Quantifying multiscale inefficiency in electricity markets

Energy Economics

Volumn 30, Issue 6, 2008, Pages 3109-3117

  Uritskaya, Olga Y ^a   Serletis, Apostolos ^a  

^a UNIVERSITY OF CALGARY   (Canada)

Author keywords

Detrended fluctuation analysis; Efficient market hypothesis; Power laws; Random walk

Indexed keywords

COSTS; POWER MARKETS; RANDOM PROCESSES;

DETRENDED FLUCTUATION ANALYSIS; DIFFERENT TIME SCALE; EFFICIENT MARKET HYPOTHESIS; MEASURING DEVIATION; NATURAL GAS MARKETS; POWER-LAW; RANDOM WALK; SCALE-DEPENDENT FRACTAL;

COMMERCE;

ELECTRICITY; ENERGY MARKET; POWER LAW; PRICE DYNAMICS; RANDOM WALK METHOD;

ALBERTA; CANADA; NORTH AMERICA;

EID: 52249094643     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2008.03.009     Document Type: Article

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