One upcoming paper and one internal report!

Post date: Mar 27, 2015 4:29:29 PM

Quick head up. There are two upcoming papers, one upcoming paper in collaborations with guys at Invenia and with Tiziana di Matteo and Tomaso Aste on the predictability of Energy Market time series

and an internal report at Invenia on the correlation structure of MISO and PJM markets.

These can be found at the links below:

Hurst and Predictability

Correlations

Dataset available at:

http://figshare.com/articles/PJM_and_MISO_electricity_markets_price_data/1412608

enjoy!