Oskar Knapik

University of Aarhus

Nordre Ringgade 1

DK-8000 Aarhus C, 8000

Denmark

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Spikes and Memory in (Nord Pool) Electricity Price Spot Prices

CEIS Working Paper No. 422
Number of pages: 18 Posted: 18 Dec 2017
Tommaso Proietti, Niels Haldrup and Oskar Knapik
University of Rome II - Department of Economics and Finance, Aarhus University, School of Economics and Management and University of Aarhus
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Abstract:

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Robustness; Kalman Filter; Long Memory