Measuring anti-correlations in the nordic electricity spot market by wavelets
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Publication:1867948
DOI10.1016/S0378-4371(02)01938-6zbMath1017.91026arXivcond-mat/0108033MaRDI QIDQ1867948
Publication date: 23 April 2003
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0108033
60G50: Sums of independent random variables; random walks
91B70: Stochastic models in economics
91B26: Auctions, bargaining, bidding and selling, and other market models
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