A Study on the Nature of Complexity in the Spanish Electricity Market Using a Comprehensive Methodological Framework

The existence of chaos is particularly relevant, as the identification of a chaotic behavior in a time series could lead to reliable short-term forecasting. This paper evaluates the existence of nonlinearity and chaos in the underlying process of the spot prices of the Spanish electricity market. To...

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Bibliographic Details
Main Authors: Lucía Inglada-Pérez, Sandra González y Gil
Format: Article
Language:English
Published: MDPI AG 2024-03-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/12/6/893