13
H index
22
i10 index
912
Citations
Niels Haldrup : Citation Profile
Aarhus Universitet | RESEARCH PRODUCTION: 34 Articles 38 Papers 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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25 years (1994 - 2019). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Niels Haldrup. | Is cited by:
| Cites to:
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Main data
Where Niels Haldrup has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 7 |
| Journal of Business & Economic Statistics | 3 |
| Journal of Applied Econometrics | 2 |
| Journal of Time Series Econometrics | 2 |
| Economics Letters | 2 |
| Oxford Bulletin of Economics and Statistics | 2 |
| Energy Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego | 4 |
Recent works citing Niels Haldrup (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | The boosted HP filter is more general than you might think. (2022). Shi, Zhentao ; PEter, ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2209.09810. Full description at Econpapers || Download paper |
| 2023 | The impact of offshore wind energy on Northern European wholesale electricity prices. (2023). Schluter, Jan Chr ; Wacker, Benjamin ; Seebass, Johann V ; Hosius, Emil. In: Applied Energy. RePEc:eee:appene:v:341:y:2023:i:c:s030626192300274x. Full description at Econpapers || Download paper |
| 2024 | Price forecasting in the Ontario electricity market via TriConvGRU hybrid model: Univariate vs. multivariate frameworks. (2024). Charlin, Laurent ; Pineau, Pierre-Olivier ; Ehsani, Behdad. In: Applied Energy. RePEc:eee:appene:v:359:y:2024:i:c:s0306261924000321. Full description at Econpapers || Download paper |
| 2023 | Fully modified least squares cointegrating parameter estimation in multicointegrated systems. (2023). Phillips, Peter ; Kheifets, Igor L. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:300-319. Full description at Econpapers || Download paper |
| 2023 | Parametric estimation of long memory in factor models. (2023). Ergemen, Yunus Emre. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1483-1499. Full description at Econpapers || Download paper |
| 2024 | High-dimensional IV cointegration estimation and inference. (2024). Phillips, Peter ; Kheifets, Igor L. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s030440762300338x. Full description at Econpapers || Download paper |
| 2024 | An adaptive long memory conditional correlation model. (2024). Dark, Jonathan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001305. Full description at Econpapers || Download paper |
| 2024 | Wholesale electricity price forecasting by Quantile Regression and Kalman Filter method. (2024). Movahedi, Akram ; Amiri, Hossein ; Monjazeb, Mohammad Reza. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223033194. Full description at Econpapers || Download paper |
| 2023 | Are prices converging in the global sawnwood market?. (2023). Vasquez-Gonzalez, Bernardo ; Montaes, Antonio ; Gil, Jose M. In: Forest Policy and Economics. RePEc:eee:forpol:v:155:y:2023:i:c:s138993412300093x. Full description at Econpapers || Download paper |
| 2023 | Efficiency dynamics across segmented Bitcoin Markets: Evidence from a decomposition strategy. (2023). Mishra, Tapas ; Satchell, Stephen ; Gao, Yang ; Duan, Kun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443123000100. Full description at Econpapers || Download paper |
| 2023 | Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430. Full description at Econpapers || Download paper |
| 2023 | Forecasting electricity prices with expert, linear, and nonlinear models. (2023). Ravazzolo, Francesco ; del Grosso, Filippo ; Gianfreda, Angelica ; Bille, Anna Gloria. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:570-586. Full description at Econpapers || Download paper |
| 2023 | Energy prices in Europe. Evidence of persistence across markets. (2023). Gil-Alana, Luis ; Martin-Valmayor, Miguel A ; Infante, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300257x. Full description at Econpapers || Download paper |
| 2023 | Investigating the Determinants of the Shadow Economy: The Baltic Region. (2023). Amir, Aysel ; Gokmenoglu, Korhan K. In: Eastern European Economics. RePEc:mes:eaeuec:v:61:y:2023:i:2:p:181-198. Full description at Econpapers || Download paper |
| 2023 | Long memory and regime switching in the stochastic volatility modelling. (2023). Shi, Yanlin. In: Annals of Operations Research. RePEc:spr:annopr:v:320:y:2023:i:2:d:10.1007_s10479-020-03841-z. Full description at Econpapers || Download paper |
| 2023 | Modelling and Forecasting Energy Market Cycles: A Generalized Smooth Transition Approach.. (2023). Chini, Emilio Zanetti ; Canepa, Alessandra ; Alqaralleh, Huthaifa. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202318. Full description at Econpapers || Download paper |
| 2023 | Step?ahead spot price densities using daily synchronously reported prices and wind forecasts. (2022). Solibakke, Per B. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:1:p:17-42. Full description at Econpapers || Download paper |
Niels Haldrup has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Niels Haldrup:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2000 | On the Robustness of Unit Root Tests in the Presence of Double Unit Roots In: Economics Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2002 | On the Robustness of Unit Root Tests in the Presence of Double Unit Roots.(2002) In: Journal of Time Series Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2000 | On the Robustness of Unit Root Tests in the Presence of Double Unit Roots.(2000) In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2000 | Local Power Functions of Tests for Double Unit Roots In: Economics Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2005 | Local power functions of tests for double unit roots.(2005) In: Statistica Neerlandica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2000 | Local Power Functions of Tests for Double Unit Roots.(2000) In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2000 | Measurement Errors and Outliers in Seasonal Unit Root Testing In: Economics Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2000 | Measurement Errors and Outliers in Seasonal Unit Root Testing.(2000) In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2005 | Measurement errors and outliers in seasonal unit root testing.(2005) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2002 | Long-run forecasting in multicointegrated systems In: Economics Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2003 | Long-Run Forecasting in Multicointegrated Systems.(2003) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2002 | Long-Run Forecasting in Multicointegrated Systems.(2002) In: Finance Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2004 | Long-run forecasting in multicointegrated systems.(2004) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2003 | Estimation of Fractional Integration in the Presence of Data Noise In: Economics Working Papers. [Full Text][Citation analysis] | paper | 45 |
| 2007 | Estimation of fractional integration in the presence of data noise.(2007) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | article | |
| 2003 | Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis In: Economics Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2004 | Testing for Additive Outliers in Seasonally Integrated Time Series In: Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Testing for Additive Outliers in Seasonally Integrated Time Series.(2005) In: DEA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2004 | A Regime Switching Long Memory Model for Electricity Prices In: Economics Working Papers. [Full Text][Citation analysis] | paper | 140 |
| 2006 | A regime switching long memory model for electricity prices.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 140 | article | |
| 2005 | Improving Size and Power in Unit Root Testing In: Economics Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2005 | Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data In: Economics Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2007 | Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data.(2007) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2005 | Sequential versus simultaneous market delineation: The relevant antitrust market for salmon In: Economics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2008 | SEQUENTIAL VERSUS SIMULTANEOUS MARKET DELINEATION: THE RELEVANT ANTITRUST MARKET FOR SALMON.(2008) In: Journal of Competition Law and Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2005 | Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon.(2005) In: Working Paper series, University of East Anglia, Centre for Competition Policy (CCP). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2005 | Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices In: Economics Working Papers. [Full Text][Citation analysis] | paper | 133 |
| 2006 | Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices.(2006) In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 133 | article | |
| 2006 | A Note on the Vogelsang Test for Additive Outliers In: Economics Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2008 | A note on the Vogelsang test for additive outliers.(2008) In: Statistics & Probability Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2006 | A Gaussian IV estimator of cointegrating relations In: Economics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2007 | A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 52 |
| 2010 | A vector autoregressive model for electricity prices subject to long memory and regime switching.(2010) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | article | |
| 2009 | A Vector Autoregressive Model For Electricity Prices Subject To Long Memory And Regime Switching.(2009) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 2009 | Detection of additive outliers in seasonal time series In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Detection of Additive Outliers in Seasonal Time Series.(2011) In: Journal of Time Series Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2012 | Unit roots, nonlinearities and structural breaks In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 4 |
| 2013 | Unit roots, non-linearities and structural breaks.(2013) In: Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | chapter | |
| 2014 | Discriminating between fractional integration and spurious long memory In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 11 |
| 2014 | Deterministic and stochastic trends in the Lee-Carter mortality model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 4 |
| 2016 | Deterministic and stochastic trends in the Lee–Carter mortality model.(2016) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2015 | Space-time modeling of electricity spot prices In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Space-time modeling of electricity spot prices.(2017) In: The Energy Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2015 | Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 12 |
| 2016 | Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads.(2016) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2015 | Long Memory, Fractional Integration, and Cross-Sectional Aggregation In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 14 |
| 2017 | Long memory, fractional integration, and cross-sectional aggregation.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2016 | A generalized exponential time series regression model for electricity prices In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 3 |
| 2017 | Spikes and memory in (Nord Pool) electricity price spot prices In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Spikes and memory in (Nord Pool) electricity price spot prices.(2017) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2018 | A Parametric Factor Model of the Term Structure of Mortality In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2019 | A Parametric Factor Model of the Term Structure of Mortality.(2019) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 1994 | Semiparametric Tests for Double Unit Roots. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 13 |
| 1994 | The Effects of Additive Outliers on Tests for Unit Roots and Cointegration. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 136 |
| 1998 | An Econometric Analysis of I(2) Variables In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 40 |
| 1997 | Separation in Cointegrated Systems and Persistent-Transitory Decompositions. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 23 |
| 2003 | Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2011 | Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors Introduction In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2000 | Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 1999 | Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach.(1999) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 1996 | Multicointegration and present value relations In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2002 | REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES In: Econometric Theory. [Full Text][Citation analysis] | article | 10 |
| 1995 | A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence In: Economics Letters. [Full Text][Citation analysis] | article | 14 |
| 1997 | Testing for multicointegration In: Economics Letters. [Full Text][Citation analysis] | article | 40 |
| 1994 | The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables In: Journal of Econometrics. [Full Text][Citation analysis] | article | 59 |
| 1996 | Mirror image distributions and the Dickey-Fuller regression with a maintained trend In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
| 1997 | Multiple unit roots in periodic autoregression In: Journal of Econometrics. [Full Text][Citation analysis] | article | 13 |
| 1998 | Representations of I(2) cointegrated systems using the Smith-McMillan form In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
| 1997 | Money demand, adjustment costs, and forward-looking behavior In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 6 |
| 2005 | Sequential versus simultaneous market In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1999 | Estimating the LQAC Model with I(2) Variables. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 13 |
| 1994 | The Linear Quadratic Adjustment Cost Model and the Demand for Labour. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 17 |
| 2010 | Separation in Cointegrated Systems In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 4 |
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