EPJ

Measuring volatility in the Nordic spot electricity market using Recurrence Quantification Analysis

F. Strozzi, E. Gutiérrez, C. Noè, T. Rossi, M. Serati and J.M. Zaldívar

Eur. Phys. J. Special Topics, 164 (2008) 105-115

Published online: 14 November 2008

DOI: 10.1140/epjst/e2008-00837-1

F. Strozzi

E. Gutiérrez

C. Noè

T. Rossi

M. Serati

J.M. Zaldívar

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