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

Physica A: Statistical Mechanics and its Applications

Volumn 322, Issue , 2003, Pages 597-606

  Simonsen, Ingve ^a  

^a NORDITA   (Denmark)

Author keywords

Anti correlation; Econophysics; Measuring Hurst exponents; Self affine; Wavelet transform

Indexed keywords

ENERGY UTILIZATION; INDUSTRIAL ECONOMICS; PURCHASING; WAVELET TRANSFORMS;

HURST EXPONENTS;

ELECTRICITY;

EID: 0037405017     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(02)01938-6     Document Type: Article

References (13)

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