This paper studies the potential for complex asset return dynamics in a high-frequency, non-fundamental feedback trading model. Price adjustment is driven by the time-varying price impact of net orderflow. In tranquil times feedback trading has no impact on the price level. Given feedback...

In this paper we will try to assess the multifractality displayed by the high-frequency returns of Madrid’s Stock Exchange Ibex35 index. A Multifractal Detrended Fluctuation Analysis shows that this index has a wide singularity spectrum which is most likely caused by its long-memory. Our...

Intermittent renewable energy sources, such as wind and solar, will become increasingly important in the electricity supply mix if ambitious renewable energy targets are to be met. This paper presents evidence on the effectiveness of different strategies and measures to increase the capacity...

In this work we study scale invariant functions and stochastic Lévy models and we apply them to geophysical data. We show that a pattern arises from the scale invariance property and Lévy flight models that may be used to estimate parameters related to some major event–major earthquakes.

The intermittent property of a photovoltaic (PV) system requires supplementary energy such as the utility grid or batteries to meet load demand. However, when large scale PV systems are connected to the utility grid, they might affect the grid stability if the overall system is not properly...

This paper studies the potential for complex asset return dynamics in a high-frequency, non-fundamental feedback trading model. Price adjustment is driven by the time-varying price impact of net orderflow. In tranquil times feedback trading has no impact on the price level. Given feedback...