TY  - JOUR 
AU  - Martín Valmayor, Miguel Ángel
AU  - Gil Alana, Luis A.
AU  - Infante, Juan
PY  - 2023
SN  - 1873-7641
UR  - https://hdl.handle.net/20.500.12766/425
AB  - This paper deals with the behavior of energy price changes and how their shocks exert an impact on suppliers and consumers in different markets. For this purpose, a fractional integration model is used to evaluate the persistence and mean reversion in...
LA  - eng
PB  - Elsevier
TI  - Energy prices in Europe. Evidence of persistence across markets
DO  - 10.1016/j.resourpol.2023.103546
T2  - Resources Policy
KW  - Energy consumption
KW  - Energy prices
KW  - Long memory
KW  - Fractional integration
KW  - Persistence
VL  - 82
ER  -