Time series analysis and long range correlations of Nordic spot electricity market data-Reference-Cited by-同舟云学术

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Time series analysis and long range correlations of Nordic spot electricity market data

Published:2008-11 Issue:26 Volume:387 Page:6567-6574
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Erzgräber Hartmut,Strozzi Fernanda,Zaldívar José-Manuel,Touchette Hugo,Gutiérrez Eugénio,Arrowsmith David K.

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference42 articles.

1. An Introduction to Econophysics;Mantegna,2000

2. Financial Market Complexity;Johnson,2003

3. Brownian motion in the stock market;Osborne;Oper. Res.,1959

4. A Random Walk Down Wall Street;Malkiel,1990

5. Fractals and Scaling in Finance: Discontinuity, Concentration, Risk;Mandelbrot,1998

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1. A Study on the Nature of Complexity in the Spanish Electricity Market Using a Comprehensive Methodological Framework;Mathematics;2024-03-18

2. Multifractal Analysis of the Brazilian Electricity Market;IEEE Access;2023

3. Application of Time Series Method in Forecasting Near-space Atmospheric Windormalsize;Chinese Journal of Space Science;2018

4. A rough multi-factor model of electricity spot prices;Energy Economics;2017-03

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