Modeling Dynamic Multifractal Efficiency of US Electricity Market
The dramatic deregulatory reforms in US electricity markets increased competition, resulting in more complex prices compared to other commodities. This paper aims to investigate and compare the overall and time-varying multifractality and efficiency of four major US electricity regions: Mass Hub, Mi...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-09-01
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| Series: | Energies |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1996-1073/14/19/6145 |