no code implementations • 21 Feb 2022 • Lin Han, Ivor Cribben, Stefan Trueck
With both 5-minute and 30-minute price data, we find that extreme prices are more persistent in the market with a higher share of intermittent renewable energy.
1 code implementation • 15 Dec 2019 • Meng Xu, Philip T. Reiss, Ivor Cribben
To meet this need, we propose a new distance-based intraclass correlation coefficient (dbICC), defined in terms of arbitrary distances among observations.
Methodology Applications
