Skip to content
Home
About Us
Resources
Profiles Metrics
Authors Directory
Institutions Directory
Top Authors
Top Institutions
Top Sponsors
AI Digest
Contact Us
Menu
Home
About Us
Resources
Profiles Metrics
Authors Directory
Institutions Directory
Top Authors
Top Institutions
Top Sponsors
AI Digest
Contact Us
Home
About Us
Resources
Profiles Metrics
Authors Directory
Institutions Directory
Top Authors
Top Institutions
Top Sponsors
AI Digest
Contact Us
Menu
Home
About Us
Resources
Profiles Metrics
Authors Directory
Institutions Directory
Top Authors
Top Institutions
Top Sponsors
AI Digest
Contact Us
Publication Details
AFRICAN RESEARCH NEXUS
SHINING A SPOTLIGHT ON AFRICAN RESEARCH
mathematics
Time series analysis and long range correlations of Nordic spot electricity market data
Physica A: Statistical Mechanics and its Applications, Volume 387, No. 26, Year 2008
Notification
URL copied to clipboard!
Description
The electricity system price of the Nord Pool spot market is analysed. Different time scale analysis tools are assessed with focus on the Hurst exponent and long range correlations. Daily and weekly periodicities of the spot market are identified. Even though space time separation plots suggest more stationary behaviour than other financial time series, we find large fluctuations of the spot price market which suggest time-dependent scaling parameters. © 2008 Elsevier B.V. All rights reserved.
Authors & Co-Authors
Strozzi, Fernanda
Italy, Castellanza
Università Carlo Cattaneo
Touchette, Hugo
United Kingdom, London
Queen Mary University of London
Statistics
Citations: 23
Authors: 2
Affiliations: 3
Identifiers
Doi:
10.1016/j.physa.2008.07.030
ISSN:
03784371