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    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 ...

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    Author
    Carcel, Hector (1)
    Luis, A. Gil-Alana (1)
    Mudida, Robert (1)
    SubjectCointegration (1)Electricity prices (1)Fractional integration (1)
    Kenya (1)
    ... View MoreDate Issued2017 (1)Has File(s)Yes (1)

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