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Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices. (2005). Ooms, Marius ; Koopman, Siem Jan ; Carnero, M. Angeles.
In: Tinbergen Institute Discussion Papers.
RePEc:tin:wpaper:20050091.

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  1. Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships. (2015). Weron, Rafał ; Maciejowska, Katarzyna.
    In: Computational Statistics.
    RePEc:spr:compst:v:30:y:2015:i:3:p:805-819.

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  2. Load profiles analysis for electricity market. (2013). Serian, George ; Vatu, Ramona ; Porumb, Radu ; Postolache, Petru ; Ceaki, Oana .
    In: Computational Methods in Social Sciences (CMSS).
    RePEc:ntu:ntcmss:vol1-iss2-13-30.

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  3. A vector autoregressive model for electricity prices subject to long memory and regime switching. (2010). Nielsen, Morten ; Haldrup, Niels.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:5:p:1044-1058.

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  4. Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices. (2006). Nielsen, Morten ; Haldrup, Niels ; Morten Ø. Nielsen, .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:10:y:2006:i:3:n:1.

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