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1. A rough multi-factor model of electricity spot prices. (2017). Bennedsen, Mikkel.
   In: Energy Economics.
   RePEc:eee:eneeco:v:63:y:2017:i:c:p:301-313.

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2. Bidding structure, market efficiency and persistence in a multi-time tariff setting. (2016). AVCI-SURUCU, Ezgi ; Aydogan, Kursat A ; Akgul, Doganbey .
   In: Energy Economics.
   RePEc:eee:eneeco:v:54:y:2016:i:c:p:77-87.

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3. Estimating serial correlation and self-similarity in financial time series—A diversification approach with applications to high frequency data. (2015). Rostek, Stefan ; Gerlich, Nikolas .
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:434:y:2015:i:c:p:84-98.

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4. Rough electricity: a new fractal multi-factor model of electricity spot prices. (2015). Bennedsen, Mikkel.
   In: CREATES Research Papers.
   RePEc:aah:create:2015-42.

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5. The pairwise approach to model a large set of disaggregates with common trends. (2014). Espasa, Antoni ; Carlomagnol, Guillermo .
   In: DES - Working Papers. Statistics and Econometrics. WS.
   RePEc:cte:wsrepe:ws141309.

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6. Integration and Convergence in European Electricity Markets. (2013). Polinori, Paolo ; Bollino, Carlo Andrea ; Ciferri, Davide.
   In: MPRA Paper.
   RePEc:pra:mprapa:44704.

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7. Long-term Memory in Electricity Prices: Czech Market Evidence. (2013). Krištoufek, Ladislav ; Lunackova, Petra .
   In: Czech Journal of Economics and Finance (Finance a uver).
   RePEc:fau:fauart:v:63:y:2013:i:5:p:407-424.

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8. Modelling Germany´s Energy Transition and its Potential Effect on European Electricity Spot Markets. (2013). Houllier, Melanie A. ; de Menezes, Lilian .
   In: EcoMod2013.
   RePEc:ekd:004912:5395.

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9. Modeling electricity spot prices using mean-reverting multifractal processes. (2013). Lovsletten, Ola ; Rypdal, Martin.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:392:y:2013:i:1:p:194-207.

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10. Long-term memory in electricity prices: Czech market evidence. (2013). Krištoufek, Ladislav ; Lunackova, Petra .
    In: Papers.
    RePEc:arx:papers:1309.0582.

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11. Pricing European option with transaction costs under the fractional long memory stochastic volatility model. (2012). Zhou, Ze-Min ; Wang, Xiao-Tian ; Jing, Wei-Shu ; Wu, Min.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:391:y:2012:i:4:p:1469-1480.

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12. Modeling electricity spot prices using mean-reverting multifractal processes. (2012). Lovsletten, Ola ; Rypdal, Martin.
    In: Papers.
    RePEc:arx:papers:1201.6137.

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13. A villamos energia áralakulásának egy új modellje. (2011). Marossy, Zita .
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:1228.

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14. Scaling and long-range dependence in option pricing V: Multiscaling hedging and implied volatility smiles under the fractional Black–Scholes model with transaction costs. (2011). Wang, Xiao-Tian.
    In: Physica A: Statistical Mechanics and its Applications.
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15. Scaling and long range dependence in option pricing, IV: Pricing European options with transaction costs under the multifractional Black–Scholes model. (2010). Wang, Xiao-Tian.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:4:p:789-796.

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16. Scaling and long-range dependence in option pricing I: Pricing European option with transaction costs under the fractional Black–Scholes model. (2010). Wang, Xiao-Tian.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:3:p:438-444.

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17. Use and misuse of some Hurst parameter estimators applied to stationary and non-stationary financial time series. (2010). Serinaldi, Francesco.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:14:p:2770-2781.

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18. Volatility transmission and volatility impulse response functions in European electricity forward markets. (2010). Sévi, Benoît ; LE PEN, Yannick ; Sevi, Benoit.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:4:p:758-770.

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19. Feedback, competition and stochasticity in a day ahead electricity market. (2010). Pinson, Pierre ; Giabardo, Paolo ; Zugno, Marco ; Madsen, Henrik.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:2:p:292-301.

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20. Volatility transmission and volatility impulse response functions in European electricity forward markets. (2010). le Pen, Yannick ; Sevi, Benoit.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/5450.

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21. Defining European Wholesale Electricity Markets: An “And/Or” Approach. (2009). Dijkgraaf, Elbert ; Maarten C. W. Janssen, .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20090079.

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22. Modeling electricity spot and futures price dependence: A multifrequency approach. (2009). Malo, Pekka.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:388:y:2009:i:22:p:4763-4779.

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23. Volatility transmission and volatility impulse response functions in European electricity forward markets. (2008). Sévi, Benoît ; LE PEN, Yannick.
    In: Cahiers du CREDEN (CREDEN Working Papers).
    RePEc:mop:credwp:08.09.77.

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