Now showing items 1-1 of 1

  • Shocks affecting electricity prices in Kenya, a fractional integration study 

    Luis, A. Gil-Alana; Mudida, Robert; Carcel, Hector (ScienceDirect, 2017-02)
    We conduct a fractional integration and cointegration study of several Kenyan electricity price series in order to determine whether signs of persistence or mean reversion can eventually be discovered. Such features can ...