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A new energy model to capture the behavior of energy price processes

  • Published:2012-09 Issue:5 Volume:29 Page:1585-1591
  • ISSN:0264-9993
  • Container-title:Economic Modelling
  • language:en
  • Short-container-title:Economic Modelling

Author:

Xu Weijun,Sun Qi,Xiao Weilin

Funder

National Natural Science Foundation of China

Natural Science Foundation of Guangdong Province, China

Philosophy and Social Science Planning Program of Zhejiang Province

Humanities and Social Sciences of Provincial Colleges and Universities in Zhejiang (Enterprise Management Science of Zhejiang Gongshang University)

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference52 articles.

1. Maximum likelihood estimation of discretely sampled diffusions: a closed-form approximation approach;Aït-Sahalia;Econometrica,2002

2. A diffusion model for electricity prices;Barlow;Mathematical Finance,2002

3. Nonlinear and complex dynamics in real systems;Barnett;International Journal of Nonlinear Sciences and Numerical Simulation,2006

4. Evidence of long memory behavior in U.S. renewable energy consumption;Barros;Energy Policy,2012

5. Statistics for Long-Memory Processes;Beran,1994

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