241 citations · 1.4k across the 54 of their papers we have counts for
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q-fin.ST2021
Change of persistence in European electricity spot prices
Leonardo Rydin Gorjão, Dirk Witthaut, Pedro G. Lind +1
The European Power Exchange has introduced day-ahead auctions and continuous trading spot markets to facilitate the insertion of renewable electricity. These markets are designed t…
nlin.AO2021★ 15 cited
Arbitrary-order finite-time corrections for the Kramers-Moyal operator
Leonardo Rydin Gorjão, Dirk Witthaut, Klaus Lehnertz +1
With the aim of improving the reconstruction of stochastic evolution equations from empirical time-series data, we derive a full representation of the generator of the Kramers-Moya…