Do they still matter? -- Impact of fossil fuels on electricity prices in the light of increased renewable generation

DOI10.1515/jtse-2016-0018zbMath1462.62727OpenAlexW2528998353WikidataQ113264407 ScholiaQ113264407MaRDI QIDQ1695689

Johannes Lips

Publication date: 7 February 2018

Published in: Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/145601

zbMATH Keywords

bootstrapcointegrationstructural breaksstationarity testenergy economicsGerman energy transition

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Related Items (1)

Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors

Uses Software

• R

Cites Work

• Unnamed Item
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• Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
• TIME-VARYING COINTEGRATION
• Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

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