Entropy of the Nordic electricity market: Anomalous scaling, spikes, and mean-reversion

Journal of Statistical Mechanics: Theory and Experiment

Volumn , Issue 11, 2006, Pages

  Perello J ^a   Montero, M ^a   Palatella, L ^b   Simonsen, I ^c,d   Masoliver, J ^a  

^a UNIVERSITY OF BARCELONA   (Spain)

^b UNIVERSITÀ DI ROMA LA SAPIENZA   (Italy)

^c NORWEGIAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Norway)

^d DRESDEN UNIVERSITY OF TECHNOLOGY   (Germany)

Author keywords

Financial instruments and regulation; Models of financial markets; Scaling in socio economic systems; Stochastic processes

Indexed keywords

EID: 42749108500     PISSN: 17425468     EISSN: 17425468     Source Type: Journal    
DOI: 10.1088/1742-5468/2006/11/P11011     Document Type: Review

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