Multifractal detrended cross-correlation analysis for power markets

Nonlinear Dynamics

Volumn 72, Issue 1-2, 2013, Pages 353-363

  Wang, Fang ^a   Liao, Gui Ping ^a   Zhou, Xiao Yang ^b   Shi, Wen ^a  

^a HUNAN AGRICULTURAL UNIVERSITY   (China)

^b HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

Author keywords

Auto correlation; Multifractal detrended analysis; Multifractal detrended cross correlation analysis; Power time series; Time delay

Indexed keywords

CROSS CORRELATIONS; DETRENDED CROSS-CORRELATION ANALYSIS; LOAD-TIME SERIES; LONG-TERM CORRELATIONS; MULTI FRACTALS; MULTIFRACTAL THEORY; OPERATING DATA; POWER MARKETS;

CORRELATION METHODS; FRACTALS; TIME DELAY; TIME SERIES;

COMMERCE;

EID: 84875675562     PISSN: 0924090X     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11071-012-0718-2     Document Type: Article

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