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Energy Sources, Part B: Economics, Planning, and Policy Volume 9, 2014 - Issue 2
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Original Articles

Long Range Dependence and Breaks in Energy Prices

C. P. Barros School of Management and Economics, Technical University of Lisbon, Lisbon, Portugal
,
L. A. Gil-Alana Faculty of Economics, University of Navarra, Pamplona, Spain
&
J. E. Payne Department of Economics and Finance, University of New Orleans, New Orleans, Louisiana, USA
Pages 196-206 | Received 25 Oct 2012, Accepted 26 Nov 2012, Published online: 11 Sep 2013

Citations (4)

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Read on this site (1)

Luis A. Gil-Alana & James E. Payne. (2017) Time series dynamics of US retail gasoline prices: Evidence from fractional integration. Energy Sources, Part B: Economics, Planning, and Policy 12:12, pages 1066-1073.
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Articles from other publishers (3)

Ashley Ding. (2021) A state-preference volatility index for the natural gas market. Energy Economics 104, pages 105625.
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Vinod Mishra & Russell Smyth. (2016) Are natural gas spot and futures prices predictable?. Economic Modelling 54, pages 178-186.
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OlaOluwa Simon Yaya, Luis Alberiko Gil-Alana & Hector Carcel. (2015) Testing fractional persistence and non-linearities in the natural gas market: An application of non-linear deterministic terms based on Chebyshev polynomials in time. Energy Economics 52, pages 240-245.
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