Testing Day-Of-The-Week Persistence and Seasonality in Spanish Electricity Energy Prices
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DOI: 2024/07/10
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References listed on IDEAS
- Enders, Walter & Lee, Junsoo, 2012. "The flexible Fourier form and Dickey–Fuller type unit root tests," Economics Letters, Elsevier, vol. 117(1), pages 196-199.
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More about this item
Keywords
Electricity prices; Fractional persistence; Unit root; Day-of-the-week effect; seasonality; Spain;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- Q47 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy Forecasting
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