--least-squares support vector machine model for electricity spot prices prediction. (2014). Chaâbane, Najeh ; Najeh Chaâbane, .
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:41:y:2014:i:3:p:635-651.

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82. Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach. (2014). Janczura, Joanna.
    In: Mathematical Methods of Operations Research.
    RePEc:spr:mathme:v:79:y:2014:i:1:p:1-30.

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83. Analysing South Africas Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter. (2014). Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:201440.

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84. A Robust Numerical Scheme For Pricing American Options Under Regime Switching Based On Penalty Method. (2014). Swartz, M. ; Zhang, K. ; Teo, K..
    In: Computational Economics.
    RePEc:kap:compec:v:43:y:2014:i:4:p:463-483.

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85. Model Order Selection in Seasonal/Cyclical Long Memory Models. (2014). Sibbertsen, Philipp ; Leschinski, Christian.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-535.

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86. Analysing South Africas Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter. (2014). Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:emu:wpaper:15-09.pdf.

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87. TIME VARYING LONG RUN DYNAMICS AND CONVERGENCE IN THE UK ENERGY MARKET. (2014). Tamvakis, Michael ; Houllier, Melanie ; De Menezes, Lilian M..
    In: EcoMod2014.
    RePEc:ekd:006356:6970.

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88. Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał.
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89. The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union. (2014). Wu, Eliza ; Do, Hung ; Brooks, Robert ; Treepongkaruna, Sirimon.
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90. Modeling the daily electricity price volatility with realized measures. (2014). Frömmel, Michael ; Han, Xing ; Kratochvil, Stepan ; Frommel, Michael.
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91. Bidding in sequential electricity markets: The Nordic case. (2014). Fleten, Stein-Erik ; Boomsma, Trine Krogh ; Juul, Nina .
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92. A recursive formula for a participating contract embedding a surrender option under regime-switching model with jump risks: Evidence from stock indices. (2014). Lin, Shih-Kuei ; Chuang, Ming-Che ; Chou, Chia-Yu.
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93. GARCH-based put option valuation to maximize benefit of wind investors. (2014). Rodriguez, Yeny E. ; Contreras, Javier.
    In: Applied Energy.
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94. A review of electricity product differentiation. (2014). woo, chi-keung ; Sreedharan, P. ; Wang, J. ; Hargreaves, J. ; Horowitz, I. ; Kahrl, F..
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95. A nonparametric model for spot price dynamics and pricing of futures contracts in electricity markets. (2014). Katja, Ignatieva.
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96. Practical stochastic modelling of electricity prices. (2013). Lawford, Steve ; Culot, Michel ; Smeers, Yves ; Goffin, Valerie ; De Meten, Sebastien .
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97. Fitting semiparametric Markov regime-switching models to electricity spot prices. (2013). Eichler, Michael ; Turk, D..
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98. Rockets and feathers in power futures markets? Evidence from the second phase of the EU ETS. (2013). Norman, Catherine ; lo Prete, Chiara.
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99. A stochastic fuel switching model for electricity prices. (2013). Zachmann, Georg.
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100. The systemic risk of energy markets. (2013). Pierret, Diane.
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101. A smooth transition long-memory model. (2013). PEGUIN-FEISSOLLE, Anne ; Lai Tong, Charles ; Dufrénot, Gilles ; ALOY, Marcel ; Anne, Peguin-Feissolle ; Gilles, Dufrenot ; Marcel, Aloy .
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102. The systemic risk of energy markets. (2013). Pierret, Diane.
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103. Youth crime and education expansion. (2012). Vujić, Sunčica ; Machin, Stephen ; Marie, Olivier ; Eichler, Michael ; Dennis, Tuerk .
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104. Fitting semiparametric Markov regime-switching models to electricity spot prices. (2012). Türk, D. D. T., ; Eichler, M.
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105. Optimal electricity generation portfolios. (2012). Weber, Christoph ; Schmitz, Katrin ; Ziegler, Daniel.
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106. A Smooth Transition Long-Memory Model. (2012). PEGUIN-FEISSOLLE, Anne ; Lai Tong, Charles ; Dufrénot, Gilles ; ALOY, Marcel ; Dufrenot, Gilles.
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107. Independent Spike Models: Estimation and Validation. (2012). Regland, Fredric ; Lindstrom, Erik.
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108. Analysis of volatility transmissions in integrated and interconnected markets: The case of the Iberian and French markets. (2012). Zarraga, Ainhoa ; Ciarreta Antuñano, Aitor ; Antuano, Aitor Ciarreta ; Alonso, Ainhoa Zarraga .
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109. Forecasting Italian electricity zonal prices with exogenous variables. (2012). Grossi, Luigi ; Gianfreda, Angelica.
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110. Modeling extreme dependence between European electricity markets. (2012). Regland, Fredrik ; Lindstrm, Erik.
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111. A new energy model to capture the behavior of energy price processes. (2012). Xiao, Weilin ; Xu, Weijun ; Sun, QI.
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112. Pricing electricity derivatives within a Markov regime-switching model. (2012). Janczura, Joanna.
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113. A Smooth Transition Long-Memory Model. (2012). PEGUIN-FEISSOLLE, Anne ; Lai Tong, Charles ; Dufrénot, Gilles ; ALOY, Marcel.
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114. Blowing in the Wind: Vanishing Payoffs of a Tolling Agreement for Natural-gas-fired Generation of Electricity in Texas. (2012). Zarnikau, Jay ; woo, chi-keung ; Chi-Keung Woo, Ira Horowitz, Brian Horii, Ren Oran, .
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115. Multivariate volatility modeling of electricity futures. (2011). Pierret, Diane ; Hafner, Christian ; Bauwens, Luc.
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     RePEc:zbw:sfb649:sfb649dp2011-063.

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116. Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account. (2011). Fleten, Stein-Erik ; Faria, Eduardo .
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     RePEc:spr:comgts:v:8:y:2011:i:1:p:75-101.

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117. A villamos energia áralakulásának egy új modellje. (2011). Marossy, Zita .
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118. Locally stationary long memory estimation. (2011). von Sachs, Rainer ; Roueff, Franois.
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     RePEc:eee:spapps:v:121:y:2011:i:4:p:813-844.

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119. On the risk premium in Nordic electricity futures prices. (2011). Torro, Hipolit ; Lucia, Julio J..
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     RePEc:eee:reveco:v:20:y:2011:i:4:p:750-763.

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120. Wind generation and zonal-market price divergence: Evidence from Texas. (2011). Zarnikau, Jay ; woo, chi-keung ; Moore, J. ; Horowitz, I..
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121. Distributional modeling and short-term forecasting of electricity prices by Generalized Additive Models for Location, Scale and Shape. (2011). Serinaldi, Francesco.
     In: Energy Economics.
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122. Multivariate volatility modeling of electricity futures. (2011). Pierret, Diane ; Hafner, Christian ; Bauwens, Luc.
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     RePEc:cor:louvco:2011011.

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123. Multivariate volatility modeling of electricity futures. (2011). Pierret, Diane ; Hafner, Christian ; Bauwens, Luc.
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124. The dynamics of hourly electricity prices. (2010). Härdle, Wolfgang ; Truck, Stefan ; Hardle, Wolfgang Karl.
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125. Long-run relations in european electricity prices. (2010). Pelagatti, Matteo ; Parisio, Lucia ; Baldi, Fabio ; Bosco, Bruno.
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     RePEc:jae:japmet:v:25:y:2010:i:5:p:805-832.

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126. A vector autoregressive model for electricity prices subject to long memory and regime switching. (2010). Nielsen, Morten ; Haldrup, Niels.
     In: Energy Economics.
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127. Forecasting electricity demand in Japan: A Bayesian spatial autoregressive ARMA approach. (2010). Ohtsuka, Yoshihiro ; Oga, Takashi ; Kakamu, Kazuhiko.
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128. Structural Analysis of Electricity Demand and Supply Interactions. (2010). Bunn, Derek ; Fezzi, Carlo.
     In: Oxford Bulletin of Economics and Statistics.
     RePEc:bla:obuest:v:72:y:2010:i:6:p:827-856.

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129. Structure and estimation of a class of nonstationary yet nonexplosive GARCH models. (2010). Zakoian, Jean-Michel ; Regnard, Nazim .
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     RePEc:bla:jtsera:v:31:y:2010:i:5:p:348-364.

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130. Testing for Long Memory Against ESTAR Nonlinearities. (2009). Sibbertsen, Philipp ; Kuswanto, Heri.
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131. Modelling price and volatility inter-relationships in the Australian wholesale spot electricity markets. (2009). Higgs, Helen.
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132. Locational price spreads and the pricing of contracts for difference: Evidence from the Nordic market. (2009). Wimschulte, Jens ; Marckhoff, Jan .
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     RePEc:eee:eneeco:v:31:y:2009:i:2:p:257-268.

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133. Handbook on Information Technology in Finance. (2008). .
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134. Smooth Transition Models in Price Transmission. (2008). Wlazlowski, Szymon ; Milas, Costas ; Giulietti, Monica ; Binner, Jane.
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135. Fully Modified Narrow-band Least Squares Estimation Of Stationary Fractional Cointegration. (2008). Nielsen, Morten ; Frederiksen, Per.
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136. Modeling Electricity Prices: From the State of the Art to a Draft of a New Proposal. (2008). Serati, Massimiliano ; Manera, Matteo ; Plotegher, Michele.
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137. Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions. (2008). Smith, Michael ; Panagiotelis, Anastasios.
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     RePEc:eee:intfor:v:24:y:2008:i:4:p:710-727.

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138. GARCH (1,1) Models with Exogenously-Driven Volatility: Structure and Estimation. (2008). Regnard, Nazim ; Zakoian, Jean-Michel.
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139. Modeling Electricity Prices: From the State of the Art to a Draft of a New Proposal. (2008). Serati, Massimiliano ; Manera, Matteo ; Plotegher, Michele.
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140. A robust multivariate long run analysis of European electricity prices. (2007). Pelagatti, Matteo ; Parisio, Lucia ; Baldi, Fabio ; Bosco, Bruno.
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141. Stochastic programming for optimizing bidding strategies of a Nordic hydropower producer. (2007). Fleten, Stein-Erik ; Kristoffersen, Trine Krogh .
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     RePEc:eee:ejores:v:181:y:2007:i:2:p:916-928.

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142. A Robust Multivariate Long Run Analysis of European Electricity Prices. (2007). Pelagatti, Matteo ; Parisio, Lucia ; Baldi, Fabio ; Bosco, Bruno.
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143. Market Power in Power Markets: Evidence from Forward Prices of Electricity. (2007). Christensen, Bent Jesper ; Jensen, Thomas Elgaard ; Molgaard, Rune.
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144. A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching. (2007). Nielsen, Morten ; Haldrup, Niels.
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145. Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach. (2006). Weron, Rafal.
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146. Deregulated Wholesale Electricity Prices in Europe. (2006). Pelagatti, Matteo ; Parisio, Lucia ; Baldi, Fabio ; Bosco, Bruno.
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147. Impacts of the European Emission Trade System on Finnish Wholesale Electricity Prices. (2006). Perrels, Adriaan ; Malkonen, Ville ; Honkatukia, Juha.
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148. Nonparametric density estimation for positive time series. (2006). Rombouts, Jeroen ; Bouezmarni, Taoufik.
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     RePEc:cor:louvco:2006085.

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1. The impact of oil shocks on the Spanish economy. (2011). Montañés, Antonio ; Gómez-Loscos, Ana ; Gadea, María ; Montas, Antonio ; Gmez-Loscos, Ana .
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2. Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development. (2005). Dacorogna, Michel ; Di Matteo, T. ; Aste, T..
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3. A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change. (2005). Perron, Pierre ; Deng, Ai.
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4. Tests of Conditional Predictive Ability. (2003). Giacomini, Raffaella.
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5. Fixed-B Asymptotics in Single Equation Cointegration Models with Endogenous Regressors. (2003). Bunzel, Helle.
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6. Short Run and Long Run Causality in Time Series: Inference. (2003). Renault, Eric ; Pelletier, Denis ; Dufour, Jean-Marie.
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7. Tests of conditional predictive ability. (2003). Giacomini, Raffaella.
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8. Improved nonparametric confidence intervals in time series regressions. (2002). Wolf, Michael ; Romano, Joseph P..
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9. Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?. (2002). Garcia Pascual, Antonio ; Cheung, Yin-Wong ; Chinn, Menzie.
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10. Testing for a Unit Root in Panels with Dynamic Factors. (2002). Perron, Benoit ; Moon, Hyungsik.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2002-18.

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11. Efficient Regression in Time Series Partial Linear Models. (2002). Xiao, Zhijie ; Phillips, Peter ; Guo, Binbin.
    In: Cowles Foundation Discussion Papers.
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12. Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence. (2002). Sul, Donggyu ; Phillips, Peter.
    In: Cowles Foundation Discussion Papers.
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13. Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models. (2002). Goncalves, Silvia.
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14. The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond. (2001). Valente, Giorgio ; Taylor, Mark ; Sarno, Lucio ; Clarida, Richard.
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15. Will the valuation ratios revert to their historical means? Some evidence from breakpoint tests. (2001). Wohar, Mark ; Carlson, John ; Pelz, Eduard A..
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16. Improved nonparametric confidence intervals in time series regressions. (2001). Wolf, Michael ; Romano, Joseph P..
    In: DES - Working Papers. Statistics and Econometrics. WS.
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17. A Dynamic Analysis of the Market for Wide-Bodied Commercial Aircraft. (2000). Benkard, Lanier C..
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18. The Pseudo-True Score Encompassing Test for Non-Nested Hypothesis. (2000). Kuan, Chung-Ming ; Chen, Yi-Ting.
    In: Econometric Society World Congress 2000 Contributed Papers.
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19. One-Sided Testing for ARCH Effect Using Wavelets. (2000). Lee, Jin.
    In: Econometric Society World Congress 2000 Contributed Papers.
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20. Wavelet-based Estimation for Heteroskedasticity and Autocorrelation Consistent Variance-Covariance Matrices. (2000). Hong, Yongmiao ; Lee, Jin.
    In: Econometric Society World Congress 2000 Contributed Papers.
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21. Long Memory or Structural Change: Testing Method and Empirical Examination. (2000). Hsu, Chih-Chiang.
    In: Econometric Society World Congress 2000 Contributed Papers.
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22. Corruption and Resource Allocation Under Chinas Dual Track System. (2000). Li, Wei.
    In: Econometric Society World Congress 2000 Contributed Papers.
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23. Agency Costs, Credit Constraints and Corporate Investment. (1999). Hansen, Sten .
    In: Working Paper Series.
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24. On the finite-sample accuracy of nonparametric resampling algorithms for economic time series. (1999). Kilian, Lutz ; Berkowitz, Jeremy ; Birgean, Ionel.
    In: Finance and Economics Discussion Series.
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25. Emerging Markets and Trading Costs. (1999). Ghysels, Eric ; Cherkaoui, Mouna .
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26. Cyclicality and Durability: Evidence from U.S. Consumers Expediture.. (1999). Cook, Steven.
    In: Journal of Applied Economics.
    RePEc:cem:jaecon:v:2:y:1999:n:2:p:299-310.

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27. Regression-Based Tests of Predictive Ability. (1998). West, Kenneth ; McCracken, Michael.
    In: NBER Technical Working Papers.
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28. The Uncertain Trend in U.S. GDP. (1998). Nelson, Charles ; Murray, Chris.
    In: Discussion Papers in Economics at the University of Washington.
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29. Long-Run PPP May Not Hold After All. (1998). Engel, Charles.
    In: Discussion Papers in Economics at the University of Washington.
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30. Consistent covariance matrix estimation in probit models with autocorrelated errors. (1998). Rodrigues, Anthony ; Estrella, Arturo.
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31. A multivariate cointegration analysis of the role of energy in the U.S. macroeconomy.. (1998). Stern, David.
    In: Working Papers in Ecological Economics.
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32. The Uncertain Trend in U.S. GDP. (1997). Nelson, Charles ; Murray, Christian.
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    RePEc:wpa:wuwpco:9702001.

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33. Bootstrap Testing for Fractional Integration. (1997). Gredenhoff, Mikael P. ; Andersson, Michael K..
    In: SSE/EFI Working Paper Series in Economics and Finance.
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34. The determinants of UK business cycles. (1997). Scott, Andrew ; Holland, Allison .
    In: Bank of England working papers.
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35. Time series properties of global climate variables: detection and attribution of climate change. (1997). Stern, David ; Kaufmann, Robert.
    In: Working Papers in Ecological Economics.
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36. The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified.. (1996). Zivot, Eric.
    In: Econometrics.
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37. Bootstrap Methods in Econometrics: Theory and Numerical Performance. (1996). Horowitz, Joel.
    In: Econometrics.
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38. Shortages, interest rates, and money demand in Poland, 1969-1995,. (1996). Sterken, Elmer ; Nijsse, Erwin.
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39. Long-Run PPP May Not Hold After All. (1996). Engel, Charles.
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40. Recent developments in bootstrapping time series. (1996). Kilian, Lutz ; Berkowitz, Jeremy.
    In: Finance and Economics Discussion Series.
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41. Unit Root Tests and the Burden of Proof. (1995). van Norden, Simon ; Amano, Robert.
    In: Econometrics.
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42. Likelihood analysis of non-Gaussian parameter driven models. (1995). Shephard, Neil ; Pitt, Michael K.
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43. Sampling Errors and Confidence Intervals for Order Statistics: Implementing the Family Support Act. (1995). Schmidt, Peter ; Horrace, William ; Witte, Ann Dryden .
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44. An Analysis of the Real Interest Rate Under Regime Shifts. (1995). Perron, Pierre ; Garcia, René.
    In: CIRANO Working Papers.
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45. ASYMPTOTIC INFERENCE ABOUT PREDICTIVE ABILITY. (1994). West, Kenneth.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9410002.

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46. A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model. (1994). Wilcox, David ; West, Kenneth.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9410001.

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47. A Further Analysis of Exchange Rate Targeting in Canada. (1994). Wirjanto, Tony ; Amano, Robert.
    In: Econometrics.
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48. A Further Analysis of Exchange Rate Targeting in Canada. (1994). Wirjanto, Tony ; Amano, Robert.
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49. Soft Landing of a Stock Market Bubble, An Experimental Study. (). Fischbacher, Urs ; Hens, Thorsten.
    In: IEW - Working Papers.
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50. Specification Tests in the Efficient Method of Moments Framework with Application to the Stochastic Volatility Models. (). Zhang, Harold ; Liu, Ming.
    In: Computing in Economics and Finance 1997.
    RePEc:sce:scecf7:93.

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