Matches in SemOpenAlex for { <https://semopenalex.org/work/W2952461409> ?p ?o ?g. }
- W2952461409 abstract "We analyze long-term memory properties of hourly prices of electricity in the Czech Republic between 2009 and 2012. As the dynamics of the electricity prices is dominated by cycles { mainly intraday and daily { we opt for the detrended uctuation analysis, which is well suited for such specic series. We nd that the electricity prices are non-stationary but strongly mean-reverting which distinguishes them from other nancial assets which are usually characterized as unit root series. Such description is attributed to specic features of electricity prices, mainly to non-storability. Additionally, we argue that the rapid meanreversion is due to the principles of electricity spot prices. These properties are shown to be stable across all studied years." @default.
- W2952461409 created "2019-06-27" @default.
- W2952461409 creator A5051418046 @default.
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- W2952461409 date "2013-09-03" @default.
- W2952461409 modified "2023-09-27" @default.
- W2952461409 title "Long-term memory in electricity prices: Czech market evidence" @default.
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