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Change of persistence in European electricity spot prices
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“…Electricity market has been analyzed with DFA and MF-DFA and related techniques, at different levels. For example, the long-term persistence characteristics of the European Electricity market spot prices have been studied in [271,272]. The US Electricity market persistence has been analyzed in [273] and there are also works dealing with national electricity markets such as in the Czech Republic [274].…”
Section: Persistence In Economics and Market Analysismentioning
confidence: 99%
“…Electricity market has been analyzed with DFA and MF-DFA and related techniques, at different levels. For example, the long-term persistence characteristics of the European Electricity market spot prices have been studied in [271,272]. The US Electricity market persistence has been analyzed in [273] and there are also works dealing with national electricity markets such as in the Czech Republic [274].…”
Section: Persistence In Economics and Market Analysismentioning
confidence: 99%
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