Anti-correlation and multifractal features of Spain electricity spot market

Physica A: Statistical Mechanics and its Applications

Volumn 380, Issue 1-2, 2007, Pages 333-342

  Norouzzadeh, P ^a,b   Dullaert, W ^a   Rahmani, B ^c  

^a UNIVERSITY OF ANTWERP   (Belgium)

^b Farda Development Foundation   (Iran)

^c SHARIF UNIVERSITY OF TECHNOLOGY   (Iran)

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION METHODS; COST ACCOUNTING; FRACTALS; MARKETING; PROBABILITY DISTRIBUTIONS; SPAIN;

MULTIFRACTAL DETRENDED FLUCTUATION ANALYSIS (MF-DFA); NONLINEAR TEMPORAL CORRELATIONS; SCALING EXPONENTS;

ELECTRICITY;

EID: 34247873135     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2007.02.087     Document Type: Article

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