Work

Modeling electricity spot prices using mean-reverting multifractal processes

Year: 2012

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2012.08.004

Authors: Martin Rypdal, Ola Løvsletten

Institution: UiT The Arctic University of Norway

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Affordable and clean energy

Open Access status: green

OpenAlex ID: W1628028003

FWCI: 5.287

Cites: 49

Cited by: 20

Related to: 10