Karahan, Cenk C.; Odabasi, Attila; Tiryaki, Cuma Sani - 2023
countries, while taking into account the impact of market couplings. The analysis employs three distinct efficiency measures …This study investigates the efficiency dynamics of spot and futures electricity markets across a sample of European …, entropy is used to gauge the randomness in market prices, while Hurst measure captures the long-term memory of prices, and …