A fractional cointegration analysis of European electricity spot prices

2012 ◽  
Author(s):  
M. A. Houllier ◽  
L. M. de Menezes
Keyword(s):  
Cointegration Analysis ◽  
Fractional Cointegration ◽  
Spot Prices

Fisher Hypothesis Revisited: A Fractional Cointegration Analysis

2006 ◽  
Vol 42 (6) ◽  
pp. 59-76 ◽  
Author(s):  
Saadet Kasman ◽  
Adnan Kasman ◽  
Evrim Turgutlu
Keyword(s):  
Cointegration Analysis ◽  
Fractional Cointegration ◽  
Fisher Hypothesis

Fractional cointegration analysis of EU convergence

2004 ◽  
Vol 36 (14) ◽  
pp. 1607-1611 ◽  
Author(s):  
Sonila Beliu * ◽  
Matthew L. Higgins
Keyword(s):  
Cointegration Analysis ◽  
Fractional Cointegration

Nominal and real convergence between the CEE countries and the EU: a fractional cointegration analysis

2005 ◽  
Vol 37 (21) ◽  
pp. 2487-2500 ◽  
Author(s):  
Adnan Kasman ◽  
Saadet Kirbas-Kasman ◽  
Evrim Turgutlu
Keyword(s):  
Cointegration Analysis ◽  
Fractional Cointegration ◽  
Real Convergence ◽  
The Eu
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