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Yuri Balagula

Personal Details

First Name:Yuri
Middle Name:
Last Name:Balagula
Suffix:
RePEc Short-ID:pba854
[This author has chosen not to make the email address public]

Affiliation

(50%) St. Petersburg Institute for Economics and Mathematics
Russian Academy of Sciences (RAS)

St. Petersburg, Russia
http://emi.nw.ru/
RePEc:edi:iesraru (more details at EDIRC)

(50%) St. Petersburg State University of Economics

St. Petersburg, Russia
https://unecon.ru/
RePEc:edi:spuefru (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Yuri Balagula, 2016. "Fractal Characterization of Long Memory in Electricity Prices," EUSP Department of Economics Working Paper Series 2016/03, European University at St. Petersburg, Department of Economics.
  2. Yuri Balagula & Yulia Abakumova, 2011. "Long Memory in the Oil Market: A Spectral Approach," EUSP Department of Economics Working Paper Series 2011/01, European University at St. Petersburg, Department of Economics, revised 13 Jan 2011.

Articles

  1. Balagula, Yuri, 2020. "Forecasting daily spot prices in the Russian electricity market with the ARFIMA model," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 57, pages 89-101.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Yuri Balagula, 2016. "Fractal Characterization of Long Memory in Electricity Prices," EUSP Department of Economics Working Paper Series 2016/03, European University at St. Petersburg, Department of Economics.

    Cited by:

    1. Balagula, Yuri, 2020. "Forecasting daily spot prices in the Russian electricity market with the ARFIMA model," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 57, pages 89-101.

Articles

  1. Balagula, Yuri, 2020. "Forecasting daily spot prices in the Russian electricity market with the ARFIMA model," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 57, pages 89-101.

    Cited by:

    1. Garafutdinov, Robert, 2021. "Influence of some ARFIMA model parameters on the accuracy of financial time series forecasting," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 62, pages 85-100.

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