Jonas Andersson
Electrical and Electronic Engineering · 2001–2017
A researcher in the Science corpus: 3 papers; trusts 4 researchers and is trusted by 12 researchers here, as inferred from the citation graph.
Subfields
- Electrical and Electronic Engineering — 21 citations into it
- Economics and Econometrics — 10 citations into it
Whom Jonas Andersson trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Tim Bollerslev
- Daniel B. Nelson
- Robert F. Engle
- Stefano Cló
- Ole E. Barndorff-Nielsen
- Torben G. Andersen
Who trusts Jonas Andersson overall
- Kjersti Aas
- Hans Malmsten
- Lars Forsberg
- Timo Teräsvirta
- Ingrid Hobæk Haff
- Tim Bollerslev
- M. A. Carnero
- Carmen Broto
- Esther Ruiz
- Anders Wilhelmsson
Papers from Jonas Andersson's perspective
Ordered by how strongly the researchers Jonas Andersson trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
- Modelling Electricity Prices: International Evidence
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
- Forecasting electricity prices: The impact of fundamentals and time-varying coefficients
- Transmission of prices and price volatility in Australian electricity spot markets: A multivariate GARCH analysis: Discussion Paper No 114
- Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality
- An empirical examination of restructured electricity prices
- On the market impact of wind energy forecasts
Their papers
- Electricity prices, large-scale renewable integration, and policy implications (2017) — 151 citations
- On the Normal Inverse Gaussian Stochastic Volatility Model (2001) — 94 citations
- A two-echelon inventory model with lost sales (2001) — 50 citations