Energy Policy · 2018 · 73 citations · 26 references
AgricultureEconomicsElectrical EngineeringCommodity MarketsEnergy EconomicsEnergy PolicyCommodity Price DynamicsElectricity MarketsEnergy Commodity MarketsEnergy PricingFutures MarketsSpot MarketsElectricity Market AnalysisElectricity Price VolatilityEnergy Futures MarketsFutures Spot Price TransmissionFutures-spot RelationshipSpot Electricity MarketsSpot Market Dynamics
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Estimating Multiple Breaks One at a Time
Jushan Bai · Econometric Theory · 1997 · 832 citations
Bruce E. Hansen · Journal of Economic Surveys · 1999 · 427 citations