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How efficient are natural gas markets in practice? A wavelet-based approach - MaRDI portal

How efficient are natural gas markets in practice? A wavelet-based approach

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Publication:6547068

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DOI10.1007/s10479-022-04750-zzbMath1537.91188MaRDI QIDQ6547068

Amina Baba, Sana Ben Kebaier, Anna Cretì

Publication date: 30 May 2024

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

frequency domain informational efficiency natural gas MODWT multiscale Granger causality random walk testing

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Sums of independent random variables; random walks (60G50) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

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