Measuring anti-correlations in the nordic electricity spot market by wavelets
type: Item
instance of: scholarly article
title: Measuring anti-correlations in the nordic electricity spot market by wavelets
zbMATH Open document ID: 1017.91026
DOI: 10.1016/S0378-4371(02)01938-6
author: I. Simonsen
published in: Physica A
publication date: 2003-04-23T00:00:00Z
full work available at URL: https://arxiv.org/abs/cond-mat/0108033
Mathematics Subject Classification ID: 91B26
Mathematics Subject Classification ID: 91B70
Mathematics Subject Classification ID: 60G50
zbMATH DE Number: 1900416
zbMATH Keywords: anti-persistent self-affine walk
zbMATH Keywords: Hurst exponent
zbMATH Keywords: scaling
describes a project that uses: wmtsa
MaRDI profile type: Publication
arXiv ID: cond-mat/0108033
cites work: Energy price risk management
cites work: Q4039736
cites work: Ten Lectures on Wavelets
cites work: Statistical Properties and Uses of the Wavelet Variance Estimator for the Scale Analysis of Time Series
cites work: Introduction to Econophysics
cites work: Profit profiles in correlated markets
OpenAlex ID: W3105766563
Recommended article: Evaluating Multivariate GARCH Models in the Nordic Electricity Markets
description: scientific article