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Measuring anti-correlations in the nordic electricity spot market by wavelets - MaRDI portal

Measuring anti-correlations in the nordic electricity spot market by wavelets (Q1867948)

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scientific article
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English
Measuring anti-correlations in the nordic electricity spot market by wavelets
scientific article

    Statements

    title
    Measuring anti-correlations in the nordic electricity spot market by wavelets (English)
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    author
    Ingve Simonsen
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    published in
    Physica A
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    publication date
    23 April 2003
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    zbMATH Keywords
    anti-persistent self-affine walk
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    Hurst exponent
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    scaling
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    Identifiers

    Mathematics Subject Classification ID
    91B26
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    91B70
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    60G50
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    zbMATH DE Number
    1900416
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    arXiv ID
    cond-mat/0108033
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    OpenAlex ID
    W3105766563
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